FlexShares Trust
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
$512.48M
Avg Monthly Net Assets
$530.75M
Total Assets
$11.83M
Total Liabilities
$518.92M
Net Assets
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund is an Exchange-Traded Fund in FlexShares Trust
,
based in Illinois,
United States of America.
The fund has one share class
and monthly net assets of $512.48M.
On June 27th, 2024 it reported 2,636 holdings, the largest
being Novo Nordisk A/S (1.2%), Toyota Motor Corp. (1.1%) and ASML Holding NV (1.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund | C000102369 | ARCX | TLTD |
Holdings
From latest NPORT-P, filed June 27th, 2024 for period ending April 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1&1 AG | Long | Equity-common | DE | $223K | 13K | 0.04 |
| 3i Group plc | Long | Equity-common | GB | $682K | 19K | 0.13 |
| 4imprint Group plc | Long | Equity-common | GB | $119K | 2K | 0.02 |
| a2 Milk Co. Ltd. (The) | Long | Equity-common | NZ | $50K | 13K | 0.01 |
| A2A SpA | Long | Equity-common | IT | $58K | 29K | 0.01 |
| AAK AB | Long | Equity-common | SE | $74K | 3K | 0.01 |
| Aalberts NV | Long | Equity-common | NL | $116K | 2K | 0.02 |
| Abacus Group | Long | Equity-common | AU | $27K | 35K | 0.01 |
| ABB Ltd. (Registered) | Long | Equity-common | CH | $1M | 23K | 0.22 |
| ABC-Mart, Inc. | Long | Equity-common | JP | $42K | 2K | 0.01 |
| ABN AMRO Bank NV | Long | Equity-common | NL | $132K | 8K | 0.03 |
| abrdn plc | Long | Equity-common | GB | $58K | 32K | 0.01 |
| Accelleron Industries AG | Long | Equity-common | CH | $159K | 4K | 0.03 |
| Accent Group Ltd. | Long | Equity-common | AU | $53K | 43K | 0.01 |
| Acciona SA | Long | Equity-common | ES | $77K | 666 | 0.01 |
| Accor SA | Long | Equity-common | FR | $137K | 3K | 0.03 |
| ACEA SpA | Long | Equity-common | IT | $254K | 15K | 0.05 |
| Acerinox SA | Long | Equity-common | ES | $646K | 60K | 0.12 |
| Ackermans & van Haaren NV | Long | Equity-common | BE | $78K | 454 | 0.02 |
| Acom Co. Ltd. | Long | Equity-common | JP | $53K | 21K | 0.01 |
| ACS Actividades de Construccion y Servicios SA | Long | Equity-common | ES | $188K | 5K | 0.04 |
| Adbri Ltd. | Long | Equity-common | AU | $56K | 27K | 0.01 |
| AddLife AB, Class B | Long | Equity-common | SE | $64K | 7K | 0.01 |
| Addnode Group AB, Class B | Long | Equity-common | SE | $57K | 5K | 0.01 |
| AddTech AB, Class B | Long | Equity-common | SE | $52K | 2K | 0.01 |
| Adecco Group AG (Registered) | Long | Equity-common | CH | $83K | 2K | 0.02 |
| ADEKA Corp. | Long | Equity-common | JP | $48K | 2K | 0.01 |
| Adevinta ASA | Long | Equity-common | NO | $40K | 4K | 0.01 |
| adidas AG | Long | Equity-common | DE | $537K | 2K | 0.10 |
| Admiral Group plc | Long | Equity-common | GB | $135K | 4K | 0.03 |
| Advance Residence Investment Corp. | Long | Equity-common | JP | $39K | 18 | 0.01 |
| Advantage Energy Ltd. | Long | Equity-common | CA | $404K | 52K | 0.08 |
| Advantest Corp. | Long | Equity-common | JP | $365K | 12K | 0.07 |
| Adyen NV | Long | Equity-common | NL | $537K | 444 | 0.10 |
| Aedifica SA | Long | Equity-common | BE | $54K | 832 | 0.01 |
| Aegon Ltd. | Long | Equity-common | NL | $201K | 32K | 0.04 |
| Aena SME SA | Long | Equity-common | ES | $170K | 925 | 0.03 |
| Aeon Co. Ltd. | Long | Equity-common | JP | $265K | 13K | 0.05 |
| AEON Financial Service Co. Ltd. | Long | Equity-common | JP | $34K | 4K | 0.01 |
| Aeon Mall Co. Ltd. | Long | Equity-common | JP | $23K | 2K | 0.00 |
| Aeroports de Paris SA | Long | Equity-common | FR | $15K | 114 | 0.00 |
| AF Gruppen ASA | Long | Equity-common | NO | $72K | 6K | 0.01 |
| AFI Properties Ltd. | Long | Equity-common | IL | $70K | 2K | 0.01 |
| Africa Israel Residences Ltd. | Long | Equity-common | IL | $124K | 2K | 0.02 |
| Africa Oil Corp. | Long | Equity-common | CA | $239K | 134K | 0.05 |
| AFRY AB | Long | Equity-common | SE | $103K | 6K | 0.02 |
| AGC, Inc. | Long | Equity-common | JP | $171K | 5K | 0.03 |
| Ageas SA/NV | Long | Equity-common | BE | $154K | 3K | 0.03 |
| AGL Energy Ltd. | Long | Equity-common | AU | $76K | 12K | 0.01 |
| Agnico Eagle Mines Ltd. | Long | Equity-common | CA | $513K | 8K | 0.10 |
| Agrana Beteiligungs AG | Long | Equity-common | AT | $21K | 1K | 0.00 |
| AIA Group Ltd. | Long | Equity-common | HK | $1M | 170K | 0.24 |
| AIB Group plc | Long | Equity-common | IE | $127K | 24K | 0.02 |
| Aica Kogyo Co. Ltd. | Long | Equity-common | JP | $35K | 2K | 0.01 |
| Aichi Financial Group, Inc. | Long | Equity-common | JP | $280K | 15K | 0.05 |
| Aiful Corp. | Long | Equity-common | JP | $313K | 107K | 0.06 |
| AIMS APAC REIT | Long | Equity-common | SG | $51K | 55K | 0.01 |
| Ain Holdings, Inc. | Long | Equity-common | JP | $30K | 800 | 0.01 |
| Air Canada | Long | Equity-common | CA | $77K | 5K | 0.01 |
| Air France-KLM | Long | Equity-common | FR | $38K | 4K | 0.01 |
| Air Liquide SA | Long | Equity-common | FR | $2M | 8K | 0.29 |
| Air New Zealand Ltd. | Long | Equity-common | NZ | $4K | 12K | 0.00 |
| Air Water, Inc. | Long | Equity-common | JP | $62K | 4K | 0.01 |
| Airbus SE | Long | Equity-common | FR | $1M | 9K | 0.27 |
| Airport City Ltd. | Long | Equity-common | IL | $30K | 2K | 0.01 |
| Airtel Africa plc | Long | Equity-common | GB | $48K | 35K | 0.01 |
| Aisan Industry Co. Ltd. | Long | Equity-common | JP | $107K | 11K | 0.02 |
| Aisin Corp. | Long | Equity-common | JP | $149K | 4K | 0.03 |
| AIXTRON SE | Long | Equity-common | DE | $53K | 2K | 0.01 |
| AJ Bell plc | Long | Equity-common | GB | $87K | 22K | 0.02 |
| Ajinomoto Co., Inc. | Long | Equity-common | JP | $276K | 7K | 0.05 |
| Aker ASA, Class A | Long | Equity-common | NO | $15K | 264 | 0.00 |
| Aker BP ASA | Long | Equity-common | NO | $114K | 5K | 0.02 |
| Aker Carbon Capture ASA | Long | Equity-common | NO | $2K | 3K | 0.00 |
| Aker Solutions ASA | Long | Equity-common | NO | $29K | 8K | 0.01 |
| Aktia Bank OYJ | Long | Equity-common | FI | $191K | 19K | 0.04 |
| Akzo Nobel NV | Long | Equity-common | NL | $125K | 2K | 0.02 |
| Alamos Gold, Inc., Class A | Long | Equity-common | CA | $59K | 4K | 0.01 |
| Alcon, Inc. | Long | Equity-common | CH | $490K | 6K | 0.09 |
| ALD SA | Long | Equity-common | FR | $43K | 6K | 0.01 |
| Alfa Laval AB | Long | Equity-common | SE | $192K | 4K | 0.04 |
| Alfresa Holdings Corp. | Long | Equity-common | JP | $22K | 2K | 0.00 |
| Algonquin Power & Utilities Corp. | Long | Equity-common | CA | $101K | 17K | 0.02 |
| Alimentation Couche-Tard, Inc. | Long | Equity-common | CA | $594K | 11K | 0.11 |
| Alior Bank SA | Long | Equity-common | PL | $68K | 3K | 0.01 |
| ALK-Abello A/S, Class B | Long | Equity-common | DK | $144K | 8K | 0.03 |
| Allegro.eu SA | Long | Equity-common | PL | $53K | 6K | 0.01 |
| Alleima AB | Long | Equity-common | SE | $89K | 14K | 0.02 |
| Allfunds Group plc | Long | Equity-common | GB | $26K | 4K | 0.00 |
| Allianz SE (Registered) | Long | Equity-common | DE | $2M | 8K | 0.44 |
| Allied Gold Corp. | Long | Equity-common | CA | $30K | 11K | 0.01 |
| Allied Properties REIT | Long | Equity-common | CA | $263K | 21K | 0.05 |
| Allreal Holding AG (Registered) | Long | Equity-common | CH | $59K | 366 | 0.01 |
| Alm Brand A/S | Long | Equity-common | DK | $98K | 56K | 0.02 |
| Almirall SA | Long | Equity-common | ES | $42K | 5K | 0.01 |
| Alony Hetz Properties & Investments Ltd. | Long | Equity-common | IL | $359K | 55K | 0.07 |
| Alpen Co. Ltd. | Long | Equity-common | JP | $98K | 7K | 0.02 |
| Alpha Group International plc | Long | Equity-common | GB | $20K | 760 | 0.00 |
| ALS Ltd. | Long | Equity-common | AU | $74K | 9K | 0.01 |
| ALSO Holding AG (Registered) | Long | Equity-common | CH | $66K | 266 | 0.01 |
| Alstom SA | Long | Equity-common | FR | $98K | 6K | 0.02 |
| AltaGas Ltd. | Long | Equity-common | CA | $120K | 5K | 0.02 |
| Altarea SCA | Long | Equity-common | FR | $160K | 2K | 0.03 |
| Alten SA | Long | Equity-common | FR | $73K | 616 | 0.01 |
| Altium Ltd. | Long | Equity-common | AU | $74K | 2K | 0.01 |
| Altus Group Ltd. | Long | Equity-common | CA | $61K | 2K | 0.01 |
| Alumina Ltd. | Long | Equity-common | AU | $164K | 156K | 0.03 |
| Amada Co. Ltd. | Long | Equity-common | JP | $79K | 7K | 0.02 |
| Amadeus IT Group SA | Long | Equity-common | ES | $390K | 6K | 0.08 |
| Amano Corp. | Long | Equity-common | JP | $19K | 800 | 0.00 |
| Ambu A/S, Class B | Long | Equity-common | DK | $162K | 10K | 0.03 |
| AMCO - Asset Management Co. SpA | Long | Equity-common | IT | $0 | 239 | – |
| AMG Critical Materials NV | Long | Equity-common | NL | $215K | 9K | 0.04 |
| Amot Investments Ltd. | Long | Equity-common | IL | $23K | 5K | 0.00 |
| AMP Ltd. | Long | Equity-common | AU | $47K | 65K | 0.01 |
| Amplifon SpA | Long | Equity-common | IT | $71K | 2K | 0.01 |
| Ampol Ltd. | Long | Equity-common | AU | $119K | 5K | 0.02 |
| AmRest Holdings SE | Long | Equity-common | ES | $40K | 6K | 0.01 |
| ams-OSRAM AG | Long | Equity-common | AT | $386K | 317K | 0.07 |
| Amundi SA | Long | Equity-common | FR | $92K | 1K | 0.02 |
| ANA Holdings, Inc. | Long | Equity-common | JP | $46K | 2K | 0.01 |
| ANDRITZ AG | Long | Equity-common | AT | $83K | 2K | 0.02 |
| Anglo American plc | Long | Equity-common | ZA | $859K | 26K | 0.17 |
| Anheuser-Busch InBev SA/NV | Long | Equity-common | BE | $760K | 13K | 0.15 |
| Anima Holding SpA | Long | Equity-common | IT | $294K | 62K | 0.06 |
| Anritsu Corp. | Long | Equity-common | JP | $63K | 8K | 0.01 |
| Ansell Ltd. | Long | Equity-common | AU | $631.44 | 38 | 0.00 |
| Antin Infrastructure Partners SA | Long | Equity-common | FR | $56K | 4K | 0.01 |
| Antofagasta plc | Long | Equity-common | CL | $145K | 5K | 0.03 |
| ANZ Group Holdings Ltd. | Long | Equity-common | AU | $815K | 45K | 0.16 |
| AOKI Holdings, Inc. | Long | Equity-common | JP | $54K | 8K | 0.01 |
| AP Moller - Maersk A/S, Class A | Long | Equity-common | DK | $93K | 65 | 0.02 |
| AP Moller - Maersk A/S, Class B | Long | Equity-common | DK | $56K | 38 | 0.01 |
| APA Group | Long | Equity-common | AU | $126K | 23K | 0.02 |
| Aperam SA | Long | Equity-common | LU | $427K | 15K | 0.08 |
| Appier Group, Inc. | Long | Equity-common | JP | $35K | 4K | 0.01 |
| Applus Services SA | Long | Equity-common | ES | $573K | 42K | 0.11 |
| Arad Investment & Industrial Development Ltd. | Long | Equity-common | IL | $32K | 1K | 0.01 |
| Arata Corp. | Long | Equity-common | JP | $245K | 11K | 0.05 |
| ARB Corp. Ltd. | Long | Equity-common | AU | $118K | 5K | 0.02 |
| ARC Resources Ltd. | Long | Equity-common | CA | $246K | 14K | 0.05 |
| Arcadis NV | Long | Equity-common | NL | $74K | 1K | 0.01 |
| ArcelorMittal SA | Long | Equity-common | LU | $304K | 12K | 0.06 |
| ARCLANDS Corp. | Long | Equity-common | JP | $229K | 19K | 0.04 |
| Arcs Co. Ltd. | Long | Equity-common | JP | $75K | 4K | 0.01 |
| ARE Holdings, Inc. | Long | Equity-common | JP | $336K | 26K | 0.06 |
| Arena REIT | Long | Equity-common | AU | $38K | 16K | 0.01 |
| ARGAN SA | Long | Equity-common | FR | $44K | 556 | 0.01 |
| Argenx SE | Long | Equity-common | NL | $319K | 851 | 0.06 |
| Argosy Property Ltd. | Long | Equity-common | NZ | $46K | 68K | 0.01 |
| Ariake Japan Co. Ltd. | Long | Equity-common | JP | $26K | 800 | 0.01 |
| Aristocrat Leisure Ltd. | Long | Equity-common | AU | $248K | 10K | 0.05 |
| Aritzia, Inc. | Long | Equity-common | CA | $135K | 5K | 0.03 |
| Arjo AB, Class B | Long | Equity-common | SE | $49K | 12K | 0.01 |
| Arkema SA | Long | Equity-common | FR | $150K | 1K | 0.03 |
| Aroundtown SA | Long | Equity-common | DE | $587K | 281K | 0.11 |
| Arvida Group Ltd. | Long | Equity-common | NZ | $122K | 191K | 0.02 |
| Aryzta AG | Long | Equity-common | CH | $116K | 61K | 0.02 |
| As One Corp. | Long | Equity-common | JP | $27K | 2K | 0.01 |
| Asahi Group Holdings Ltd. | Long | Equity-common | JP | $223K | 7K | 0.04 |
| Asahi Intecc Co. Ltd. | Long | Equity-common | JP | $47K | 3K | 0.01 |
| Asahi Kasei Corp. | Long | Equity-common | JP | $233K | 33K | 0.04 |
| ASAHI YUKIZAI Corp. | Long | Equity-common | JP | $123K | 4K | 0.02 |
| Ascential plc | Long | Equity-common | GB | $68K | 17K | 0.01 |
| Ashmore Group plc | Long | Equity-common | GB | $55K | 23K | 0.01 |
| Ashtead Group plc | Long | Equity-common | GB | $457K | 6K | 0.09 |
| Ashtrom Group Ltd. | Long | Equity-common | IL | $207K | 15K | 0.04 |
| Asics Corp. | Long | Equity-common | JP | $146K | 3K | 0.03 |
| ASKUL Corp. | Long | Equity-common | JP | $15K | 1K | 0.00 |
| ASM International NV | Long | Equity-common | NL | $424K | 666 | 0.08 |
| ASML Holding NV | Long | Equity-common | NL | $5M | 6K | 0.99 |
| ASMPT Ltd. | Long | Equity-common | HK | $63K | 5K | 0.01 |
| ASR Nederland NV | Long | Equity-common | NL | $153K | 3K | 0.03 |
| Assa Abloy AB, Class B | Long | Equity-common | SE | $390K | 15K | 0.08 |
| Assicurazioni Generali SpA | Long | Equity-common | IT | $462K | 19K | 0.09 |
| Associated British Foods plc | Long | Equity-common | GB | $151K | 5K | 0.03 |
| Assura plc | Long | Equity-common | GB | $39K | 75K | 0.01 |
| Astellas Pharma, Inc. | Long | Equity-common | JP | $285K | 30K | 0.05 |
| Aston Martin Lagonda Global Holdings plc | Long | Equity-common | GB | $30K | 16K | 0.01 |
| AstraZeneca plc | Long | Equity-common | GB | $3M | 23K | 0.67 |
| ASX Ltd. | Long | Equity-common | AU | $80K | 2K | 0.02 |
| AT&S Austria Technologie & Systemtechnik AG | Long | Equity-common | AT | $176K | 8K | 0.03 |
| Atea ASA | Long | Equity-common | NO | $31K | 2K | 0.01 |
| Athabasca Oil Corp. | Long | Equity-common | CA | $678K | 194K | 0.13 |
| Atlas Arteria Ltd. | Long | Equity-common | AU | $16K | 5K | 0.00 |
| Atlas Copco AB, Class A | Long | Equity-common | SE | $644K | 36K | 0.12 |
| Atlas Copco AB, Class B | Long | Equity-common | SE | $356K | 23K | 0.07 |
| Atom Corp. | Long | Equity-common | JP | $33K | 6K | 0.01 |
| Atos SE | Long | Equity-common | FR | $79K | 37K | 0.02 |
| Atoss Software AG | Long | Equity-common | DE | $47K | 176 | 0.01 |
| Atresmedia Corp. de Medios de Comunicacion SA | Long | Equity-common | ES | $153K | 30K | 0.03 |
| Atrium Ljungberg AB, Class B | Long | Equity-common | SE | $14K | 792 | 0.00 |
| ATS Corp. | Long | Equity-common | CA | $49K | 1K | 0.01 |
| AUB Group Ltd. | Long | Equity-common | AU | $54K | 3K | 0.01 |
| Auckland International Airport Ltd. | Long | Equity-common | NZ | $100K | 22K | 0.02 |
| Auction Technology Group plc | Long | Equity-common | GB | $44K | 7K | 0.01 |
| Audinate Group Ltd. | Long | Equity-common | AU | $43K | 3K | 0.01 |
| Aura Investments Ltd. | Long | Equity-common | IL | $78K | 20K | 0.02 |
| Aurizon Holdings Ltd. | Long | Equity-common | AU | $72K | 29K | 0.01 |
| Aurubis AG | Long | Equity-common | DE | $59K | 738 | 0.01 |
| Austevoll Seafood ASA | Long | Equity-common | NO | $28K | 3K | 0.01 |
| Auto Trader Group plc | Long | Equity-common | GB | $117K | 13K | 0.02 |
| Autobacs Seven Co. Ltd. | Long | Equity-common | JP | $21K | 2K | 0.00 |
| AutoStore Holdings Ltd. | Long | Equity-common | NO | $22K | 15K | 0.00 |
| Avance Gas Holding Ltd. | Long | Equity-common | US | $80K | 5K | 0.02 |
| Avanza Bank Holding AB | Long | Equity-common | SE | $59K | 3K | 0.01 |
| Aviva plc | Long | Equity-common | GB | $319K | 55K | 0.06 |
| Avolta AG | Long | Equity-common | CH | $51K | 1K | 0.01 |
| AVZ Minerals Ltd. | Long | Equity-common | AU | $10K | 111K | 0.00 |
| Awa Bank Ltd. (The) | Long | Equity-common | JP | $190K | 11K | 0.04 |
| AXA SA | Long | Equity-common | FR | $1M | 36K | 0.24 |
| Axfood AB | Long | Equity-common | SE | $39K | 1K | 0.01 |
| Azbil Corp. | Long | Equity-common | JP | $59K | 2K | 0.01 |
| Azelis Group NV | Long | Equity-common | BE | $28K | 1K | 0.01 |
| Azimut Holding SpA | Long | Equity-common | IT | $66K | 3K | 0.01 |
| Azorim-Investment Development & Construction Co. Ltd. | Long | Equity-common | IL | $25K | 6K | 0.00 |
| Azrieli Group Ltd. | Long | Equity-common | IL | $35K | 532 | 0.01 |
| B&M European Value Retail SA | Long | Equity-common | GB | $99K | 15K | 0.02 |
| B2Gold Corp. | Long | Equity-common | CA | $35K | 14K | 0.01 |
| Babcock International Group plc | Long | Equity-common | GB | $177K | 28K | 0.03 |
| Bachem Holding AG | Long | Equity-common | CH | $29K | 328 | 0.01 |
| BAE Systems plc | Long | Equity-common | GB | $742K | 44K | 0.14 |
| Bakkafrost P/F | Long | Equity-common | FO | $50K | 820 | 0.01 |
| Balfour Beatty plc | Long | Equity-common | GB | $847K | 186K | 0.16 |
| Ballard Power Systems, Inc. | Long | Equity-common | CA | $7K | 3K | 0.00 |
| Baloise Holding AG (Registered) | Long | Equity-common | CH | $134K | 888 | 0.03 |
| Baltic Classifieds Group plc | Long | Equity-common | GB | $47K | 16K | 0.01 |
| Banca Generali SpA | Long | Equity-common | IT | $55K | 1K | 0.01 |
| Banca Mediolanum SpA | Long | Equity-common | IT | $48K | 4K | 0.01 |
| Banca Monte dei Paschi di Siena SpA | Long | Equity-common | IT | $35K | 7K | 0.01 |
| Banca Popolare di Sondrio SpA | Long | Equity-common | IT | $1M | 151K | 0.24 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $1M | 117K | 0.25 |
| Banco BPM SpA | Long | Equity-common | IT | $192K | 29K | 0.04 |
| Banco Comercial Portugues SA, Class R | Long | Equity-common | PT | $67K | 190K | 0.01 |
| Banco de Sabadell SA | Long | Equity-common | ES | $218K | 114K | 0.04 |
| Banco Santander SA | Long | Equity-common | ES | $2M | 327K | 0.31 |
| Bandai Namco Holdings, Inc. | Long | Equity-common | JP | $139K | 7K | 0.03 |
| Bank Hapoalim BM | Long | Equity-common | IL | $222K | 24K | 0.04 |
| Bank Leumi Le-Israel BM | Long | Equity-common | IL | $238K | 30K | 0.05 |
| Bank Millennium SA | Long | Equity-common | PL | $59K | 26K | 0.01 |
| Bank of Cyprus Holdings plc | Long | Equity-common | CY | $552K | 137K | 0.11 |
| Bank of East Asia Ltd. (The) | Long | Equity-common | HK | $31K | 25K | 0.01 |
| Bank of Georgia Group plc | Long | Equity-common | GE | $837K | 12K | 0.16 |
| Bank of Ireland Group plc | Long | Equity-common | IE | $214K | 20K | 0.04 |
| Bank of Montreal | Long | Equity-common | CA | $1M | 15K | 0.26 |
| Bank of Nova Scotia (The) | Long | Equity-common | CA | $1M | 26K | 0.23 |
| Bank of Queensland Ltd. | Long | Equity-common | AU | $86K | 22K | 0.02 |
| Bank Polska Kasa Opieki SA | Long | Equity-common | PL | $159K | 4K | 0.03 |
| Bankinter SA | Long | Equity-common | ES | $111K | 14K | 0.02 |
| Banque Cantonale de Geneve | Long | Equity-common | CH | $204K | 629 | 0.04 |
| Banque Cantonale Vaudoise (Registered) | Long | Equity-common | CH | $43K | 410 | 0.01 |
| Bapcor Ltd. | Long | Equity-common | AU | $38K | 10K | 0.01 |
| Barclays plc | Long | Equity-common | GB | $716K | 282K | 0.14 |
| Barco NV | Long | Equity-common | BE | $29K | 2K | 0.01 |
| Barratt Developments plc | Long | Equity-common | GB | $116K | 20K | 0.02 |
| Barrick Gold Corp. | Long | Equity-common | GB | $376K | 22K | 0.07 |
| Barrick Gold Corp. | Long | Equity-common | GB | $80K | 5K | 0.02 |
| Barry Callebaut AG (Registered) | Long | Equity-common | CH | $120K | 74 | 0.02 |
| BASF SE | Long | Equity-common | DE | $1M | 19K | 0.19 |
| Basic-Fit NV | Long | Equity-common | NL | $58K | 3K | 0.01 |
| Bausch Health Cos., Inc. | Long | Equity-common | US | $933K | 106K | 0.18 |
| Bavarian Nordic A/S | Long | Equity-common | DK | $82K | 4K | 0.02 |
| BAWAG Group AG | Long | Equity-common | AT | $123K | 2K | 0.02 |
| BayCurrent Consulting, Inc. | Long | Equity-common | JP | $30K | 1K | 0.01 |
| Bayer AG (Registered) | Long | Equity-common | DE | $514K | 18K | 0.10 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $689K | 6K | 0.13 |
| Bayerische Motoren Werke AG (Preference) | Long | Equity-common | DE | $117K | 1K | 0.02 |
| Baytex Energy Corp. | Long | Equity-common | CA | $76K | 21K | 0.01 |
| BayWa AG | Long | Equity-common | DE | $83K | 3K | 0.02 |
| BCE, Inc. | Long | Equity-common | CA | $185K | 6K | 0.04 |
| BE Semiconductor Industries NV | Long | Equity-common | NL | $178K | 1K | 0.03 |
| Beach Energy Ltd. | Long | Equity-common | AU | $41K | 39K | 0.01 |
| Beazley plc | Long | Equity-common | GB | $115K | 14K | 0.02 |
| Bechtle AG | Long | Equity-common | DE | $66K | 1K | 0.01 |
| Befesa SA | Long | Equity-common | ES | $65K | 2K | 0.01 |
| Beiersdorf AG | Long | Equity-common | DE | $222K | 1K | 0.04 |
| Beijer Alma AB | Long | Equity-common | SE | $44K | 2K | 0.01 |
| Beijer Ref AB, Class B | Long | Equity-common | SE | $56K | 4K | 0.01 |
| Bekaert SA | Long | Equity-common | BE | $564K | 11K | 0.11 |
| Belc Co. Ltd. | Long | Equity-common | JP | $38K | 800 | 0.01 |
| Believe SA | Long | Equity-common | FR | $34K | 2K | 0.01 |
| Belimo Holding AG (Registered) | Long | Equity-common | CH | $57K | 123 | 0.01 |
| Bell Food Group AG (Registered) | Long | Equity-common | CH | $36K | 123 | 0.01 |
| Bell System24 Holdings, Inc. | Long | Equity-common | JP | $37K | 4K | 0.01 |
| Bellevue Gold Ltd. | Long | Equity-common | AU | $58K | 50K | 0.01 |
| Bellway plc | Long | Equity-common | GB | $84K | 3K | 0.02 |
| Bendigo & Adelaide Bank Ltd. | Long | Equity-common | AU | $47K | 7K | 0.01 |
| Benefit One, Inc. | Long | Equity-common | JP | $52K | 4K | 0.01 |
| Benefit Systems SA | Long | Equity-common | PL | $52K | 76 | 0.01 |
| Beneteau SACA | Long | Equity-common | FR | $126K | 10K | 0.02 |
| Berkeley Group Holdings plc | Long | Equity-common | GB | $77K | 1K | 0.01 |
| Berner Kantonalbank AG (Registered) | Long | Equity-common | CH | $90K | 328 | 0.02 |
| Betsson AB, Class B | Long | Equity-common | SE | $86K | 8K | 0.02 |
| Better Collective A/S | Long | Equity-common | DK | $66K | 2K | 0.01 |
| Bezeq The Israeli Telecommunication Corp. Ltd. | Long | Equity-common | IL | $47K | 38K | 0.01 |
| BFF Bank SpA | Long | Equity-common | IT | $759K | 59K | 0.15 |
| BHP Group Ltd. | Long | Equity-common | AU | $2M | 75K | 0.40 |
| Bic Camera, Inc. | Long | Equity-common | JP | $41K | 4K | 0.01 |
| Big Shopping Centers Ltd. | Long | Equity-common | IL | $30K | 287 | 0.01 |
| Big Yellow Group plc | Long | Equity-common | GB | $136K | 10K | 0.03 |
| Bilfinger SE | Long | Equity-common | DE | $415K | 9K | 0.08 |
| Bilia AB, Class A | Long | Equity-common | SE | $319K | 25K | 0.06 |
| Billerud Aktiebolag | Long | Equity-common | SE | $46K | 5K | 0.01 |
| BioGaia AB, Class B | Long | Equity-common | SE | $61K | 6K | 0.01 |
| BioMerieux | Long | Equity-common | FR | $88K | 825 | 0.02 |
| Biotage AB | Long | Equity-common | SE | $56K | 4K | 0.01 |
| BIPROGY, Inc. | Long | Equity-common | JP | $32K | 1K | 0.01 |
| Birchcliff Energy Ltd. | Long | Equity-common | CA | $347K | 84K | 0.07 |
| BKW AG | Long | Equity-common | CH | $65K | 440 | 0.01 |
| BlackBerry Ltd. | Long | Equity-common | CA | $76K | 27K | 0.01 |
| Blue Square Real Estate Ltd. | Long | Equity-common | IL | $131K | 2K | 0.03 |
| Bluenord ASA | Long | Equity-common | NO | $33K | 646 | 0.01 |
| BlueScope Steel Ltd. | Long | Equity-common | AU | $137K | 9K | 0.03 |
| BNP Paribas SA | Long | Equity-common | FR | $2M | 22K | 0.30 |
| Boardwalk REIT | Long | Equity-common | CA | $52K | 1K | 0.01 |
| Bodycote plc | Long | Equity-common | GB | $31K | 4K | 0.01 |
| Boliden AB | Long | Equity-common | SE | $177K | 5K | 0.03 |
| Bollore SE | Long | Equity-common | FR | $84K | 13K | 0.02 |
| Bombardier, Inc., Class B | Long | Equity-common | CA | $86K | 2K | 0.02 |
| BoneSupport Holding AB | Long | Equity-common | SE | $55K | 3K | 0.01 |
| Bonheur ASA | Long | Equity-common | NO | $160K | 7K | 0.03 |
| Boral Ltd. | Long | Equity-common | AU | $13K | 3K | 0.00 |
| Boralex, Inc., Class A | Long | Equity-common | CA | $118K | 6K | 0.02 |
| Borr Drilling Ltd. | Long | Equity-common | AE | $21K | 4K | 0.00 |
| Borregaard ASA | Long | Equity-common | NO | $29K | 2K | 0.01 |
| Boss Energy Ltd. | Long | Equity-common | AU | $68K | 21K | 0.01 |
| Bossard Holding AG (Registered), Class A | Long | Equity-common | CH | $9K | 38 | 0.00 |
| Bouvet ASA | Long | Equity-common | NO | $28K | 5K | 0.01 |
| Bouygues SA | Long | Equity-common | FR | $149K | 4K | 0.03 |
| Boyd Group Services, Inc. | Long | Equity-common | CA | $70K | 372 | 0.01 |
| BP plc | Long | Equity-common | GB | $2M | 354K | 0.44 |
| BPER Banca SpA | Long | Equity-common | IT | $143K | 27K | 0.03 |
| bpost SA | Long | Equity-common | BE | $125K | 32K | 0.02 |
| Brambles Ltd. | Long | Equity-common | AU | $205K | 22K | 0.04 |
| Bravida Holding AB | Long | Equity-common | SE | $88K | 13K | 0.02 |
| Brederode SA | Long | Equity-common | LU | $34K | 285 | 0.01 |
| Breedon Group plc | Long | Equity-common | GB | $107K | 24K | 0.02 |
| Brembo NV | Long | Equity-common | IT | $18K | 1K | 0.00 |
| Brenntag SE | Long | Equity-common | DE | $169K | 2K | 0.03 |
| Breville Group Ltd. | Long | Equity-common | AU | $41K | 2K | 0.01 |
| Brickworks Ltd. | Long | Equity-common | AU | $25K | 1K | 0.00 |
| Bridgepoint Group plc | Long | Equity-common | GB | $91K | 32K | 0.02 |
| Bridgestone Corp. | Long | Equity-common | JP | $492K | 11K | 0.09 |
| BRIGHTOIL | Long | Equity-common | HK | $0 | 50K | – |
| British American Tobacco plc | Long | Equity-common | GB | $1M | 47K | 0.27 |
| British Land Co. plc (The) | Long | Equity-common | GB | $101K | 21K | 0.02 |
| Britvic plc | Long | Equity-common | GB | $39K | 4K | 0.01 |
| Brookfield Asset Management Ltd., Class A | Long | Equity-common | CA | $283K | 7K | 0.05 |
| Brookfield Business Corp., Class A | Long | Equity-common | CA | $156K | 8K | 0.03 |
| Brookfield Corp., Class A | Long | Equity-common | CA | $1M | 30K | 0.23 |
| Brookfield Infrastructure Corp., Class A | Long | Equity-common | CA | $93K | 3K | 0.02 |
| Brookfield Renewable Corp., Class A | Long | Equity-common | US | $77K | 3K | 0.01 |
| Brother Industries Ltd. | Long | Equity-common | JP | $71K | 4K | 0.01 |
| BRP, Inc. | Long | Equity-common | US | $723K | 11K | 0.14 |
| Brunello Cucinelli SpA | Long | Equity-common | IT | $68K | 660 | 0.01 |
| BT Group plc | Long | Equity-common | GB | $171K | 133K | 0.03 |
| Bucher Industries AG (Registered) | Long | Equity-common | CH | $32K | 82 | 0.01 |
| Budweiser Brewing Co. APAC Ltd. | Long | Equity-common | CN | $64K | 46K | 0.01 |
| Bufab AB | Long | Equity-common | SE | $30K | 968 | 0.01 |
| Bukit Sembawang Estates Ltd. | Long | Equity-common | SG | $47K | 19K | 0.01 |
| Bumitama Agri Ltd. | Long | Equity-common | SG | $31K | 61K | 0.01 |
| Bunka Shutter Co. Ltd. | Long | Equity-common | JP | $218K | 20K | 0.04 |
| Bunzl plc | Long | Equity-common | GB | $194K | 5K | 0.04 |
| Burberry Group plc | Long | Equity-common | GB | $59K | 4K | 0.01 |
| Burckhardt Compression Holding AG | Long | Equity-common | CH | $84K | 132 | 0.02 |
| Bure Equity AB | Long | Equity-common | SE | $31K | 968 | 0.01 |
| Bureau Veritas SA | Long | Equity-common | FR | $133K | 5K | 0.03 |
| Burkhalter Holding AG | Long | Equity-common | CH | $68K | 615 | 0.01 |
| Buzzi SpA | Long | Equity-common | IT | $114K | 3K | 0.02 |
| BW LPG Ltd. | Long | Equity-common | SG | $40K | 3K | 0.01 |
| BWP Trust | Long | Equity-common | AU | $33K | 14K | 0.01 |
| Bystronic AG | Long | Equity-common | CH | $34K | 76 | 0.01 |
| Bytes Technology Group plc | Long | Equity-common | GB | $64K | 11K | 0.01 |
| C Uyemura & Co. Ltd. | Long | Equity-common | JP | $40K | 600 | 0.01 |
| C&C Group plc | Long | Equity-common | IE | $57K | 28K | 0.01 |
| CA Immobilien Anlagen AG | Long | Equity-common | AT | $19K | 572 | 0.00 |
| CAE, Inc. | Long | Equity-common | CA | $87K | 4K | 0.02 |
| Cafe de Coral Holdings Ltd. | Long | Equity-common | HK | $4K | 4K | 0.00 |
| Cairn Homes plc | Long | Equity-common | IE | $319K | 188K | 0.06 |
| CaixaBank SA | Long | Equity-common | ES | $432K | 82K | 0.08 |
| Calbee, Inc. | Long | Equity-common | JP | $13K | 600 | 0.00 |
| Cameco Corp. | Long | Equity-common | CA | $279K | 6K | 0.05 |
| Camtek Ltd. | Long | Equity-common | IL | $85K | 1K | 0.02 |
| Camurus AB | Long | Equity-common | SE | $65K | 1K | 0.01 |
| Canadian Apartment Properties REIT | Long | Equity-common | CA | $32K | 1K | 0.01 |
| Canadian Imperial Bank of Commerce | Long | Equity-common | CA | $937K | 20K | 0.18 |
| Canadian National Railway Co. | Long | Equity-common | CA | $963K | 8K | 0.19 |
| Canadian Natural Resources Ltd. | Long | Equity-common | CA | $2M | 22K | 0.32 |
| Canadian Pacific Kansas City Ltd. | Long | Equity-common | CA | $1M | 14K | 0.21 |
| Canadian Tire Corp. Ltd., Class A | Long | Equity-common | CA | $102K | 1K | 0.02 |
| Canadian Utilities Ltd., Class A | Long | Equity-common | CA | $88K | 4K | 0.02 |
| Canadian Western Bank | Long | Equity-common | CA | $618K | 32K | 0.12 |
| CANCOM SE | Long | Equity-common | DE | $62K | 2K | 0.01 |
| Canfor Corp. | Long | Equity-common | CA | $203K | 19K | 0.04 |
| Canon Electronics, Inc. | Long | Equity-common | JP | $54K | 4K | 0.01 |
| Canon Marketing Japan, Inc. | Long | Equity-common | JP | $41K | 2K | 0.01 |
| Canon, Inc. | Long | Equity-common | JP | $403K | 15K | 0.08 |
| Capcom Co. Ltd. | Long | Equity-common | JP | $113K | 7K | 0.02 |
| Capgemini SE | Long | Equity-common | FR | $493K | 2K | 0.10 |
| Capital Power Corp. | Long | Equity-common | CA | $92K | 4K | 0.02 |
| CapitaLand Ascendas REIT | Long | Equity-common | SG | $104K | 54K | 0.02 |
| CapitaLand Ascott Trust | Long | Equity-common | SG | $22K | 33K | 0.00 |
| CapitaLand China Trust | Long | Equity-common | SG | $57K | 118K | 0.01 |
| Capitaland India Trust | Long | Equity-common | SG | $40K | 55K | 0.01 |
| CapitaLand Integrated Commercial Trust | Long | Equity-common | SG | $60K | 42K | 0.01 |
| CapitaLand Investment Ltd. | Long | Equity-common | SG | $80K | 41K | 0.02 |
| Capricorn Metals Ltd. | Long | Equity-common | AU | $63K | 19K | 0.01 |
| Capstone Copper Corp. | Long | Equity-common | CA | $142K | 21K | 0.03 |
| CAR Group Ltd. | Long | Equity-common | AU | $136K | 6K | 0.03 |
| Cardinal Energy Ltd. | Long | Equity-common | CA | $234K | 46K | 0.05 |
| Carel Industries SpA | Long | Equity-common | IT | $47K | 2K | 0.01 |
| Cargojet, Inc. | Long | Equity-common | CA | $54K | 608 | 0.01 |
| Cargotec OYJ, Class B | Long | Equity-common | FI | $54K | 684 | 0.01 |
| Carl Zeiss Meditec AG | Long | Equity-common | DE | $76K | 715 | 0.01 |
| Carlsberg A/S, Class B | Long | Equity-common | DK | $170K | 1K | 0.03 |
| Carmila SA | Long | Equity-common | FR | $332K | 20K | 0.06 |
| Carnival plc | Long | Equity-common | US | $107K | 8K | 0.02 |
| Carrefour SA | Long | Equity-common | FR | $191K | 11K | 0.04 |
| Casio Computer Co. Ltd. | Long | Equity-common | JP | $30K | 4K | 0.01 |
| Castellum AB | Long | Equity-common | SE | $119K | 10K | 0.02 |
| Catena AB | Long | Equity-common | SE | $41K | 924 | 0.01 |
| Cathay Pacific Airways Ltd. | Long | Equity-common | HK | $41K | 38K | 0.01 |
| CCC SA | Long | Equity-common | PL | $60K | 3K | 0.01 |
| CCL Industries, Inc., Class B | Long | Equity-common | CA | $127K | 2K | 0.02 |
| CD Projekt SA | Long | Equity-common | PL | $35K | 1K | 0.01 |
| CDL Hospitality Trusts | Long | Equity-common | SG | $27K | 38K | 0.01 |
| CECONOMY AG | Long | Equity-common | DE | $115K | 50K | 0.02 |
| Celestica, Inc. | Long | Equity-common | CA | $2M | 39K | 0.32 |
| Cellcom Israel Ltd. | Long | Equity-common | IL | $161K | 38K | 0.03 |
| Cellnex Telecom SA | Long | Equity-common | ES | $292K | 9K | 0.06 |
| Cembra Money Bank AG | Long | Equity-common | CH | $119K | 2K | 0.02 |
| Cementir Holding NV | Long | Equity-common | IT | $173K | 16K | 0.03 |
| Cenovus Energy, Inc. | Long | Equity-common | CA | $517K | 25K | 0.10 |
| Centamin plc | Long | Equity-common | EG | $579K | 382K | 0.11 |
| Centerra Gold, Inc. | Long | Equity-common | KG | $54K | 9K | 0.01 |
| Central Glass Co. Ltd. | Long | Equity-common | JP | $132K | 7K | 0.03 |
| Central Japan Railway Co. | Long | Equity-common | JP | $425K | 19K | 0.08 |
| Centrica plc | Long | Equity-common | GB | $192K | 120K | 0.04 |
| Centuria Capital Group | Long | Equity-common | AU | $288K | 254K | 0.06 |
| Centuria Industrial REIT | Long | Equity-common | AU | $69K | 33K | 0.01 |
| CGI, Inc. | Long | Equity-common | CA | $297K | 3K | 0.06 |
| Champion Iron Ltd. | Long | Equity-common | AU | $30K | 6K | 0.01 |
| Champion REIT | Long | Equity-common | HK | $24K | 108K | 0.00 |
| Charter Hall Group | Long | Equity-common | AU | $63K | 8K | 0.01 |
| Charter Hall Long Wale REIT | Long | Equity-common | AU | $91K | 42K | 0.02 |
| Charter Hall Retail REIT | Long | Equity-common | AU | $14K | 6K | 0.00 |
| Charter Hall Social Infrastructure REIT | Long | Equity-common | AU | $29K | 17K | 0.01 |
| Chartwell Retirement Residences | Long | Equity-common | CA | $2K | 190 | 0.00 |
| Chemometec A/S | Long | Equity-common | DK | $39K | 902 | 0.01 |
| Chemring Group plc | Long | Equity-common | GB | $72K | 15K | 0.01 |
| Chervon Holdings Ltd. | Long | Equity-common | CN | $118K | 48K | 0.02 |
| Chiba Bank Ltd. (The) | Long | Equity-common | JP | $137K | 16K | 0.03 |
| Chiyoda Corp. | Long | Equity-common | JP | $154K | 56K | 0.03 |
| Chocoladefabriken Lindt & Spruengli AG | Long | Equity-common | CH | $278K | 24 | 0.05 |
| Chocoladefabriken Lindt & Spruengli AG (Registered) | Long | Equity-common | CH | $232K | 2 | 0.04 |
| Choice Properties REIT | Long | Equity-common | CA | $38K | 4K | 0.01 |
| Chori Co. Ltd. | Long | Equity-common | JP | $92K | 4K | 0.02 |
| Chorus Ltd. | Long | Equity-common | NZ | $37K | 9K | 0.01 |
| Chow Sang Sang Holdings International Ltd. | Long | Equity-common | HK | $120K | 111K | 0.02 |
| Chubu Electric Power Co., Inc. | Long | Equity-common | JP | $190K | 15K | 0.04 |
| Chudenko Corp. | Long | Equity-common | JP | $83K | 4K | 0.02 |
| Chugai Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $273K | 9K | 0.05 |
| Chugin Financial Group, Inc. | Long | Equity-common | JP | $64K | 8K | 0.01 |
| Chugoku Electric Power Co., Inc. (The) | Long | Equity-common | JP | $29K | 4K | 0.01 |
| CI Financial Corp. | Long | Equity-common | CA | $578K | 49K | 0.11 |
| Cia de Distribucion Integral Logista Holdings SA | Long | Equity-common | ES | $66K | 2K | 0.01 |
| Cibus Nordic Real Estate AB publ | Long | Equity-common | SE | $228K | 17K | 0.04 |
| CIE Automotive SA | Long | Equity-common | ES | $56K | 2K | 0.01 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $786K | 10K | 0.15 |
| Cie Financiere Richemont SA (Registered) | Long | Equity-common | CH | $1M | 8K | 0.21 |
| Cie Financiere Tradition SA | Long | Equity-common | CH | $42K | 266 | 0.01 |
| Cie Generale des Etablissements Michelin SCA | Long | Equity-common | FR | $524K | 14K | 0.10 |
| Cie Plastic Omnium SE | Long | Equity-common | FR | $259K | 21K | 0.05 |
| Citizen Watch Co. Ltd. | Long | Equity-common | JP | $55K | 8K | 0.01 |
| City Developments Ltd. | Long | Equity-common | SG | $42K | 9K | 0.01 |
| CK Asset Holdings Ltd. | Long | Equity-common | HK | $159K | 37K | 0.03 |
| CK Hutchison Holdings Ltd. | Long | Equity-common | GB | $273K | 56K | 0.05 |
| CK Infrastructure Holdings Ltd. | Long | Equity-common | HK | $62K | 11K | 0.01 |
| CK Life Sciences Int'l Holdings, Inc. | Long | Equity-common | HK | $18K | 380K | 0.00 |
| CKD Corp. | Long | Equity-common | JP | $78K | 4K | 0.02 |
| Clal Insurance Enterprises Holdings Ltd. | Long | Equity-common | IL | $43K | 3K | 0.01 |
| Clariant AG (Registered) | Long | Equity-common | CH | $33K | 2K | 0.01 |
| Clarkson plc | Long | Equity-common | GB | $68K | 1K | 0.01 |
| Cleanaway Waste Management Ltd. | Long | Equity-common | AU | $61K | 35K | 0.01 |
| Close Brothers Group plc | Long | Equity-common | GB | $306K | 54K | 0.06 |
| CLP Holdings Ltd. | Long | Equity-common | HK | $185K | 24K | 0.04 |
| Coats Group plc | Long | Equity-common | GB | $96K | 94K | 0.02 |
| Coca-Cola Europacific Partners plc | Long | Equity-common | GB | $211K | 3K | 0.04 |
| Coca-Cola HBC AG | Long | Equity-common | IT | $117K | 4K | 0.02 |
| Cochlear Ltd. | Long | Equity-common | AU | $189K | 894 | 0.04 |
| Codan Ltd. | Long | Equity-common | AU | $52K | 7K | 0.01 |
| Coface SA | Long | Equity-common | FR | $533K | 35K | 0.10 |
| Cofinimmo SA | Long | Equity-common | BE | $853K | 13K | 0.16 |
| Cogeco Communications, Inc. | Long | Equity-common | CA | $88K | 2K | 0.02 |
| Coles Group Ltd. | Long | Equity-common | AU | $222K | 21K | 0.04 |
| Colliers International Group, Inc. | Long | Equity-common | CA | $78K | 748 | 0.02 |
| Collins Foods Ltd. | Long | Equity-common | AU | $35K | 5K | 0.01 |
| Coloplast A/S, Class B | Long | Equity-common | DK | $260K | 2K | 0.05 |
| Colowide Co. Ltd. | Long | Equity-common | JP | $48K | 4K | 0.01 |
| Colruyt Group NV | Long | Equity-common | BE | $16K | 342 | 0.00 |
| Comet Holding AG (Registered) | Long | Equity-common | CH | $106K | 333 | 0.02 |
| Comforia Residential REIT, Inc. | Long | Equity-common | JP | $41K | 19 | 0.01 |
| ComfortDelGro Corp. Ltd. | Long | Equity-common | SG | $81K | 74K | 0.02 |
| Commerzbank AG | Long | Equity-common | DE | $304K | 20K | 0.06 |
| Commonwealth Bank of Australia | Long | Equity-common | AU | $2M | 25K | 0.35 |
| Compass Group plc | Long | Equity-common | GB | $685K | 24K | 0.13 |
| CompuGroup Medical SE & Co. KGaA | Long | Equity-common | DE | $48K | 2K | 0.01 |
| Computacenter plc | Long | Equity-common | GB | $35K | 1K | 0.01 |
| Computershare Ltd. | Long | Equity-common | AU | $142K | 8K | 0.03 |
| Concentric AB | Long | Equity-common | GB | $55K | 3K | 0.01 |
| Concordia Financial Group Ltd. | Long | Equity-common | JP | $120K | 22K | 0.02 |
| Conduit Holdings Ltd. | Long | Equity-common | BM | $332K | 53K | 0.06 |
| Constellation Software, Inc. | Long | Equity-common | CA | $764K | 296 | 0.15 |
| Constellation Software, Inc. | Derivative-equity | CA | $0 | 280 | – | |
| Construcciones y Auxiliar de Ferrocarriles SA | Long | Equity-common | ES | $195K | 6K | 0.04 |
| Contact Energy Ltd. | Long | Equity-common | NZ | $59K | 12K | 0.01 |
| Continental AG | Long | Equity-common | DE | $137K | 2K | 0.03 |
| ConvaTec Group plc | Long | Equity-common | GB | $83K | 26K | 0.02 |
| Cool Co. Ltd. | Long | Equity-common | FI | $84K | 8K | 0.02 |
| Corbion NV | Long | Equity-common | NL | $29K | 1K | 0.01 |
| Corem Property Group AB, Class B | Long | Equity-common | SE | $129K | 171K | 0.02 |
| Corporate Travel Management Ltd. | Long | Equity-common | AU | $71K | 7K | 0.01 |
| Cosmo Energy Holdings Co. Ltd. | Long | Equity-common | JP | $77K | 2K | 0.01 |
| Cosmos Pharmaceutical Corp. | Long | Equity-common | JP | $18K | 200 | 0.00 |
| Covestro AG | Long | Equity-common | DE | $102K | 2K | 0.02 |
| Covivio SA | Long | Equity-common | FR | $80K | 2K | 0.02 |
| Cranswick plc | Long | Equity-common | GB | $146K | 3K | 0.03 |
| Crayon Group Holding ASA | Long | Equity-common | NO | $31K | 4K | 0.01 |
| Create Restaurants Holdings, Inc. | Long | Equity-common | JP | $30K | 4K | 0.01 |
| Create SD Holdings Co. Ltd. | Long | Equity-common | JP | $11K | 500 | 0.00 |
| Credit Agricole SA | Long | Equity-common | FR | $382K | 25K | 0.07 |
| Credit Saison Co. Ltd. | Long | Equity-common | JP | $39K | 2K | 0.01 |
| Credito Emiliano SpA | Long | Equity-common | IT | $269K | 25K | 0.05 |
| Crescent Point Energy Corp. | Long | Equity-common | CA | $133K | 15K | 0.03 |
| Croda International plc | Long | Equity-common | GB | $124K | 2K | 0.02 |
| Crombie REIT | Long | Equity-common | CA | $30K | 3K | 0.01 |
| Crystal International Group Ltd. | Long | Equity-common | HK | $108K | 210K | 0.02 |
| CSL Ltd. | Long | Equity-common | AU | $1M | 7K | 0.25 |
| CSR Ltd. | Long | Equity-common | AU | $140K | 24K | 0.03 |
| CT REIT | Long | Equity-common | CA | $75K | 8K | 0.01 |
| CTP NV | Long | Equity-common | NL | $25K | 1K | 0.00 |
| CTS Eventim AG & Co. KGaA | Long | Equity-common | DE | $63K | 704 | 0.01 |
| CVS Group plc | Long | Equity-common | GB | $52K | 4K | 0.01 |
| CyberAgent, Inc. | Long | Equity-common | JP | $40K | 6K | 0.01 |
| Cyfrowy Polsat SA | Long | Equity-common | PL | $27K | 11K | 0.01 |
| D'ieteren Group | Long | Equity-common | BE | $75K | 343 | 0.01 |
| D/S Norden A/S | Long | Equity-common | DK | $315K | 7K | 0.06 |
| Daetwyler Holding AG | Long | Equity-common | CH | $85K | 407 | 0.02 |
| Dah Sing Banking Group Ltd. | Long | Equity-common | HK | $50K | 61K | 0.01 |
| Dah Sing Financial Holdings Ltd. | Long | Equity-common | HK | $208K | 74K | 0.04 |
| Dai Nippon Printing Co. Ltd. | Long | Equity-common | JP | $108K | 4K | 0.02 |
| Dai-ichi Life Holdings, Inc. | Long | Equity-common | JP | $429K | 19K | 0.08 |
| Daicel Corp. | Long | Equity-common | JP | $83K | 9K | 0.02 |
| Daifuku Co. Ltd. | Long | Equity-common | JP | $143K | 7K | 0.03 |
| Daihen Corp. | Long | Equity-common | JP | $454K | 7K | 0.09 |
| Daiichi Sankyo Co. Ltd. | Long | Equity-common | JP | $920K | 27K | 0.18 |
| Daiichikosho Co. Ltd. | Long | Equity-common | JP | $26K | 2K | 0.00 |
| Daikin Industries Ltd. | Long | Equity-common | JP | $553K | 4K | 0.11 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $479K | 11K | 0.09 |
| Daio Paper Corp. | Long | Equity-common | JP | $27K | 4K | 0.01 |
| Daiseki Co. Ltd. | Long | Equity-common | JP | $29K | 1K | 0.01 |
| Daishi Hokuetsu Financial Group, Inc. | Long | Equity-common | JP | $426K | 15K | 0.08 |
| Daito Trust Construction Co. Ltd. | Long | Equity-common | JP | $140K | 1K | 0.03 |
| Daiwa House Industry Co. Ltd. | Long | Equity-common | JP | $398K | 14K | 0.08 |
| Daiwa House REIT Investment Corp. | Long | Equity-common | JP | $71K | 42 | 0.01 |
| Daiwa Securities Group, Inc. | Long | Equity-common | JP | $191K | 26K | 0.04 |
| Daiwa Securities Living Investments Corp. | Long | Equity-common | JP | $18K | 26 | 0.00 |
| Dalata Hotel Group plc | Long | Equity-common | IE | $37K | 8K | 0.01 |
| Dalrymple Bay Infrastructure Ltd. | Long | Equity-common | AU | $28K | 15K | 0.01 |
| Danel Adir Yeoshua Ltd. | Long | Equity-common | IL | $48K | 533 | 0.01 |
| Danieli & C Officine Meccaniche SpA | Long | Equity-common | IT | $324K | 13K | 0.06 |
| Danieli & C Officine Meccaniche SpA | Long | Equity-common | IT | $135K | 4K | 0.03 |
| Danone SA | Long | Equity-common | FR | $583K | 9K | 0.11 |
| Danske Bank A/S | Long | Equity-common | DK | $380K | 13K | 0.07 |
| Danya Cebus Ltd. | Long | Equity-common | IL | $66K | 3K | 0.01 |
| Darktrace plc | Long | Equity-common | GB | $40K | 5K | 0.01 |
| Dassault Aviation SA | Long | Equity-common | FR | $79K | 369 | 0.02 |
| Dassault Systemes SE | Long | Equity-common | FR | $406K | 10K | 0.08 |
| Data#3 Ltd. | Long | Equity-common | AU | $63K | 13K | 0.01 |
| Davide Campari-Milano NV | Long | Equity-common | IT | $69K | 7K | 0.01 |
| DBS Group Holdings Ltd. | Long | Equity-common | SG | $1M | 41K | 0.20 |
| DCC plc | Long | Equity-common | GB | $132K | 2K | 0.03 |
| DCM Holdings Co. Ltd. | Long | Equity-common | JP | $309K | 33K | 0.06 |
| De Grey Mining Ltd. | Long | Equity-common | AU | $74K | 86K | 0.01 |
| De' Longhi SpA | Long | Equity-common | IT | $33K | 1K | 0.01 |
| Definity Financial Corp. | Long | Equity-common | CA | $34K | 1K | 0.01 |
| Delek Automotive Systems Ltd. | Long | Equity-common | IL | $101K | 18K | 0.02 |
| Deliveroo plc, Class A | Long | Equity-common | GB | $98K | 59K | 0.02 |
| Delivery Hero SE | Long | Equity-common | DE | $89K | 3K | 0.02 |
| Delta Galil Ltd. | Long | Equity-common | IL | $152K | 3K | 0.03 |
| Demant A/S | Long | Equity-common | DK | $95K | 2K | 0.02 |
| Deme Group NV | Long | Equity-common | BE | $73K | 456 | 0.01 |
| DeNA Co. Ltd. | Long | Equity-common | JP | $11K | 1K | 0.00 |
| Denison Mines Corp. | Long | Equity-common | CA | $103K | 52K | 0.02 |
| Denka Co. Ltd. | Long | Equity-common | JP | $21K | 1K | 0.00 |
| Denso Corp. | Long | Equity-common | JP | $633K | 37K | 0.12 |
| Dentsu Group, Inc. | Long | Equity-common | JP | $100K | 4K | 0.02 |
| Derwent London plc | Long | Equity-common | GB | $35K | 1K | 0.01 |
| Descartes Systems Group, Inc. (The) | Long | Equity-common | CA | $124K | 1K | 0.02 |
| Descente Ltd. | Long | Equity-common | JP | $27K | 1K | 0.01 |
| Deterra Royalties Ltd. | Long | Equity-common | AU | $93K | 29K | 0.02 |
| Deutsche Bank AG (Registered) | Long | Equity-common | DE | $557K | 35K | 0.11 |
| Deutsche Boerse AG | Long | Equity-common | DE | $516K | 3K | 0.10 |
| Deutsche EuroShop AG | Long | Equity-common | DE | $69K | 3K | 0.01 |
| Deutsche Lufthansa AG (Registered) | Long | Equity-common | DE | $80K | 11K | 0.02 |
| Deutsche Pfandbriefbank AG | Long | Equity-common | DE | $229K | 48K | 0.04 |
| Deutsche Post AG | Long | Equity-common | DE | $801K | 19K | 0.15 |
| Deutsche Telekom AG (Registered) | Long | Equity-common | DE | $2M | 71K | 0.32 |
| Deutsche Wohnen SE | Long | Equity-common | DE | $19K | 1K | 0.00 |
| Dexerials Corp. | Long | Equity-common | JP | $140K | 4K | 0.03 |
| Dexus | Long | Equity-common | AU | $120K | 26K | 0.02 |
| Dfds A/S | Long | Equity-common | DK | $351K | 11K | 0.07 |
| Diageo plc | Long | Equity-common | GB | $1M | 34K | 0.23 |
| DiaSorin SpA | Long | Equity-common | IT | $30K | 293 | 0.01 |
| DIC Corp. | Long | Equity-common | JP | $54K | 3K | 0.01 |
| Dicker Data Ltd. | Long | Equity-common | AU | $23K | 3K | 0.00 |
| Digital Garage, Inc. | Long | Equity-common | JP | $23K | 1K | 0.00 |
| Dino Polska SA | Long | Equity-common | PL | $93K | 962 | 0.02 |
| Dios Fastigheter AB | Long | Equity-common | SE | $58K | 7K | 0.01 |
| dip Corp. | Long | Equity-common | JP | $24K | 1K | 0.00 |
| Diploma plc | Long | Equity-common | GB | $90K | 2K | 0.02 |
| Direct Line Insurance Group plc | Long | Equity-common | GB | $67K | 29K | 0.01 |
| Disco Corp. | Long | Equity-common | JP | $349K | 1K | 0.07 |
| DiscoverIE Group plc | Long | Equity-common | GB | $42K | 5K | 0.01 |
| Diversified Energy Co. plc | Long | Equity-common | US | $251K | 18K | 0.05 |
| DKSH Holding AG | Long | Equity-common | CH | $43K | 660 | 0.01 |
| DMG Mori Co. Ltd. | Long | Equity-common | JP | $57K | 2K | 0.01 |
| DNB Bank ASA | Long | Equity-common | NO | $322K | 18K | 0.06 |
| DNO ASA | Long | Equity-common | NO | $259K | 276K | 0.05 |
| DO & CO AG | Long | Equity-common | AT | $57K | 369 | 0.01 |
| Docebo, Inc. | Long | Equity-common | CA | $44K | 988 | 0.01 |
| DOF Group ASA | Long | Equity-common | NO | $395K | 53K | 0.08 |
| Dollarama, Inc. | Long | Equity-common | CA | $312K | 4K | 0.06 |
| Dom Development SA | Long | Equity-common | PL | $7K | 152 | 0.00 |
| Domain Holdings Australia Ltd. | Long | Equity-common | AU | $25K | 13K | 0.00 |
| Dometic Group AB | Long | Equity-common | SE | $43K | 6K | 0.01 |
| Domino's Pizza Enterprises Ltd. | Long | Equity-common | AU | $36K | 1K | 0.01 |
| Domino's Pizza Group plc | Long | Equity-common | GB | $86K | 21K | 0.02 |
| dormakaba Holding AG | Long | Equity-common | CH | $67K | 126 | 0.01 |
| Dowa Holdings Co. Ltd. | Long | Equity-common | JP | $41K | 1K | 0.01 |
| Dowlais Group plc | Long | Equity-common | GB | $475K | 464K | 0.09 |
| Downer EDI Ltd. | Long | Equity-common | AU | $126K | 41K | 0.02 |
| Dr Ing hc F Porsche AG (Preference) | Long | Equity-common | DE | $228K | 3K | 0.04 |
| Dr. Martens plc (Dr Martens plc) | Long | Equity-common | GB | $31K | 33K | 0.01 |
| Draegerwerk AG & Co. KGaA (Preference) | Long | Equity-common | DE | $34K | 646 | 0.01 |
| Drax Group plc | Long | Equity-common | GB | $861K | 133K | 0.17 |
| Dream Industrial REIT | Long | Equity-common | CA | $64K | 7K | 0.01 |
| DS Smith plc | Long | Equity-common | GB | $113K | 26K | 0.02 |
| DSM-Firmenich AG | Long | Equity-common | CH | $393K | 3K | 0.08 |
| DSV A/S | Long | Equity-common | DK | $370K | 3K | 0.07 |
| DTS Corp. | Long | Equity-common | JP | $58K | 2K | 0.01 |
| Duerr AG | Long | Equity-common | DE | $454K | 18K | 0.09 |
| Dundee Precious Metals, Inc. | Long | Equity-common | CA | $477K | 63K | 0.09 |
| Dunelm Group plc | Long | Equity-common | GB | $83K | 6K | 0.02 |
| Duskin Co. Ltd. | Long | Equity-common | JP | $85K | 4K | 0.02 |
| DyDo Group Holdings, Inc. | Long | Equity-common | JP | $17K | 1K | 0.00 |
| E.ON SE | Long | Equity-common | DE | $612K | 46K | 0.12 |
| Eagers Automotive Ltd. | Long | Equity-common | AU | $34K | 4K | 0.01 |
| Eagle Industry Co. Ltd. | Long | Equity-common | JP | $96K | 8K | 0.02 |
| Earth Corp. | Long | Equity-common | JP | $17K | 600 | 0.00 |
| East Japan Railway Co. | Long | Equity-common | JP | $281K | 15K | 0.05 |
| easyJet plc | Long | Equity-common | GB | $46K | 7K | 0.01 |
| Ebara Corp. | Long | Equity-common | JP | $92K | 1K | 0.02 |
| EBOS Group Ltd. | Long | Equity-common | NZ | $44K | 2K | 0.01 |
| Ebro Foods SA | Long | Equity-common | ES | $59K | 3K | 0.01 |
| Eckert & Ziegler SE | Long | Equity-common | DE | $33K | 820 | 0.01 |
| Edenred SE | Long | Equity-common | FR | $174K | 4K | 0.03 |
| EDION Corp. | Long | Equity-common | JP | $79K | 8K | 0.02 |
| EDP - Energias de Portugal SA | Long | Equity-common | PT | $120K | 32K | 0.02 |
| EDP Renovaveis SA | Long | Equity-common | ES | $15K | 1K | 0.00 |
| EFG International AG | Long | Equity-common | CH | $20K | 2K | 0.00 |
| eGuarantee, Inc. | Long | Equity-common | JP | $42K | 4K | 0.01 |
| Eiffage SA | Long | Equity-common | FR | $159K | 1K | 0.03 |
| Eisai Co. Ltd. | Long | Equity-common | JP | $169K | 4K | 0.03 |
| Eizo Corp. | Long | Equity-common | JP | $48K | 2K | 0.01 |
| Elbit Systems Ltd. | Long | Equity-common | IL | $84K | 412 | 0.02 |
| Elco Ltd. | Long | Equity-common | IL | $47K | 2K | 0.01 |
| Elders Ltd. | Long | Equity-common | AU | $304K | 55K | 0.06 |
| Eldorado Gold Corp. | Long | Equity-common | CA | $137K | 10K | 0.03 |
| Elecnor SA | Long | Equity-common | ES | $303K | 14K | 0.06 |
| Elecom Co. Ltd. | Long | Equity-common | JP | $15K | 2K | 0.00 |
| Electra Ltd. | Long | Equity-common | IL | $29K | 76 | 0.01 |
| Electra Real Estate Ltd. | Long | Equity-common | IL | $14K | 1K | 0.00 |
| Electric Power Development Co. Ltd. | Long | Equity-common | JP | $53K | 3K | 0.01 |
| Electrolux AB, Class B | Long | Equity-common | SE | $28K | 3K | 0.01 |
| Electrolux Professional AB, Class B | Long | Equity-common | SE | $85K | 13K | 0.02 |
| Elekta AB, Class B | Long | Equity-common | SE | $15K | 2K | 0.00 |
| Elematec Corp. | Long | Equity-common | JP | $47K | 4K | 0.01 |
| Element Fleet Management Corp. | Long | Equity-common | CA | $111K | 7K | 0.02 |
| Elementis plc | Long | Equity-common | GB | $42K | 24K | 0.01 |
| Elia Group SA/NV | Long | Equity-common | BE | $62K | 640 | 0.01 |
| Elis SA | Long | Equity-common | GB | $106K | 5K | 0.02 |
| Elis SA | Long | Equity-common | GB | $270.99 | 12 | 0.00 |
| Elisa OYJ | Long | Equity-common | FI | $97K | 2K | 0.02 |
| Elkem ASA | Long | Equity-common | NO | $194K | 110K | 0.04 |
| Elmos Semiconductor SE | Long | Equity-common | DE | $34K | 410 | 0.01 |
| Embracer Group AB, Class B | Long | Equity-common | SE | $34K | 13K | 0.01 |
| Emera, Inc. | Long | Equity-common | CA | $180K | 5K | 0.03 |
| Emerald Resources NL | Long | Equity-common | AU | $49K | 21K | 0.01 |
| Emmi AG (Registered) | Long | Equity-common | CH | $40K | 41 | 0.01 |
| Empire Co. Ltd., Class A | Long | Equity-common | CA | $52K | 2K | 0.01 |
| EMS-Chemie Holding AG (Registered) | Long | Equity-common | CH | $101K | 126 | 0.02 |
| en Japan, Inc. | Long | Equity-common | JP | $33K | 2K | 0.01 |
| Enagas SA | Long | Equity-common | ES | $29K | 2K | 0.01 |
| Enav SpA | Long | Equity-common | IT | $52K | 13K | 0.01 |
| Enbridge, Inc. | Long | Equity-common | CA | $1M | 32K | 0.22 |
| Encavis AG | Long | Equity-common | DE | $132K | 7K | 0.03 |
| Endeavour Group Ltd. | Long | Equity-common | AU | $91K | 26K | 0.02 |
| Endeavour Mining plc | Long | Equity-common | GB | $11K | 532 | 0.00 |
| Endesa SA | Long | Equity-common | ES | $80K | 4K | 0.02 |
| Enea SA | Long | Equity-common | PL | $160K | 77K | 0.03 |
| Enel SpA | Long | Equity-common | IT | $1M | 158K | 0.20 |
| ENEOS Holdings, Inc. | Long | Equity-common | JP | $241K | 52K | 0.05 |
| Energean plc | Long | Equity-common | GB | $607K | 44K | 0.12 |
| Energiekontor AG | Long | Equity-common | DE | $28K | 410 | 0.01 |
| Energy Fuels, Inc. | Long | Equity-common | CA | $53K | 10K | 0.01 |
| Enerplus Corp. | Long | Equity-common | CA | $108K | 6K | 0.02 |
| Enghouse Systems Ltd. | Long | Equity-common | CA | $28K | 1K | 0.01 |
| Engie SA | Long | Equity-common | FR | $667K | 38K | 0.13 |
| Eni SpA | Long | Equity-common | IT | $671K | 41K | 0.13 |
| Enlight Renewable Energy Ltd. | Long | Equity-common | IL | $23K | 1K | 0.00 |
| Entain plc | Long | Equity-common | GB | $85K | 9K | 0.02 |
| Entra ASA | Long | Equity-common | NO | $19K | 2K | 0.00 |
| Epiroc AB, Class A | Long | Equity-common | SE | $162K | 9K | 0.03 |
| Epiroc AB, Class B | Long | Equity-common | SE | $72K | 4K | 0.01 |
| EQB, Inc. | Long | Equity-common | CA | $557K | 9K | 0.11 |
| EQT AB | Long | Equity-common | SE | $272K | 10K | 0.05 |
| Equinor ASA | Long | Equity-common | NO | $537K | 20K | 0.10 |
| Equinox Gold Corp. | Long | Equity-common | CA | $77K | 14K | 0.01 |
| Equital Ltd. | Long | Equity-common | IL | $163K | 6K | 0.03 |
| Eramet SA | Long | Equity-common | FR | $275K | 3K | 0.05 |
| ERG SpA | Long | Equity-common | IT | $19K | 704 | 0.00 |
| ERO Copper Corp. | Long | Equity-common | CA | $87K | 4K | 0.02 |
| Erste Group Bank AG | Long | Equity-common | AT | $312K | 7K | 0.06 |
| ESR Group Ltd. | Long | Equity-common | HK | $36K | 33K | 0.01 |
| ESR-LOGOS REIT | Long | Equity-common | SG | $79K | 372K | 0.02 |
| EssilorLuxottica SA | Long | Equity-common | FR | $564K | 3K | 0.11 |
| EssilorLuxottica SA | Long | Equity-common | FR | $421K | 2K | 0.08 |
| Essity AB, Class B | Long | Equity-common | SE | $227K | 9K | 0.04 |
| Etablissements Maurel et Prom SA | Long | Equity-common | FR | $124K | 19K | 0.02 |
| euglena Co. Ltd. | Long | Equity-common | JP | $15K | 4K | 0.00 |
| Eurazeo SE | Long | Equity-common | FR | $104K | 1K | 0.02 |
| EURO STOXX 50 Index | Derivative-equity | DE | $-9K | – | -0.00 | |
| Eurocommercial Properties NV | Long | Equity-common | NL | $340K | 15K | 0.07 |
| Eurofins Scientific SE | Long | Equity-common | LU | $114K | 2K | 0.02 |
| Euronext NV | Long | Equity-common | NL | $123K | 1K | 0.02 |
| Europris ASA | Long | Equity-common | NO | $57K | 9K | 0.01 |
| Eutelsat Communications SACA | Long | Equity-common | FR | $392K | 97K | 0.08 |
| EVN AG | Long | Equity-common | AT | $23K | 748 | 0.00 |
| Evolution AB | Long | Equity-common | SE | $266K | 2K | 0.05 |
| Evolution Mining Ltd. | Long | Equity-common | AU | $94K | 36K | 0.02 |
| Evonik Industries AG | Long | Equity-common | DE | $114K | 5K | 0.02 |
| Evotec SE | Long | Equity-common | DE | $32K | 3K | 0.01 |
| EVT Ltd. | Long | Equity-common | AU | $49K | 6K | 0.01 |
| Exchange Income Corp. | Long | Equity-common | CA | $76K | 2K | 0.01 |
| Exclusive Networks SA | Long | Equity-common | FR | $35K | 2K | 0.01 |
| Exedy Corp. | Long | Equity-common | JP | $204K | 11K | 0.04 |
| EXOR NV | Long | Equity-common | NL | $260K | 2K | 0.05 |
| Experian plc | Long | Equity-common | GB | $546K | 13K | 0.11 |
| Fabege AB | Long | Equity-common | SE | $42K | 5K | 0.01 |
| Faes Farma SA | Long | Equity-common | ES | $65K | 18K | 0.01 |
| Fagerhult Group AB | Long | Equity-common | SE | $41K | 6K | 0.01 |
| Fagron | Long | Equity-common | BE | $74K | 4K | 0.01 |
| Fairfax Financial Holdings Ltd. | Long | Equity-common | CA | $524K | 481 | 0.10 |
| Fairfax India Holdings Corp. | Long | Equity-common | IN | $67K | 5K | 0.01 |
| Falcon Metals Ltd. | Long | Equity-common | AU | $0.09 | 1 | 0.00 |
| Fancl Corp. | Long | Equity-common | JP | $5K | 400 | 0.00 |
| FANUC Corp. | Long | Equity-common | JP | $420K | 14K | 0.08 |
| Far East Hospitality Trust | Long | Equity-common | SG | $24K | 54K | 0.00 |
| Fast Retailing Co. Ltd. | Long | Equity-common | JP | $713K | 3K | 0.14 |
| Fastighets AB Balder, Class B | Long | Equity-common | SE | $80K | 12K | 0.02 |
| FastPartner AB, Class A | Long | Equity-common | SE | $21K | 3K | 0.00 |
| FCC Co. Ltd. | Long | Equity-common | JP | $211K | 15K | 0.04 |
| Fenix Outdoor International AG | Long | Equity-common | CH | $23K | 369 | 0.00 |
| Ferrari NV | Long | Equity-common | IT | $735K | 2K | 0.14 |
| Ferrotec Holdings Corp. | Long | Equity-common | JP | $284K | 15K | 0.05 |
| Ferrovial SE | Long | Equity-common | NL | $236K | 7K | 0.05 |
| Fevertree Drinks plc | Long | Equity-common | GB | $80K | 6K | 0.02 |
| FIBI Holdings Ltd. | Long | Equity-common | IL | $22K | 533 | 0.00 |
| Fielmann Group AG | Long | Equity-common | DE | $7K | 152 | 0.00 |
| Filo Corp. | Long | Equity-common | CA | $80K | 4K | 0.02 |
| Financial Partners Group Co. Ltd. | Long | Equity-common | JP | $53K | 4K | 0.01 |
| Financiere de Tubize SA | Long | Equity-common | BE | $53K | 510 | 0.01 |
| FinecoBank Banca Fineco SpA | Long | Equity-common | IT | $128K | 8K | 0.02 |
| Finnair OYJ | Long | Equity-common | FI | $112K | 36K | 0.02 |
| Finning International, Inc. | Long | Equity-common | CA | $81K | 3K | 0.02 |
| First Capital REIT | Long | Equity-common | CA | $30K | 3K | 0.01 |
| First International Bank of Israel Ltd. (The) | Long | Equity-common | IL | $46K | 1K | 0.01 |
| First Majestic Silver Corp. | Long | Equity-common | CA | $98K | 15K | 0.02 |
| First National Financial Corp. | Long | Equity-common | CA | $3K | 123 | 0.00 |
| First Pacific Co. Ltd. | Long | Equity-common | ID | $347K | 740K | 0.07 |
| First Quantum Minerals Ltd. | Long | Equity-common | ZM | $159K | 13K | 0.03 |
| First Resources Ltd. | Long | Equity-common | SG | $5K | 5K | 0.00 |
| Firstgroup plc | Long | Equity-common | GB | $64K | 32K | 0.01 |
| FirstService Corp. | Long | Equity-common | CA | $97K | 659 | 0.02 |
| Fisher & Paykel Healthcare Corp. Ltd. | Long | Equity-common | NZ | $155K | 9K | 0.03 |
| Fiskars OYJ Abp | Long | Equity-common | FI | $41K | 2K | 0.01 |
| FIT Hon Teng Ltd. | Long | Equity-common | TW | $110K | 380K | 0.02 |
| flatexDEGIRO AG | Long | Equity-common | DE | $28K | 2K | 0.01 |
| Fletcher Building Ltd. | Long | Equity-common | NZ | $38K | 17K | 0.01 |
| FLEX LNG Ltd. | Long | Equity-common | NO | $31K | 1K | 0.01 |
| Flight Centre Travel Group Ltd. | Long | Equity-common | AU | $63K | 5K | 0.01 |
| FLSmidth & Co. A/S | Long | Equity-common | DK | $130K | 3K | 0.03 |
| Flughafen Zurich AG (Registered) | Long | Equity-common | CH | $64K | 320 | 0.01 |
| Fluidra SA | Long | Equity-common | ES | $19K | 912 | 0.00 |
| Foran Mining Corp. | Long | Equity-common | CA | $34K | 11K | 0.01 |
| Forbo Holding AG (Registered) | Long | Equity-common | CH | $48K | 41 | 0.01 |
| Formula Systems 1985 Ltd. | Long | Equity-common | IL | $273K | 4K | 0.05 |
| Fortescue Ltd. | Long | Equity-common | AU | $546K | 32K | 0.11 |
| Fortis, Inc. | Long | Equity-common | CA | $316K | 8K | 0.06 |
| Fortnox AB | Long | Equity-common | SE | $48K | 8K | 0.01 |
| Fortum OYJ | Long | Equity-common | FI | $86K | 7K | 0.02 |
| Fortuna Silver Mines, Inc. | Long | Equity-common | CA | $76K | 17K | 0.01 |
| Fortune REIT | Long | Equity-common | HK | $20K | 41K | 0.00 |
| Forvia SE | Long | Equity-common | FR | $62K | 4K | 0.01 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-27K | – | -0.01 | ||
| Fox Wizel Ltd. | Long | Equity-common | IL | $42K | 533 | 0.01 |
| FP Corp. | Long | Equity-common | JP | $19K | 1K | 0.00 |
| Franco-Nevada Corp. | Long | Equity-common | CA | $364K | 3K | 0.07 |
| Fraport AG Frankfurt Airport Services Worldwide | Long | Equity-common | DE | $45K | 890 | 0.01 |
| Frasers Centrepoint Trust | Long | Equity-common | SG | $20K | 13K | 0.00 |
| Frasers Group plc | Long | Equity-common | GB | $47K | 5K | 0.01 |
| Frasers Hospitality Trust | Long | Equity-common | SG | $13K | 39K | 0.00 |
| Frasers Logistics & Commercial Trust | Long | Equity-common | SG | $36K | 49K | 0.01 |
| Frasers Property Ltd. | Long | Equity-common | SG | $25K | 42K | 0.00 |
| Freee KK | Long | Equity-common | JP | $67K | 4K | 0.01 |
| Freehold Royalties Ltd. | Long | Equity-common | CA | $52K | 5K | 0.01 |
| Freenet AG | Long | Equity-common | DE | $66K | 2K | 0.01 |
| Freightways Group Ltd. | Long | Equity-common | NZ | $37K | 7K | 0.01 |
| Fresenius Medical Care AG | Long | Equity-common | DE | $179K | 4K | 0.03 |
| Fresenius SE & Co. KGaA | Long | Equity-common | DE | $261K | 9K | 0.05 |
| Fresnillo plc | Long | Equity-common | GB | $27K | 4K | 0.01 |
| FTSE 100 Index | Derivative-equity | GB | $125K | – | 0.02 | |
| FUCHS SE | Long | Equity-common | DE | $26K | 711 | 0.01 |
| FUCHS SE (Preference) | Long | Equity-common | DE | $55K | 1K | 0.01 |
| Fugro NV | Long | Equity-common | NL | $159K | 7K | 0.03 |
| Fuji Co. Ltd. | Long | Equity-common | JP | $51K | 4K | 0.01 |
| Fuji Corp. | Long | Equity-common | JP | $17K | 1K | 0.00 |
| Fuji Electric Co. Ltd. | Long | Equity-common | JP | $94K | 2K | 0.02 |
| Fuji Kyuko Co. Ltd. | Long | Equity-common | JP | $21K | 1K | 0.00 |
| Fuji Oil Holdings, Inc. | Long | Equity-common | JP | $18K | 1K | 0.00 |
| Fuji Seal International, Inc. | Long | Equity-common | JP | $26K | 2K | 0.00 |
| Fuji Soft, Inc. | Long | Equity-common | JP | $55K | 1K | 0.01 |
| FUJIFILM Holdings Corp. | Long | Equity-common | JP | $386K | 18K | 0.07 |
| Fujikura Ltd. | Long | Equity-common | JP | $142K | 8K | 0.03 |
| Fujitec Co. Ltd. | Long | Equity-common | JP | $59K | 2K | 0.01 |
| Fujitsu General Ltd. | Long | Equity-common | JP | $27K | 2K | 0.01 |
| Fujitsu Ltd. | Long | Equity-common | JP | $402K | 26K | 0.08 |
| Fukuda Denshi Co. Ltd. | Long | Equity-common | JP | $154K | 4K | 0.03 |
| Fukuoka Financial Group, Inc. | Long | Equity-common | JP | $75K | 3K | 0.01 |
| Fukuyama Transporting Co. Ltd. | Long | Equity-common | JP | $269K | 11K | 0.05 |
| Funai Soken Holdings, Inc. | Long | Equity-common | JP | $41K | 3K | 0.01 |
| Furukawa Electric Co. Ltd. | Long | Equity-common | JP | $557K | 26K | 0.11 |
| Furuya Metal Co. Ltd. | Long | Equity-common | JP | $70K | 1K | 0.01 |
| Fuso Chemical Co. Ltd. | Long | Equity-common | JP | $28K | 1K | 0.01 |
| Future plc | Long | Equity-common | GB | $263K | 32K | 0.05 |
| Fuyo General Lease Co. Ltd. | Long | Equity-common | JP | $86K | 1K | 0.02 |
| G City Ltd. | Long | Equity-common | IL | $83K | 28K | 0.02 |
| G-Tekt Corp. | Long | Equity-common | JP | $110K | 8K | 0.02 |
| Galapagos NV | Long | Equity-common | BE | $56K | 2K | 0.01 |
| Galaxy Entertainment Group Ltd. | Long | Equity-common | MO | $163K | 36K | 0.03 |
| Galenica AG | Long | Equity-common | CH | $61K | 792 | 0.01 |
| Galp Energia SGPS SA | Long | Equity-common | PT | $229K | 11K | 0.04 |
| Games Workshop Group plc | Long | Equity-common | GB | $85K | 684 | 0.02 |
| Gamma Communications plc | Long | Equity-common | GB | $80K | 5K | 0.02 |
| Gaztransport Et Technigaz SA | Long | Equity-common | FR | $57K | 410 | 0.01 |
| GB Group plc | Long | Equity-common | GB | $32K | 9K | 0.01 |
| GEA Group AG | Long | Equity-common | DE | $111K | 3K | 0.02 |
| Geberit AG (Registered) | Long | Equity-common | CH | $239K | 444 | 0.05 |
| Gecina SA | Long | Equity-common | FR | $45K | 440 | 0.01 |
| Genesis Energy Ltd. | Long | Equity-common | NZ | $24K | 17K | 0.00 |
| Genesis Minerals Ltd. | Long | Equity-common | AU | $60K | 52K | 0.01 |
| Genmab A/S | Long | Equity-common | DK | $259K | 925 | 0.05 |
| Genting Singapore Ltd. | Long | Equity-common | SG | $70K | 104K | 0.01 |
| Genuit Group plc | Long | Equity-common | GB | $85K | 15K | 0.02 |
| Genus plc | Long | Equity-common | GB | $48K | 2K | 0.01 |
| Geo Holdings Corp. | Long | Equity-common | JP | $48K | 4K | 0.01 |
| Georg Fischer AG (Registered) | Long | Equity-common | CH | $104K | 1K | 0.02 |
| George Weston Ltd. | Long | Equity-common | CA | $137K | 1K | 0.03 |
| Gerresheimer AG | Long | Equity-common | DE | $62K | 574 | 0.01 |
| Gestamp Automocion SA | Long | Equity-common | ES | $144K | 48K | 0.03 |
| Getinge AB, Class B | Long | Equity-common | SE | $64K | 3K | 0.01 |
| Getlink SE | Long | Equity-common | FR | $106K | 6K | 0.02 |
| GFL Environmental, Inc. | Long | Equity-common | CA | $77K | 2K | 0.01 |
| Gibson Energy, Inc. | Long | Equity-common | CA | $169K | 10K | 0.03 |
| Gildan Activewear, Inc. | Long | Equity-common | CA | $94K | 3K | 0.02 |
| Gimv NV | Long | Equity-common | BE | $59K | 1K | 0.01 |
| Givaudan SA (Registered) | Long | Equity-common | CH | $534K | 124 | 0.10 |
| Gjensidige Forsikring ASA | Long | Equity-common | NO | $70K | 4K | 0.01 |
| Glanbia plc | Long | Equity-common | IE | $67K | 4K | 0.01 |
| Glencore plc | Long | Equity-common | AU | $1M | 198K | 0.22 |
| Global One Real Estate Investment Corp. | Long | Equity-common | JP | $33K | 48 | 0.01 |
| Glory Ltd. | Long | Equity-common | JP | $335K | 19K | 0.06 |
| GLP J-REIT | Long | Equity-common | JP | $31K | 38 | 0.01 |
| GMO Financial Holdings, Inc. | Long | Equity-common | JP | $39K | 8K | 0.01 |
| GMO internet group, Inc. | Long | Equity-common | JP | $20K | 1K | 0.00 |
| GN Store Nord A/S | Long | Equity-common | DK | $211K | 8K | 0.04 |
| GNI Group Ltd. | Long | Equity-common | JP | $60K | 4K | 0.01 |
| goeasy Ltd. | Long | Equity-common | CA | $588K | 5K | 0.11 |
| Gold Finance Holdings Ltd. | Long | Equity-common | KY | $0 | 90K | – |
| Gold Road Resources Ltd. | Long | Equity-common | AU | $63K | 60K | 0.01 |
| Golden Agri-Resources Ltd. | Long | Equity-common | SG | $43K | 213K | 0.01 |
| Golden Ocean Group Ltd. | Long | Equity-common | NO | $68K | 5K | 0.01 |
| Goldwin, Inc. | Long | Equity-common | JP | $61K | 1K | 0.01 |
| Goodman Group | Long | Equity-common | AU | $506K | 25K | 0.10 |
| Goodman Property Trust | Long | Equity-common | NZ | $26K | 19K | 0.00 |
| GPT Group (The) | Long | Equity-common | AU | $85K | 31K | 0.02 |
| Grafton Group plc | Long | Equity-common | GB | $131K | 11K | 0.03 |
| GrainCorp Ltd., Class A | Long | Equity-common | AU | $54K | 10K | 0.01 |
| Grainger plc | Long | Equity-common | GB | $87K | 27K | 0.02 |
| Gram Car Carriers ASA | Long | Equity-common | NO | $113K | 5K | 0.02 |
| Grand City Properties SA | Long | Equity-common | DE | $291K | 26K | 0.06 |
| Granges AB | Long | Equity-common | SE | $68K | 6K | 0.01 |
| Granite REIT | Long | Equity-common | CA | $24K | 484 | 0.00 |
| Graubuendner Kantonalbank | Long | Equity-common | CH | $14K | 7 | 0.00 |
| Great Eagle Holdings Ltd. | Long | Equity-common | HK | $116K | 75K | 0.02 |
| Great Portland Estates plc | Long | Equity-common | GB | $63K | 13K | 0.01 |
| Great-West Lifeco, Inc. | Long | Equity-common | CA | $158K | 5K | 0.03 |
| Gree, Inc. | Long | Equity-common | JP | $23K | 8K | 0.00 |
| Greenvolt-Energias Renovaveis SA | Long | Equity-common | PT | $61K | 7K | 0.01 |
| Greggs plc | Long | Equity-common | GB | $53K | 2K | 0.01 |
| GRENKE AG | Long | Equity-common | DE | $12K | 494 | 0.00 |
| Grieg Seafood ASA | Long | Equity-common | NO | $122K | 19K | 0.02 |
| Grifols SA | Long | Equity-common | ES | $27K | 3K | 0.01 |
| Grifols SA (Preference), Class B | Long | Equity-common | ES | $42K | 6K | 0.01 |
| Groupe Bruxelles Lambert NV | Long | Equity-common | BE | $135K | 2K | 0.03 |
| Growthpoint Properties Australia Ltd. | Long | Equity-common | AU | $170K | 110K | 0.03 |
| Grupa Kety SA | Long | Equity-common | PL | $64K | 308 | 0.01 |
| Grupo Catalana Occidente SA | Long | Equity-common | ES | $27K | 704 | 0.01 |
| GSK plc | Long | Equity-common | US | $1M | 60K | 0.24 |
| GUD Holdings Ltd. | Long | Equity-common | AU | $44K | 7K | 0.01 |
| GungHo Online Entertainment, Inc. | Long | Equity-common | JP | $219K | 15K | 0.04 |
| Gunma Bank Ltd. (The) | Long | Equity-common | JP | $100K | 16K | 0.02 |
| GuocoLand Ltd. | Long | Equity-common | SG | $130K | 118K | 0.03 |
| H & M Hennes & Mauritz AB, Class B | Long | Equity-common | SE | $137K | 9K | 0.03 |
| H Lundbeck A/S, Class A | Long | Equity-common | DK | $24K | 6K | 0.00 |
| H.U. Group Holdings, Inc. | Long | Equity-common | JP | $63K | 4K | 0.01 |
| H&R REIT | Long | Equity-common | CA | $286K | 44K | 0.06 |
| H2O Retailing Corp. | Long | Equity-common | JP | $43K | 4K | 0.01 |
| Hachijuni Bank Ltd. (The) | Long | Equity-common | JP | $104K | 16K | 0.02 |
| Hafnia Ltd. | Long | Equity-common | SG | $60K | 8K | 0.01 |
| Hakuhodo DY Holdings, Inc. | Long | Equity-common | JP | $44K | 5K | 0.01 |
| Hakuto Co. Ltd. | Long | Equity-common | JP | $128K | 4K | 0.02 |
| HAL Trust | Long | Equity-common | NL | $76K | 570 | 0.01 |
| Haleon plc | Long | Equity-common | GB | $353K | 83K | 0.07 |
| Halma plc | Long | Equity-common | GB | $163K | 6K | 0.03 |
| Hamakyorex Co. Ltd. | Long | Equity-common | JP | $92K | 4K | 0.02 |
| Hamamatsu Photonics KK | Long | Equity-common | JP | $100K | 3K | 0.02 |
| Hamburger Hafen und Logistik AG | Long | Equity-common | DE | $161K | 9K | 0.03 |
| Hammerson plc | Long | Equity-common | GB | $22K | 66K | 0.00 |
| Hang Lung Group Ltd. | Long | Equity-common | HK | $353K | 296K | 0.07 |
| Hang Seng Bank Ltd. | Long | Equity-common | HK | $101K | 8K | 0.02 |
| Hankyu Hanshin Holdings, Inc. | Long | Equity-common | JP | $102K | 4K | 0.02 |
| Hannover Rueck SE | Long | Equity-common | DE | $230K | 925 | 0.04 |
| Hansen Technologies Ltd. | Long | Equity-common | AU | $17K | 6K | 0.00 |
| Hanwa Co. Ltd. | Long | Equity-common | JP | $539K | 14K | 0.10 |
| Harbour Energy plc | Long | Equity-common | GB | $708K | 196K | 0.14 |
| Harel Insurance Investments & Financial Services Ltd. | Long | Equity-common | IL | $36K | 4K | 0.01 |
| Hargreaves Lansdown plc | Long | Equity-common | GB | $52K | 5K | 0.01 |
| Harmonic Drive Systems, Inc. | Long | Equity-common | JP | $38K | 2K | 0.01 |
| Harvey Norman Holdings Ltd. | Long | Equity-common | AU | $17K | 6K | 0.00 |
| Haseko Corp. | Long | Equity-common | JP | $42K | 4K | 0.01 |
| Haw Par Corp. Ltd. | Long | Equity-common | SG | $59K | 8K | 0.01 |
| Hays plc | Long | Equity-common | GB | $642K | 557K | 0.12 |
| Hazama Ando Corp. | Long | Equity-common | JP | $388K | 52K | 0.07 |
| Headwater Exploration, Inc. | Long | Equity-common | CA | $370K | 68K | 0.07 |
| Healius Ltd. | Long | Equity-common | AU | $27K | 35K | 0.01 |
| Heartland Group Holdings Ltd. | Long | Equity-common | NZ | $157K | 251K | 0.03 |
| Heidelberg Materials AG | Long | Equity-common | DE | $281K | 3K | 0.05 |
| Heineken Holding NV | Long | Equity-common | NL | $179K | 2K | 0.03 |
| Heineken NV | Long | Equity-common | NL | $426K | 4K | 0.08 |
| Heiwa Corp. | Long | Equity-common | JP | $31K | 2K | 0.01 |
| Heiwa Real Estate Co. Ltd. | Long | Equity-common | JP | $36K | 1K | 0.01 |
| Heiwa Real Estate REIT, Inc. | Long | Equity-common | JP | $68K | 76 | 0.01 |
| Heiwado Co. Ltd. | Long | Equity-common | JP | $59K | 4K | 0.01 |
| Helia Group Ltd. | Long | Equity-common | AU | $256K | 99K | 0.05 |
| Helios Towers plc | Long | Equity-common | GB | $75K | 60K | 0.01 |
| Hella GmbH & Co. KGaA | Long | Equity-common | DE | $29K | 328 | 0.01 |
| HelloFresh SE | Long | Equity-common | DE | $20K | 3K | 0.00 |
| Helvetia Holding AG (Registered) | Long | Equity-common | CH | $104K | 796 | 0.02 |
| Hemnet Group AB | Long | Equity-common | SE | $24K | 925 | 0.00 |
| Henderson Land Development Co. Ltd. | Long | Equity-common | HK | $101K | 33K | 0.02 |
| Henkel AG & Co. KGaA | Long | Equity-common | DE | $149K | 2K | 0.03 |
| Henkel AG & Co. KGaA (Preference) | Long | Equity-common | DE | $147K | 2K | 0.03 |
| Hensoldt AG | Long | Equity-common | DE | $32K | 800 | 0.01 |
| Hera SpA | Long | Equity-common | IT | $70K | 19K | 0.01 |
| Hermes International SCA | Long | Equity-common | FR | $1M | 518 | 0.24 |
| Hexagon AB, Class B | Long | Equity-common | SE | $333K | 31K | 0.06 |
| Hexpol AB | Long | Equity-common | SE | $66K | 6K | 0.01 |
| Hiag Immobilien Holding AG | Long | Equity-common | CH | $28K | 342 | 0.01 |
| Hikari Tsushin, Inc. | Long | Equity-common | JP | $65K | 400 | 0.01 |
| Hikma Pharmaceuticals plc | Long | Equity-common | JO | $67K | 3K | 0.01 |
| Hilan Ltd. | Long | Equity-common | IL | $36K | 646 | 0.01 |
| Hill & Smith plc | Long | Equity-common | GB | $78K | 3K | 0.01 |
| Hilton Food Group plc | Long | Equity-common | GB | $83K | 7K | 0.02 |
| Hino Motors Ltd. | Long | Equity-common | JP | $22K | 8K | 0.00 |
| Hirogin Holdings, Inc. | Long | Equity-common | JP | $66K | 9K | 0.01 |
| Hirose Electric Co. Ltd. | Long | Equity-common | JP | $62K | 582 | 0.01 |
| HIS Co. Ltd. | Long | Equity-common | JP | $43K | 4K | 0.01 |
| Hiscox Ltd. | Long | Equity-common | GB | $120K | 8K | 0.02 |
| Hitachi Construction Machinery Co. Ltd. | Long | Equity-common | JP | $81K | 3K | 0.02 |
| Hitachi Ltd. | Long | Equity-common | JP | $1M | 14K | 0.25 |
| Hitachi Zosen Corp. | Long | Equity-common | JP | $432K | 56K | 0.08 |
| HK Electric Investments & HK Electric Investments Ltd. | Long | Equity-common | HK | $27K | 45K | 0.01 |
| HKT Trust & HKT Ltd. | Long | Equity-common | HK | $59K | 53K | 0.01 |
| HMC Capital Ltd. | Long | Equity-common | AU | $41K | 10K | 0.01 |
| Ho Bee Land Ltd. | Long | Equity-common | SG | $70K | 49K | 0.01 |
| HOCHTIEF AG | Long | Equity-common | DE | $47K | 442 | 0.01 |
| Hoegh Autoliners ASA | Long | Equity-common | NO | $19K | 2K | 0.00 |
| Hogy Medical Co. Ltd. | Long | Equity-common | JP | $28K | 1K | 0.01 |
| Hokkaido Electric Power Co., Inc. | Long | Equity-common | JP | $501K | 70K | 0.10 |
| Hokkoku Financial Holdings, Inc. | Long | Equity-common | JP | $42K | 1K | 0.01 |
| Hokuetsu Corp. | Long | Equity-common | JP | $95K | 11K | 0.02 |
| Hokuhoku Financial Group, Inc. | Long | Equity-common | JP | $47K | 4K | 0.01 |
| Hokuriku Electric Power Co. | Long | Equity-common | JP | $349K | 59K | 0.07 |
| Holcim AG | Long | Equity-common | CH | $897K | 11K | 0.17 |
| Holmen AB, Class B | Long | Equity-common | SE | $61K | 2K | 0.01 |
| HomeCo Daily Needs REIT | Long | Equity-common | AU | $85K | 107K | 0.02 |
| Honda Motor Co. Ltd. | Long | Equity-common | JP | $1M | 100K | 0.22 |
| Hong Kong & China Gas Co. Ltd. | Long | Equity-common | HK | $113K | 148K | 0.02 |
| Hong Kong Exchanges & Clearing Ltd. | Long | Equity-common | HK | $533K | 17K | 0.10 |
| Hong Kong Resources Holdings Co. Ltd. | Long | Equity-common | HK | $556.13 | 5K | 0.00 |
| Hong Leong Finance Ltd. | Long | Equity-common | SG | $95K | 52K | 0.02 |
| Horiba Ltd. | Long | Equity-common | JP | $79K | 800 | 0.02 |
| Hornbach Holding AG & Co. KGaA | Long | Equity-common | DE | $186K | 2K | 0.04 |
| Hoshino Resorts REIT, Inc. | Long | Equity-common | JP | $42K | 12 | 0.01 |
| Hoshizaki Corp. | Long | Equity-common | JP | $83K | 2K | 0.02 |
| Hosiden Corp. | Long | Equity-common | JP | $232K | 19K | 0.04 |
| Hour Glass Ltd. (The) | Long | Equity-common | SG | $31K | 27K | 0.01 |
| House Foods Group, Inc. | Long | Equity-common | JP | $47K | 2K | 0.01 |
| Howden Joinery Group plc | Long | Equity-common | GB | $117K | 11K | 0.02 |
| Hoya Corp. | Long | Equity-common | JP | $634K | 5K | 0.12 |
| HSBC Holdings plc | Long | Equity-common | GB | $3M | 397K | 0.67 |
| HUB24 Ltd. | Long | Equity-common | AU | $116K | 4K | 0.02 |
| Huber + Suhner AG (Registered) | Long | Equity-common | CH | $69K | 867 | 0.01 |
| Hudbay Minerals, Inc. | Long | Equity-common | CA | $834K | 99K | 0.16 |
| Hufvudstaden AB, Class A | Long | Equity-common | SE | $4K | 304 | 0.00 |
| HUGO BOSS AG | Long | Equity-common | DE | $67K | 1K | 0.01 |
| Huhtamaki OYJ | Long | Equity-common | FI | $79K | 2K | 0.02 |
| Hulic Co. Ltd. | Long | Equity-common | JP | $103K | 11K | 0.02 |
| Hulic Reit, Inc. | Long | Equity-common | JP | $23K | 24 | 0.00 |
| Husqvarna AB, Class B | Long | Equity-common | SE | $62K | 7K | 0.01 |
| Hutchison Port Holdings Trust | Long | Equity-common | HK | $219K | 2M | 0.04 |
| Hutchmed China Ltd. | Long | Equity-common | CN | $47K | 13K | 0.01 |
| Hyakugo Bank Ltd. (The) | Long | Equity-common | JP | $336K | 81K | 0.06 |
| Hyakujushi Bank Ltd. (The) | Long | Equity-common | JP | $204K | 11K | 0.04 |
| Hydro One Ltd. | Long | Equity-common | CA | $117K | 4K | 0.02 |
| Hypoport SE | Long | Equity-common | DE | $67K | 252 | 0.01 |
| Hysan Development Co. Ltd. | Long | Equity-common | HK | $347K | 222K | 0.07 |
| iA Financial Corp., Inc. | Long | Equity-common | CA | $130K | 2K | 0.03 |
| IAMGOLD Corp. | Long | Equity-common | CA | $92K | 26K | 0.02 |
| Iberdrola SA | Long | Equity-common | ES | $1M | 85K | 0.20 |
| Ibiden Co. Ltd. | Long | Equity-common | JP | $108K | 3K | 0.02 |
| ICADE | Long | Equity-common | FR | $22K | 836 | 0.00 |
| Ichibanya Co. Ltd. | Long | Equity-common | JP | $35K | 5K | 0.01 |
| Ichigo Office REIT Investment Corp. | Long | Equity-common | JP | $21K | 41 | 0.00 |
| Ichigo, Inc. | Long | Equity-common | JP | $48K | 18K | 0.01 |
| ICL Group Ltd. | Long | Equity-common | IL | $50K | 11K | 0.01 |
| ID Logistics Group SACA | Long | Equity-common | FR | $30K | 81 | 0.01 |
| Idemitsu Kosan Co. Ltd. | Long | Equity-common | JP | $196K | 29K | 0.04 |
| IDOM, Inc. | Long | Equity-common | JP | $169K | 19K | 0.03 |
| IDP Education Ltd. | Long | Equity-common | AU | $53K | 5K | 0.01 |
| iFAST Corp. Ltd. | Long | Equity-common | SG | $89K | 16K | 0.02 |
| IG Group Holdings plc | Long | Equity-common | GB | $25K | 3K | 0.00 |
| IGM Financial, Inc. | Long | Equity-common | CA | $55K | 2K | 0.01 |
| IGO Ltd. | Long | Equity-common | AU | $84K | 16K | 0.02 |
| IHI Corp. | Long | Equity-common | JP | $60K | 3K | 0.01 |
| Iino Kaiun Kaisha Ltd. | Long | Equity-common | JP | $268K | 33K | 0.05 |
| IMCD NV | Long | Equity-common | NL | $135K | 888 | 0.03 |
| Imerys SA | Long | Equity-common | FR | $387K | 12K | 0.07 |
| IMI plc | Long | Equity-common | GB | $40K | 2K | 0.01 |
| IMMOFINANZ AG | Long | Equity-common | AT | $53K | 2K | 0.01 |
| Imperial Brands plc | Long | Equity-common | GB | $374K | 16K | 0.07 |
| Imperial Oil Ltd. | Long | Equity-common | CA | $270K | 4K | 0.05 |
| Inaba Denki Sangyo Co. Ltd. | Long | Equity-common | JP | $96K | 4K | 0.02 |
| Inabata & Co. Ltd. | Long | Equity-common | JP | $303K | 15K | 0.06 |
| Inageya Co. Ltd. | Long | Equity-common | JP | $11K | 1K | 0.00 |
| Inchcape plc | Long | Equity-common | GB | $102K | 10K | 0.02 |
| Incitec Pivot Ltd. | Long | Equity-common | AU | $6K | 3K | 0.00 |
| Indivior plc | Long | Equity-common | GB | $124K | 7K | 0.02 |
| Indra Sistemas SA | Long | Equity-common | ES | $178K | 9K | 0.03 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $712K | 16K | 0.14 |
| Industrivarden AB, Class A | Long | Equity-common | SE | $106K | 3K | 0.02 |
| Industrivarden AB, Class C | Long | Equity-common | SE | $71K | 2K | 0.01 |
| Indutrade AB | Long | Equity-common | SE | $112K | 5K | 0.02 |
| Inficon Holding AG (Registered) | Long | Equity-common | CH | $112K | 80 | 0.02 |
| Infineon Technologies AG | Long | Equity-common | DE | $664K | 19K | 0.13 |
| Infocom Corp. | Long | Equity-common | JP | $27K | 2K | 0.01 |
| Infomart Corp. | Long | Equity-common | JP | $42K | 18K | 0.01 |
| Informa plc | Long | Equity-common | GB | $177K | 18K | 0.03 |
| Infrastrutture Wireless Italiane SpA | Long | Equity-common | IT | $56K | 5K | 0.01 |
| Infratil Ltd. | Long | Equity-common | NZ | $53K | 8K | 0.01 |
| INFRONEER Holdings, Inc. | Long | Equity-common | JP | $36K | 4K | 0.01 |
| ING Bank Slaski SA | Long | Equity-common | PL | $42K | 532 | 0.01 |
| ING Groep NV | Long | Equity-common | NL | $1M | 67K | 0.21 |
| Ingenia Communities Group | Long | Equity-common | AU | $25K | 8K | 0.00 |
| Inghams Group Ltd. | Long | Equity-common | AU | $42K | 18K | 0.01 |
| Inmobiliaria Colonial Socimi SA | Long | Equity-common | ES | $37K | 6K | 0.01 |
| Innergex Renewable Energy, Inc. | Long | Equity-common | CA | $4K | 722 | 0.00 |
| Inpex Corp. | Long | Equity-common | JP | $312K | 21K | 0.06 |
| InPost SA | Long | Equity-common | LU | $58K | 4K | 0.01 |
| Insignia Financial Ltd. | Long | Equity-common | AU | $271K | 169K | 0.05 |
| Insource Co. Ltd. | Long | Equity-common | JP | $19K | 4K | 0.00 |
| Instalco AB | Long | Equity-common | SE | $15K | 4K | 0.00 |
| Insurance Australia Group Ltd. | Long | Equity-common | AU | $160K | 38K | 0.03 |
| Intact Financial Corp. | Long | Equity-common | CA | $414K | 3K | 0.08 |
| IntegraFin Holdings plc | Long | Equity-common | GB | $58K | 15K | 0.01 |
| Inter Cars SA | Long | Equity-common | PL | $27K | 205 | 0.01 |
| InterContinental Hotels Group plc | Long | Equity-common | GB | $258K | 3K | 0.05 |
| Intercos SpA | Long | Equity-common | IT | $30K | 2K | 0.01 |
| Intermediate Capital Group plc | Long | Equity-common | GB | $161K | 6K | 0.03 |
| International Distributions Services plc | Long | Equity-common | GB | $49K | 14K | 0.01 |
| International Petroleum Corp. | Long | Equity-common | CA | $341K | 27K | 0.07 |
| Interparfums SA | Long | Equity-common | FR | $8K | 159 | 0.00 |
| Interpump Group SpA | Long | Equity-common | IT | $70K | 2K | 0.01 |
| InterRent REIT | Long | Equity-common | CA | $40K | 5K | 0.01 |
| Interroll Holding AG (Registered) | Long | Equity-common | CH | $120K | 37 | 0.02 |
| Intershop Holding AG | Long | Equity-common | CH | $51K | 380 | 0.01 |
| Intertek Group plc | Long | Equity-common | GB | $160K | 3K | 0.03 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $1M | 324K | 0.24 |
| Intrum AB | Long | Equity-common | SE | $60K | 25K | 0.01 |
| Investec plc | Long | Equity-common | GB | $104K | 16K | 0.02 |
| Investment AB Latour, Class B | Long | Equity-common | SE | $50K | 2K | 0.01 |
| Investor AB, Class A | Long | Equity-common | SE | $229K | 9K | 0.04 |
| Investor AB, Class B | Long | Equity-common | SE | $623K | 25K | 0.12 |
| Invincible Investment Corp. | Long | Equity-common | JP | $17K | 38 | 0.00 |
| INVISIO AB | Long | Equity-common | SE | $57K | 3K | 0.01 |
| Inwido AB | Long | Equity-common | SE | $245K | 20K | 0.05 |
| IPH Ltd. | Long | Equity-common | AU | $60K | 15K | 0.01 |
| Ipsen SA | Long | Equity-common | FR | $89K | 732 | 0.02 |
| IPSOS SA | Long | Equity-common | FR | $888K | 13K | 0.17 |
| Iren SpA | Long | Equity-common | IT | $439K | 218K | 0.08 |
| IRESS Ltd. | Long | Equity-common | AU | $56K | 10K | 0.01 |
| Iriso Electronics Co. Ltd. | Long | Equity-common | JP | $24K | 1K | 0.00 |
| Isetan Mitsukoshi Holdings Ltd. | Long | Equity-common | JP | $71K | 5K | 0.01 |
| Isracard Ltd. | Long | Equity-common | IL | $56K | 15K | 0.01 |
| Israel Canada T.R Ltd. | Long | Equity-common | IL | $197K | 53K | 0.04 |
| Israel Corp. Ltd. | Long | Equity-common | IL | $25K | 104 | 0.00 |
| Israel Discount Bank Ltd., Class A | Long | Equity-common | IL | $139K | 27K | 0.03 |
| Isras Investment Co. Ltd. | Long | Equity-common | IL | $99K | 519 | 0.02 |
| ISS A/S | Long | Equity-common | DK | $47K | 3K | 0.01 |
| Isuzu Motors Ltd. | Long | Equity-common | JP | $141K | 11K | 0.03 |
| Italgas SpA | Long | Equity-common | IT | $77K | 14K | 0.01 |
| Italmobiliare SpA | Long | Equity-common | IT | $38K | 1K | 0.01 |
| Ithaca Energy plc | Long | Equity-common | GB | $62K | 41K | 0.01 |
| Ito En Ltd. | Long | Equity-common | JP | $19K | 800 | 0.00 |
| ITOCHU Corp. | Long | Equity-common | JP | $1M | 30K | 0.26 |
| Itochu Enex Co. Ltd. | Long | Equity-common | JP | $180K | 19K | 0.03 |
| Itoham Yonekyu Holdings, Inc. | Long | Equity-common | JP | $32K | 1K | 0.01 |
| ITV plc | Long | Equity-common | GB | $43K | 49K | 0.01 |
| Ivanhoe Mines Ltd., Class A | Long | Equity-common | CA | $136K | 10K | 0.03 |
| Iveco Group NV | Long | Equity-common | IT | $818K | 65K | 0.16 |
| Iwatani Corp. | Long | Equity-common | JP | $80K | 1K | 0.02 |
| IWG plc | Long | Equity-common | CH | $67K | 29K | 0.01 |
| Iyogin Holdings, Inc. | Long | Equity-common | JP | $63K | 8K | 0.01 |
| Izumi Co. Ltd. | Long | Equity-common | JP | $30K | 1K | 0.01 |
| J D Wetherspoon plc | Long | Equity-common | GB | $39K | 4K | 0.01 |
| J Front Retailing Co. Ltd. | Long | Equity-common | JP | $36K | 4K | 0.01 |
| J Sainsbury plc | Long | Equity-common | GB | $115K | 35K | 0.02 |
| JAC Recruitment Co. Ltd. | Long | Equity-common | JP | $25K | 5K | 0.00 |
| Jaccs Co. Ltd. | Long | Equity-common | JP | $401K | 11K | 0.08 |
| JAFCO Group Co. Ltd. | Long | Equity-common | JP | $57K | 5K | 0.01 |
| James Halstead plc | Long | Equity-common | GB | $45K | 18K | 0.01 |
| James Hardie Industries plc | Long | Equity-common | US | $197K | 6K | 0.04 |
| Japan Airlines Co. Ltd. | Long | Equity-common | JP | $50K | 3K | 0.01 |
| Japan Airport Terminal Co. Ltd. | Long | Equity-common | JP | $43K | 1K | 0.01 |
| Japan Display, Inc. | Long | Equity-common | JP | $11K | 80K | 0.00 |
| Japan Elevator Service Holdings Co. Ltd. | Long | Equity-common | JP | $66K | 4K | 0.01 |
| Japan Excellent, Inc. | Long | Equity-common | JP | $62K | 76 | 0.01 |
| Japan Exchange Group, Inc. | Long | Equity-common | JP | $174K | 7K | 0.03 |
| Japan Hotel REIT Investment Corp. | Long | Equity-common | JP | $41K | 77 | 0.01 |
| Japan Lifeline Co. Ltd. | Long | Equity-common | JP | $22K | 3K | 0.00 |
| Japan Logistics Fund, Inc. | Long | Equity-common | JP | $34K | 19 | 0.01 |
| Japan Material Co. Ltd. | Long | Equity-common | JP | $36K | 3K | 0.01 |
| Japan Metropolitan Fund Invest | Long | Equity-common | JP | $62K | 103 | 0.01 |
| Japan Petroleum Exploration Co. Ltd. | Long | Equity-common | JP | $72K | 2K | 0.01 |
| Japan Post Bank Co. Ltd. | Long | Equity-common | JP | $226K | 22K | 0.04 |
| Japan Post Holdings Co. Ltd. | Long | Equity-common | JP | $391K | 41K | 0.08 |
| Japan Post Insurance Co. Ltd. | Long | Equity-common | JP | $83K | 4K | 0.02 |
| Japan Prime Realty Investment Corp. | Long | Equity-common | JP | $28K | 13 | 0.01 |
| Japan Real Estate Investment Corp. | Long | Equity-common | JP | $82K | 24 | 0.02 |
| Japan Securities Finance Co. Ltd. | Long | Equity-common | JP | $48K | 5K | 0.01 |
| Japan Steel Works Ltd. (The) | Long | Equity-common | JP | $634K | 26K | 0.12 |
| Japan Tobacco, Inc. | Long | Equity-common | JP | $399K | 15K | 0.08 |
| Japan Wool Textile Co. Ltd. (The) | Long | Equity-common | JP | $66K | 8K | 0.01 |
| Jardine Cycle & Carriage Ltd. | Long | Equity-common | SG | $74K | 4K | 0.01 |
| Jardine Matheson Holdings Ltd. | Long | Equity-common | HK | $142K | 4K | 0.03 |
| Jastrzebska Spolka Weglowa SA | Long | Equity-common | PL | $13K | 2K | 0.00 |
| JB Hi-Fi Ltd. | Long | Equity-common | AU | $68K | 2K | 0.01 |
| JCDecaux SE | Long | Equity-common | FR | $20K | 968 | 0.00 |
| JCR Pharmaceuticals Co. Ltd. | Long | Equity-common | JP | $12K | 2K | 0.00 |
| JCU Corp. | Long | Equity-common | JP | $34K | 1K | 0.01 |
| JD Sports Fashion plc | Long | Equity-common | GB | $76K | 53K | 0.01 |
| JDE Peet's NV | Long | Equity-common | NL | $40K | 2K | 0.01 |
| Jenoptik AG | Long | Equity-common | DE | $70K | 3K | 0.01 |
| Jeronimo Martins SGPS SA | Long | Equity-common | PT | $96K | 5K | 0.02 |
| JET2 plc | Long | Equity-common | GB | $72K | 4K | 0.01 |
| Jeudan A/S | Long | Equity-common | DK | $91K | 3K | 0.02 |
| JFE Holdings, Inc. | Long | Equity-common | JP | $167K | 11K | 0.03 |
| JINS Holdings, Inc. | Long | Equity-common | JP | $19K | 900 | 0.00 |
| JM AB | Long | Equity-common | SE | $374K | 22K | 0.07 |
| John Wood Group plc | Long | Equity-common | GB | $63K | 34K | 0.01 |
| Johns Lyng Group Ltd. | Long | Equity-common | AU | $41K | 11K | 0.01 |
| Johnson Electric Holdings Ltd. | Long | Equity-common | HK | $127K | 93K | 0.02 |
| Johnson Matthey plc | Long | Equity-common | GB | $41K | 2K | 0.01 |
| Joyful Honda Co. Ltd. | Long | Equity-common | JP | $29K | 2K | 0.01 |
| JTC plc | Long | Equity-common | JE | $48K | 5K | 0.01 |
| JTEKT Corp. | Long | Equity-common | JP | $30K | 4K | 0.01 |
| Judo Capital Holdings Ltd. | Long | Equity-common | AU | $72K | 83K | 0.01 |
| Julius Baer Group Ltd. | Long | Equity-common | CH | $228K | 4K | 0.04 |
| Jungfraubahn Holding AG (Registered) | Long | Equity-common | CH | $64K | 287 | 0.01 |
| Jungheinrich AG (Preference) | Long | Equity-common | DE | $617K | 17K | 0.12 |
| Juroku Financial Group, Inc. | Long | Equity-common | JP | $335K | 11K | 0.06 |
| Just Eat Takeaway.com NV | Long | Equity-common | NL | $27K | 2K | 0.01 |
| Just Eat Takeaway.com NV | Long | Equity-common | NL | $24K | 2K | 0.00 |
| Just Group plc | Long | Equity-common | GB | $463K | 357K | 0.09 |
| Justsystems Corp. | Long | Equity-common | JP | $67K | 4K | 0.01 |
| JVCKenwood Corp. | Long | Equity-common | JP | $265K | 52K | 0.05 |
| Jyske Bank A/S (Registered) | Long | Equity-common | DK | $105K | 1K | 0.02 |
| K Wah International Holdings Ltd. | Long | Equity-common | HK | $156K | 666K | 0.03 |
| K's Holdings Corp. | Long | Equity-common | JP | $37K | 4K | 0.01 |
| K+S AG (Registered) | Long | Equity-common | DE | $74K | 5K | 0.01 |
| K92 Mining, Inc. | Long | Equity-common | CA | $30K | 6K | 0.01 |
| Kaga Electronics Co. Ltd. | Long | Equity-common | JP | $298K | 8K | 0.06 |
| Kagome Co. Ltd. | Long | Equity-common | JP | $23K | 900 | 0.00 |
| Kainos Group plc | Long | Equity-common | GB | $55K | 4K | 0.01 |
| Kajima Corp. | Long | Equity-common | JP | $216K | 11K | 0.04 |
| Kakaku.com, Inc. | Long | Equity-common | JP | $19K | 2K | 0.00 |
| Kaken Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $33K | 2K | 0.01 |
| Kameda Seika Co. Ltd. | Long | Equity-common | JP | $24K | 900 | 0.00 |
| Kamigumi Co. Ltd. | Long | Equity-common | JP | $67K | 3K | 0.01 |
| Kanamoto Co. Ltd. | Long | Equity-common | JP | $188K | 11K | 0.04 |
| Kaneka Corp. | Long | Equity-common | JP | $34K | 1K | 0.01 |
| Kanematsu Corp. | Long | Equity-common | JP | $423K | 26K | 0.08 |
| Kansai Electric Power Co., Inc. (The) | Long | Equity-common | JP | $222K | 15K | 0.04 |
| Kansai Paint Co. Ltd. | Long | Equity-common | JP | $50K | 4K | 0.01 |
| Kao Corp. | Long | Equity-common | JP | $294K | 7K | 0.06 |
| Kappa Create Co. Ltd. | Long | Equity-common | JP | $42K | 4K | 0.01 |
| Kardex Holding AG (Registered) | Long | Equity-common | CH | $70K | 264 | 0.01 |
| Karoon Energy Ltd. | Long | Equity-common | AU | $327K | 259K | 0.06 |
| Katitas Co. Ltd. | Long | Equity-common | JP | $46K | 4K | 0.01 |
| Kato Sangyo Co. Ltd. | Long | Equity-common | JP | $20K | 700 | 0.00 |
| Kawasaki Heavy Industries Ltd. | Long | Equity-common | JP | $87K | 3K | 0.02 |
| Kawasaki Kisen Kaisha Ltd. | Long | Equity-common | JP | $156K | 11K | 0.03 |
| KBC Ancora | Long | Equity-common | BE | $39K | 803 | 0.01 |
| KBC Group NV | Long | Equity-common | BE | $423K | 6K | 0.08 |
| KDDI Corp. | Long | Equity-common | JP | $621K | 22K | 0.12 |
| KDX Realty Investment Corp. | Long | Equity-common | JP | $102K | 103 | 0.02 |
| Keihanshin Building Co. Ltd. | Long | Equity-common | JP | $41K | 4K | 0.01 |
| Keio Corp. | Long | Equity-common | JP | $44K | 2K | 0.01 |
| Keisei Electric Railway Co. Ltd. | Long | Equity-common | JP | $109K | 3K | 0.02 |
| Keiyo Bank Ltd. (The) | Long | Equity-common | JP | $201K | 41K | 0.04 |
| Kelsian Group Ltd. | Long | Equity-common | AU | $25K | 7K | 0.00 |
| Kemira OYJ | Long | Equity-common | FI | $65K | 3K | 0.01 |
| Keppel DC REIT | Long | Equity-common | SG | $26K | 21K | 0.01 |
| Keppel Infrastructure Trust | Long | Equity-common | SG | $15K | 42K | 0.00 |
| Keppel Ltd. | Long | Equity-common | SG | $101K | 20K | 0.02 |
| Keppel REIT | Long | Equity-common | SG | $2K | 4K | 0.00 |
| Kering SA | Long | Equity-common | FR | $392K | 1K | 0.08 |
| Kerry Group plc, Class A | Long | Equity-common | IE | $166K | 2K | 0.03 |
| Kerry Logistics Network Ltd. | Long | Equity-common | CN | $122K | 130K | 0.02 |
| Kerry Properties Ltd. | Long | Equity-common | HK | $74K | 38K | 0.01 |
| Kesko OYJ, Class A | Long | Equity-common | FI | $40K | 2K | 0.01 |
| Kesko OYJ, Class B | Long | Equity-common | FI | $81K | 5K | 0.02 |
| Keyence Corp. | Long | Equity-common | JP | $1M | 3K | 0.25 |
| Keyera Corp. | Long | Equity-common | CA | $80K | 3K | 0.02 |
| Keywords Studios plc | Long | Equity-common | IE | $21K | 1K | 0.00 |
| KGHM Polska Miedz SA | Long | Equity-common | PL | $110K | 3K | 0.02 |
| KH Neochem Co. Ltd. | Long | Equity-common | JP | $228K | 15K | 0.04 |
| Ki-Star Real Estate Co. Ltd. | Long | Equity-common | JP | $80K | 3K | 0.02 |
| Kikkoman Corp. | Long | Equity-common | JP | $204K | 17K | 0.04 |
| Killam Apartment REIT | Long | Equity-common | CA | $33K | 3K | 0.01 |
| Kinaxis, Inc. | Long | Equity-common | CA | $55K | 520 | 0.01 |
| Kinden Corp. | Long | Equity-common | JP | $44K | 2K | 0.01 |
| Kindred Group plc | Long | Equity-common | MT | $57K | 5K | 0.01 |
| Kinepolis Group NV | Long | Equity-common | BE | $44K | 1K | 0.01 |
| Kingfisher plc | Long | Equity-common | GB | $118K | 38K | 0.02 |
| Kingspan Group plc | Long | Equity-common | IE | $199K | 2K | 0.04 |
| Kinnevik AB, Class B | Long | Equity-common | SE | $80K | 8K | 0.02 |
| Kinross Gold Corp. | Long | Equity-common | CA | $134K | 21K | 0.03 |
| Kintetsu Group Holdings Co. Ltd. | Long | Equity-common | JP | $57K | 2K | 0.01 |
| KION Group AG | Long | Equity-common | DE | $66K | 1K | 0.01 |
| Kirin Holdings Co. Ltd. | Long | Equity-common | JP | $162K | 11K | 0.03 |
| Kissei Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $32K | 1K | 0.01 |
| Kitron ASA | Long | Equity-common | NO | $25K | 9K | 0.00 |
| Kitz Corp. | Long | Equity-common | JP | $221K | 26K | 0.04 |
| Kiwi Property Group Ltd. | Long | Equity-common | NZ | $82K | 171K | 0.02 |
| Klepierre SA | Long | Equity-common | FR | $99K | 4K | 0.02 |
| Kobayashi Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $32K | 900 | 0.01 |
| Kobe Bussan Co. Ltd. | Long | Equity-common | JP | $41K | 2K | 0.01 |
| Kobe Steel Ltd. | Long | Equity-common | JP | $130K | 11K | 0.03 |
| Koei Tecmo Holdings Co. Ltd. | Long | Equity-common | JP | $23K | 2K | 0.00 |
| Kohnan Shoji Co. Ltd. | Long | Equity-common | JP | $252K | 9K | 0.05 |
| Koito Manufacturing Co. Ltd. | Long | Equity-common | JP | $68K | 5K | 0.01 |
| Kojamo OYJ | Long | Equity-common | FI | $18K | 2K | 0.00 |
| Kokuyo Co. Ltd. | Long | Equity-common | JP | $70K | 4K | 0.01 |
| Komatsu Ltd. | Long | Equity-common | JP | $559K | 19K | 0.11 |
| Komax Holding AG (Registered) | Long | Equity-common | CH | $13K | 76 | 0.00 |
| KOMEDA Holdings Co. Ltd. | Long | Equity-common | JP | $20K | 1K | 0.00 |
| Komeri Co. Ltd. | Long | Equity-common | JP | $269K | 11K | 0.05 |
| Konami Group Corp. | Long | Equity-common | JP | $61K | 1K | 0.01 |
| Kone OYJ, Class B | Long | Equity-common | FI | $254K | 5K | 0.05 |
| Konecranes OYJ | Long | Equity-common | FI | $74K | 1K | 0.01 |
| Kongsberg Gruppen ASA | Long | Equity-common | NO | $109K | 2K | 0.02 |
| Konica Minolta, Inc. | Long | Equity-common | JP | $47K | 14K | 0.01 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $602K | 20K | 0.12 |
| Koninklijke KPN NV | Long | Equity-common | NL | $176K | 48K | 0.03 |
| Koninklijke Philips NV | Long | Equity-common | NL | $257K | 10K | 0.05 |
| Koninklijke Vopak NV | Long | Equity-common | NL | $5K | 114 | 0.00 |
| Konoike Transport Co. Ltd. | Long | Equity-common | JP | $161K | 11K | 0.03 |
| Kontron AG | Long | Equity-common | AT | $64K | 3K | 0.01 |
| Kose Corp. | Long | Equity-common | JP | $36K | 700 | 0.01 |
| Kotobuki Spirits Co. Ltd. | Long | Equity-common | JP | $26K | 3K | 0.00 |
| Kowloon Development Co. Ltd. | Long | Equity-common | HK | $79K | 114K | 0.02 |
| Krones AG | Long | Equity-common | DE | $33K | 246 | 0.01 |
| Krosaki Harima Corp. | Long | Equity-common | JP | $156K | 7K | 0.03 |
| KRUK SA | Long | Equity-common | PL | $57K | 494 | 0.01 |
| KSB SE & Co. KGaA (Preference) | Long | Equity-common | DE | $170K | 259 | 0.03 |
| Kubota Corp. | Long | Equity-common | JP | $299K | 19K | 0.06 |
| Kuehne + Nagel International AG (Registered) | Long | Equity-common | CH | $197K | 740 | 0.04 |
| Kumagai Gumi Co. Ltd. | Long | Equity-common | JP | $314K | 12K | 0.06 |
| Kumiai Chemical Industry Co. Ltd. | Long | Equity-common | JP | $151K | 30K | 0.03 |
| Kuraray Co. Ltd. | Long | Equity-common | JP | $89K | 8K | 0.02 |
| Kureha Corp. | Long | Equity-common | JP | $331K | 19K | 0.06 |
| Kurita Water Industries Ltd. | Long | Equity-common | JP | $100K | 3K | 0.02 |
| Kusuri no Aoki Holdings Co. Ltd. | Long | Equity-common | JP | $34K | 2K | 0.01 |
| Kvutzat Acro Ltd. | Long | Equity-common | IL | $105K | 9K | 0.02 |
| KWS Saat SE & Co. KGaA | Long | Equity-common | DE | $59K | 1K | 0.01 |
| KYB Corp. | Long | Equity-common | JP | $253K | 7K | 0.05 |
| Kyocera Corp. | Long | Equity-common | JP | $259K | 21K | 0.05 |
| Kyoei Steel Ltd. | Long | Equity-common | JP | $106K | 7K | 0.02 |
| Kyokuto Kaihatsu Kogyo Co. Ltd. | Long | Equity-common | JP | $182K | 11K | 0.04 |
| Kyorin Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $44K | 4K | 0.01 |
| Kyoritsu Maintenance Co. Ltd. | Long | Equity-common | JP | $47K | 2K | 0.01 |
| Kyoto Financial Group, Inc. | Long | Equity-common | JP | $114K | 6K | 0.02 |
| Kyowa Kirin Co. Ltd. | Long | Equity-common | JP | $72K | 4K | 0.01 |
| Kyudenko Corp. | Long | Equity-common | JP | $87K | 2K | 0.02 |
| Kyushu Electric Power Co., Inc. | Long | Equity-common | JP | $35K | 4K | 0.01 |
| Kyushu Financial Group, Inc. | Long | Equity-common | JP | $81K | 12K | 0.02 |
| Kyushu Railway Co. | Long | Equity-common | JP | $45K | 2K | 0.01 |
| L E Lundbergforetagen AB, Class B | Long | Equity-common | SE | $67K | 1K | 0.01 |
| L'Occitane International SA | Long | Equity-common | LU | $19K | 5K | 0.00 |
| L'Oreal SA | Long | Equity-common | FR | $2M | 4K | 0.32 |
| La Francaise des Jeux SAEM | Long | Equity-common | FR | $20K | 532 | 0.00 |
| Laboratorios Farmaceuticos Rovi SA | Long | Equity-common | ES | $79K | 874 | 0.02 |
| Labrador Iron Ore Royalty Corp. | Long | Equity-common | CA | $488K | 22K | 0.09 |
| Lagercrantz Group AB, Class B | Long | Equity-common | SE | $39K | 3K | 0.01 |
| Lancashire Holdings Ltd. | Long | Equity-common | GB | $606K | 79K | 0.12 |
| Land Securities Group plc | Long | Equity-common | GB | $91K | 11K | 0.02 |
| Landis+Gyr Group AG | Long | Equity-common | CH | $80K | 1K | 0.02 |
| LANXESS AG | Long | Equity-common | DE | $822K | 29K | 0.16 |
| Lapidoth Capital Ltd. | Long | Equity-common | IL | $116K | 7K | 0.02 |
| LaSalle Logiport REIT | Long | Equity-common | JP | $44K | 44 | 0.01 |
| Lasertec Corp. | Long | Equity-common | JP | $286K | 1K | 0.06 |
| Latitude Group Holdings Ltd. | Long | Equity-common | AU | $32K | 43K | 0.01 |
| Laurentian Bank of Canada | Long | Equity-common | CA | $267K | 14K | 0.05 |
| Lectra | Long | Equity-common | FR | $27K | 798 | 0.01 |
| LEG Immobilien SE | Long | Equity-common | DE | $96K | 1K | 0.02 |
| Legal & General Group plc | Long | Equity-common | GB | $341K | 116K | 0.07 |
| Legrand SA | Long | Equity-common | FR | $399K | 4K | 0.08 |
| LEM Holding SA (Registered) | Long | Equity-common | CH | $46K | 27 | 0.01 |
| Lendlease Corp. Ltd. | Long | Equity-common | AU | $61K | 15K | 0.01 |
| Lendlease Global Commercial REIT | Long | Equity-common | SG | $18K | 46K | 0.00 |
| Lenzing AG | Long | Equity-common | AT | $216K | 7K | 0.04 |
| Leon's Furniture Ltd. | Long | Equity-common | CA | $110K | 7K | 0.02 |
| Leonardo SpA | Long | Equity-common | IT | $191K | 8K | 0.04 |
| Leonteq AG | Long | Equity-common | CH | $74K | 3K | 0.01 |
| Leopalace21 Corp. | Long | Equity-common | JP | $197K | 59K | 0.04 |
| Leroy Seafood Group ASA | Long | Equity-common | NO | $24K | 5K | 0.00 |
| Liberty Financial Group Ltd. | Long | Equity-common | AU | $68K | 27K | 0.01 |
| Liechtensteinische Landesbank AG | Long | Equity-common | LI | $79K | 1K | 0.02 |
| Lifco AB, Class B | Long | Equity-common | SE | $110K | 4K | 0.02 |
| Life Corp. | Long | Equity-common | JP | $186K | 7K | 0.04 |
| Lifenet Insurance Co. | Long | Equity-common | JP | $34K | 4K | 0.01 |
| Lifestyle Communities Ltd. | Long | Equity-common | AU | $54K | 7K | 0.01 |
| Lightspeed Commerce, Inc. | Long | Equity-common | CA | $72K | 5K | 0.01 |
| Linamar Corp. | Long | Equity-common | CA | $50K | 1K | 0.01 |
| Lindab International AB | Long | Equity-common | SE | $88K | 4K | 0.02 |
| Link REIT | Long | Equity-common | HK | $192K | 44K | 0.04 |
| Lintec Corp. | Long | Equity-common | JP | $76K | 4K | 0.01 |
| Lion Corp. | Long | Equity-common | JP | $74K | 8K | 0.01 |
| Liontown Resources Ltd. | Long | Equity-common | AU | $22K | 27K | 0.00 |
| LISI SA | Long | Equity-common | FR | $23K | 880 | 0.00 |
| Lithium Americas Corp. | Long | Equity-common | CA | $217K | 42K | 0.04 |
| Lixil Corp. | Long | Equity-common | JP | $41K | 4K | 0.01 |
| Lloyds Banking Group plc | Long | Equity-common | GB | $773K | 1M | 0.15 |
| Loblaw Cos. Ltd. | Long | Equity-common | CA | $244K | 2K | 0.05 |
| Logitech International SA (Registered) | Long | Equity-common | CH | $186K | 2K | 0.04 |
| London Stock Exchange Group plc | Long | Equity-common | GB | $701K | 6K | 0.14 |
| LondonMetric Property plc | Long | Equity-common | GB | $243K | 99K | 0.05 |
| Lonza Group AG (Registered) | Long | Equity-common | CH | $618K | 1K | 0.12 |
| Loomis AB, Class B | Long | Equity-common | SE | $25K | 984 | 0.00 |
| Lottery Corp. Ltd. (The) | Long | Equity-common | AU | $97K | 30K | 0.02 |
| Lottomatica Group Spa | Long | Equity-common | IT | $46K | 4K | 0.01 |
| Lotus Bakeries NV | Long | Equity-common | BE | $60K | 6 | 0.01 |
| Lovisa Holdings Ltd. | Long | Equity-common | AU | $76K | 4K | 0.01 |
| LPP SA | Long | Equity-common | PL | $93K | 24 | 0.02 |
| Luk Fook Holdings International Ltd. | Long | Equity-common | HK | $268K | 112K | 0.05 |
| Lundin Gold, Inc. | Long | Equity-common | CA | $57K | 4K | 0.01 |
| Lundin Mining Corp. | Long | Equity-common | CL | $142K | 12K | 0.03 |
| Luzerner Kantonalbank AG (Registered) | Long | Equity-common | CH | $23K | 304 | 0.00 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $3M | 4K | 0.61 |
| LY Corp. | Long | Equity-common | JP | $90K | 37K | 0.02 |
| Lynas Rare Earths Ltd. | Long | Equity-common | AU | $59K | 14K | 0.01 |
| M Yochananof & Sons Ltd. | Long | Equity-common | IL | $121K | 2K | 0.02 |
| M&G plc | Long | Equity-common | GB | $76K | 30K | 0.01 |
| M3, Inc. | Long | Equity-common | JP | $70K | 7K | 0.01 |
| Mabuchi Motor Co. Ltd. | Long | Equity-common | JP | $50K | 3K | 0.01 |
| Macnica Holdings, Inc. | Long | Equity-common | JP | $72K | 2K | 0.01 |
| Macquarie Group Ltd. | Long | Equity-common | AU | $689K | 6K | 0.13 |
| MAG Silver Corp. | Long | Equity-common | CA | $57K | 5K | 0.01 |
| Magellan Financial Group Ltd. | Long | Equity-common | AU | $328K | 57K | 0.06 |
| Magna International, Inc. | Long | Equity-common | CA | $280K | 6K | 0.05 |
| Mainfreight Ltd. | Long | Equity-common | NZ | $53K | 1K | 0.01 |
| Mainstreet Equity Corp. | Long | Equity-common | CA | $33K | 266 | 0.01 |
| Maire Tecnimont SpA | Long | Equity-common | IT | $425K | 51K | 0.08 |
| Makita Corp. | Long | Equity-common | JP | $123K | 4K | 0.02 |
| Man Group plc | Long | Equity-common | GB | $104K | 32K | 0.02 |
| Man Wah Holdings Ltd. | Long | Equity-common | HK | $38K | 52K | 0.01 |
| Manawa Energy Ltd. | Long | Equity-common | NZ | $13K | 5K | 0.00 |
| Mandarin Oriental International Ltd. | Long | Equity-common | HK | $13K | 8K | 0.00 |
| Mandatum OYJ | Long | Equity-common | FI | $47K | 10K | 0.01 |
| Manitou BF SA | Long | Equity-common | FR | $95K | 4K | 0.02 |
| Manulife Financial Corp. | Long | Equity-common | CA | $873K | 37K | 0.17 |
| Mapfre SA | Long | Equity-common | ES | $54K | 22K | 0.01 |
| Maple Leaf Foods, Inc. | Long | Equity-common | CA | $67K | 4K | 0.01 |
| Mapletree Industrial Trust | Long | Equity-common | SG | $58K | 35K | 0.01 |
| Mapletree Logistics Trust | Long | Equity-common | SG | $62K | 62K | 0.01 |
| Mapletree Pan Asia Commercial Trust | Long | Equity-common | SG | $53K | 57K | 0.01 |
| Marks & Spencer Group plc | Long | Equity-common | GB | $141K | 44K | 0.03 |
| MARR SpA | Long | Equity-common | IT | $52K | 4K | 0.01 |
| Marubeni Corp. | Long | Equity-common | JP | $598K | 33K | 0.12 |
| Maruha Nichiro Corp. | Long | Equity-common | JP | $289K | 15K | 0.06 |
| Marui Group Co. Ltd. | Long | Equity-common | JP | $49K | 3K | 0.01 |
| Maruichi Steel Tube Ltd. | Long | Equity-common | JP | $52K | 2K | 0.01 |
| Maruzen Showa Unyu Co. Ltd. | Long | Equity-common | JP | $222K | 7K | 0.04 |
| Matrix IT Ltd. | Long | Equity-common | IL | $220K | 11K | 0.04 |
| MatsukiyoCocokara & Co. | Long | Equity-common | JP | $100K | 7K | 0.02 |
| Max Co. Ltd. | Long | Equity-common | JP | $63K | 3K | 0.01 |
| Maxell Ltd. | Long | Equity-common | JP | $38K | 4K | 0.01 |
| Maxvalu Tokai Co. Ltd. | Long | Equity-common | JP | $10K | 500 | 0.00 |
| Mayr Melnhof Karton AG | Long | Equity-common | AT | $373K | 3K | 0.07 |
| Mazda Motor Corp. | Long | Equity-common | JP | $135K | 12K | 0.03 |
| McDonald's Holdings Co. Japan Ltd. | Long | Equity-common | JP | $49K | 1K | 0.01 |
| MCJ Co. Ltd. | Long | Equity-common | JP | $195K | 22K | 0.04 |
| McMillan Shakespeare Ltd. | Long | Equity-common | AU | $38K | 3K | 0.01 |
| Mebuki Financial Group, Inc. | Long | Equity-common | JP | $99K | 28K | 0.02 |
| Medacta Group SA | Long | Equity-common | CH | $41K | 336 | 0.01 |
| Medartis Holding AG | Long | Equity-common | CH | $27K | 304 | 0.01 |
| Medibank Pvt Ltd. | Long | Equity-common | AU | $102K | 44K | 0.02 |
| Medicover AB, Class B | Long | Equity-common | SE | $54K | 3K | 0.01 |
| Mediobanca Banca di Credito Finanziario SpA | Long | Equity-common | IT | $177K | 12K | 0.03 |
| Medley, Inc. | Long | Equity-common | JP | $23K | 1K | 0.00 |
| Medmix AG | Long | Equity-common | CH | $8K | 456 | 0.00 |
| MEG Energy Corp. | Long | Equity-common | CA | $112K | 5K | 0.02 |
| Mega Or Holdings Ltd. | Long | Equity-common | IL | $32K | 1K | 0.01 |
| Megaport Ltd. | Long | Equity-common | AU | $61K | 7K | 0.01 |
| MEIJI Holdings Co. Ltd. | Long | Equity-common | JP | $76K | 3K | 0.01 |
| Meiko Electronics Co. Ltd. | Long | Equity-common | JP | $244K | 7K | 0.05 |
| MEITEC Group Holdings, Inc. | Long | Equity-common | JP | $45K | 2K | 0.01 |
| Melexis NV | Long | Equity-common | BE | $42K | 495 | 0.01 |
| Melia Hotels International SA | Long | Equity-common | ES | $78K | 10K | 0.02 |
| Melisron Ltd. | Long | Equity-common | IL | $32K | 460 | 0.01 |
| Melrose Industries plc | Long | Equity-common | GB | $166K | 21K | 0.03 |
| Menicon Co. Ltd. | Long | Equity-common | JP | $55K | 6K | 0.01 |
| Menora Mivtachim Holdings Ltd. | Long | Equity-common | IL | $12K | 492 | 0.00 |
| Mercedes-Benz Group AG | Long | Equity-common | DE | $1M | 17K | 0.24 |
| Merck KGaA | Long | Equity-common | DE | $301K | 2K | 0.06 |
| Mercury NZ Ltd. | Long | Equity-common | NZ | $42K | 11K | 0.01 |
| Meridian Energy Ltd. | Long | Equity-common | NZ | $74K | 21K | 0.01 |
| Merlin Properties Socimi SA | Long | Equity-common | ES | $51K | 5K | 0.01 |
| METAWATER Co. Ltd. | Long | Equity-common | JP | $51K | 4K | 0.01 |
| Metcash Ltd. | Long | Equity-common | AU | $48K | 19K | 0.01 |
| Methanex Corp. | Long | Equity-common | CA | $62K | 1K | 0.01 |
| METRO AG | Long | Equity-common | DE | $58K | 11K | 0.01 |
| Metro, Inc., Class A | Long | Equity-common | CA | $167K | 3K | 0.03 |
| Metropole Television SA | Long | Equity-common | FR | $242K | 17K | 0.05 |
| Metsa Board OYJ, Class B | Long | Equity-common | FI | $27K | 4K | 0.01 |
| Metso OYJ | Long | Equity-common | FI | $130K | 11K | 0.03 |
| Meyer Burger Technology AG | Long | Equity-common | CH | $1K | 98K | 0.00 |
| MFE-MediaForEurope NV, Class A | Long | Equity-common | IT | $166K | 56K | 0.03 |
| MFE-MediaForEurope NV, Class B | Long | Equity-common | IT | $87K | 22K | 0.02 |
| Micronics Japan Co. Ltd. | Long | Equity-common | JP | $81K | 2K | 0.02 |
| Migdal Insurance & Financial Holdings Ltd. | Long | Equity-common | IL | $133K | 104K | 0.03 |
| Milbon Co. Ltd. | Long | Equity-common | JP | $20K | 1K | 0.00 |
| Millicom International Cellular SA | Long | Equity-common | CO | $31K | 1K | 0.01 |
| MINEBEA MITSUMI, Inc. | Long | Equity-common | JP | $139K | 7K | 0.03 |
| Mineral Resources Ltd. | Long | Equity-common | AU | $125K | 3K | 0.02 |
| MIPS AB | Long | Equity-common | SE | $52K | 2K | 0.01 |
| Mirai Corp. | Long | Equity-common | JP | $25K | 88 | 0.00 |
| MIRAIT ONE Corp. | Long | Equity-common | JP | $408K | 33K | 0.08 |
| Miramar Hotel & Investment | Long | Equity-common | HK | $48K | 38K | 0.01 |
| Mirvac Group | Long | Equity-common | AU | $89K | 67K | 0.02 |
| MISUMI Group, Inc. | Long | Equity-common | JP | $67K | 4K | 0.01 |
| Mitani Corp. | Long | Equity-common | JP | $157K | 15K | 0.03 |
| Mitchells & Butlers plc | Long | Equity-common | GB | $269K | 89K | 0.05 |
| Mitie Group plc | Long | Equity-common | GB | $135K | 92K | 0.03 |
| Mitsubishi Chemical Group Corp. | Long | Equity-common | JP | $173K | 30K | 0.03 |
| Mitsubishi Corp. | Long | Equity-common | JP | $2M | 84K | 0.37 |
| Mitsubishi Electric Corp. | Long | Equity-common | JP | $522K | 30K | 0.10 |
| Mitsubishi Estate Co. Ltd. | Long | Equity-common | JP | $342K | 19K | 0.07 |
| Mitsubishi Gas Chemical Co., Inc. | Long | Equity-common | JP | $110K | 6K | 0.02 |
| Mitsubishi HC Capital, Inc. | Long | Equity-common | JP | $96K | 15K | 0.02 |
| Mitsubishi Heavy Industries Ltd. | Long | Equity-common | JP | $450K | 50K | 0.09 |
| Mitsubishi Logisnext Co. Ltd. | Long | Equity-common | JP | $76K | 8K | 0.01 |
| Mitsubishi Logistics Corp. | Long | Equity-common | JP | $57K | 2K | 0.01 |
| Mitsubishi Materials Corp. | Long | Equity-common | JP | $75K | 4K | 0.01 |
| Mitsubishi Motors Corp. | Long | Equity-common | JP | $43K | 14K | 0.01 |
| Mitsubishi Pencil Co. Ltd. | Long | Equity-common | JP | $27K | 2K | 0.01 |
| Mitsubishi Shokuhin Co. Ltd. | Long | Equity-common | JP | $263K | 7K | 0.05 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Equity-common | JP | $2M | 181K | 0.35 |
| Mitsuboshi Belting Ltd. | Long | Equity-common | JP | $40K | 1K | 0.01 |
| Mitsui & Co. Ltd. | Long | Equity-common | JP | $2M | 31K | 0.29 |
| Mitsui Chemicals, Inc. | Long | Equity-common | JP | $146K | 5K | 0.03 |
| Mitsui DM Sugar Holdings Co. Ltd. | Long | Equity-common | JP | $74K | 4K | 0.01 |
| Mitsui Fudosan Co. Ltd. | Long | Equity-common | JP | $455K | 44K | 0.09 |
| Mitsui OSK Lines Ltd. | Long | Equity-common | JP | $270K | 9K | 0.05 |
| Mitsui-Soko Holdings Co. Ltd. | Long | Equity-common | JP | $219K | 7K | 0.04 |
| Mitsuuroko Group Holdings Co. Ltd. | Long | Equity-common | JP | $95K | 11K | 0.02 |
| Miura Co. Ltd. | Long | Equity-common | JP | $33K | 2K | 0.01 |
| Mivne Real Estate KD Ltd. | Long | Equity-common | IL | $34K | 14K | 0.01 |
| MIXI, Inc. | Long | Equity-common | JP | $58K | 4K | 0.01 |
| Mizrahi Tefahot Bank Ltd. | Long | Equity-common | IL | $96K | 3K | 0.02 |
| Mizuho Financial Group, Inc. | Long | Equity-common | JP | $1M | 52K | 0.19 |
| Mizuno Corp. | Long | Equity-common | JP | $361K | 7K | 0.07 |
| Mobimo Holding AG (Registered) | Long | Equity-common | CH | $64K | 228 | 0.01 |
| Mochida Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $18K | 900 | 0.00 |
| Modern Times Group MTG AB, Class B | Long | Equity-common | SE | $34K | 4K | 0.01 |
| Monadelphous Group Ltd. | Long | Equity-common | AU | $63K | 7K | 0.01 |
| Moncler SpA | Long | Equity-common | IT | $190K | 3K | 0.04 |
| Mondi plc | Long | Equity-common | AT | $130K | 7K | 0.03 |
| Monex Group, Inc. | Long | Equity-common | JP | $64K | 12K | 0.01 |
| Moneysupermarket.com Group plc | Long | Equity-common | GB | $77K | 28K | 0.01 |
| Monogatari Corp. (The) | Long | Equity-common | JP | $41K | 2K | 0.01 |
| MonotaRO Co. Ltd. | Long | Equity-common | JP | $68K | 6K | 0.01 |
| Montana Aerospace AG | Long | Equity-common | CH | $167K | 9K | 0.03 |
| Montea NV | Long | Equity-common | BE | $58K | 672 | 0.01 |
| Morgan Advanced Materials plc | Long | Equity-common | GB | $399K | 101K | 0.08 |
| Morgan Sindall Group plc | Long | Equity-common | GB | $401K | 14K | 0.08 |
| Morguard Corp. | Long | Equity-common | CA | $143K | 2K | 0.03 |
| Mori Hills REIT Investment Corp. | Long | Equity-common | JP | $33K | 38 | 0.01 |
| Mori Trust Reit, Inc. | Long | Equity-common | JP | $18K | 38 | 0.00 |
| Morinaga & Co. Ltd. | Long | Equity-common | JP | $36K | 2K | 0.01 |
| Morinaga Milk Industry Co. Ltd. | Long | Equity-common | JP | $47K | 2K | 0.01 |
| MorphoSys AG | Long | Equity-common | DE | $132K | 2K | 0.03 |
| MOS Food Services, Inc. | Long | Equity-common | JP | $47K | 2K | 0.01 |
| Mota-Engil SGPS SA | Long | Equity-common | PT | $111K | 25K | 0.02 |
| Mowi ASA | Long | Equity-common | NO | $96K | 5K | 0.02 |
| MPC Container Ships ASA | Long | Equity-common | NO | $202K | 125K | 0.04 |
| MS&AD Insurance Group Holdings, Inc. | Long | Equity-common | JP | $646K | 36K | 0.12 |
| MTR Corp. Ltd. | Long | Equity-common | HK | $84K | 25K | 0.02 |
| MTU Aero Engines AG | Long | Equity-common | DE | $188K | 777 | 0.04 |
| MTY Food Group, Inc. | Long | Equity-common | CA | $15K | 418 | 0.00 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | Long | Equity-common | DE | $930K | 2K | 0.18 |
| Mullen Group Ltd. | Long | Equity-common | CA | $258K | 28K | 0.05 |
| Munters Group AB | Long | Equity-common | SE | $90K | 4K | 0.02 |
| Murata Manufacturing Co. Ltd. | Long | Equity-common | JP | $476K | 26K | 0.09 |
| Musashi Seimitsu Industry Co. Ltd. | Long | Equity-common | JP | $118K | 11K | 0.02 |
| Musashino Bank Ltd. (The) | Long | Equity-common | JP | $218K | 11K | 0.04 |
| Mycronic AB | Long | Equity-common | SE | $33K | 924 | 0.01 |
| Nachi-Fujikoshi Corp. | Long | Equity-common | JP | $161K | 7K | 0.03 |
| Nagaileben Co. Ltd. | Long | Equity-common | JP | $22K | 2K | 0.00 |
| Nagase & Co. Ltd. | Long | Equity-common | JP | $38K | 2K | 0.01 |
| Nagawa Co. Ltd. | Long | Equity-common | JP | $23K | 500 | 0.00 |
| Nagoya Railroad Co. Ltd. | Long | Equity-common | JP | $58K | 4K | 0.01 |
| Nankai Electric Railway Co. Ltd. | Long | Equity-common | JP | $52K | 3K | 0.01 |
| Nanosonics Ltd. | Long | Equity-common | AU | $32K | 17K | 0.01 |
| Nanto Bank Ltd. (The) | Long | Equity-common | JP | $73K | 4K | 0.01 |
| Naphtha Israel Petroleum Corp. Ltd. | Long | Equity-common | IL | $56K | 11K | 0.01 |
| National Australia Bank Ltd. | Long | Equity-common | AU | $1M | 46K | 0.20 |
| National Bank of Canada | Long | Equity-common | CA | $569K | 7K | 0.11 |
| National Grid plc | Long | Equity-common | GB | $715K | 55K | 0.14 |
| National Storage REIT | Long | Equity-common | AU | $30K | 21K | 0.01 |
| Naturgy Energy Group SA | Long | Equity-common | ES | $77K | 3K | 0.01 |
| NatWest Group plc | Long | Equity-common | GB | $321K | 84K | 0.06 |
| Navigator Co. SA (The) | Long | Equity-common | PT | $23K | 5K | 0.00 |
| NCAB Group AB | Long | Equity-common | SE | $27K | 4K | 0.01 |
| NCC AB, Class B | Long | Equity-common | SE | $342K | 28K | 0.07 |
| NEC Corp. | Long | Equity-common | JP | $270K | 4K | 0.05 |
| NEC Networks & System Integration Corp. | Long | Equity-common | JP | $40K | 2K | 0.01 |
| NEL ASA | Long | Equity-common | NO | $46K | 98K | 0.01 |
| Nemetschek SE | Long | Equity-common | DE | $79K | 884 | 0.02 |
| Neoen SA | Long | Equity-common | FR | $12K | 380 | 0.00 |
| Neste OYJ | Long | Equity-common | FI | $150K | 7K | 0.03 |
| Nestle SA (Registered) | Long | Equity-common | CH | $4M | 39K | 0.76 |
| NET One Systems Co. Ltd. | Long | Equity-common | JP | $124K | 7K | 0.02 |
| Netcompany Group A/S | Long | Equity-common | DK | $99K | 3K | 0.02 |
| Network International Holdings plc | Long | Equity-common | AE | $72K | 15K | 0.01 |
| New Hope Corp. Ltd. | Long | Equity-common | AU | $50K | 17K | 0.01 |
| New Wave Group AB, Class B | Long | Equity-common | SE | $271K | 29K | 0.05 |
| Nexans SA | Long | Equity-common | FR | $82K | 760 | 0.02 |
| NexGen Energy Ltd. | Long | Equity-common | CA | $83K | 11K | 0.02 |
| Nexi SpA | Long | Equity-common | IT | $41K | 7K | 0.01 |
| Nexon Co. Ltd. | Long | Equity-common | JP | $116K | 7K | 0.02 |
| Next plc | Long | Equity-common | GB | $225K | 2K | 0.04 |
| Nextage Co. Ltd. | Long | Equity-common | JP | $67K | 4K | 0.01 |
| NEXTDC Ltd. | Long | Equity-common | AU | $149K | 14K | 0.03 |
| Nexus AG | Long | Equity-common | DE | $34K | 608 | 0.01 |
| NFI Group, Inc. | Long | Equity-common | CA | $40K | 5K | 0.01 |
| NGK Insulators Ltd. | Long | Equity-common | JP | $104K | 8K | 0.02 |
| NHK Spring Co. Ltd. | Long | Equity-common | JP | $30K | 3K | 0.01 |
| nib holdings Ltd. | Long | Equity-common | AU | $54K | 11K | 0.01 |
| Nibe Industrier AB, Class B | Long | Equity-common | SE | $125K | 26K | 0.02 |
| Nice Ltd. | Long | Equity-common | IL | $199K | 889 | 0.04 |
| Nichias Corp. | Long | Equity-common | JP | $532K | 19K | 0.10 |
| Nichicon Corp. | Long | Equity-common | JP | $157K | 19K | 0.03 |
| Nichiha Corp. | Long | Equity-common | JP | $173K | 7K | 0.03 |
| Nichirei Corp. | Long | Equity-common | JP | $40K | 2K | 0.01 |
| Nickel Industries Ltd. | Long | Equity-common | AU | $26K | 42K | 0.00 |
| Nidec Corp. | Long | Equity-common | JP | $352K | 8K | 0.07 |
| Nifco, Inc. | Long | Equity-common | JP | $58K | 2K | 0.01 |
| Nihon Kohden Corp. | Long | Equity-common | JP | $63K | 2K | 0.01 |
| Nihon M&A Center Holdings, Inc. | Long | Equity-common | JP | $26K | 5K | 0.01 |
| Nihon Parkerizing Co. Ltd. | Long | Equity-common | JP | $32K | 4K | 0.01 |
| Nikkei 225 Index | Derivative-equity | SG | $-67K | – | -0.01 | |
| Nikkon Holdings Co. Ltd. | Long | Equity-common | JP | $75K | 4K | 0.01 |
| Nikon Corp. | Long | Equity-common | JP | $60K | 6K | 0.01 |
| Nine Entertainment Co. Holdings Ltd. | Long | Equity-common | AU | $34K | 34K | 0.01 |
| Ninety One plc | Long | Equity-common | GB | $32K | 15K | 0.01 |
| Nintendo Co. Ltd. | Long | Equity-common | JP | $805K | 16K | 0.16 |
| Nippn Corp. | Long | Equity-common | JP | $62K | 4K | 0.01 |
| Nippon Accommodations Fund, Inc. | Long | Equity-common | JP | $33K | 8 | 0.01 |
| Nippon Building Fund, Inc. | Long | Equity-common | JP | $92K | 24 | 0.02 |
| Nippon Densetsu Kogyo Co. Ltd. | Long | Equity-common | JP | $23K | 2K | 0.00 |
| Nippon Express Holdings, Inc. | Long | Equity-common | JP | $82K | 2K | 0.02 |
| Nippon Gas Co. Ltd. | Long | Equity-common | JP | $31K | 2K | 0.01 |
| Nippon Kanzai Holdings Co. Ltd. | Long | Equity-common | JP | $21K | 1K | 0.00 |
| Nippon Light Metal Holdings Co. Ltd. | Long | Equity-common | JP | $221K | 19K | 0.04 |
| Nippon Paint Holdings Co. Ltd. | Long | Equity-common | JP | $96K | 15K | 0.02 |
| Nippon Paper Industries Co. Ltd. | Long | Equity-common | JP | $259K | 37K | 0.05 |
| Nippon Prologis REIT, Inc. | Long | Equity-common | JP | $71K | 41 | 0.01 |
| NIPPON REIT Investment Corp. | Long | Equity-common | JP | $41K | 18 | 0.01 |
| Nippon Road Co. Ltd. (The) | Long | Equity-common | JP | $82K | 7K | 0.02 |
| Nippon Sanso Holdings Corp. | Long | Equity-common | JP | $84K | 3K | 0.02 |
| Nippon Shinyaku Co. Ltd. | Long | Equity-common | JP | $39K | 1K | 0.01 |
| Nippon Soda Co. Ltd. | Long | Equity-common | JP | $336K | 9K | 0.06 |
| Nippon Steel Corp. | Long | Equity-common | JP | $417K | 19K | 0.08 |
| Nippon Telegraph & Telephone Corp. | Long | Equity-common | JP | $622K | 574K | 0.12 |
| Nippon Yusen KK | Long | Equity-common | JP | $315K | 11K | 0.06 |
| Nipro Corp. | Long | Equity-common | JP | $33K | 4K | 0.01 |
| Nishi-Nippon Financial Holdings, Inc. | Long | Equity-common | JP | $48K | 4K | 0.01 |
| Nishi-Nippon Railroad Co. Ltd. | Long | Equity-common | JP | $17K | 1K | 0.00 |
| Nishimatsu Construction Co. Ltd. | Long | Equity-common | JP | $322K | 11K | 0.06 |
| Nishimatsuya Chain Co. Ltd. | Long | Equity-common | JP | $53K | 4K | 0.01 |
| Nishimoto Co. Ltd. | Long | Equity-common | JP | $85K | 2K | 0.02 |
| Nishio Holdings Co. Ltd. | Long | Equity-common | JP | $197K | 8K | 0.04 |
| Nissan Chemical Corp. | Long | Equity-common | JP | $100K | 3K | 0.02 |
| Nissan Motor Co. Ltd. | Long | Equity-common | JP | $178K | 48K | 0.03 |
| Nissan Shatai Co. Ltd. | Long | Equity-common | JP | $25K | 4K | 0.00 |
| Nisshin Seifun Group, Inc. | Long | Equity-common | JP | $35K | 3K | 0.01 |
| Nisshinbo Holdings, Inc. | Long | Equity-common | JP | $87K | 11K | 0.02 |
| Nissin Foods Holdings Co. Ltd. | Long | Equity-common | JP | $120K | 5K | 0.02 |
| Nissui Corp. | Long | Equity-common | JP | $69K | 11K | 0.01 |
| Niterra Co. Ltd. | Long | Equity-common | JP | $89K | 3K | 0.02 |
| Nitori Holdings Co. Ltd. | Long | Equity-common | JP | $216K | 2K | 0.04 |
| Nitta Corp. | Long | Equity-common | JP | $192K | 7K | 0.04 |
| Nittetsu Mining Co. Ltd. | Long | Equity-common | JP | $117K | 4K | 0.02 |
| Nitto Boseki Co. Ltd. | Long | Equity-common | JP | $69K | 2K | 0.01 |
| Nitto Denko Corp. | Long | Equity-common | JP | $149K | 2K | 0.03 |
| NKT A/S | Long | Equity-common | DK | $256K | 3K | 0.05 |
| NMC Health plc | Long | Equity-common | GB | $0 | 2K | – |
| NN Group NV | Long | Equity-common | NL | $256K | 6K | 0.05 |
| Noevir Holdings Co. Ltd. | Long | Equity-common | JP | $33K | 1K | 0.01 |
| NOF Corp. | Long | Equity-common | JP | $49K | 4K | 0.01 |
| Nohmi Bosai Ltd. | Long | Equity-common | JP | $38K | 3K | 0.01 |
| Nojima Corp. | Long | Equity-common | JP | $266K | 22K | 0.05 |
| NOK Corp. | Long | Equity-common | JP | $60K | 4K | 0.01 |
| Nokia OYJ | Long | Equity-common | FI | $423K | 116K | 0.08 |
| Nokian Renkaat OYJ | Long | Equity-common | FI | $73K | 8K | 0.01 |
| Nolato AB, Class B | Long | Equity-common | SE | $55K | 11K | 0.01 |
| Nomura Holdings, Inc. | Long | Equity-common | JP | $360K | 63K | 0.07 |
| Nomura Real Estate Holdings, Inc. | Long | Equity-common | JP | $39K | 1K | 0.01 |
| Nomura Real Estate Master Fund, Inc. | Long | Equity-common | JP | $36K | 38 | 0.01 |
| Nomura Research Institute Ltd. | Long | Equity-common | JP | $147K | 6K | 0.03 |
| Nordea Bank Abp | Long | Equity-common | SE | $798K | 68K | 0.15 |
| Nordex SE | Long | Equity-common | DE | $101K | 7K | 0.02 |
| Nordic Semiconductor ASA | Long | Equity-common | NO | $43K | 4K | 0.01 |
| Nordnet AB publ | Long | Equity-common | SE | $44K | 2K | 0.01 |
| Norion Bank AB | Long | Equity-common | SE | $5K | 1K | 0.00 |
| Noritake Co. Ltd. | Long | Equity-common | JP | $196K | 7K | 0.04 |
| Noritsu Koki Co. Ltd. | Long | Equity-common | JP | $146K | 7K | 0.03 |
| Noritz Corp. | Long | Equity-common | JP | $43K | 4K | 0.01 |
| Norsk Hydro ASA | Long | Equity-common | NO | $168K | 27K | 0.03 |
| North Pacific Bank Ltd. | Long | Equity-common | JP | $66K | 23K | 0.01 |
| North West Co., Inc. (The) | Long | Equity-common | CA | $69K | 2K | 0.01 |
| Northern Star Resources Ltd. | Long | Equity-common | AU | $154K | 16K | 0.03 |
| Northland Power, Inc. | Long | Equity-common | CA | $87K | 6K | 0.02 |
| Norwegian Air Shuttle ASA | Long | Equity-common | NO | $199K | 151K | 0.04 |
| NOS SGPS SA | Long | Equity-common | PT | $32K | 9K | 0.01 |
| Nova Ltd. | Long | Equity-common | IL | $61K | 352 | 0.01 |
| Novagold Resources, Inc. | Long | Equity-common | CA | $53K | 18K | 0.01 |
| Novartis AG (Registered) | Long | Equity-common | CH | $3M | 30K | 0.56 |
| Novo Nordisk A/S, Class B | Long | Equity-common | DK | $6M | 50K | 1.24 |
| Novonesis (Novozymes) B | Long | Equity-common | DK | $280K | 5K | 0.05 |
| NP3 Fastigheter AB | Long | Equity-common | SE | $31K | 1K | 0.01 |
| NRW Holdings Ltd. | Long | Equity-common | AU | $279K | 153K | 0.05 |
| NS Solutions Corp. | Long | Equity-common | JP | $26K | 800 | 0.01 |
| NS United Kaiun Kaisha Ltd. | Long | Equity-common | JP | $115K | 4K | 0.02 |
| NSK Ltd. | Long | Equity-common | JP | $84K | 15K | 0.02 |
| NTN Corp. | Long | Equity-common | JP | $362K | 181K | 0.07 |
| NTT Data Group Corp. | Long | Equity-common | JP | $145K | 9K | 0.03 |
| NTT UD REIT Investment Corp. | Long | Equity-common | JP | $18K | 24 | 0.00 |
| Nufarm Ltd. | Long | Equity-common | AU | $69K | 20K | 0.01 |
| Nutrien Ltd. | Long | Equity-common | CA | $538K | 10K | 0.10 |
| Nuvei Corp. | Long | Equity-common | CA | $696K | 22K | 0.13 |
| NuVista Energy Ltd. | Long | Equity-common | CA | $539K | 59K | 0.10 |
| NWS Holdings Ltd. | Long | Equity-common | HK | $32K | 38K | 0.01 |
| Nyfosa AB | Long | Equity-common | SE | $409K | 46K | 0.08 |
| Nykode Therapeutics ASA | Long | Equity-common | NO | $14K | 12K | 0.00 |
| Obayashi Corp. | Long | Equity-common | JP | $128K | 11K | 0.02 |
| Oberbank AG | Long | Equity-common | AT | $68K | 902 | 0.01 |
| Obic Co. Ltd. | Long | Equity-common | JP | $104K | 800 | 0.02 |
| OC Oerlikon Corp. AG (Registered) | Long | Equity-common | CH | $309K | 71K | 0.06 |
| Ocado Group plc | Long | Equity-common | GB | $56K | 13K | 0.01 |
| OceanaGold Corp. | Long | Equity-common | CA | $539K | 248K | 0.10 |
| OCI NV | Long | Equity-common | NL | $52K | 2K | 0.01 |
| Odakyu Electric Railway Co. Ltd. | Long | Equity-common | JP | $52K | 5K | 0.01 |
| Odfjell Drilling Ltd. | Long | Equity-common | GB | $60K | 13K | 0.01 |
| Odfjell SE, Class A | Long | Equity-common | NO | $97K | 6K | 0.02 |
| OEM International AB, Class B | Long | Equity-common | SE | $90K | 9K | 0.02 |
| Oesterreichische Post AG | Long | Equity-common | AT | $55K | 2K | 0.01 |
| Ohsho Food Service Corp. | Long | Equity-common | JP | $35K | 704 | 0.01 |
| Oil Refineries Ltd. | Long | Equity-common | IL | $225K | 772K | 0.04 |
| Oji Holdings Corp. | Long | Equity-common | JP | $45K | 11K | 0.01 |
| Okamura Corp. | Long | Equity-common | JP | $58K | 4K | 0.01 |
| Okasan Securities Group, Inc. | Long | Equity-common | JP | $89K | 19K | 0.02 |
| Okeanis Eco Tankers Corp. | Long | Equity-common | GR | $138K | 4K | 0.03 |
| Oki Electric Industry Co. Ltd. | Long | Equity-common | JP | $160K | 22K | 0.03 |
| Okumura Corp. | Long | Equity-common | JP | $348K | 11K | 0.07 |
| Olam Group Ltd. | Long | Equity-common | SG | $25K | 29K | 0.00 |
| Olvi OYJ, Class A | Long | Equity-common | FI | $29K | 912 | 0.01 |
| Olympus Corp. | Long | Equity-common | JP | $207K | 15K | 0.04 |
| Oma Saastopankki OYJ | Long | Equity-common | FI | $88K | 5K | 0.02 |
| Omron Corp. | Long | Equity-common | JP | $97K | 3K | 0.02 |
| OMV AG | Long | Equity-common | AT | $164K | 3K | 0.03 |
| One Software Technologies Ltd. | Long | Equity-common | IL | $54K | 4K | 0.01 |
| Onex Corp. | Long | Equity-common | CA | $49K | 684 | 0.01 |
| Ono Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $107K | 7K | 0.02 |
| Open House Group Co. Ltd. | Long | Equity-common | JP | $55K | 2K | 0.01 |
| Open Text Corp. | Long | Equity-common | CA | $187K | 5K | 0.04 |
| Open Up Group, Inc. | Long | Equity-common | JP | $56K | 4K | 0.01 |
| Oracle Corp. Japan | Long | Equity-common | JP | $60K | 800 | 0.01 |
| Orange Belgium SA | Long | Equity-common | BE | $53K | 3K | 0.01 |
| Orange Polska SA | Long | Equity-common | PL | $51K | 26K | 0.01 |
| Orange SA | Long | Equity-common | FR | $403K | 36K | 0.08 |
| Orica Ltd. | Long | Equity-common | AU | $52K | 4K | 0.01 |
| Oriental Land Co. Ltd. | Long | Equity-common | JP | $455K | 16K | 0.09 |
| Origin Energy Ltd. | Long | Equity-common | AU | $151K | 24K | 0.03 |
| Orion OYJ, Class A | Long | Equity-common | FI | $14K | 352 | 0.00 |
| Orion OYJ, Class B | Long | Equity-common | FI | $71K | 2K | 0.01 |
| ORIX Corp. | Long | Equity-common | JP | $488K | 24K | 0.09 |
| Orkla ASA | Long | Equity-common | NO | $61K | 9K | 0.01 |
| Orla Mining Ltd. | Long | Equity-common | CA | $42K | 11K | 0.01 |
| ORLEN SA | Long | Equity-common | PL | $203K | 12K | 0.04 |
| Orora Ltd. | Long | Equity-common | AU | $38K | 27K | 0.01 |
| Orsted A/S | Long | Equity-common | DK | $143K | 3K | 0.03 |
| Osaka Gas Co. Ltd. | Long | Equity-common | JP | $193K | 9K | 0.04 |
| OSAKA Titanium Technologies Co. Ltd. | Long | Equity-common | JP | $20K | 1K | 0.00 |
| OSB Group plc | Long | Equity-common | GB | $682K | 133K | 0.13 |
| OSG Corp. | Long | Equity-common | JP | $49K | 4K | 0.01 |
| Osisko Gold Royalties Ltd. | Long | Equity-common | CA | $158K | 10K | 0.03 |
| Osisko Mining, Inc. | Long | Equity-common | CA | $39K | 18K | 0.01 |
| Other Repurchase Agreement (NBC GLOBAL FINANCE LIMITED) | Long | Repurchase agreement | IE | $1M | – | 0.19 |
| Other Repurchase Agreement (SOCIETE GENERALE) | Long | Repurchase agreement | FR | $1M | – | 0.19 |
| Other Repurchase Agreement (TD PRIME SVCS) | Long | Repurchase agreement | US | $125K | – | 0.02 |
| Otsuka Corp. | Long | Equity-common | JP | $100K | 5K | 0.02 |
| Otsuka Holdings Co. Ltd. | Long | Equity-common | JP | $321K | 8K | 0.06 |
| Outokumpu OYJ | Long | Equity-common | FI | $30K | 7K | 0.01 |
| Oversea-Chinese Banking Corp. Ltd. | Long | Equity-common | SG | $735K | 70K | 0.14 |
| OVH Groupe SAS | Long | Equity-common | FR | $22K | 3K | 0.00 |
| OX2 AB, Class B | Long | Equity-common | SE | $31K | 9K | 0.01 |
| Oxford Instruments plc | Long | Equity-common | GB | $86K | 3K | 0.02 |
| Oxford Nanopore Technologies plc | Long | Equity-common | GB | $43K | 35K | 0.01 |
| OY Nofar Energy Ltd. | Long | Equity-common | IL | $160K | 6K | 0.03 |
| Pacific Basin Shipping Ltd. | Long | Equity-common | HK | $631K | 2M | 0.12 |
| Pacific Industrial Co. Ltd. | Long | Equity-common | JP | $229K | 22K | 0.04 |
| Pagegroup plc | Long | Equity-common | GB | $113K | 20K | 0.02 |
| Paladin Energy Ltd. | Long | Equity-common | AU | $133K | 15K | 0.03 |
| Palfinger AG | Long | Equity-common | AT | $129K | 6K | 0.02 |
| PALTAC Corp. | Long | Equity-common | JP | $24K | 800 | 0.00 |
| Pan American Silver Corp. | Long | Equity-common | CA | $84K | 5K | 0.02 |
| Pan Pacific International Holdings Corp. | Long | Equity-common | JP | $175K | 7K | 0.03 |
| Panasonic Holdings Corp. | Long | Equity-common | JP | $422K | 48K | 0.08 |
| Pandora A/S | Long | Equity-common | DK | $170K | 1K | 0.03 |
| Pandox AB, Class B | Long | Equity-common | SE | $85K | 5K | 0.02 |
| Paradox Interactive AB | Long | Equity-common | SE | $15K | 952 | 0.00 |
| Paragon Banking Group plc | Long | Equity-common | GB | $631K | 70K | 0.12 |
| Paramount Bed Holdings Co. Ltd. | Long | Equity-common | JP | $27K | 2K | 0.01 |
| Paramount Resources Ltd., Class A | Long | Equity-common | CA | $63K | 3K | 0.01 |
| Parex Resources, Inc. | Long | Equity-common | CA | $598K | 34K | 0.12 |
| Parkland Corp. | Long | Equity-common | CA | $90K | 3K | 0.02 |
| Parkway Life REIT | Long | Equity-common | SG | $50K | 19K | 0.01 |
| Partner Communications Co. Ltd. | Long | Equity-common | IL | $50K | 11K | 0.01 |
| Partners Group Holding AG | Long | Equity-common | CH | $384K | 296 | 0.07 |
| PAX Global Technology Ltd. | Long | Equity-common | HK | $186K | 222K | 0.04 |
| Paz Oil Co. Ltd. | Long | Equity-common | IL | $337K | 3K | 0.07 |
| PCCW Ltd. | Long | Equity-common | HK | $39K | 77K | 0.01 |
| Peab AB, Class B | Long | Equity-common | SE | $371K | 60K | 0.07 |
| Pearson plc | Long | Equity-common | GB | $148K | 12K | 0.03 |
| Pembina Pipeline Corp. | Long | Equity-common | CA | $310K | 9K | 0.06 |
| Pennon Group plc | Long | Equity-common | GB | $123K | 15K | 0.02 |
| Penta-Ocean Construction Co. Ltd. | Long | Equity-common | JP | $49K | 10K | 0.01 |
| Pepco Group NV | Long | Equity-common | GB | $19K | 4K | 0.00 |
| PeptiDream, Inc. | Long | Equity-common | JP | $32K | 3K | 0.01 |
| Perenti Ltd. | Long | Equity-common | AU | $186K | 300K | 0.04 |
| Pernod Ricard SA | Long | Equity-common | FR | $438K | 3K | 0.08 |
| Perpetual Ltd. | Long | Equity-common | AU | $602K | 39K | 0.12 |
| Perseus Mining Ltd. | Long | Equity-common | AU | $714K | 476K | 0.14 |
| Persimmon plc | Long | Equity-common | GB | $83K | 5K | 0.02 |
| Persol Holdings Co. Ltd. | Long | Equity-common | JP | $59K | 42K | 0.01 |
| Pet Valu Holdings Ltd. | Long | Equity-common | CA | $39K | 2K | 0.01 |
| Pets at Home Group plc | Long | Equity-common | GB | $86K | 24K | 0.02 |
| PEUGEOT INVEST | Long | Equity-common | FR | $35K | 308 | 0.01 |
| PEXA Group Ltd. | Long | Equity-common | AU | $59K | 7K | 0.01 |
| Peyto Exploration & Development Corp. | Long | Equity-common | CA | $719K | 64K | 0.14 |
| Pfeiffer Vacuum Technology AG | Long | Equity-common | DE | $36K | 220 | 0.01 |
| PGE Polska Grupa Energetyczna SA | Long | Equity-common | PL | $38K | 25K | 0.01 |
| PGS ASA | Long | Equity-common | NO | $252K | 324K | 0.05 |
| PHC Holdings Corp. | Long | Equity-common | JP | $55K | 8K | 0.01 |
| Phoenix Group Holdings plc | Long | Equity-common | GB | $67K | 11K | 0.01 |
| Phoenix Holdings Ltd. (The) | Long | Equity-common | IL | $49K | 5K | 0.01 |
| Piaggio & C SpA | Long | Equity-common | IT | $159K | 54K | 0.03 |
| PIERER Mobility AG | Long | Equity-common | AT | $17K | 440 | 0.00 |
| Pigeon Corp. | Long | Equity-common | JP | $22K | 2K | 0.00 |
| Pilbara Minerals Ltd. | Long | Equity-common | AU | $91K | 34K | 0.02 |
| Pinnacle Investment Management Group Ltd. | Long | Equity-common | AU | $76K | 10K | 0.01 |
| Pirelli & C SpA | Long | Equity-common | IT | $25K | 4K | 0.00 |
| Platzer Fastigheter Holding AB, Class B | Long | Equity-common | SE | $25K | 3K | 0.00 |
| Playtech plc | Long | Equity-common | GB | $627K | 94K | 0.12 |
| Plus500 Ltd. | Long | Equity-common | IL | $744K | 27K | 0.14 |
| Pola Orbis Holdings, Inc. | Long | Equity-common | JP | $18K | 2K | 0.00 |
| Polenergia SA | Long | Equity-common | PL | $26K | 2K | 0.01 |
| Porsche Automobil Holding SE (Preference) | Long | Equity-common | DE | $116K | 2K | 0.02 |
| Port of Tauranga Ltd. | Long | Equity-common | NZ | $15K | 5K | 0.00 |
| Poste Italiane SpA | Long | Equity-common | IT | $131K | 10K | 0.03 |
| PostNL NV | Long | Equity-common | NL | $155K | 115K | 0.03 |
| Power Assets Holdings Ltd. | Long | Equity-common | HK | $127K | 22K | 0.02 |
| Power Corp. of Canada | Long | Equity-common | CA | $291K | 11K | 0.06 |
| Powszechna Kasa Oszczednosci Bank Polski SA | Long | Equity-common | PL | $226K | 15K | 0.04 |
| Powszechny Zaklad Ubezpieczen SA | Long | Equity-common | PL | $142K | 11K | 0.03 |
| PrairieSky Royalty Ltd. | Long | Equity-common | CA | $76K | 4K | 0.01 |
| Prashkovsky Investments and Construction Ltd. | Long | Equity-common | IL | $72K | 3K | 0.01 |
| Precinct Properties Group | Long | Equity-common | NZ | $47K | 67K | 0.01 |
| Premier Foods plc | Long | Equity-common | GB | $94K | 46K | 0.02 |
| Premier Investments Ltd. | Long | Equity-common | AU | $30K | 2K | 0.01 |
| Premium Brands Holdings Corp., Class A | Long | Equity-common | CA | $43K | 660 | 0.01 |
| Pressance Corp. | Long | Equity-common | JP | $91K | 8K | 0.02 |
| Prestige International, Inc. | Long | Equity-common | JP | $17K | 4K | 0.00 |
| Prima Meat Packers Ltd. | Long | Equity-common | JP | $56K | 4K | 0.01 |
| Primaris REIT | Long | Equity-common | CA | $26K | 3K | 0.01 |
| Primary Health Properties plc | Long | Equity-common | GB | $57K | 50K | 0.01 |
| Primo Water Corp. | Long | Equity-common | CA | $150K | 8K | 0.03 |
| Pro Medicus Ltd. | Long | Equity-common | AU | $80K | 1K | 0.02 |
| Property for Industry Ltd. | Long | Equity-common | NZ | $35K | 27K | 0.01 |
| Prosegur Cash SA | Long | Equity-common | ES | $50K | 91K | 0.01 |
| ProSiebenSat.1 Media SE | Long | Equity-common | DE | $447K | 57K | 0.09 |
| Prosus NV | Long | Equity-common | CN | $724K | 21K | 0.14 |
| Protector Forsikring ASA | Long | Equity-common | NO | $54K | 3K | 0.01 |
| Proximus SADP | Long | Equity-common | BE | $27K | 4K | 0.01 |
| Prudential plc | Long | Equity-common | GB | $356K | 41K | 0.07 |
| Prysmian SpA | Long | Equity-common | IT | $194K | 4K | 0.04 |
| PSP Swiss Property AG (Registered) | Long | Equity-common | CH | $89K | 717 | 0.02 |
| Publicis Groupe SA | Long | Equity-common | FR | $382K | 3K | 0.07 |
| Puma SE | Long | Equity-common | DE | $73K | 2K | 0.01 |
| Puuilo OYJ | Long | Equity-common | FI | $29K | 3K | 0.01 |
| PWR Holdings Ltd. | Long | Equity-common | AU | $29K | 4K | 0.01 |
| PZ Cussons plc | Long | Equity-common | GB | $22K | 17K | 0.00 |
| Qantas Airways Ltd. | Long | Equity-common | AU | $88K | 23K | 0.02 |
| QBE Insurance Group Ltd. | Long | Equity-common | AU | $354K | 31K | 0.07 |
| QIAGEN NV | Long | Equity-common | US | $154K | 4K | 0.03 |
| QinetiQ Group plc | Long | Equity-common | GB | $125K | 29K | 0.02 |
| QT Group OYJ | Long | Equity-common | FI | $24K | 308 | 0.00 |
| Qube Holdings Ltd. | Long | Equity-common | AU | $79K | 37K | 0.02 |
| Quebecor, Inc., Class B | Long | Equity-common | CA | $86K | 4K | 0.02 |
| Quilter plc | Long | Equity-common | GB | $646K | 470K | 0.12 |
| Raffles Medical Group Ltd. | Long | Equity-common | SG | $45K | 61K | 0.01 |
| RAI Way SpA | Long | Equity-common | IT | $46K | 8K | 0.01 |
| Raiffeisen Bank International AG | Long | Equity-common | AT | $62K | 3K | 0.01 |
| Raito Kogyo Co. Ltd. | Long | Equity-common | JP | $42K | 3K | 0.01 |
| Raiznext Corp. | Long | Equity-common | JP | $143K | 11K | 0.03 |
| Raksul, Inc. | Long | Equity-common | JP | $22K | 4K | 0.00 |
| Rakuten Group, Inc. | Long | Equity-common | JP | $111K | 23K | 0.02 |
| Ramsay Health Care Ltd. | Long | Equity-common | AU | $43K | 1K | 0.01 |
| Randstad NV | Long | Equity-common | NL | $110K | 2K | 0.02 |
| Rathbones Group plc | Long | Equity-common | GB | $27K | 1K | 0.01 |
| Rational AG | Long | Equity-common | DE | $47K | 55 | 0.01 |
| Ratos AB, Class B | Long | Equity-common | SE | $237K | 67K | 0.05 |
| RB Global, Inc. | Long | Equity-common | CA | $183K | 3K | 0.04 |
| REA Group Ltd. | Long | Equity-common | AU | $114K | 978 | 0.02 |
| Reckitt Benckiser Group plc | Long | Equity-common | GB | $600K | 11K | 0.12 |
| Recordati Industria Chimica e Farmaceutica SpA | Long | Equity-common | IT | $87K | 2K | 0.02 |
| Recruit Holdings Co. Ltd. | Long | Equity-common | JP | $974K | 22K | 0.19 |
| Redcare Pharmacy NV | Long | Equity-common | NL | $99K | 729 | 0.02 |
| Redde Northgate plc | Long | Equity-common | GB | $372K | 77K | 0.07 |
| Redeia Corp. SA | Long | Equity-common | ES | $57K | 3K | 0.01 |
| Redrow plc | Long | Equity-common | GB | $766K | 95K | 0.15 |
| Reece Ltd. | Long | Equity-common | AU | $62K | 3K | 0.01 |
| Region RE Ltd. | Long | Equity-common | AU | $113K | 79K | 0.02 |
| Regis Resources Ltd. | Long | Equity-common | AU | $58K | 40K | 0.01 |
| Reit 1 Ltd. | Long | Equity-common | IL | $274K | 68K | 0.05 |
| Reliance Worldwide Corp. Ltd. | Long | Equity-common | US | $47K | 14K | 0.01 |
| Relo Group, Inc. | Long | Equity-common | JP | $20K | 2K | 0.00 |
| RELX plc | Long | Equity-common | GB | $1M | 27K | 0.22 |
| Remy Cointreau SA | Long | Equity-common | FR | $38K | 398 | 0.01 |
| REN - Redes Energeticas Nacionais SGPS SA | Long | Equity-common | PT | $43K | 18K | 0.01 |
| Renault SA | Long | Equity-common | FR | $192K | 4K | 0.04 |
| Renesas Electronics Corp. | Long | Equity-common | JP | $349K | 21K | 0.07 |
| Renewables Infrastructure Group Ltd. (The) | Long | Investment company | GG | $86K | 68K | 0.02 |
| Rengo Co. Ltd. | Long | Equity-common | JP | $39K | 5K | 0.01 |
| Renishaw plc | Long | Equity-common | GB | $46K | 880 | 0.01 |
| RENOVA, Inc. | Long | Equity-common | JP | $9K | 1K | 0.00 |
| Rentokil Initial plc | Long | Equity-common | GB | $197K | 39K | 0.04 |
| Reply SpA | Long | Equity-common | IT | $64K | 484 | 0.01 |
| Repsol SA | Long | Equity-common | ES | $375K | 24K | 0.07 |
| Resona Holdings, Inc. | Long | Equity-common | JP | $235K | 37K | 0.05 |
| Resonac Holdings Corp. | Long | Equity-common | JP | $83K | 4K | 0.02 |
| Resorttrust, Inc. | Long | Equity-common | JP | $68K | 4K | 0.01 |
| Restar Corp. | Long | Equity-common | JP | $141K | 7K | 0.03 |
| Restaurant Brands International, Inc. | Long | Equity-common | CA | $307K | 4K | 0.06 |
| Retail Estates NV | Long | Equity-common | BE | $265K | 4K | 0.05 |
| Revenio Group OYJ | Long | Equity-common | FI | $48K | 2K | 0.01 |
| Rexel SA | Long | Equity-common | FR | $109K | 4K | 0.02 |
| Rheinmetall AG | Long | Equity-common | DE | $389K | 703 | 0.07 |
| RHI Magnesita NV | Long | Equity-common | US | $399K | 9K | 0.08 |
| Richelieu Hardware Ltd. | Long | Equity-common | CA | $94K | 3K | 0.02 |
| Ricoh Co. Ltd. | Long | Equity-common | JP | $102K | 12K | 0.02 |
| Ricoh Leasing Co. Ltd. | Long | Equity-common | JP | $171K | 5K | 0.03 |
| Rightmove plc | Long | Equity-common | GB | $83K | 13K | 0.02 |
| Riken Keiki Co. Ltd. | Long | Equity-common | JP | $59K | 2K | 0.01 |
| Riken Vitamin Co. Ltd. | Long | Equity-common | JP | $31K | 2K | 0.01 |
| Ringkjoebing Landbobank A/S | Long | Equity-common | DK | $83K | 492 | 0.02 |
| Rinnai Corp. | Long | Equity-common | JP | $39K | 2K | 0.01 |
| Rio Tinto Ltd. | Long | Equity-common | AU | $624K | 7K | 0.12 |
| Rio Tinto plc | Long | Equity-common | AU | $2M | 22K | 0.29 |
| RioCan REIT | Long | Equity-common | CA | $87K | 7K | 0.02 |
| Riso Kagaku Corp. | Long | Equity-common | JP | $32K | 2K | 0.01 |
| Roche Holding AG | Long | Equity-common | CH | $2M | 10K | 0.47 |
| Roche Holding AG | Long | Equity-common | CH | $136K | 518 | 0.03 |
| ROCKWOOL A/S, Class A | Long | Equity-common | DK | $29K | 88 | 0.01 |
| ROCKWOOL A/S, Class B | Long | Equity-common | DK | $57K | 174 | 0.01 |
| Rogers Communications, Inc., Class B | Long | Equity-common | CA | $207K | 6K | 0.04 |
| Rohm Co. Ltd. | Long | Equity-common | JP | $90K | 6K | 0.02 |
| Rohto Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $76K | 4K | 0.01 |
| Rolls-Royce Holdings plc | Long | Equity-common | GB | $641K | 124K | 0.12 |
| Romande Energie Holding SA (Registered) | Long | Equity-common | CH | $213K | 3K | 0.04 |
| Rorze Corp. | Long | Equity-common | JP | $71K | 400 | 0.01 |
| Rotork plc | Long | Equity-common | GB | $55K | 14K | 0.01 |
| Round One Corp. | Long | Equity-common | JP | $50K | 11K | 0.01 |
| Royal Bank of Canada | Long | Equity-common | CA | $2M | 21K | 0.39 |
| Royal Holdings Co. Ltd. | Long | Equity-common | JP | $25K | 2K | 0.00 |
| Royal Unibrew A/S | Long | Equity-common | DK | $63K | 836 | 0.01 |
| RS GROUP plc | Long | Equity-common | GB | $73K | 8K | 0.01 |
| RTL Group SA | Long | Equity-common | LU | $33K | 1K | 0.01 |
| Rubis SCA | Long | Equity-common | FR | $1M | 34K | 0.23 |
| Russel Metals, Inc. | Long | Equity-common | CA | $575K | 20K | 0.11 |
| RWE AG | Long | Equity-common | DE | $492K | 14K | 0.09 |
| RWS Holdings plc | Long | Equity-common | GB | $196K | 90K | 0.04 |
| Ryman Healthcare Ltd. | Long | Equity-common | NZ | $27K | 11K | 0.01 |
| Ryobi Ltd. | Long | Equity-common | JP | $194K | 11K | 0.04 |
| Ryohin Keikaku Co. Ltd. | Long | Equity-common | JP | $97K | 6K | 0.02 |
| S Foods, Inc. | Long | Equity-common | JP | $139K | 7K | 0.03 |
| S&P/TSX 60 Index | Derivative-equity | CA | $-23K | – | -0.00 | |
| Saab AB, Class B | Long | Equity-common | SE | $128K | 2K | 0.02 |
| Sacyr SA | Long | Equity-common | ES | $101K | 29K | 0.02 |
| Safestore Holdings plc | Long | Equity-common | GB | $119K | 12K | 0.02 |
| Safran SA | Long | Equity-common | FR | $1M | 5K | 0.21 |
| Sagax AB, Class B | Long | Equity-common | SE | $61K | 2K | 0.01 |
| Sage Group plc (The) | Long | Equity-common | GB | $232K | 16K | 0.04 |
| Saibu Gas Holdings Co. Ltd. | Long | Equity-common | JP | $139K | 11K | 0.03 |
| Sakai Moving Service Co. Ltd. | Long | Equity-common | JP | $131K | 7K | 0.03 |
| Sakata Seed Corp. | Long | Equity-common | JP | $32K | 1K | 0.01 |
| Salmar ASA | Long | Equity-common | NO | $50K | 788 | 0.01 |
| Salvatore Ferragamo SpA | Long | Equity-common | IT | $53K | 5K | 0.01 |
| Salzgitter AG | Long | Equity-common | DE | $214K | 8K | 0.04 |
| Sampo OYJ, Class A | Long | Equity-common | FI | $273K | 7K | 0.05 |
| Samsonite International SA | Long | Equity-common | US | $87K | 25K | 0.02 |
| SAMTY Co. Ltd. | Long | Equity-common | JP | $253K | 15K | 0.05 |
| San-Ai Obbli Co. Ltd. | Long | Equity-common | JP | $244K | 19K | 0.05 |
| San-In Godo Bank Ltd. (The) | Long | Equity-common | JP | $406K | 52K | 0.08 |
| Sandfire Resources Ltd. | Long | Equity-common | AU | $74K | 12K | 0.01 |
| Sandoz Group AG | Long | Equity-common | CH | $280K | 8K | 0.05 |
| Sands China Ltd. | Long | Equity-common | MO | $73K | 30K | 0.01 |
| Sandstorm Gold Ltd. | Long | Equity-common | CA | $75K | 14K | 0.01 |
| Sandvik AB | Long | Equity-common | SE | $289K | 14K | 0.06 |
| Sangetsu Corp. | Long | Equity-common | JP | $48K | 2K | 0.01 |
| Sanken Electric Co. Ltd. | Long | Equity-common | JP | $71K | 2K | 0.01 |
| Sanki Engineering Co. Ltd. | Long | Equity-common | JP | $54K | 4K | 0.01 |
| Sankyu, Inc. | Long | Equity-common | JP | $46K | 1K | 0.01 |
| Sanlorenzo SpA | Long | Equity-common | IT | $43K | 984 | 0.01 |
| Sanofi SA | Long | Equity-common | FR | $2M | 17K | 0.32 |
| Sanoma OYJ | Long | Equity-common | FI | $28K | 4K | 0.01 |
| Sanrio Co. Ltd. | Long | Equity-common | JP | $92K | 5K | 0.02 |
| Santander Bank Polska SA | Long | Equity-common | PL | $113K | 814 | 0.02 |
| Santen Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $44K | 5K | 0.01 |
| Santos Ltd. | Long | Equity-common | AU | $269K | 54K | 0.05 |
| Sanwa Holdings Corp. | Long | Equity-common | JP | $89K | 5K | 0.02 |
| Sanyo Chemical Industries Ltd. | Long | Equity-common | JP | $97K | 4K | 0.02 |
| Sanyo Denki Co. Ltd. | Long | Equity-common | JP | $175K | 4K | 0.03 |
| Sanyo Special Steel Co. Ltd. | Long | Equity-common | JP | $106K | 8K | 0.02 |
| SAP SE | Long | Equity-common | DE | $3M | 16K | 0.54 |
| Sapporo Holdings Ltd. | Long | Equity-common | JP | $69K | 2K | 0.01 |
| Saputo, Inc. | Long | Equity-common | CA | $36K | 2K | 0.01 |
| Saras SpA | Long | Equity-common | IT | $272K | 144K | 0.05 |
| Sartorius AG (Preference) | Long | Equity-common | DE | $112K | 370 | 0.02 |
| Sartorius Stedim Biotech | Long | Equity-common | FR | $82K | 380 | 0.02 |
| Sato Holdings Corp. | Long | Equity-common | JP | $155K | 11K | 0.03 |
| SATS Ltd. | Long | Equity-common | SG | $15K | 8K | 0.00 |
| Savencia SA | Long | Equity-common | FR | $34K | 608 | 0.01 |
| Savills plc | Long | Equity-common | GB | $143K | 11K | 0.03 |
| SBI Holdings, Inc. | Long | Equity-common | JP | $117K | 5K | 0.02 |
| SBM Offshore NV | Long | Equity-common | NL | $700K | 47K | 0.13 |
| SBS Holdings, Inc. | Long | Equity-common | JP | $66K | 4K | 0.01 |
| Scandic Hotels Group AB | Long | Equity-common | SE | $215K | 41K | 0.04 |
| Scandinavian Tobacco Group A/S | Long | Equity-common | DK | $267K | 17K | 0.05 |
| Scatec ASA | Long | Equity-common | NO | $62K | 8K | 0.01 |
| Scentre Group | Long | Equity-common | AU | $104K | 51K | 0.02 |
| Schaeffler AG (Preference) | Long | Equity-common | DE | $249K | 43K | 0.05 |
| Schibsted ASA, Class A | Long | Equity-common | NO | $53K | 2K | 0.01 |
| Schindler Holding AG | Long | Equity-common | CH | $149K | 594 | 0.03 |
| Schindler Holding AG (Registered) | Long | Equity-common | CH | $98K | 400 | 0.02 |
| Schneider Electric SE | Long | Equity-common | FR | $2M | 8K | 0.35 |
| Schouw & Co. A/S | Long | Equity-common | DK | $331K | 4K | 0.06 |
| Schroders plc | Long | Equity-common | GB | $81K | 18K | 0.02 |
| Schweiter Technologies AG | Long | Equity-common | CH | $25K | 56 | 0.00 |
| SCOR SE | Long | Equity-common | FR | $72K | 2K | 0.01 |
| Scout24 SE | Long | Equity-common | DE | $91K | 1K | 0.02 |
| SCREEN Holdings Co. Ltd. | Long | Equity-common | JP | $232K | 2K | 0.04 |
| SCSK Corp. | Long | Equity-common | JP | $49K | 3K | 0.01 |
| Sdiptech AB, Class B | Long | Equity-common | SE | $24K | 912 | 0.00 |
| Seatrium Ltd. | Long | Equity-common | SG | $47K | 650K | 0.01 |
| SEB SA | Long | Equity-common | FR | $73K | 616 | 0.01 |
| Secom Co. Ltd. | Long | Equity-common | JP | $188K | 3K | 0.04 |
| Sectra AB, Class B | Long | Equity-common | SE | $59K | 3K | 0.01 |
| Secunet Security Networks AG | Long | Equity-common | DE | $20K | 123 | 0.00 |
| Secure Energy Services, Inc. | Long | Equity-common | CA | $663K | 78K | 0.13 |
| Securitas AB, Class B | Long | Equity-common | SE | $111K | 11K | 0.02 |
| SEEK Ltd. | Long | Equity-common | AU | $85K | 5K | 0.02 |
| Sega Sammy Holdings, Inc. | Long | Equity-common | JP | $34K | 3K | 0.01 |
| Segro plc | Long | Equity-common | GB | $207K | 19K | 0.04 |
| Seibu Holdings, Inc. | Long | Equity-common | JP | $59K | 4K | 0.01 |
| Seiko Epson Corp. | Long | Equity-common | JP | $122K | 7K | 0.02 |
| Seiko Group Corp. | Long | Equity-common | JP | $196K | 7K | 0.04 |
| Seino Holdings Co. Ltd. | Long | Equity-common | JP | $42K | 3K | 0.01 |
| Seiren Co. Ltd. | Long | Equity-common | JP | $69K | 4K | 0.01 |
| Sekisui Chemical Co. Ltd. | Long | Equity-common | JP | $108K | 7K | 0.02 |
| Sekisui House Ltd. | Long | Equity-common | JP | $341K | 15K | 0.07 |
| Sekisui House Reit, Inc. | Long | Equity-common | JP | $28K | 55 | 0.01 |
| Sekisui Jushi Corp. | Long | Equity-common | JP | $62K | 4K | 0.01 |
| Sella Capital Real Estate Ltd. | Long | Equity-common | IL | $119K | 59K | 0.02 |
| Semapa-Sociedade de Investimento e Gestao | Long | Equity-common | PT | $83K | 5K | 0.02 |
| Sembcorp Industries Ltd. | Long | Equity-common | SG | $64K | 16K | 0.01 |
| Senior plc | Long | Equity-common | GB | $35K | 17K | 0.01 |
| Senko Group Holdings Co. Ltd. | Long | Equity-common | JP | $326K | 44K | 0.06 |
| Senshu Ikeda Holdings, Inc. | Long | Equity-common | JP | $246K | 96K | 0.05 |
| Sensirion Holding AG | Long | Equity-common | CH | $18K | 266 | 0.00 |
| Serco Group plc | Long | Equity-common | GB | $871K | 380K | 0.17 |
| Seria Co. Ltd. | Long | Equity-common | JP | $17K | 1K | 0.00 |
| Serica Energy plc | Long | Equity-common | GB | $166K | 71K | 0.03 |
| SES SA, Class A | Long | Equity-common | FR | $44K | 9K | 0.01 |
| Sesa SpA | Long | Equity-common | IT | $31K | 294 | 0.01 |
| Seven & i Holdings Co. Ltd. | Long | Equity-common | JP | $443K | 34K | 0.09 |
| Seven Bank Ltd. | Long | Equity-common | JP | $27K | 15K | 0.01 |
| Seven Group Holdings Ltd. | Long | Equity-common | AU | $75K | 3K | 0.01 |
| Severn Trent plc | Long | Equity-common | GB | $107K | 3K | 0.02 |
| SFS Group AG | Long | Equity-common | CH | $26K | 220 | 0.01 |
| SG Holdings Co. Ltd. | Long | Equity-common | JP | $45K | 4K | 0.01 |
| SGL Carbon SE | Long | Equity-common | DE | $36K | 5K | 0.01 |
| SGS SA (Registered) | Long | Equity-common | CH | $242K | 3K | 0.05 |
| Shaftesbury Capital plc | Long | Equity-common | GB | $75K | 44K | 0.01 |
| Shapir Engineering and Industry Ltd. | Long | Equity-common | IL | $14K | 3K | 0.00 |
| Shell plc | Long | Equity-common | GB | $5M | 136K | 0.94 |
| Sheng Siong Group Ltd. | Long | Equity-common | SG | $20K | 18K | 0.00 |
| Shibaura Machine Co. Ltd. | Long | Equity-common | JP | $167K | 7K | 0.03 |
| Shibaura Mechatronics Corp. | Long | Equity-common | JP | $144K | 4K | 0.03 |
| Shibuya Corp. | Long | Equity-common | JP | $166K | 7K | 0.03 |
| SHIFT, Inc. | Long | Equity-common | JP | $28K | 300 | 0.01 |
| Shiga Bank Ltd. (The) | Long | Equity-common | JP | $26K | 1K | 0.00 |
| Shikoku Electric Power Co., Inc. | Long | Equity-common | JP | $63K | 8K | 0.01 |
| Shikoku Kasei Holdings Corp. | Long | Equity-common | JP | $36K | 3K | 0.01 |
| Shikun & Binui Ltd. | Long | Equity-common | IL | $24K | 11K | 0.00 |
| Shimadzu Corp. | Long | Equity-common | JP | $123K | 5K | 0.02 |
| Shimamura Co. Ltd. | Long | Equity-common | JP | $50K | 1K | 0.01 |
| Shimano, Inc. | Long | Equity-common | JP | $180K | 1K | 0.03 |
| Shimizu Corp. | Long | Equity-common | JP | $47K | 8K | 0.01 |
| Shin-Etsu Chemical Co. Ltd. | Long | Equity-common | JP | $1M | 30K | 0.22 |
| Shin-Etsu Polymer Co. Ltd. | Long | Equity-common | JP | $8K | 800 | 0.00 |
| Shinko Electric Industries Co. Ltd. | Long | Equity-common | JP | $50K | 1K | 0.01 |
| Shinmaywa Industries Ltd. | Long | Equity-common | JP | $113K | 15K | 0.02 |
| Shinnihon Corp. | Long | Equity-common | JP | $124K | 12K | 0.02 |
| Shionogi & Co. Ltd. | Long | Equity-common | JP | $187K | 4K | 0.04 |
| Ship Healthcare Holdings, Inc. | Long | Equity-common | JP | $28K | 2K | 0.01 |
| Shiseido Co. Ltd. | Long | Equity-common | JP | $161K | 6K | 0.03 |
| Shizuoka Financial Group, Inc. | Long | Equity-common | JP | $120K | 13K | 0.02 |
| Shizuoka Gas Co. Ltd. | Long | Equity-common | JP | $47K | 8K | 0.01 |
| SHO-BOND Holdings Co. Ltd. | Long | Equity-common | JP | $47K | 1K | 0.01 |
| Shoei Co. Ltd. | Long | Equity-common | JP | $49K | 4K | 0.01 |
| Shopify, Inc., Class A | Long | Equity-common | CA | $1M | 17K | 0.23 |
| Shufersal Ltd. | Long | Equity-common | IL | $623K | 94K | 0.12 |
| Shurgard Self Storage Ltd. | Long | Equity-common | BE | $22K | 532 | 0.00 |
| Siegfried Holding AG (Registered) | Long | Equity-common | CH | $37K | 38 | 0.01 |
| Siemens AG (Registered) | Long | Equity-common | DE | $2M | 11K | 0.39 |
| Siemens Energy AG | Long | Equity-common | DE | $222K | 11K | 0.04 |
| Siemens Healthineers AG | Long | Equity-common | DE | $214K | 4K | 0.04 |
| SIG Group AG | Long | Equity-common | CH | $90K | 4K | 0.02 |
| Signify NV | Long | Equity-common | NL | $75K | 3K | 0.01 |
| Siix Corp. | Long | Equity-common | JP | $115K | 11K | 0.02 |
| Sika AG (Registered) | Long | Equity-common | CH | $659K | 2K | 0.13 |
| Siltronic AG | Long | Equity-common | DE | $78K | 999 | 0.02 |
| Silver Lake Resources Ltd. | Long | Equity-common | AU | $59K | 62K | 0.01 |
| SilverCrest Metals, Inc. | Long | Equity-common | CA | $77K | 9K | 0.01 |
| Sims Ltd. | Long | Equity-common | US | $72K | 9K | 0.01 |
| Sinch AB | Long | Equity-common | SE | $83K | 36K | 0.02 |
| Singapore Airlines Ltd. | Long | Equity-common | SG | $125K | 26K | 0.02 |
| Singapore Exchange Ltd. | Long | Equity-common | SG | $84K | 12K | 0.02 |
| Singapore Post Ltd. | Long | Equity-common | SG | $38K | 114K | 0.01 |
| Singapore Technologies Engineering Ltd. | Long | Equity-common | SG | $53K | 18K | 0.01 |
| Singapore Telecommunications Ltd. | Long | Equity-common | SG | $213K | 122K | 0.04 |
| Sino Land Co. Ltd. | Long | Equity-common | HK | $84K | 78K | 0.02 |
| Sirius Real Estate Ltd. | Long | Equity-common | DE | $72K | 59K | 0.01 |
| SITC International Holdings Co. Ltd. | Long | Equity-common | CN | $52K | 24K | 0.01 |
| SiteMinder Ltd. | Long | Equity-common | AU | $64K | 17K | 0.01 |
| Sixt SE | Long | Equity-common | DE | $30K | 308 | 0.01 |
| Sixt SE (Preference) | Long | Equity-common | DE | $21K | 298 | 0.00 |
| SJM Holdings Ltd. | Long | Equity-common | MO | $42K | 114K | 0.01 |
| SKAN Group AG | Long | Equity-common | CH | $40K | 451 | 0.01 |
| Skandinaviska Enskilda Banken AB, Class A | Long | Equity-common | SE | $449K | 34K | 0.09 |
| Skandinaviska Enskilda Banken AB, Class C | Long | Equity-common | SE | $9K | 684 | 0.00 |
| Skanska AB, Class B | Long | Equity-common | SE | $102K | 6K | 0.02 |
| Skellerup Holdings Ltd. | Long | Equity-common | NZ | $27K | 10K | 0.01 |
| SKF AB, Class A | Long | Equity-common | SE | $29K | 1K | 0.01 |
| SKF AB, Class B | Long | Equity-common | SE | $118K | 6K | 0.02 |
| SkiStar AB | Long | Equity-common | SE | $40K | 3K | 0.01 |
| SKY Perfect JSAT Holdings, Inc. | Long | Equity-common | JP | $90K | 15K | 0.02 |
| SKYCITY Entertainment Group Ltd. | Long | Equity-common | NZ | $298K | 283K | 0.06 |
| Skylark Holdings Co. Ltd. | Long | Equity-common | JP | $53K | 4K | 0.01 |
| SMA Solar Technology AG | Long | Equity-common | DE | $40K | 760 | 0.01 |
| SmartCentres REIT | Long | Equity-common | CA | $104K | 6K | 0.02 |
| SmartGroup Corp. Ltd. | Long | Equity-common | AU | $48K | 8K | 0.01 |
| SMC Corp. | Long | Equity-common | JP | $478K | 900 | 0.09 |
| Smith & Nephew plc | Long | Equity-common | GB | $182K | 15K | 0.04 |
| Smiths Group plc | Long | Equity-common | GB | $98K | 5K | 0.02 |
| SMS Co. Ltd. | Long | Equity-common | JP | $28K | 2K | 0.01 |
| Smurfit Kappa Group plc | Long | Equity-common | IE | $227K | 5K | 0.04 |
| Snam SpA | Long | Equity-common | IT | $147K | 32K | 0.03 |
| SNC-Lavalin Group, Inc. | Long | Equity-common | CA | $80K | 2K | 0.02 |
| Societe BIC SA | Long | Equity-common | FR | $548K | 8K | 0.11 |
| Societe des Bains de Mer et du Cercle des Etrangers a Monaco | Long | Equity-common | MC | $218K | 2K | 0.04 |
| Societe Generale SA | Long | Equity-common | FR | $401K | 15K | 0.08 |
| Societe LDC SADIR | Long | Equity-common | FR | $202K | 1K | 0.04 |
| Socionext, Inc. | Long | Equity-common | JP | $89K | 3K | 0.02 |
| Sodexo SA | Long | Equity-common | FR | $110K | 1K | 0.02 |
| Sofina SA | Long | Equity-common | BE | $75K | 316 | 0.01 |
| SoftBank Corp. | Long | Equity-common | JP | $494K | 41K | 0.10 |
| SoftBank Group Corp. | Long | Equity-common | JP | $744K | 15K | 0.14 |
| Softcat plc | Long | Equity-common | GB | $47K | 2K | 0.01 |
| Softwareone Holding AG | Long | Equity-common | CH | $96K | 6K | 0.02 |
| Sohgo Security Services Co. Ltd. | Long | Equity-common | JP | $53K | 10K | 0.01 |
| SOITEC | Long | Equity-common | FR | $37K | 369 | 0.01 |
| Sojitz Corp. | Long | Equity-common | JP | $101K | 4K | 0.02 |
| SOL SpA | Long | Equity-common | IT | $116K | 3K | 0.02 |
| Solaria Energia y Medio Ambiente SA | Long | Equity-common | ES | $49K | 5K | 0.01 |
| Solvay SA | Long | Equity-common | BE | $51K | 2K | 0.01 |
| Sompo Holdings, Inc. | Long | Equity-common | JP | $440K | 22K | 0.08 |
| Sonae SGPS SA | Long | Equity-common | PT | $30K | 30K | 0.01 |
| Sonic Healthcare Ltd. | Long | Equity-common | AU | $117K | 7K | 0.02 |
| Sonova Holding AG (Registered) | Long | Equity-common | CH | $197K | 709 | 0.04 |
| Sony Group Corp. | Long | Equity-common | JP | $2M | 19K | 0.30 |
| Sopra Steria Group | Long | Equity-common | FR | $87K | 396 | 0.02 |
| South32 Ltd. | Long | Equity-common | AU | $215K | 92K | 0.04 |
| Spar Nord Bank A/S | Long | Equity-common | DK | $427K | 24K | 0.08 |
| SpareBank 1 Nord Norge | Long | Equity-common | NO | $277K | 31K | 0.05 |
| Sparebank 1 Oestlandet | Long | Equity-common | NO | $16K | 1K | 0.00 |
| SpareBank 1 SMN | Long | Equity-common | NO | $41K | 3K | 0.01 |
| SpareBank 1 Sorost-Norge | Long | Equity-common | NO | $150K | 24K | 0.03 |
| SpareBank 1 SR-Bank ASA | Long | Equity-common | NO | $58K | 5K | 0.01 |
| Sparebanken Vest | Long | Equity-common | NO | $352K | 30K | 0.07 |
| Spark New Zealand Ltd. | Long | Equity-common | NZ | $49K | 17K | 0.01 |
| Spectris plc | Long | Equity-common | GB | $86K | 2K | 0.02 |
| SPI 200 Index | Derivative-equity | AU | $-12K | – | -0.00 | |
| SPIE SA | Long | Equity-common | FR | $109K | 3K | 0.02 |
| Spin Master Corp. | Long | Equity-common | CA | $15K | 684 | 0.00 |
| Spirax-Sarco Engineering plc | Long | Equity-common | GB | $135K | 1K | 0.03 |
| Spire Healthcare Group plc | Long | Equity-common | GB | $43K | 14K | 0.01 |
| Spirent Communications plc | Long | Equity-common | GB | $62K | 25K | 0.01 |
| Square Enix Holdings Co. Ltd. | Long | Equity-common | JP | $65K | 2K | 0.01 |
| SSAB AB, Class A | Long | Equity-common | SE | $35K | 6K | 0.01 |
| SSAB AB, Class B | Long | Equity-common | SE | $70K | 12K | 0.01 |
| SSE plc | Long | Equity-common | GB | $333K | 16K | 0.06 |
| SSP Group plc | Long | Equity-common | GB | $96K | 39K | 0.02 |
| SSR Mining, Inc. | Long | Equity-common | CA | $21K | 4K | 0.00 |
| St Galler Kantonalbank AG (Registered) | Long | Equity-common | CH | $21K | 41 | 0.00 |
| St James's Place plc | Long | Equity-common | GB | $73K | 13K | 0.01 |
| Stabilus SE | Long | Equity-common | DE | $71K | 1K | 0.01 |
| Stadler Rail AG | Long | Equity-common | CH | $11K | 380 | 0.00 |
| Standard Chartered plc | Long | Equity-common | GB | $392K | 45K | 0.08 |
| Stantec, Inc. | Long | Equity-common | CA | $133K | 2K | 0.03 |
| Star Asia Investment Corp. | Long | Equity-common | JP | $59K | 152 | 0.01 |
| Star Entertainment Grp Ltd. (The) | Long | Equity-common | AU | $38K | 146K | 0.01 |
| Star Micronics Co. Ltd. | Long | Equity-common | JP | $132K | 11K | 0.03 |
| Starhill Global REIT | Long | Equity-common | SG | $28K | 81K | 0.01 |
| StarHub Ltd. | Long | Equity-common | SG | $53K | 62K | 0.01 |
| Starts Corp., Inc. | Long | Equity-common | JP | $252K | 11K | 0.05 |
| Steadfast Group Ltd. | Long | Equity-common | AU | $66K | 18K | 0.01 |
| Stef SA | Long | Equity-common | FR | $171K | 1K | 0.03 |
| Stelco Holdings, Inc. | Long | Equity-common | CA | $301K | 10K | 0.06 |
| Stella International Holdings Ltd. | Long | Equity-common | HK | $304K | 167K | 0.06 |
| Stella-Jones, Inc. | Long | Equity-common | CA | $91K | 2K | 0.02 |
| Stellantis NV | Long | Equity-common | US | $926K | 41K | 0.18 |
| Stillfront Group AB | Long | Equity-common | SE | $140K | 145K | 0.03 |
| STMicroelectronics NV | Long | Equity-common | SG | $369K | 9K | 0.07 |
| Stockland | Long | Equity-common | AU | $102K | 35K | 0.02 |
| Stolt-Nielsen Ltd. | Long | Equity-common | NO | $62K | 1K | 0.01 |
| Stora Enso OYJ, Class A | Long | Equity-common | FI | $34K | 3K | 0.01 |
| Stora Enso OYJ, Class R | Long | Equity-common | FI | $69K | 5K | 0.01 |
| StorageVault Canada, Inc. | Long | Equity-common | CA | $44K | 13K | 0.01 |
| Storebrand ASA | Long | Equity-common | NO | $115K | 12K | 0.02 |
| Storskogen Group AB, Class B | Long | Equity-common | SE | $276K | 504K | 0.05 |
| Straumann Holding AG (Registered) | Long | Equity-common | CH | $221K | 2K | 0.04 |
| Strauss Group Ltd. | Long | Equity-common | IL | $18K | 952 | 0.00 |
| Stride Property Group | Long | Equity-common | NZ | $49K | 66K | 0.01 |
| Strike Energy Ltd. | Long | Equity-common | AU | $18K | 129K | 0.00 |
| Stroeer SE & Co. KGaA | Long | Equity-common | DE | $105K | 2K | 0.02 |
| Subaru Corp. | Long | Equity-common | JP | $258K | 12K | 0.05 |
| Subsea 7 SA | Long | Equity-common | GB | $59K | 4K | 0.01 |
| Suedzucker AG | Long | Equity-common | DE | $28K | 2K | 0.01 |
| Sugi Holdings Co. Ltd. | Long | Equity-common | JP | $35K | 2K | 0.01 |
| Sulzer AG (Registered) | Long | Equity-common | CH | $34K | 280 | 0.01 |
| SUMCO Corp. | Long | Equity-common | JP | $86K | 6K | 0.02 |
| Sumitomo Chemical Co. Ltd. | Long | Equity-common | JP | $16K | 8K | 0.00 |
| Sumitomo Corp. | Long | Equity-common | JP | $644K | 24K | 0.12 |
| Sumitomo Densetsu Co. Ltd. | Long | Equity-common | JP | $144K | 6K | 0.03 |
| Sumitomo Electric Industries Ltd. | Long | Equity-common | JP | $230K | 15K | 0.04 |
| Sumitomo Forestry Co. Ltd. | Long | Equity-common | JP | $102K | 3K | 0.02 |
| Sumitomo Heavy Industries Ltd. | Long | Equity-common | JP | $93K | 3K | 0.02 |
| Sumitomo Metal Mining Co. Ltd. | Long | Equity-common | JP | $186K | 6K | 0.04 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Equity-common | JP | $2M | 27K | 0.30 |
| Sumitomo Mitsui Trust Holdings, Inc. | Long | Equity-common | JP | $312K | 15K | 0.06 |
| Sumitomo Osaka Cement Co. Ltd. | Long | Equity-common | JP | $277K | 11K | 0.05 |
| Sumitomo Pharma Co. Ltd. | Long | Equity-common | JP | $178K | 70K | 0.03 |
| Sumitomo Realty & Development Co. Ltd. | Long | Equity-common | JP | $258K | 7K | 0.05 |
| Sumitomo Riko Co. Ltd. | Long | Equity-common | JP | $64K | 8K | 0.01 |
| Sumitomo Rubber Industries Ltd. | Long | Equity-common | JP | $46K | 4K | 0.01 |
| Sumitomo Warehouse Co. Ltd. (The) | Long | Equity-common | JP | $68K | 4K | 0.01 |
| Summerset Group Holdings Ltd. | Long | Equity-common | NZ | $45K | 7K | 0.01 |
| Summit Real Estate Holdings Ltd. | Long | Equity-common | IL | $165K | 14K | 0.03 |
| Sun Frontier Fudousan Co. Ltd. | Long | Equity-common | JP | $139K | 11K | 0.03 |
| Sun Hung Kai Properties Ltd. | Long | Equity-common | HK | $344K | 37K | 0.07 |
| Sun Life Financial, Inc. | Long | Equity-common | CA | $608K | 12K | 0.12 |
| Suncor Energy, Inc. | Long | Equity-common | CA | $934K | 24K | 0.18 |
| Suncorp Group Ltd. | Long | Equity-common | AU | $188K | 17K | 0.04 |
| Sundrug Co. Ltd. | Long | Equity-common | JP | $47K | 2K | 0.01 |
| SUNeVision Holdings Ltd. | Long | Equity-common | HK | $29K | 90K | 0.01 |
| Suntec REIT | Long | Equity-common | SG | $34K | 44K | 0.01 |
| Suntory Beverage & Food Ltd. | Long | Equity-common | JP | $59K | 2K | 0.01 |
| Super Retail Group Ltd. | Long | Equity-common | AU | $51K | 5K | 0.01 |
| Superior Plus Corp. | Long | Equity-common | CA | $69K | 10K | 0.01 |
| Surgical Science Sweden AB | Long | Equity-common | SE | $23K | 2K | 0.00 |
| Suruga Bank Ltd. | Long | Equity-common | JP | $93K | 15K | 0.02 |
| Suzuken Co. Ltd. | Long | Equity-common | JP | $56K | 2K | 0.01 |
| Suzuki Motor Corp. | Long | Equity-common | JP | $346K | 30K | 0.07 |
| Svenska Cellulosa AB SCA, Class A | Long | Equity-common | SE | $30K | 2K | 0.01 |
| Svenska Cellulosa AB SCA, Class B | Long | Equity-common | SE | $93K | 6K | 0.02 |
| Svenska Handelsbanken AB, Class A | Long | Equity-common | SE | $268K | 31K | 0.05 |
| Svenska Handelsbanken AB, Class B | Long | Equity-common | SE | $10K | 908 | 0.00 |
| Svitzer A/S | Long | Equity-common | DK | $7K | 206 | 0.00 |
| Swatch Group AG (The) | Long | Equity-common | CH | $86K | 407 | 0.02 |
| Swatch Group AG (The) (Registered) | Long | Equity-common | CH | $33K | 792 | 0.01 |
| Sweco AB, Class B | Long | Equity-common | SE | $51K | 5K | 0.01 |
| Swedbank AB, Class A | Long | Equity-common | SE | $390K | 20K | 0.08 |
| Swedish Orphan Biovitrum AB | Long | Equity-common | SE | $93K | 4K | 0.02 |
| Swire Pacific Ltd., Class A | Long | Equity-common | HK | $89K | 11K | 0.02 |
| Swire Properties Ltd. | Long | Equity-common | HK | $79K | 38K | 0.02 |
| Swiss Life Holding AG (Registered) | Long | Equity-common | CH | $326K | 481 | 0.06 |
| Swiss Prime Site AG (Registered) | Long | Equity-common | CH | $105K | 1K | 0.02 |
| Swiss Re AG | Long | Equity-common | CH | $644K | 6K | 0.12 |
| Swisscom AG (Registered) | Long | Equity-common | CH | $162K | 296 | 0.03 |
| Swissquote Group Holding SA (Registered) | Long | Equity-common | CH | $56K | 205 | 0.01 |
| Sydbank A/S | Long | Equity-common | DK | $953K | 19K | 0.18 |
| Symrise AG, Class A | Long | Equity-common | DE | $211K | 2K | 0.04 |
| Sysmex Corp. | Long | Equity-common | JP | $130K | 8K | 0.03 |
| Systemair AB | Long | Equity-common | SE | $27K | 4K | 0.01 |
| Systena Corp. | Long | Equity-common | JP | $19K | 11K | 0.00 |
| T Hasegawa Co. Ltd. | Long | Equity-common | JP | $18K | 900 | 0.00 |
| T&D Holdings, Inc. | Long | Equity-common | JP | $121K | 7K | 0.02 |
| Tabcorp Holdings Ltd. | Long | Equity-common | AU | $20K | 43K | 0.00 |
| Tadano Ltd. | Long | Equity-common | JP | $72K | 9K | 0.01 |
| Tadiran Group Ltd. | Long | Equity-common | IL | $29K | 418 | 0.01 |
| TAG Immobilien AG | Long | Equity-common | DE | $811K | 57K | 0.16 |
| Taihei Dengyo Kaisha Ltd. | Long | Equity-common | JP | $142K | 5K | 0.03 |
| Taikisha Ltd. | Long | Equity-common | JP | $30K | 1K | 0.01 |
| Taisei Corp. | Long | Equity-common | JP | $136K | 4K | 0.03 |
| Taiyo Holdings Co. Ltd. | Long | Equity-common | JP | $37K | 2K | 0.01 |
| Taiyo Yuden Co. Ltd. | Long | Equity-common | JP | $59K | 3K | 0.01 |
| Takamatsu Construction Group Co. Ltd. | Long | Equity-common | JP | $125K | 7K | 0.02 |
| Takara Bio, Inc. | Long | Equity-common | JP | $3K | 400 | 0.00 |
| Takara Leben Real Estate Investment Corp. | Long | Equity-common | JP | $49K | 76 | 0.01 |
| Takara Standard Co. Ltd. | Long | Equity-common | JP | $46K | 4K | 0.01 |
| Takasago Thermal Engineering Co. Ltd. | Long | Equity-common | JP | $138K | 4K | 0.03 |
| Takashimaya Co. Ltd. | Long | Equity-common | JP | $61K | 4K | 0.01 |
| Takeda Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $586K | 22K | 0.11 |
| Takuma Co. Ltd. | Long | Equity-common | JP | $96K | 8K | 0.02 |
| Talanx AG | Long | Equity-common | DE | $73K | 968 | 0.01 |
| Tamarack Valley Energy Ltd. | Long | Equity-common | CA | $474K | 175K | 0.09 |
| Tamburi Investment Partners SpA | Long | Equity-common | IT | $25K | 3K | 0.00 |
| Tamron Co. Ltd. | Long | Equity-common | JP | $318K | 7K | 0.06 |
| Tate & Lyle plc | Long | Equity-common | GB | $76K | 9K | 0.01 |
| Tauron Polska Energia SA | Long | Equity-common | PL | $35K | 48K | 0.01 |
| Taylor Wimpey plc | Long | Equity-common | GB | $112K | 68K | 0.02 |
| TBC Bank Group plc | Long | Equity-common | GE | $705K | 16K | 0.14 |
| TC Energy Corp. | Long | Equity-common | CA | $566K | 16K | 0.11 |
| TDK Corp. | Long | Equity-common | JP | $284K | 6K | 0.05 |
| TeamViewer SE | Long | Equity-common | DE | $43K | 3K | 0.01 |
| Tecan Group AG (Registered) | Long | Equity-common | CH | $78K | 220 | 0.02 |
| Technip Energies NV | Long | Equity-common | FR | $95K | 4K | 0.02 |
| Technogym SpA | Long | Equity-common | IT | $46K | 5K | 0.01 |
| Technology One Ltd. | Long | Equity-common | AU | $55K | 5K | 0.01 |
| TechnoPro Holdings, Inc. | Long | Equity-common | JP | $19K | 1K | 0.00 |
| Techtronic Industries Co. Ltd. | Long | Equity-common | HK | $259K | 19K | 0.05 |
| Teck Resources Ltd., Class B | Long | Equity-common | CA | $441K | 9K | 0.09 |
| Teijin Ltd. | Long | Equity-common | JP | $40K | 4K | 0.01 |
| Tel Aviv Stock Exchange Ltd. | Long | Equity-common | IL | $28K | 4K | 0.01 |
| Tele2 AB, Class B | Long | Equity-common | SE | $76K | 8K | 0.01 |
| Telecom Italia SpA | Long | Equity-common | IT | $70K | 293K | 0.01 |
| Telecom Italia SpA | Long | Equity-common | IT | $17K | 69K | 0.00 |
| Telecom Plus plc | Long | Equity-common | GB | $103K | 5K | 0.02 |
| Telefonaktiebolaget LM Ericsson, Class A | Long | Equity-common | SE | $48K | 9K | 0.01 |
| Telefonaktiebolaget LM Ericsson, Class B | Long | Equity-common | SE | $188K | 37K | 0.04 |
| Telefonica SA | Long | Equity-common | ES | $437K | 97K | 0.08 |
| Telekom Austria AG, Class A | Long | Equity-common | AT | $35K | 4K | 0.01 |
| Telenor ASA | Long | Equity-common | NO | $82K | 7K | 0.02 |
| Teleperformance SE | Long | Equity-common | FR | $115K | 1K | 0.02 |
| Television Francaise 1 SA | Long | Equity-common | FR | $259K | 28K | 0.05 |
| Telia Co. AB | Long | Equity-common | SE | $82K | 36K | 0.02 |
| Telix Pharmaceuticals Ltd. | Long | Equity-common | AU | $39K | 4K | 0.01 |
| Telstra Group Ltd. | Long | Equity-common | AU | $137K | 58K | 0.03 |
| TELUS Corp. | Long | Equity-common | CA | $130K | 8K | 0.03 |
| Temenos AG (Registered) | Long | Equity-common | CH | $49K | 779 | 0.01 |
| Tenaris SA | Long | Equity-common | US | $148K | 9K | 0.03 |
| Terna - Rete Elettrica Nazionale | Long | Equity-common | IT | $155K | 19K | 0.03 |
| Terumo Corp. | Long | Equity-common | JP | $380K | 22K | 0.07 |
| Terveystalo OYJ | Long | Equity-common | FI | $42K | 4K | 0.01 |
| Tesco plc | Long | Equity-common | GB | $506K | 136K | 0.10 |
| Tessenderlo Group SA | Long | Equity-common | BE | $53K | 2K | 0.01 |
| Teva Pharmaceutical Industries Ltd. | Long | Equity-common | IL | $320K | 23K | 0.06 |
| Text SA | Long | Equity-common | PL | $21K | 950 | 0.00 |
| TFI International, Inc. | Long | Equity-common | CA | $150K | 1K | 0.03 |
| TGS ASA | Long | Equity-common | NO | $22K | 2K | 0.00 |
| Thales SA | Long | Equity-common | FR | $244K | 1K | 0.05 |
| Theme International Holdings Ltd. | Long | Equity-common | CN | $114K | 1M | 0.02 |
| THG plc, Class B | Long | Equity-common | GB | $40K | 51K | 0.01 |
| THK Co. Ltd. | Long | Equity-common | JP | $37K | 2K | 0.01 |
| Thomson Reuters Corp. | Long | Equity-common | CA | $319K | 2K | 0.06 |
| Thule Group AB | Long | Equity-common | SE | $58K | 2K | 0.01 |
| thyssenkrupp AG | Long | Equity-common | DE | $42K | 8K | 0.01 |
| Thyssenkrupp Nucera AG & Co. KGaA | Long | Equity-common | DE | $22K | 2K | 0.00 |
| TietoEVRY OYJ | Long | Equity-common | FI | $70K | 4K | 0.01 |
| Tinexta Spa | Long | Equity-common | IT | $20K | 1K | 0.00 |
| TIS, Inc. | Long | Equity-common | JP | $99K | 5K | 0.02 |
| Titan Cement International SA | Long | Equity-common | BE | $418K | 13K | 0.08 |
| TKC Corp. | Long | Equity-common | JP | $88K | 4K | 0.02 |
| TKH Group NV | Long | Equity-common | NL | $93K | 2K | 0.02 |
| TMX Group Ltd. | Long | Equity-common | CA | $108K | 4K | 0.02 |
| Toa Corp. | Long | Equity-common | JP | $106K | 15K | 0.02 |
| Toagosei Co. Ltd. | Long | Equity-common | JP | $112K | 11K | 0.02 |
| Tobu Railway Co. Ltd. | Long | Equity-common | JP | $74K | 4K | 0.01 |
| Tocalo Co. Ltd. | Long | Equity-common | JP | $44K | 4K | 0.01 |
| Tod's SpA | Long | Equity-common | IT | $36K | 778 | 0.01 |
| Toda Corp. | Long | Equity-common | JP | $34K | 5K | 0.01 |
| Toei Animation Co. Ltd. | Long | Equity-common | JP | $17K | 1K | 0.00 |
| Toenec Corp. | Long | Equity-common | JP | $131K | 4K | 0.03 |
| Toho Co. Ltd. | Long | Equity-common | JP | $40K | 1K | 0.01 |
| Toho Titanium Co. Ltd. | Long | Equity-common | JP | $15K | 2K | 0.00 |
| Tohoku Electric Power Co., Inc. | Long | Equity-common | JP | $84K | 11K | 0.02 |
| Tokai Carbon Co. Ltd. | Long | Equity-common | JP | $44K | 7K | 0.01 |
| Tokai Corp. | Long | Equity-common | JP | $55K | 4K | 0.01 |
| TOKAI Holdings Corp. | Long | Equity-common | JP | $25K | 4K | 0.00 |
| Tokai Rika Co. Ltd. | Long | Equity-common | JP | $52K | 4K | 0.01 |
| Tokai Tokyo Financial Holdings, Inc. | Long | Equity-common | JP | $84K | 23K | 0.02 |
| Token Corp. | Long | Equity-common | JP | $179K | 3K | 0.03 |
| Tokio Marine Holdings, Inc. | Long | Equity-common | JP | $939K | 30K | 0.18 |
| Tokmanni Group Corp. | Long | Equity-common | FI | $72K | 5K | 0.01 |
| Tokuyama Corp. | Long | Equity-common | JP | $537K | 26K | 0.10 |
| Tokyo Century Corp. | Long | Equity-common | JP | $24K | 2K | 0.00 |
| Tokyo Electric Power Co. Holdings, Inc. | Long | Equity-common | JP | $137K | 22K | 0.03 |
| Tokyo Electron Device Ltd. | Long | Equity-common | JP | $197K | 5K | 0.04 |
| Tokyo Electron Ltd. | Long | Equity-common | JP | $1M | 7K | 0.28 |
| Tokyo Gas Co. Ltd. | Long | Equity-common | JP | $166K | 7K | 0.03 |
| Tokyo Kiraboshi Financial Group, Inc. | Long | Equity-common | JP | $221K | 7K | 0.04 |
| Tokyo Ohka Kogyo Co. Ltd. | Long | Equity-common | JP | $56K | 2K | 0.01 |
| Tokyo Steel Manufacturing Co. Ltd. | Long | Equity-common | JP | $44K | 4K | 0.01 |
| Tokyo Tatemono Co. Ltd. | Long | Equity-common | JP | $87K | 5K | 0.02 |
| Tokyu Corp. | Long | Equity-common | JP | $99K | 8K | 0.02 |
| Tokyu Fudosan Holdings Corp. | Long | Equity-common | JP | $83K | 11K | 0.02 |
| Tokyu REIT, Inc. | Long | Equity-common | JP | $78K | 76 | 0.02 |
| TOMONY Holdings, Inc. | Long | Equity-common | JP | $137K | 52K | 0.03 |
| TOMRA Systems ASA | Long | Equity-common | NO | $48K | 4K | 0.01 |
| Tomy Co. Ltd. | Long | Equity-common | JP | $74K | 5K | 0.01 |
| Topaz Energy Corp. | Long | Equity-common | CA | $62K | 4K | 0.01 |
| Topcon Corp. | Long | Equity-common | JP | $48K | 4K | 0.01 |
| Topdanmark A/S | Long | Equity-common | DK | $37K | 880 | 0.01 |
| TOPPAN Holdings, Inc. | Long | Equity-common | JP | $95K | 4K | 0.02 |
| Topre Corp. | Long | Equity-common | JP | $300K | 19K | 0.06 |
| Toray Industries, Inc. | Long | Equity-common | JP | $136K | 30K | 0.03 |
| Toridoll Holdings Corp. | Long | Equity-common | JP | $27K | 1K | 0.01 |
| Torii Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $20K | 800 | 0.00 |
| TORM plc, Class A | Long | Equity-common | GB | $458K | 13K | 0.09 |
| Toromont Industries Ltd. | Long | Equity-common | CA | $110K | 1K | 0.02 |
| Toronto-Dominion Bank (The) | Long | Equity-common | CA | $2M | 38K | 0.44 |
| Tosei Corp. | Long | Equity-common | JP | $174K | 11K | 0.03 |
| Toshiba TEC Corp. | Long | Equity-common | JP | $22K | 1K | 0.00 |
| Tosoh Corp. | Long | Equity-common | JP | $105K | 8K | 0.02 |
| TotalEnergies SE | Long | Equity-common | FR | $3M | 45K | 0.64 |
| TOTO Ltd. | Long | Equity-common | JP | $82K | 3K | 0.02 |
| Tourism Holdings Ltd. | Long | Equity-common | NZ | $99K | 58K | 0.02 |
| Tourmaline Oil Corp. | Long | Equity-common | CA | $323K | 7K | 0.06 |
| Towa Corp. | Long | Equity-common | JP | $65K | 1K | 0.01 |
| Tower Semiconductor Ltd. | Long | Equity-common | IL | $70K | 2K | 0.01 |
| Toyo Construction Co. Ltd. | Long | Equity-common | JP | $31K | 4K | 0.01 |
| Toyo Seikan Group Holdings Ltd. | Long | Equity-common | JP | $87K | 6K | 0.02 |
| Toyo Suisan Kaisha Ltd. | Long | Equity-common | JP | $113K | 2K | 0.02 |
| Toyo Tire Corp. | Long | Equity-common | JP | $85K | 5K | 0.02 |
| Toyobo Co. Ltd. | Long | Equity-common | JP | $185K | 26K | 0.04 |
| Toyoda Gosei Co. Ltd. | Long | Equity-common | JP | $39K | 2K | 0.01 |
| Toyota Boshoku Corp. | Long | Equity-common | JP | $40K | 3K | 0.01 |
| Toyota Industries Corp. | Long | Equity-common | JP | $220K | 2K | 0.04 |
| Toyota Motor Corp. | Long | Equity-common | JP | $6M | 248K | 1.10 |
| Toyota Tsusho Corp. | Long | Equity-common | JP | $295K | 5K | 0.06 |
| TP ICAP Group plc | Long | Equity-common | GB | $689K | 265K | 0.13 |
| Trainline plc | Long | Equity-common | GB | $112K | 30K | 0.02 |
| Trancom Co. Ltd. | Long | Equity-common | JP | $33K | 900 | 0.01 |
| TransAlta Corp. | Long | Equity-common | CA | $105K | 16K | 0.02 |
| Transcosmos, Inc. | Long | Equity-common | JP | $161K | 7K | 0.03 |
| Transurban Group | Long | Equity-common | AU | $377K | 46K | 0.07 |
| Travis Perkins plc | Long | Equity-common | GB | $717K | 76K | 0.14 |
| Treasury Repurchase Agreement (CITIGROUP GLOBAL MARKETS INC) | Long | Repurchase agreement | US | $5M | – | 0.96 |
| Treasury Repurchase Agreement (CF SECURED LLC) | Long | Repurchase agreement | US | $3M | – | 0.65 |
| Treasury Repurchase Agreement (METROPOLITAN LIFE INSURANCE COMPANY) | Long | Repurchase agreement | US | $1M | – | 0.19 |
| Treasury Wine Estates Ltd. | Long | Equity-common | AU | $106K | 14K | 0.02 |
| Trelleborg AB, Class B | Long | Equity-common | SE | $114K | 3K | 0.02 |
| Trend Micro, Inc. | Long | Equity-common | JP | $124K | 3K | 0.02 |
| Tricon Residential, Inc. | Long | Equity-common | CA | $127K | 11K | 0.02 |
| Trigano SA | Long | Equity-common | FR | $403K | 3K | 0.08 |
| Trisura Group Ltd. | Long | Equity-common | CA | $27K | 874 | 0.01 |
| Tritax Big Box REIT plc | Long | Equity-common | GB | $64K | 34K | 0.01 |
| Troax Group AB | Long | Equity-common | SE | $37K | 2K | 0.01 |
| Truecaller AB, Class B | Long | Equity-common | SE | $52K | 16K | 0.01 |
| Trusco Nakayama Corp. | Long | Equity-common | JP | $30K | 2K | 0.01 |
| Tryg A/S | Long | Equity-common | DK | $94K | 5K | 0.02 |
| Tsubakimoto Chain Co. | Long | Equity-common | JP | $332K | 10K | 0.06 |
| Tsumura & Co. | Long | Equity-common | JP | $22K | 900 | 0.00 |
| Tsuruha Holdings, Inc. | Long | Equity-common | JP | $57K | 900 | 0.01 |
| TUI AG | Long | Equity-common | DE | $1M | 155K | 0.21 |
| TV Asahi Holdings Corp. | Long | Equity-common | JP | $111K | 8K | 0.02 |
| TX Group AG | Long | Equity-common | CH | $32K | 205 | 0.01 |
| UACJ Corp. | Long | Equity-common | JP | $431K | 14K | 0.08 |
| Ubisoft Entertainment SA | Long | Equity-common | FR | $34K | 1K | 0.01 |
| UBS Group AG (Registered) | Long | Equity-common | CH | $1M | 49K | 0.25 |
| UCB SA | Long | Equity-common | BE | $207K | 2K | 0.04 |
| UK Commercial Property REIT Ltd. | Long | Equity-common | GB | $45K | 53K | 0.01 |
| Ulvac, Inc. | Long | Equity-common | JP | $61K | 1K | 0.01 |
| Umicore SA | Long | Equity-common | BE | $38K | 2K | 0.01 |
| Unibail-Rodamco-Westfield | Long | Equity-common | FR | $205K | 2K | 0.04 |
| Unibail-Rodamco-Westfield | Long | Equity-common | AU | $20.75 | 5 | 0.00 |
| Unicaja Banco SA | Long | Equity-common | ES | $549K | 419K | 0.11 |
| Unicharm Corp. | Long | Equity-common | JP | $221K | 7K | 0.04 |
| UniCredit SpA | Long | Equity-common | IT | $1M | 34K | 0.24 |
| Unilever plc | Long | Equity-common | GB | $1M | 23K | 0.23 |
| Unilever plc | Long | Equity-common | GB | $709K | 14K | 0.14 |
| Unipol Gruppo SpA | Long | Equity-common | IT | $55K | 6K | 0.01 |
| UNITE Group plc (The) | Long | Equity-common | GB | $95K | 8K | 0.02 |
| United Energy Group Ltd. | Long | Equity-common | HK | $26K | 358K | 0.00 |
| United Internet AG (Registered) | Long | Equity-common | DE | $42K | 2K | 0.01 |
| United Overseas Bank Ltd. | Long | Equity-common | SG | $577K | 26K | 0.11 |
| United Super Markets Holdings, Inc. | Long | Equity-common | JP | $11K | 2K | 0.00 |
| United Urban Investment Corp. | Long | Equity-common | JP | $39K | 40 | 0.01 |
| United Utilities Group plc | Long | Equity-common | GB | $123K | 9K | 0.02 |
| Universal Entertainment Corp. | Long | Equity-common | JP | $3K | 300 | 0.00 |
| Universal Music Group NV | Long | Equity-common | NL | $418K | 14K | 0.08 |
| UOB-Kay Hian Holdings Ltd. | Long | Equity-common | SG | $6K | 6K | 0.00 |
| UOL Group Ltd. | Long | Equity-common | SG | $29K | 7K | 0.01 |
| UPM-Kymmene OYJ | Long | Equity-common | FI | $266K | 8K | 0.05 |
| Ushio, Inc. | Long | Equity-common | JP | $50K | 4K | 0.01 |
| USS Co. Ltd. | Long | Equity-common | JP | $28K | 4K | 0.01 |
| UT Group Co. Ltd. | Long | Equity-common | JP | $235K | 11K | 0.05 |
| Vaisala OYJ, Class A | Long | Equity-common | FI | $31K | 836 | 0.01 |
| Valeo SE | Long | Equity-common | FR | $21K | 2K | 0.00 |
| Valiant Holding AG (Registered) | Long | Equity-common | CH | $611K | 5K | 0.12 |
| Vallourec SACA | Long | Equity-common | FR | $100K | 6K | 0.02 |
| Valmet OYJ | Long | Equity-common | FI | $81K | 3K | 0.02 |
| Valor Holdings Co. Ltd. | Long | Equity-common | JP | $228K | 15K | 0.04 |
| Van Lanschot Kempen NV | Long | Equity-common | NL | $410K | 12K | 0.08 |
| Var Energi ASA | Long | Equity-common | NO | $24K | 7K | 0.00 |
| Varta AG | Long | Equity-common | DE | $10K | 1K | 0.00 |
| VAT Group AG | Long | Equity-common | CH | $205K | 407 | 0.04 |
| Vector Ltd. | Long | Equity-common | NZ | $21K | 10K | 0.00 |
| Veidekke ASA | Long | Equity-common | NO | $32K | 3K | 0.01 |
| Ventia Services Group Pty. Ltd. | Long | Equity-common | AU | $67K | 29K | 0.01 |
| Venture Corp. Ltd. | Long | Equity-common | SG | $81K | 8K | 0.02 |
| Veolia Environnement SA | Long | Equity-common | FR | $375K | 12K | 0.07 |
| VEON Ltd. | Long | Equity-common | US | $181K | 7K | 0.03 |
| Verallia SA | Long | Equity-common | FR | $53K | 1K | 0.01 |
| Verbio SE | Long | Equity-common | DE | $23K | 1K | 0.00 |
| Verbund AG | Long | Equity-common | AT | $96K | 1K | 0.02 |
| Veridis Environment Ltd. | Long | Equity-common | IL | $13K | 3K | 0.00 |
| Vermilion Energy, Inc. | Long | Equity-common | CA | $651K | 56K | 0.13 |
| Vestas Wind Systems A/S | Long | Equity-common | DK | $381K | 14K | 0.07 |
| Vesuvius plc | Long | Equity-common | GB | $427K | 71K | 0.08 |
| VGP NV | Long | Equity-common | BE | $81K | 738 | 0.02 |
| Vicat SACA | Long | Equity-common | FR | $214K | 6K | 0.04 |
| Vicinity Ltd. | Long | Equity-common | AU | $82K | 66K | 0.02 |
| Victrex plc | Long | Equity-common | GB | $64K | 4K | 0.01 |
| Vidrala SA | Long | Equity-common | ES | $829K | 8K | 0.16 |
| Villar International Ltd. | Long | Equity-common | IL | $68K | 2K | 0.01 |
| Vimian Group AB | Long | Equity-common | SE | $35K | 13K | 0.01 |
| Vinci SA | Long | Equity-common | FR | $859K | 7K | 0.17 |
| Virbac SACA | Long | Equity-common | FR | $49K | 132 | 0.01 |
| Virgin Money UK plc | Long | Equity-common | GB | $81K | 30K | 0.02 |
| Viscofan SA | Long | Equity-common | ES | $60K | 943 | 0.01 |
| Vistry Group plc | Long | Equity-common | GB | $119K | 8K | 0.02 |
| Vital Healthcare Property Trust | Long | Equity-common | NZ | $40K | 31K | 0.01 |
| Vitec Software Group AB, Class B | Long | Equity-common | SE | $50K | 1K | 0.01 |
| Vitrolife AB | Long | Equity-common | SE | $13K | 880 | 0.00 |
| Viva Energy Group Ltd. | Long | Equity-common | AU | $39K | 18K | 0.01 |
| Vivendi SE | Long | Equity-common | FR | $100K | 10K | 0.02 |
| Vodafone Group plc | Long | Equity-common | GB | $381K | 450K | 0.07 |
| voestalpine AG | Long | Equity-common | AT | $50K | 2K | 0.01 |
| Volkswagen AG (Preference) | Long | Equity-common | DE | $551K | 4K | 0.11 |
| Voltalia SA (Registered) | Long | Equity-common | FR | $18K | 2K | 0.00 |
| Volution Group plc | Long | Equity-common | GB | $21K | 4K | 0.00 |
| Volvo AB, Class A | Long | Equity-common | SE | $86K | 3K | 0.02 |
| Volvo AB, Class B | Long | Equity-common | SE | $812K | 31K | 0.16 |
| Vonovia SE | Long | Equity-common | DE | $496K | 17K | 0.10 |
| Vontobel Holding AG (Registered) | Long | Equity-common | CH | $19K | 339 | 0.00 |
| VSTECS Holdings Ltd. | Long | Equity-common | CN | $144K | 226K | 0.03 |
| VTech Holdings Ltd. | Long | Equity-common | HK | $300K | 52K | 0.06 |
| VusionGroup | Long | Equity-common | FR | $41K | 246 | 0.01 |
| VZ Holding AG | Long | Equity-common | CH | $33K | 285 | 0.01 |
| Wacker Chemie AG | Long | Equity-common | DE | $28K | 256 | 0.01 |
| Wacker Neuson SE | Long | Equity-common | DE | $171K | 10K | 0.03 |
| Wacoal Holdings Corp. | Long | Equity-common | JP | $90K | 4K | 0.02 |
| Wacom Co. Ltd. | Long | Equity-common | JP | $29K | 8K | 0.01 |
| WAG Payment Solutions plc | Long | Equity-common | GB | $23K | 29K | 0.00 |
| Wallenius Wilhelmsen ASA | Long | Equity-common | NO | $30K | 3K | 0.01 |
| Wallenstam AB, Class B | Long | Equity-common | SE | $40K | 9K | 0.01 |
| Walliser Kantonalbank (Registered) | Long | Equity-common | CH | $61K | 485 | 0.01 |
| Warehouses De Pauw CVA | Long | Equity-common | BE | $82K | 3K | 0.02 |
| Wartsila OYJ Abp | Long | Equity-common | FI | $106K | 6K | 0.02 |
| Washington H Soul Pattinson & Co. Ltd. | Long | Equity-common | AU | $61K | 3K | 0.01 |
| Waste Connections, Inc. | Long | Equity-common | US | $619K | 4K | 0.12 |
| Watches of Switzerland Group plc | Long | Equity-common | GB | $56K | 13K | 0.01 |
| Wavestone | Long | Equity-common | FR | $30K | 532 | 0.01 |
| Waypoint REIT Ltd. | Long | Equity-common | AU | $51K | 33K | 0.01 |
| Webjet Ltd. | Long | Equity-common | AU | $109K | 20K | 0.02 |
| Webuild SpA | Long | Equity-common | IT | $71K | 28K | 0.01 |
| Webuild SpA | Derivative-equity | IT | $0 | 11K | – | |
| Weir Group plc (The) | Long | Equity-common | GB | $101K | 4K | 0.02 |
| Welcia Holdings Co. Ltd. | Long | Equity-common | JP | $34K | 2K | 0.01 |
| Wendel SE | Long | Equity-common | FR | $82K | 798 | 0.02 |
| Wesdome Gold Mines Ltd. | Long | Equity-common | CA | $26K | 4K | 0.01 |
| Wesfarmers Ltd. | Long | Equity-common | AU | $722K | 17K | 0.14 |
| West Fraser Timber Co. Ltd. | Long | Equity-common | CA | $95K | 1K | 0.02 |
| West Japan Railway Co. | Long | Equity-common | JP | $141K | 7K | 0.03 |
| Westpac Banking Corp. | Long | Equity-common | AU | $885K | 53K | 0.17 |
| Westshore Terminals Investment Corp. | Long | Equity-common | CA | $32K | 2K | 0.01 |
| WH Group Ltd. | Long | Equity-common | HK | $97K | 133K | 0.02 |
| WH Smith plc | Long | Equity-common | GB | $113K | 8K | 0.02 |
| Wharf Holdings Ltd. (The) | Long | Equity-common | CN | $55K | 17K | 0.01 |
| Wharf Real Estate Investment Co. Ltd. | Long | Equity-common | HK | $78K | 25K | 0.02 |
| Wheaton Precious Metals Corp. | Long | Equity-common | CA | $359K | 7K | 0.07 |
| Whitbread plc | Long | Equity-common | GB | $92K | 2K | 0.02 |
| Whitecap Resources, Inc. | Long | Equity-common | CA | $91K | 12K | 0.02 |
| Whitehaven Coal Ltd. | Long | Equity-common | AU | $84K | 17K | 0.02 |
| Wienerberger AG | Long | Equity-common | AT | $93K | 3K | 0.02 |
| Wihlborgs Fastigheter AB | Long | Equity-common | SE | $62K | 7K | 0.01 |
| Wilh Wilhelmsen Holding ASA, Class A | Long | Equity-common | NO | $172K | 5K | 0.03 |
| Wilh Wilhelmsen Holding ASA, Class B | Long | Equity-common | NO | $69K | 2K | 0.01 |
| Wilmar International Ltd. | Long | Equity-common | SG | $123K | 52K | 0.02 |
| Winpak Ltd. | Long | Equity-common | CA | $54K | 2K | 0.01 |
| Wise plc, Class A | Long | Equity-common | GB | $88K | 9K | 0.02 |
| WiseTech Global Ltd. | Long | Equity-common | AU | $176K | 3K | 0.03 |
| Wizz Air Holdings plc | Long | Equity-common | CH | $485K | 17K | 0.09 |
| Wolters Kluwer NV | Long | Equity-common | NL | $529K | 4K | 0.10 |
| Woodside Energy Group Ltd. | Long | Equity-common | AU | $725K | 40K | 0.14 |
| Woolworths Group Ltd. | Long | Equity-common | AU | $340K | 16K | 0.07 |
| Workspace Group plc | Long | Equity-common | GB | $31K | 5K | 0.01 |
| Worldline SA | Long | Equity-common | FR | $60K | 6K | 0.01 |
| Worley Ltd. | Long | Equity-common | AU | $76K | 8K | 0.01 |
| WPP plc | Long | Equity-common | GB | $267K | 26K | 0.05 |
| WSP Global, Inc. | Long | Equity-common | CA | $242K | 2K | 0.05 |
| Wuestenrot & Wuerttembergische AG | Long | Equity-common | DE | $117K | 8K | 0.02 |
| Wuxi Biologics Cayman, Inc. | Long | Equity-common | CN | $94K | 54K | 0.02 |
| Wynn Macau Ltd. | Long | Equity-common | MO | $12K | 13K | 0.00 |
| X-Fab Silicon Foundries SE | Long | Equity-common | BE | $31K | 4K | 0.01 |
| Xior Student Housing NV | Long | Equity-common | BE | $47K | 2K | 0.01 |
| XTB SA | Long | Equity-common | PL | $211K | 13K | 0.04 |
| Xvivo Perfusion AB | Long | Equity-common | SE | $65K | 2K | 0.01 |
| Yakult Honsha Co. Ltd. | Long | Equity-common | JP | $94K | 5K | 0.02 |
| Yamada Holdings Co. Ltd. | Long | Equity-common | JP | $22K | 8K | 0.00 |
| Yamae Group Holdings Co. Ltd. | Long | Equity-common | JP | $122K | 7K | 0.02 |
| Yamaguchi Financial Group, Inc. | Long | Equity-common | JP | $42K | 4K | 0.01 |
| Yamaha Corp. | Long | Equity-common | JP | $59K | 3K | 0.01 |
| Yamaha Motor Co. Ltd. | Long | Equity-common | JP | $208K | 22K | 0.04 |
| Yamato Holdings Co. Ltd. | Long | Equity-common | JP | $50K | 4K | 0.01 |
| Yamato Kogyo Co. Ltd. | Long | Equity-common | JP | $70K | 1K | 0.01 |
| Yamazaki Baking Co. Ltd. | Long | Equity-common | JP | $70K | 3K | 0.01 |
| Yamazen Corp. | Long | Equity-common | JP | $196K | 22K | 0.04 |
| Yangzijiang Financial Holding Ltd. | Long | Equity-common | SG | $193K | 836K | 0.04 |
| Yanlord Land Group Ltd. | Long | Equity-common | SG | $19K | 57K | 0.00 |
| Yara International ASA | Long | Equity-common | NO | $100K | 3K | 0.02 |
| Yaskawa Electric Corp. | Long | Equity-common | JP | $155K | 4K | 0.03 |
| Yellow Cake plc | Long | Equity-common | GB | $61K | 8K | 0.01 |
| Yellow Hat Ltd. | Long | Equity-common | JP | $147K | 11K | 0.03 |
| YH Dimri Construction & Development Ltd. | Long | Equity-common | IL | $36K | 452 | 0.01 |
| Yodogawa Steel Works Ltd. | Long | Equity-common | JP | $325K | 10K | 0.06 |
| Yokogawa Bridge Holdings Corp. | Long | Equity-common | JP | $248K | 14K | 0.05 |
| Yokogawa Electric Corp. | Long | Equity-common | JP | $109K | 5K | 0.02 |
| Yokohama Rubber Co. Ltd. (The) | Long | Equity-common | JP | $108K | 4K | 0.02 |
| Yokorei Co. Ltd. | Long | Equity-common | JP | $25K | 4K | 0.00 |
| Yonex Co. Ltd. | Long | Equity-common | JP | $45K | 6K | 0.01 |
| YouGov plc | Long | Equity-common | GB | $51K | 5K | 0.01 |
| Ypsomed Holding AG (Registered) | Long | Equity-common | CH | $44K | 123 | 0.01 |
| Yuasa Trading Co. Ltd. | Long | Equity-common | JP | $271K | 7K | 0.05 |
| Yue Yuen Industrial Holdings Ltd. | Long | Equity-common | HK | $495K | 278K | 0.10 |
| Yurtec Corp. | Long | Equity-common | JP | $71K | 8K | 0.01 |
| Zalando SE | Long | Equity-common | DE | $91K | 3K | 0.02 |
| Zealand Pharma A/S, Class A | Long | Equity-common | DK | $217K | 2K | 0.04 |
| Zenkoku Hosho Co. Ltd. | Long | Equity-common | JP | $21K | 600 | 0.00 |
| Zensho Holdings Co. Ltd. | Long | Equity-common | JP | $70K | 2K | 0.01 |
| Zeon Corp. | Long | Equity-common | JP | $36K | 4K | 0.01 |
| ZERIA Pharmaceutical Co. Ltd. | Long | Equity-common | JP | $24K | 2K | 0.00 |
| Zimplats Holdings Ltd. | Long | Equity-common | GG | $54K | 5K | 0.01 |
| ZOZO, Inc. | Long | Equity-common | JP | $61K | 3K | 0.01 |
| Zuger Kantonalbank AG | Long | Equity-common | CH | $94K | 10 | 0.02 |
| Zurich Insurance Group AG | Long | Equity-common | CH | $1M | 2K | 0.20 |
Address
FlexShares Trust
50 South LaSalle Street
Chicago
Illinois
60603
United States of America
Websites
Directors
Eric T. McKissack
Darek Wojnar
Sarah N. Garvey
Philip G. Hubbard
Transfer Agents
JPMorgan Chase Bank N.A.
Pricing Services
ICE Data Pricing & Reference Data, LLC
Refinitiv Global Markets Inc.
Custodians
JPMorgan Chase Bank N.A.
Shareholder Servicing Agents
N/A
Admins
JPMorgan Chase Bank N.A.
Brokers
Virtu Americas LLC
Jane Street Execution Services, LLC
Citadel Securities LLC
Flow Traders U.S. Institutional Trading LLC
Mischler Financial Group, Inc.