Fidelity Group of Funds > Fidelity Concord Street Trust
Fidelity SAI International Small Cap Index Fund
$816.19M
Avg Monthly Net Assets
$836.48M
Total Assets
$37.36M
Total Liabilities
$799.11M
Net Assets
Fidelity SAI International Small Cap Index Fund is an Index Fund in Fidelity Concord Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $816.19M.
On September 25th, 2024 it reported 2,127 holdings, the largest
being Fidelity Revere Street Trust (4.7%), Fidelity Revere Street Trust (1.1%) and ZEALAND PHARMA A/S (0.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity SAI International Small Cap Index Fund | C000227499 | FSISX |
Holdings
From latest NPORT-P, filed September 25th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1 and 1 AG | Long | Equity-common | DE | $159K | 10K | 0.02 |
| 4IMPRINT GROUP PLC | Long | Equity-common | GB | $623K | 8K | 0.08 |
| A2A SPA | Long | Equity-common | IT | $941K | 444K | 0.12 |
| AAK AB | Long | Equity-common | SE | $1M | 51K | 0.19 |
| AALBERTS NV | Long | Equity-common | NL | $1M | 28K | 0.13 |
| AB DYNAMICS PLC | Long | Equity-common | GB | $122K | 5K | 0.02 |
| ABACUS GROUP STAPLE SECY | Long | Equity-common | AU | $93K | 129K | 0.01 |
| ABACUS STORAGE KING (STAPLED) | Long | Equity-common | AU | $140K | 168K | 0.02 |
| ABC-MART INC | Long | Equity-common | JP | $557K | 28K | 0.07 |
| ABIVAX SA | Long | Equity-common | FR | $121K | 10K | 0.02 |
| ABOUT YOU HOLDING SE | Long | Equity-common | DE | $65K | 17K | 0.01 |
| ABRDN PLC | Long | Equity-common | GB | $1M | 524K | 0.14 |
| ACADEMEDIA AB | Long | Equity-common | SE | $110K | 21K | 0.01 |
| ACCELLERON INDUSTRIES LTD | Long | Equity-common | CH | $1M | 27K | 0.16 |
| ACCENT GROUP LTD | Long | Equity-common | AU | $160K | 112K | 0.02 |
| ACEA SPA | Long | Equity-common | IT | $214K | 12K | 0.03 |
| ACERINOX SA (REGD) | Long | Equity-common | ES | $552K | 53K | 0.07 |
| ACKERMANS and VAN HAAREN SA (ACKERMANS and VAN HAAREN NV) | Long | Equity-common | BE | $1M | 6K | 0.15 |
| ACOM CO LTD | Long | Equity-common | JP | $383K | 132K | 0.05 |
| ACTIVIA PROPERTIES INC | Long | Equity-common | JP | $429K | 182 | 0.05 |
| ADASTRIA CO LTD | Long | Equity-common | JP | $184K | 8K | 0.02 |
| ADDLIFE AB | Long | Equity-common | SE | $498K | 34K | 0.06 |
| ADDNODE GROUP AB SER B | Long | Equity-common | SE | $352K | 35K | 0.04 |
| ADDTECH AB CL B | Long | Equity-common | SE | $2M | 74K | 0.30 |
| ADEKA CORP | Long | Equity-common | JP | $471K | 22K | 0.06 |
| ADESSO AG | Long | Equity-common | DE | $92K | 932 | 0.01 |
| ADVA OPTICAL NETWORKING SE | Long | Equity-common | DE | $104K | 5K | 0.01 |
| ADVANCE LOGISTICS INVESTMENT CORP | Long | Equity-common | JP | $138K | 173 | 0.02 |
| ADVANCE RESID INV CRP NEW REIT (ADVANCE RESIDENCE INVESTMENT CORP) | Long | Equity-common | JP | $805K | 383 | 0.10 |
| ADVANCED MEDICAL SOLUT GRP PLC (ADVANCED MEDICAL SOLUTIONS GROUP PLC) | Long | Equity-common | GB | $193K | 61K | 0.02 |
| AEDAS HOMES SL | Long | Equity-common | ES | $60K | 2K | 0.01 |
| AEDIFICA SICAFI (AEDIFICA SA) | Long | Equity-common | BE | $864K | 14K | 0.11 |
| AEM HOLDINGS LTD | Long | Equity-common | SG | $94K | 75K | 0.01 |
| AEON DELIGHT CO LTD | Long | Equity-common | JP | $144K | 6K | 0.02 |
| AEON FINANCIAL SERVICE CO LTD | Long | Equity-common | JP | $281K | 30K | 0.04 |
| AEON HOKKAIDO CORP | Long | Equity-common | JP | $72K | 12K | 0.01 |
| AEON MALL CO LTD | Long | Equity-common | JP | $354K | 26K | 0.04 |
| AEON REIT INVT CORP (AEON REIT INVESTMENT CORP) | Long | Equity-common | JP | $413K | 477 | 0.05 |
| AFRICA ISRAEL RESIDENCES LTD | Long | Equity-common | IL | $111K | 2K | 0.01 |
| AFRY AB CL B | Long | Equity-common | SE | $472K | 26K | 0.06 |
| AGL ENERGY LTD | Long | Equity-common | AU | $1M | 170K | 0.14 |
| AI HOLDINGS CORP | Long | Equity-common | JP | $161K | 10K | 0.02 |
| AICA KOGYO CO (AICA KOGYO CO LTD) | Long | Equity-common | JP | $356K | 15K | 0.04 |
| AICHI CORP | Long | Equity-common | JP | $63K | 8K | 0.01 |
| AICHI FINANCIAL GROUP INC | Long | Equity-common | JP | $197K | 11K | 0.02 |
| AIDA ENGINEERING LTD | Long | Equity-common | JP | $67K | 12K | 0.01 |
| AIFUL CORP (AIFUL CORPORATION) | Long | Equity-common | JP | $238K | 91K | 0.03 |
| AIMS APAC REIT | Long | Equity-common | SG | $169K | 172K | 0.02 |
| AIN HOLDINGS INC | Long | Equity-common | JP | $299K | 8K | 0.04 |
| AIR FRANCE KLM (REGD) | Long | Equity-common | FR | $304K | 34K | 0.04 |
| AIR NEW ZEALAND LIMITED (AIR NEW ZEALAND LTD) | Long | Equity-common | NZ | $162K | 470K | 0.02 |
| AIR WATER INC (OSAKA) | Long | Equity-common | JP | $776K | 52K | 0.10 |
| AIRPORT CITY LTD | Long | Equity-common | IL | $270K | 20K | 0.03 |
| AIRTEL AFRICA LTD | Long | Equity-common | GB | $393K | 268K | 0.05 |
| AISAN INDUSTRY CO LTD | Long | Equity-common | JP | $100K | 10K | 0.01 |
| AIXTRON SE (AIXTRON AG) | Long | Equity-common | DE | $755K | 32K | 0.09 |
| AJ BELL PLC | Long | Equity-common | GB | $522K | 88K | 0.07 |
| AKER ASA | Long | Equity-common | NO | $368K | 6K | 0.05 |
| AKER CARBON CAPTURE AS (AKER CARBON CAPTURE ASA) | Long | Equity-common | NO | $60K | 102K | 0.01 |
| AKER SOLUTIONS ASA | Long | Equity-common | NO | $365K | 76K | 0.05 |
| ALFA FINANCIAL SOFTWARE HOLDINGS PLC | Long | Equity-common | GB | $78K | 32K | 0.01 |
| ALFEN BEHEER BV | Long | Equity-common | NL | $114K | 6K | 0.01 |
| ALFRESA HOLDINGS CORP | Long | Equity-common | JP | $775K | 49K | 0.10 |
| ALIMAK GROUP AB | Long | Equity-common | SE | $211K | 20K | 0.03 |
| ALK-ABELLO A/S | Long | Equity-common | DK | $843K | 37K | 0.11 |
| ALLEIMA AB | Long | Equity-common | SE | $384K | 53K | 0.05 |
| ALLFUNDS GROUP PLC | Long | Equity-common | GB | $585K | 97K | 0.07 |
| ALLIGO AB CL B | Long | Equity-common | SE | $75K | 6K | 0.01 |
| ALLREAL HOLDING AG | Long | Equity-common | CH | $750K | 4K | 0.09 |
| ALM. BRANDS AS (ALM BRAND A/S (NEW)) | Long | Equity-common | DK | $455K | 239K | 0.06 |
| ALMIRALL SA | Long | Equity-common | ES | $246K | 25K | 0.03 |
| ALONI HETZ PROPERTI and INVEST LTD (ALONY HETZ PROPERTIES and INVESTMENTS LTD) | Long | Equity-common | IL | $294K | 44K | 0.04 |
| ALPEN CO LTD | Long | Equity-common | JP | $65K | 4K | 0.01 |
| ALPHA FINANCIAL MARKETS CONSULTING LTD | Long | Equity-common | GB | $198K | 31K | 0.02 |
| ALPHA GROUP INTERNATIONAL PLC | Long | Equity-common | GB | $323K | 10K | 0.04 |
| ALPHA HPA LTD | Long | Equity-common | AU | $101K | 181K | 0.01 |
| ALPHAWAVE IP GROUP PLC | Long | Equity-common | GB | $192K | 96K | 0.02 |
| ALPS ALPINE CO LTD | Long | Equity-common | JP | $564K | 53K | 0.07 |
| ALPS LOGISTICS CO LTD | Long | Equity-common | JP | $172K | 5K | 0.02 |
| ALS LTD | Long | Equity-common | AU | $1M | 136K | 0.17 |
| ALSO HOLDING AG-REG | Long | Equity-common | CH | $549K | 2K | 0.07 |
| ALTAREA (ALTAREA SCA) | Long | Equity-common | FR | $166K | 2K | 0.02 |
| ALTEN (ALTEN SA) | Long | Equity-common | FR | $938K | 9K | 0.12 |
| ALTRI SGPS SA | Long | Equity-common | PT | $111K | 20K | 0.01 |
| AMADA CO LTD | Long | Equity-common | JP | $1M | 92K | 0.14 |
| AMADEUS FIRE AG | Long | Equity-common | DE | $158K | 2K | 0.02 |
| AMANO CORP | Long | Equity-common | JP | $385K | 15K | 0.05 |
| AMBU AS CL B | Long | Equity-common | DK | $1M | 54K | 0.14 |
| AMG CRITICAL MATERIALS N.V. | Long | Equity-common | NL | $149K | 9K | 0.02 |
| AMOT INVESTMENTS LTD | Long | Equity-common | IL | $271K | 67K | 0.03 |
| AMOTIV LTD | Long | Equity-common | AU | $281K | 40K | 0.04 |
| AMP LTD (POST RECON) | Long | Equity-common | AU | $592K | 764K | 0.07 |
| AMS-OSRAM AG | Long | Equity-common | AT | $383K | 285K | 0.05 |
| AMVIS HOLDINGS INC | Long | Equity-common | JP | $196K | 11K | 0.02 |
| ANDRITZ AG | Long | Equity-common | AT | $1M | 19K | 0.15 |
| ANIMA HOLDING SPA | Long | Equity-common | IT | $275K | 52K | 0.03 |
| ANRITSU CORP | Long | Equity-common | JP | $330K | 38K | 0.04 |
| ANSELL LTD | Long | Equity-common | AU | $719K | 40K | 0.09 |
| ANTIN INFRASTRUCTURE PARTNERS SA | Long | Equity-common | FR | $143K | 11K | 0.02 |
| ANYCOLOR INC | Long | Equity-common | JP | $122K | 7K | 0.02 |
| AO WORLD PLC | Long | Equity-common | GB | $134K | 89K | 0.02 |
| AOKI HOLDINGS INC | Long | Equity-common | JP | $89K | 10K | 0.01 |
| AOYAMA TRADING CO LTD | Long | Equity-common | JP | $117K | 11K | 0.01 |
| AOZORA BANK LTD | Long | Equity-common | JP | $505K | 30K | 0.06 |
| APERAM (APERAM SA) | Long | Equity-common | LU | $332K | 12K | 0.04 |
| APM HUMAN SERVICES INTERNATIONAL LIMITED | Long | Equity-common | AU | $82K | 88K | 0.01 |
| APPIER GROUP INC | Long | Equity-common | JP | $161K | 20K | 0.02 |
| AQ GROUP AB | Long | Equity-common | SE | $206K | 15K | 0.03 |
| ARATA CORPORATION | Long | Equity-common | JP | $182K | 8K | 0.02 |
| ARB CORPORATION LTD (ARB CORP LTD) | Long | Equity-common | AU | $605K | 22K | 0.08 |
| ARBONIA AG | Long | Equity-common | CH | $211K | 15K | 0.03 |
| ARCADIS NV (NETH) | Long | Equity-common | NL | $1M | 20K | 0.18 |
| ARCLANDS CORP | Long | Equity-common | JP | $165K | 14K | 0.02 |
| ARCS CO LTD | Long | Equity-common | JP | $192K | 11K | 0.02 |
| ARE HOLDINGS INC | Long | Equity-common | JP | $292K | 21K | 0.04 |
| ARENA REIT (STAPLED) | Long | Equity-common | AU | $254K | 101K | 0.03 |
| ARGO GRAPHICS INC | Long | Equity-common | JP | $150K | 4K | 0.02 |
| ARIAKE JAPAN (ARIAKE JAPAN CO LTD) | Long | Equity-common | JP | $183K | 5K | 0.02 |
| ARISTON HOLDING NV | Long | Equity-common | NL | $100K | 25K | 0.01 |
| ARJO AB - B SHARES | Long | Equity-common | SE | $235K | 61K | 0.03 |
| AROUNDTOWN SA | Long | Equity-common | LU | $469K | 220K | 0.06 |
| ARTIENCE CO LTD | Long | Equity-common | JP | $227K | 11K | 0.03 |
| ARYZTA AG | Long | Equity-common | CH | $537K | 280K | 0.07 |
| AS ONE CORPORATION | Long | Equity-common | JP | $349K | 16K | 0.04 |
| ASAHI INTECC CO LTD | Long | Equity-common | JP | $985K | 62K | 0.12 |
| ASAHI YUKIZAI CORP | Long | Equity-common | JP | $116K | 4K | 0.01 |
| ASCENTIAL PLC | Long | Equity-common | GB | $424K | 58K | 0.05 |
| ASCOPIAVE SPA | Long | Equity-common | IT | $42K | 16K | 0.01 |
| ASHMORE GROUP LTD (ASHMORE GROUP PLC) | Long | Equity-common | GB | $295K | 133K | 0.04 |
| ASHTEAD TECHNOLOGY HOLDINGS PLC | Long | Equity-common | GB | $251K | 22K | 0.03 |
| ASHTROM GROUP LTD | Long | Equity-common | IL | $150K | 12K | 0.02 |
| ASKUL CORP | Long | Equity-common | JP | $155K | 11K | 0.02 |
| ASMPT LTD | Long | Equity-common | KY | $923K | 89K | 0.12 |
| ASOS PLC | Long | Equity-common | GB | $61K | 13K | 0.01 |
| ASSURA PLC | Long | Equity-common | GB | $441K | 842K | 0.06 |
| ASTON MARTIN LAGONDA GLOBAL 144U (ASTON MARTIN LAGONDA GLOBAL HOLDINGS PLC) | Long | Equity-common | GB | $124K | 62K | 0.02 |
| ATALAYA MINING PLC | Long | Equity-common | CY | $136K | 28K | 0.02 |
| ATEA ASA | Long | Equity-common | NO | $295K | 22K | 0.04 |
| ATLAS ARTERIA LTD STAP SC | Long | Equity-common | AU | $1M | 327K | 0.14 |
| ATOM CORP | Long | Equity-common | JP | $163K | 33K | 0.02 |
| ATOSS SOFTWARE AG | Long | Equity-common | DE | $330K | 2K | 0.04 |
| ATRESMEDIA CORPO MEDIOS DE SA (ATRESMEDIA CORP DE MEDIOS DE COMUNICACION SA) | Long | Equity-common | ES | $129K | 26K | 0.02 |
| ATRIUM LJUNGBERG AB B | Long | Equity-common | SE | $320K | 15K | 0.04 |
| ATTENDO AB | Long | Equity-common | SE | $135K | 31K | 0.02 |
| AUB GROUP LTD | Long | Equity-common | AU | $612K | 29K | 0.08 |
| AUBAY | Long | Equity-common | FR | $81K | 2K | 0.01 |
| AUCTION TECHNOLOGY GROUP PLC | Long | Equity-common | GB | $183K | 28K | 0.02 |
| AUDAX RENOVABLES SA | Long | Equity-common | ES | $63K | 32K | 0.01 |
| AUDINATE GROUP LTD | Long | Equity-common | AU | $203K | 21K | 0.03 |
| AURA INVESTMENTS LTD | Long | Equity-common | IL | $171K | 43K | 0.02 |
| AURUBIS AG | Long | Equity-common | DE | $691K | 9K | 0.09 |
| AUSSIE BROADBAND PTY LTD (AUSSIE BROADBAND LTD) | Long | Equity-common | AU | $140K | 67K | 0.02 |
| AUSTAL LTD | Long | Equity-common | AU | $159K | 93K | 0.02 |
| AUSTEVOLL SEAFOOD ASA | Long | Equity-common | NO | $212K | 26K | 0.03 |
| AUSTRALIAN AGRICULTURAL CO LTD | Long | Equity-common | AU | $47K | 51K | 0.01 |
| AUSTRIA TECHNOLOGIE and SYSTEM | Long | Equity-common | AT | $152K | 7K | 0.02 |
| AUTO1 GROUP SE | Long | Equity-common | DE | $266K | 32K | 0.03 |
| AUTOBACS SEVEN CO LTD | Long | Equity-common | JP | $205K | 19K | 0.03 |
| AUTONEUM HOLDING AG | Long | Equity-common | CH | $142K | 905 | 0.02 |
| AVANCE GAS HOLDING LTD | Long | Equity-common | BM | $89K | 6K | 0.01 |
| AVANZA HOLDING BANK AB (AVANZA BANK HOLDING AB) | Long | Equity-common | SE | $799K | 36K | 0.10 |
| AVEX INC | Long | Equity-common | JP | $92K | 9K | 0.01 |
| AVZ MINERALS LTD | Long | Equity-common | AU | $396K | 776K | 0.05 |
| AWA BANK (AWA BANK LTD) | Long | Equity-common | JP | $171K | 9K | 0.02 |
| AXFOOD AB | Long | Equity-common | SE | $757K | 31K | 0.09 |
| AXIAL RETAILING INC | Long | Equity-common | JP | $117K | 17K | 0.01 |
| AZ-COM MARUWA HOLDINGS INC | Long | Equity-common | JP | $143K | 17K | 0.02 |
| AZBIL CORPORATION | Long | Equity-common | JP | $943K | 32K | 0.12 |
| AZIMUT HOLDINGS SPA | Long | Equity-common | IT | $765K | 31K | 0.10 |
| AZORIM INV DEVT and CONSTR CO (AZORIM-INVESTMENT DEVELOPMENT and CONSTRUCTION CO LTD) | Long | Equity-common | IL | $94K | 21K | 0.01 |
| B and M EUROPEAN VALUE RETAIL S.A. | Long | Equity-common | LU | $2M | 285K | 0.21 |
| BABCOCK INTL GROUP PLC | Long | Equity-common | GB | $485K | 71K | 0.06 |
| BAKKAFROST | Long | Equity-common | FO | $747K | 14K | 0.09 |
| BALANCED COMMERCIAL PROPERTY TRUST LTD | Long | Equity-common | GG | $220K | 198K | 0.03 |
| BALFOUR BEATTY PLC | Long | Equity-common | GB | $811K | 150K | 0.10 |
| BANCA GENERALI SPA | Long | Equity-common | IT | $715K | 16K | 0.09 |
| BANCA IFIS SPA | Long | Equity-common | IT | $161K | 7K | 0.02 |
| BANCA MONTE DEI PASCH SIEN SPA (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Equity-common | IT | $1M | 268K | 0.18 |
| BANCA POPOLARE DI SONDRIO (BANCA POPOLARE DI SONDRIO SPA) | Long | Equity-common | IT | $786K | 103K | 0.10 |
| BANCO COMERCIAL PORTUGUE (REG) (BANCO COMERCIAL PORTUGUES SA) | Long | Equity-common | PT | $1M | 2M | 0.13 |
| BANK OF EAST ASIA LTD | Long | Equity-common | HK | $377K | 298K | 0.05 |
| BANK OF GEORGIA GROUP PLC | Long | Equity-common | GB | $571K | 10K | 0.07 |
| BANK OF NAGOYA LTD | Long | Equity-common | JP | $170K | 3K | 0.02 |
| BANK OF QUEENSLAND LTD (BANK QUEENSLAND LTD) | Long | Equity-common | AU | $766K | 186K | 0.10 |
| BANKINTER SA | Long | Equity-common | ES | $2M | 191K | 0.20 |
| BAPCOR LTD | Long | Equity-common | AU | $321K | 96K | 0.04 |
| BARCO NV (BARCO NEW NV) | Long | Equity-common | BE | $260K | 20K | 0.03 |
| BARR (AG) PLC | Long | Equity-common | GB | $233K | 28K | 0.03 |
| BASE CO LTD | Long | Equity-common | JP | $51K | 3K | 0.01 |
| BASIC-FIT NV | Long | Equity-common | NL | $366K | 15K | 0.05 |
| BASILEA PHARMACEUTICA AG | Long | Equity-common | CH | $158K | 3K | 0.02 |
| BAVARIAN NORDIC A/S | Long | Equity-common | DK | $597K | 22K | 0.07 |
| BAWAG GROUP AG | Long | Equity-common | AT | $2M | 21K | 0.19 |
| BAYCURRENT CONSULTING INC | Long | Equity-common | JP | $1M | 38K | 0.14 |
| BAYWA AG (REG W/ REST) | Long | Equity-common | DE | $68K | 5K | 0.01 |
| BC TECHNOLOGY GROUP LTD | Long | Equity-common | KY | $71K | 97K | 0.01 |
| BEACH ENERGY LTD | Long | Equity-common | AU | $438K | 450K | 0.05 |
| BEAZLEY PLC/UK | Long | Equity-common | GB | $2M | 190K | 0.21 |
| BEFESA SA | Long | Equity-common | LU | $321K | 10K | 0.04 |
| BEGA CHEESE LTD | Long | Equity-common | AU | $211K | 72K | 0.03 |
| BEKAERT SA | Long | Equity-common | BE | $410K | 10K | 0.05 |
| BELC CO LTD | Long | Equity-common | JP | $122K | 3K | 0.02 |
| BELIMO HOLDING AG (REG) | Long | Equity-common | CH | $2M | 3K | 0.21 |
| BELL AG (BELL FOOD GROUP AG) | Long | Equity-common | CH | $174K | 613 | 0.02 |
| BELL SYSTEM24 HOLDINGS INC | Long | Equity-common | JP | $99K | 10K | 0.01 |
| BELLEVUE GOLD LTD | Long | Equity-common | AU | $297K | 332K | 0.04 |
| BELLUNA CO LTD | Long | Equity-common | JP | $63K | 12K | 0.01 |
| BELLWAY PLC | Long | Equity-common | GB | $1M | 33K | 0.15 |
| BELSHIPS CO LTD SKIBS ASA (BELSHIPS ASA) | Long | Equity-common | NO | $68K | 32K | 0.01 |
| BENDIGO AND ADELAIDE BANK LTD | Long | Equity-common | AU | $1M | 160K | 0.16 |
| BENETEAU SA | Long | Equity-common | FR | $103K | 11K | 0.01 |
| BENGO4.COM INC | Long | Equity-common | JP | $61K | 3K | 0.01 |
| BEST WORLD INTERNATIONAL LTD | Long | Equity-common | SG | $73K | 39K | 0.01 |
| BETSSON AB CL B | Long | Equity-common | SE | $387K | 33K | 0.05 |
| BETTER COLLECTIVE A/S | Long | Equity-common | DK | $250K | 11K | 0.03 |
| BEZEQ THE ISRAELI TELECOM CORP (BEZEQ THE ISRAELI TEL CORP LTD) | Long | Equity-common | IL | $668K | 590K | 0.08 |
| BFF BANK SPA | Long | Equity-common | IT | $574K | 51K | 0.07 |
| BIC (SOCIETE BIC SA) | Long | Equity-common | FR | $410K | 7K | 0.05 |
| BIC CAMERA INC | Long | Equity-common | JP | $307K | 27K | 0.04 |
| BIG SHOPPING CENTERS 2004 LTD | Long | Equity-common | IL | $436K | 4K | 0.05 |
| BIG YELLOW GROUP PLC (BIG YELLOW GROUP PLC (THE)) | Long | Equity-common | GB | $823K | 53K | 0.10 |
| BILFINGER SE | Long | Equity-common | DE | $445K | 8K | 0.06 |
| BILIA AB SER A | Long | Equity-common | SE | $218K | 18K | 0.03 |
| BILLERUD AB | Long | Equity-common | SE | $644K | 64K | 0.08 |
| BIOARCTIC AB | Long | Equity-common | SE | $160K | 11K | 0.02 |
| BIOGAIA AB CL B | Long | Equity-common | SE | $282K | 24K | 0.04 |
| BIOTAGE AB CL A | Long | Equity-common | SE | $367K | 20K | 0.05 |
| BIPROGY INC | Long | Equity-common | JP | $667K | 20K | 0.08 |
| BLUE SQUARE REAL ESTATE LTD | Long | Equity-common | IL | $106K | 2K | 0.01 |
| BLUENORD ASA | Long | Equity-common | NO | $311K | 7K | 0.04 |
| BML INC | Long | Equity-common | JP | $126K | 6K | 0.02 |
| BODYCOTE PLC | Long | Equity-common | GB | $481K | 54K | 0.06 |
| BONE SUPPORT AB (BONESUPPORT HOLDING AB) | Long | Equity-common | SE | $441K | 16K | 0.06 |
| BOOHOO GROUP PLC | Long | Equity-common | JE | $80K | 192K | 0.01 |
| BOOZT AB | Long | Equity-common | SE | $168K | 16K | 0.02 |
| BORR DRILLING LTD | Long | Equity-common | BM | $412K | 61K | 0.05 |
| BORREGAARD ASA | Long | Equity-common | NO | $459K | 27K | 0.06 |
| BORUSSIA DORTMUND GMBH and CO KG | Long | Equity-common | DE | $86K | 22K | 0.01 |
| BOSS ENERGY LTD | Long | Equity-common | AU | $275K | 115K | 0.03 |
| BOSSARD HLDG AG (BR) (BOSSARD HOLDING AG) | Long | Equity-common | CH | $406K | 2K | 0.05 |
| BPER BANCA | Long | Equity-common | IT | $2M | 282K | 0.21 |
| BPOST SA | Long | Equity-common | BE | $86K | 30K | 0.01 |
| BRAVIDA AB (BRAVIDA HOLDING AB) | Long | Equity-common | SE | $472K | 58K | 0.06 |
| BREEDON GROUP PLC/UNITED KINGDOM | Long | Equity-common | GB | $456K | 82K | 0.06 |
| BREMBO N.V. | Long | Equity-common | NL | $484K | 43K | 0.06 |
| BREVILLE GROUP LTD | Long | Equity-common | AU | $542K | 28K | 0.07 |
| BRICKWORKS LTD | Long | Equity-common | AU | $405K | 21K | 0.05 |
| BRIDGEPOINT GROUP PLC | Long | Equity-common | GB | $253K | 67K | 0.03 |
| BRITISH LAND CO PLC | Long | Equity-common | GB | $1M | 250K | 0.17 |
| BRITVIC PLC | Long | Equity-common | GB | $1M | 67K | 0.14 |
| BRUNEL INTL NV (BRUNEL INTERNATIONAL NV) | Long | Equity-common | NL | $64K | 6K | 0.01 |
| BRUNELLO CUCINELLI SPA | Long | Equity-common | IT | $895K | 10K | 0.11 |
| BUCHER INDUSTRIES AG (REGD) | Long | Equity-common | CH | $760K | 2K | 0.10 |
| BUFAB AB | Long | Equity-common | SE | $320K | 8K | 0.04 |
| BUNKA SHUTTER CO (BUNKA SHUTTER CO LTD) | Long | Equity-common | JP | $168K | 14K | 0.02 |
| BURCKHARDT COMPRESSION HLDG AG (BURCKHARDT COMPRESSION HOLDING AG) | Long | Equity-common | CH | $602K | 862 | 0.08 |
| BURE EQUITY AB | Long | Equity-common | SE | $587K | 16K | 0.07 |
| BURFORD CAPITAL LTD | Long | Equity-common | GG | $790K | 56K | 0.10 |
| BURKHALTER HOLDING AG | Long | Equity-common | CH | $197K | 2K | 0.02 |
| BUZZI SPA | Long | Equity-common | IT | $1M | 27K | 0.13 |
| BW ENERGY LTD | Long | Equity-common | BM | $50K | 18K | 0.01 |
| BW LPG LTD | Long | Equity-common | SG | $390K | 24K | 0.05 |
| BW OFFSHORE LTD | Long | Equity-common | BM | $64K | 23K | 0.01 |
| BWP TRUST | Long | Equity-common | AU | $375K | 160K | 0.05 |
| BYTES TECHNOLOGY GROUP PLC | Long | Equity-common | GB | $426K | 65K | 0.05 |
| C and C GROUP PLC | Long | Equity-common | IE | $226K | 110K | 0.03 |
| C-MER MEDICAL HOLDINGS LTD | Long | Equity-common | KY | $54K | 162K | 0.01 |
| CA IMMOBILIEN ANLAGEN AG | Long | Equity-common | AT | $390K | 12K | 0.05 |
| CADELER A/S | Long | Equity-common | DK | $351K | 54K | 0.04 |
| CAFE DE CORAL HLDGS LTD (CAFE DE CORAL HOLDINGS LTD) | Long | Equity-common | BM | $103K | 100K | 0.01 |
| CAIRN HOMES PLC | Long | Equity-common | IE | $354K | 173K | 0.04 |
| CALBEE INC | Long | Equity-common | JP | $527K | 23K | 0.07 |
| CALLIDITAS THERAPEUTICS AB | Long | Equity-common | SE | $194K | 10K | 0.02 |
| CAMTEK LIMITED | Long | Equity-common | IL | $838K | 8K | 0.10 |
| CAMURUS AB | Long | Equity-common | SE | $572K | 9K | 0.07 |
| CANCOM SE | Long | Equity-common | DE | $337K | 9K | 0.04 |
| CANON ELECTRONICS (CANON ELECTRONICS INC) | Long | Equity-common | JP | $82K | 5K | 0.01 |
| CANON MARKETING JAPAN INC | Long | Equity-common | JP | $402K | 13K | 0.05 |
| CAPITALAND ASCOTT TRUST(STAPLED) | Long | Equity-common | SG | $500K | 743K | 0.06 |
| CAPITALAND CHINA TRUST | Long | Equity-common | SG | $173K | 335K | 0.02 |
| CAPITALAND INDIA TRUST | Long | Equity-common | SG | $230K | 282K | 0.03 |
| CAPRICORN METALS LTD | Long | Equity-common | AU | $319K | 91K | 0.04 |
| CAREL INDUSTRIES SPA | Long | Equity-common | IT | $272K | 15K | 0.03 |
| CARGOTEC CORP B (CARGOTEC OYJ) | Long | Equity-common | FI | $560K | 11K | 0.07 |
| CARMILA (CARMILA SA) | Long | Equity-common | FR | $290K | 16K | 0.04 |
| CARNIVAL PLC | Long | Equity-common | GB | $604K | 39K | 0.08 |
| CASINO GUICHARD PERRACHON ORD (CASINO GUICHARD PERRACHON SA) | Long | Equity-common | FR | $119K | 32K | 0.01 |
| CASIO COMPUTER CO LTD | Long | Equity-common | JP | $438K | 54K | 0.05 |
| CASTELLUM AB | Long | Equity-common | SE | $1M | 112K | 0.18 |
| CATENA AB | Long | Equity-common | SE | $551K | 11K | 0.07 |
| CAVENDISH HYDROGEN ASA | Long | Equity-common | NO | $16K | 9K | 0.00 |
| CAWACHI LIMITED | Long | Equity-common | JP | $65K | 4K | 0.01 |
| CBRAIN A/S | Long | Equity-common | DK | $114K | 3K | 0.01 |
| CDL HOSPIT TRUSTS (STAPLED) (CDL HOSPITALITY TRUSTS) | Long | Equity-common | SG | $166K | 230K | 0.02 |
| CECONOMY AG | Long | Equity-common | DE | $128K | 42K | 0.02 |
| CELLCOM ISRAEL LTD | Long | Equity-common | IL | $114K | 30K | 0.01 |
| CELLEBRITE DI LTD | Long | Equity-common | IL | $237K | 17K | 0.03 |
| CEMBRA MONEY BANK AG | Long | Equity-common | CH | $738K | 8K | 0.09 |
| CEMBRE SPA | Long | Equity-common | IT | $56K | 1K | 0.01 |
| CEMENTIR HOLDING NV | Long | Equity-common | NL | $151K | 13K | 0.02 |
| CENTAMIN PLC | Long | Equity-common | JE | $532K | 326K | 0.07 |
| CENTRAL ASIA METALS PLC | Long | Equity-common | GB | $123K | 48K | 0.02 |
| CENTRAL AUTOMOTIVE PRODS LTD (CENTRAL AUTOMOTIVE PRODUCTS LTD) | Long | Equity-common | JP | $103K | 3K | 0.01 |
| CENTRAL GLASS CO LTD | Long | Equity-common | JP | $144K | 6K | 0.02 |
| CENTURIA CAPITAL GROUP (STAPLED) | Long | Equity-common | AU | $207K | 186K | 0.03 |
| CENTURIA INDUSTRIAL REIT | Long | Equity-common | AU | $314K | 151K | 0.04 |
| CENTURIA METROPOLITAN REIT (CENTURIA OFFICE REIT) | Long | Equity-common | AU | $97K | 119K | 0.01 |
| CETTIRE LTD | Long | Equity-common | AU | $65K | 75K | 0.01 |
| CEWE STIFTUNG and CO KGAA | Long | Equity-common | DE | $156K | 1K | 0.02 |
| CHALLENGER LTD | Long | Equity-common | AU | $538K | 117K | 0.07 |
| CHAMPION IRON LTD | Long | Equity-common | AU | $449K | 109K | 0.06 |
| CHANGE HOLDINGS INC | Long | Equity-common | JP | $91K | 12K | 0.01 |
| CHARTER HALL GROUP STAPLED | Long | Equity-common | AU | $1M | 133K | 0.14 |
| CHARTER HALL LONG WALE REIT (STAPLED) | Long | Equity-common | AU | $428K | 184K | 0.05 |
| CHARTER HALL RETAIL REIT | Long | Equity-common | AU | $335K | 147K | 0.04 |
| CHARTER HALL SOCIAL INFRASTRUCTURE REIT | Long | Equity-common | AU | $159K | 95K | 0.02 |
| CHEMOMETEC AS | Long | Equity-common | DK | $251K | 5K | 0.03 |
| CHEMRING GROUP PLC | Long | Equity-common | GB | $408K | 77K | 0.05 |
| CHIYODA CORP | Long | Equity-common | JP | $93K | 45K | 0.01 |
| CHOFU SEISAKUSHO CO LTD | Long | Equity-common | JP | $71K | 5K | 0.01 |
| CHUDENKO CORPORATION | Long | Equity-common | JP | $172K | 7K | 0.02 |
| CHUGIN FINANCIAL GROUP INC | Long | Equity-common | JP | $476K | 42K | 0.06 |
| CHUGOKU ELECTRIC POWER (CHUGOKU ELECTRIC POWER CO INC (THE)) | Long | Equity-common | JP | $606K | 83K | 0.08 |
| CHUGOKU MARINE PAINTS LTD | Long | Equity-common | JP | $142K | 10K | 0.02 |
| CI TAKIRON CORP | Long | Equity-common | JP | $63K | 11K | 0.01 |
| CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA | Long | Equity-common | ES | $498K | 17K | 0.06 |
| CIBUS NORDIC REAL ESTATE AB | Long | Equity-common | SE | $225K | 14K | 0.03 |
| CIE AUTOMOTIVE SA | Long | Equity-common | ES | $345K | 12K | 0.04 |
| CIR SPA - COMPAGNIE INDUSTRIALI RIUNITE | Long | Equity-common | IT | $118K | 185K | 0.01 |
| CITIC TELECOM INTL HLDNGS LTD (CITIC TELECOM INTERNATIONAL HOLDINGS LTD) | Long | Equity-common | HK | $126K | 472K | 0.02 |
| CITIZEN WATCH CO LTD | Long | Equity-common | JP | $351K | 52K | 0.04 |
| CITY DEVELOPEMENT LTD (CITY DEVELOPMENTS LTD) | Long | Equity-common | SG | $560K | 141K | 0.07 |
| CITYCHAMP WATCH and JEWELLERY GROUP LTD | Long | Equity-common | KY | $46K | 370K | 0.01 |
| CITYCON OYJ | Long | Equity-common | FI | $132K | 30K | 0.02 |
| CKD CORP | Long | Equity-common | JP | $295K | 15K | 0.04 |
| CLAL INSURANCE COMPANY | Long | Equity-common | IL | $277K | 18K | 0.03 |
| CLARKSON PLC | Long | Equity-common | GB | $478K | 8K | 0.06 |
| CLAS OHLSON AB CL B | Long | Equity-common | SE | $173K | 11K | 0.02 |
| CLEANAWAY WASTE MNGMT LTD (CLEANAWAY WASTE MANAGEMENT LTD) | Long | Equity-common | AU | $1M | 596K | 0.14 |
| CLINUVEL PHARMACEUTICALS LTD | Long | Equity-common | AU | $110K | 11K | 0.01 |
| CLOETTA AB - B SHS | Long | Equity-common | SE | $112K | 52K | 0.01 |
| CLOSE BROTHERS GROUP PLC | Long | Equity-common | GB | $286K | 44K | 0.04 |
| CLS HOLDINGS PLC | Long | Equity-common | GB | $59K | 50K | 0.01 |
| CMC MARKETS PLC | Long | Equity-common | GB | $135K | 32K | 0.02 |
| COATS GROUP PLC | Long | Equity-common | GB | $518K | 450K | 0.06 |
| COCA COLA BOTTLERS JAPAN HOLDINGS INC | Long | Equity-common | JP | $571K | 38K | 0.07 |
| CODAN LTD (CODAN LTD/AUSTRALIA) | Long | Equity-common | AU | $243K | 28K | 0.03 |
| COFACE SA | Long | Equity-common | FR | $455K | 30K | 0.06 |
| COFINIMMO SA | Long | Equity-common | BE | $718K | 11K | 0.09 |
| COLLINS FOODS LTD | Long | Equity-common | AU | $187K | 31K | 0.02 |
| COLOPL INC | Long | Equity-common | JP | $67K | 17K | 0.01 |
| COLOWIDE CO LTD | Long | Equity-common | JP | $294K | 21K | 0.04 |
| COLRUYT NV NPV | Long | Equity-common | BE | $601K | 13K | 0.08 |
| COMET HOLDING AG | Long | Equity-common | CH | $841K | 2K | 0.11 |
| Comforia Residential REIT | Long | Equity-common | JP | $399K | 192 | 0.05 |
| COMFORTDELGRO CORP LTD | Long | Equity-common | SG | $638K | 609K | 0.08 |
| COMPAGNIE DES ALPES (CIE DES ALPES) | Long | Equity-common | FR | $80K | 6K | 0.01 |
| COMPUGROUP MEDICAL SE and CO KGA (COMPUGROUP MEDICAL SE and CO KGAA) | Long | Equity-common | DE | $135K | 8K | 0.02 |
| COMPUTACENTER PLC | Long | Equity-common | GB | $836K | 24K | 0.10 |
| COMSYS HOLDINGS CORP | Long | Equity-common | JP | $685K | 32K | 0.09 |
| COMTURE CORP | Long | Equity-common | JP | $86K | 7K | 0.01 |
| CONSTRUCCIONES Y AUX DE FERR | Long | Equity-common | ES | $184K | 5K | 0.02 |
| CONTACT ENERGY LIMITED | Long | Equity-common | NZ | $1M | 222K | 0.14 |
| CONVATEC GROUP PLC | Long | Equity-common | GB | $1M | 465K | 0.18 |
| CONZZETA AG | Long | Equity-common | CH | $148K | 412 | 0.02 |
| COOL COMPANY LTD | Long | Equity-common | BM | $84K | 7K | 0.01 |
| COOR SERVICE MANAGEMENT HOLDING AB | Long | Equity-common | SE | $110K | 27K | 0.01 |
| CORBION NV | Long | Equity-common | NL | $336K | 15K | 0.04 |
| COREM PROPERTY GROUP AB | Long | Equity-common | SE | $160K | 180K | 0.02 |
| CORONADO GLOBAL RESOURCES INC CDI | Long | Equity-common | US | $224K | 237K | 0.03 |
| CORPORATE TRAVEL MANAGEMENT LT (CORPORATE TRAVEL MANAGEMENT LTD) | Long | Equity-common | AU | $307K | 35K | 0.04 |
| CORTICEIRA AMORIN SA (CORTICEIRA AMORIM SA) | Long | Equity-common | PT | $113K | 11K | 0.01 |
| COSMO ENERGY HOLDINGS CO LTD | Long | Equity-common | JP | $960K | 18K | 0.12 |
| COSMO PHARMACEUTICALS NV | Long | Equity-common | NL | $209K | 2K | 0.03 |
| COSMOS PHARMACEUTICAL CORP | Long | Equity-common | JP | $510K | 6K | 0.06 |
| COVER CORP | Long | Equity-common | JP | $119K | 9K | 0.01 |
| COWELL E HOLDINGS INC | Long | Equity-common | KY | $197K | 72K | 0.02 |
| CRANEWARE PLC | Long | Equity-common | GB | $235K | 8K | 0.03 |
| CRANSWICK PLC | Long | Equity-common | GB | $931K | 15K | 0.12 |
| CRAYON GROUP HLDG AS (CRAYON GROUP HOLDING ASA) | Long | Equity-common | NO | $262K | 22K | 0.03 |
| CRE LOGISTICS REIT INC | Long | Equity-common | JP | $153K | 159 | 0.02 |
| CREADES AB-A SHRS | Long | Equity-common | SE | $105K | 14K | 0.01 |
| CREATE RESTAURANTS HLDGS INC (CREATE RESTAURANTS HOLDINGS INC) | Long | Equity-common | JP | $236K | 33K | 0.03 |
| CREATE SD HOLDINGS CO LTD | Long | Equity-common | JP | $171K | 8K | 0.02 |
| CREDIT CORP GROUP LTD | Long | Equity-common | AU | $220K | 19K | 0.03 |
| CREDIT SAISON CO LTD | Long | Equity-common | JP | $978K | 42K | 0.12 |
| CREDITO EMILIANO SPA | Long | Equity-common | IT | $262K | 24K | 0.03 |
| CREST NICHOLSON PLC (CREST NICHOLSON HOLDINGS PLC) | Long | Equity-common | GB | $235K | 69K | 0.03 |
| CROMWELL EUROPEAN REAL ESTATE INVESTMENT TRUST | Long | Equity-common | SG | $132K | 87K | 0.02 |
| CROMWELL PPTY GROUP(STAPLED) (CROMWELL PROPERTY GROUP) | Long | Equity-common | AU | $109K | 403K | 0.01 |
| CTT CORREIOS DE PORTUGAL SA | Long | Equity-common | PT | $111K | 25K | 0.01 |
| CUREVAC NV | Long | Equity-common | NL | $109K | 30K | 0.01 |
| CURRYS PLC | Long | Equity-common | GB | $267K | 255K | 0.03 |
| CURVES HOLDINGS CO LTD | Long | Equity-common | JP | $86K | 16K | 0.01 |
| CUSTODIAN PROPERTY INCOME REIT PLC | Long | Equity-common | GB | $117K | 118K | 0.01 |
| CVS GROUP PLC | Long | Equity-common | GB | $304K | 21K | 0.04 |
| CYBER AGENT INC (CYBERAGENT INC) | Long | Equity-common | JP | $793K | 123K | 0.10 |
| CYBOZU INC | Long | Equity-common | JP | $80K | 7K | 0.01 |
| D AMICO INTL SHIPPING SA (D'AMICO INTL SHIPPING SA) | Long | Equity-common | LU | $94K | 12K | 0.01 |
| D/S NORDEN A/S (DAMPSKIBSSELSKABET NORDEN A/S) | Long | Equity-common | DK | $276K | 6K | 0.03 |
| DAETWYLER HOLDINGS (DAETWYLER HOLDINGS AG) | Long | Equity-common | CH | $450K | 2K | 0.06 |
| DAH SING BANKING GROUP LIMITED | Long | Equity-common | HK | $95K | 120K | 0.01 |
| DAH SING FINANCIAL HOLDINGS (DAH SING FINANCIAL HOLDINGS LTD) | Long | Equity-common | HK | $140K | 54K | 0.02 |
| DAI-DAN CO (DAI-DAN CO LTD) | Long | Equity-common | JP | $201K | 10K | 0.03 |
| DAICEL CORP | Long | Equity-common | JP | $640K | 65K | 0.08 |
| DAIDO STEEL CO (DAIDO STEEL CO LTD) | Long | Equity-common | JP | $339K | 34K | 0.04 |
| DAIEI KANKYO CO LTD | Long | Equity-common | JP | $224K | 12K | 0.03 |
| DAIHEN CORP | Long | Equity-common | JP | $258K | 5K | 0.03 |
| DAIICHIKOSHO CO LTD | Long | Equity-common | JP | $245K | 20K | 0.03 |
| DAIKI ALUMINUM INDUSTRY CO LTD (DAIKI ALUMINIUM INDUSTRY CO LTD) | Long | Equity-common | JP | $63K | 8K | 0.01 |
| DAIKOKUTENBUSSAN CO LTD | Long | Equity-common | JP | $107K | 2K | 0.01 |
| DAIO PAPER CORP (DAIO PAPER CORPORATION) | Long | Equity-common | JP | $143K | 24K | 0.02 |
| DAISEKI CO LTD | Long | Equity-common | JP | $301K | 12K | 0.04 |
| DAISHI HOKUETSU FINANCIAL GROUP INC | Long | Equity-common | JP | $391K | 10K | 0.05 |
| DAIWA HOUSE REIT INVESTMENT CO | Long | Equity-common | JP | $1M | 657 | 0.13 |
| DAIWA INDUSTRIES LTD | Long | Equity-common | JP | $85K | 8K | 0.01 |
| DAIWA OFFICE INVESTMENT CORP | Long | Equity-common | JP | $321K | 164 | 0.04 |
| DAIWA SECURITIES LIVING INVESTMENT CORPORATION | Long | Equity-common | JP | $391K | 575 | 0.05 |
| DAIWABO HOLDINGS CO LTD | Long | Equity-common | JP | $447K | 24K | 0.06 |
| DALATA HOTEL GROUP PLC | Long | Equity-common | IE | $266K | 60K | 0.03 |
| DANEL ADIR YEOSHUA LTD | Long | Equity-common | IL | $114K | 1K | 0.01 |
| DANIELI and C SP N/C RISP VR PFD (DANIELI and C OFFICINE MECCANICHE SPA) | Long | Equity-preferred | IT | $310K | 11K | 0.04 |
| DANIELI SPA (DANIELI and C OFFICINE MECCANICHE SPA) | Long | Equity-common | IT | $114K | 3K | 0.01 |
| DANYA CEBUS LTD | Long | Equity-common | IL | $48K | 2K | 0.01 |
| DARKTRACE PLC | Long | Equity-common | GB | $905K | 119K | 0.11 |
| DATA3 LIMITED | Long | Equity-common | AU | $228K | 40K | 0.03 |
| DATAGROUP AG | Long | Equity-common | DE | $53K | 1K | 0.01 |
| DCM HOLDINGS CO LTD | Long | Equity-common | JP | $312K | 32K | 0.04 |
| DE GREY MINING LTD | Long | Equity-common | AU | $431K | 540K | 0.05 |
| DE LONGHI SPA | Long | Equity-common | IT | $680K | 22K | 0.09 |
| DEEP YELLOW LTD | Long | Equity-common | AU | $204K | 242K | 0.03 |
| DELEK AUTOMOTIVE SYSTEMS LTD | Long | Equity-common | IL | $75K | 14K | 0.01 |
| DELEK GROUP LTD | Long | Equity-common | IL | $278K | 3K | 0.03 |
| DELIVEROO HOLDINGS PLC CL A (DELIVEROO PLC) | Long | Equity-common | GB | $512K | 302K | 0.06 |
| DELTA GALIL INDS LTD (DELTA GALIL INDUSTRIES LTD) | Long | Equity-common | IL | $130K | 3K | 0.02 |
| DEME GROUP NV | Long | Equity-common | BE | $385K | 2K | 0.05 |
| DENA CO LTD | Long | Equity-common | JP | $221K | 21K | 0.03 |
| DENKA CO LTD | Long | Equity-common | JP | $325K | 22K | 0.04 |
| DENTSU SOKEN INC | Long | Equity-common | JP | $281K | 7K | 0.04 |
| DERICHEBOURG (DERICHEBOURG SA) | Long | Equity-common | FR | $146K | 28K | 0.02 |
| DERMAPHARM HOLDING SE | Long | Equity-common | DE | $210K | 5K | 0.03 |
| DERWENT LONDON PLC | Long | Equity-common | GB | $806K | 27K | 0.10 |
| DESCENTE LTD | Long | Equity-common | JP | $258K | 10K | 0.03 |
| DETERRA ROYALTIES LTD | Long | Equity-common | AU | $310K | 119K | 0.04 |
| DEUTSCHE PFANDBRIEFBANK AG | Long | Equity-common | DE | $220K | 39K | 0.03 |
| DEUTZ AG | Long | Equity-common | DE | $193K | 34K | 0.02 |
| DEXERIALS CORP | Long | Equity-common | JP | $753K | 15K | 0.09 |
| DEXUS INDUSTRIA REIT | Long | Equity-common | AU | $117K | 62K | 0.01 |
| DFDS AS | Long | Equity-common | DK | $256K | 9K | 0.03 |
| DIC CORP | Long | Equity-common | JP | $446K | 22K | 0.06 |
| DICKER DATA LTD | Long | Equity-common | AU | $171K | 26K | 0.02 |
| DIGITAL ARTS INC | Long | Equity-common | JP | $95K | 3K | 0.01 |
| DIGITAL CORE REIT (DIGITAL CORE REIT MANAGEMENT PTE LTD) | Long | Equity-common | SG | $147K | 258K | 0.02 |
| DIGITAL GARAGE INC | Long | Equity-common | JP | $161K | 9K | 0.02 |
| DIGITAL VALUE SPA | Long | Equity-common | IT | $46K | 780 | 0.01 |
| DIOS FASTIGHETER AB | Long | Equity-common | SE | $229K | 29K | 0.03 |
| DIP CORPORATION | Long | Equity-common | JP | $216K | 11K | 0.03 |
| DIPLOMA PLC | Long | Equity-common | GB | $2M | 38K | 0.27 |
| DIRECT LINE INSURANCE GRP PLC (DIRECT LINE INSURANCE GROUP PL C) | Long | Equity-common | GB | $904K | 373K | 0.11 |
| DISCOVERIE GROUP PLC | Long | Equity-common | GB | $240K | 28K | 0.03 |
| DISTRIBUIDORA INTL ALI(DIA) SA (DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION SA) | Long | Equity-common | ES | $55K | 4M | 0.01 |
| DIVERSIFIED ENERGY COMPANY PLC (DIVERSIFIED ENERGY CO PLC) | Long | Equity-common | GB | $229K | 14K | 0.03 |
| DKSH HOLDING AG | Long | Equity-common | CH | $789K | 10K | 0.10 |
| DMG MORI CO LTD | Long | Equity-common | JP | $879K | 34K | 0.11 |
| DNO ASA CL A | Long | Equity-common | NO | $142K | 139K | 0.02 |
| DO and CO AG | Long | Equity-common | AT | $364K | 2K | 0.05 |
| DOCMORRIS AG | Long | Equity-common | CH | $167K | 3K | 0.02 |
| DOF GROUP ASA | Long | Equity-common | NO | $412K | 40K | 0.05 |
| DOMAIN HOLDINGS AUSTRALIA LTD | Long | Equity-common | AU | $150K | 71K | 0.02 |
| DOMETIC GROUP AB | Long | Equity-common | SE | $595K | 87K | 0.07 |
| DOMINOS PIZZA ENTERPRISES LTD | Long | Equity-common | AU | $411K | 19K | 0.05 |
| DOMINOS PIZZA GROUP PLC | Long | Equity-common | GB | $430K | 103K | 0.05 |
| DORMAKABA HOLDING AG NAMEN-AKT (DORMAKABA HOLDINGS AG) | Long | Equity-common | CH | $538K | 887 | 0.07 |
| DOSHISHA CO LTD | Long | Equity-common | JP | $107K | 7K | 0.01 |
| DOTTIKON ES HOLDING AG | Long | Equity-common | CH | $282K | 983 | 0.04 |
| DOUTOR NICHIRES HLDGS CO LTD (DOUTOR NICHIRES HOLDINGS CO LTD) | Long | Equity-common | JP | $128K | 8K | 0.02 |
| DOWA HOLDINGS CO LTD | Long | Equity-common | JP | $543K | 15K | 0.07 |
| DOWLAIS GROUP PLC | Long | Equity-common | GB | $328K | 399K | 0.04 |
| DOWNER EDI LTD | Long | Equity-common | AU | $617K | 189K | 0.08 |
| DR. MARTENS LTD | Long | Equity-common | GB | $149K | 163K | 0.02 |
| DRAEGERWERK AG and CO KGAA PREF | Long | Equity-preferred | DE | $126K | 2K | 0.02 |
| DRAX GROUP PLC | Long | Equity-common | GB | $917K | 110K | 0.11 |
| DS SMITH PLC | Long | Equity-common | GB | $2M | 391K | 0.29 |
| DTS CORP | Long | Equity-common | JP | $324K | 11K | 0.04 |
| DUERR AG | Long | Equity-common | DE | $328K | 15K | 0.04 |
| DUNELM GROUP PLC | Long | Equity-common | GB | $549K | 35K | 0.07 |
| DUSKIN CO LTD | Long | Equity-common | JP | $295K | 11K | 0.04 |
| DYDO GROUP HOLDINGS INC | Long | Equity-common | JP | $93K | 5K | 0.01 |
| E-COMMODITIES HOLDINGS LTD | Long | Equity-common | VG | $69K | 342K | 0.01 |
| EAGERS AUTOMOTIVE LTD | Long | Equity-common | AU | $302K | 43K | 0.04 |
| EAGLE INDUSTRY CO LTD | Long | Equity-common | JP | $80K | 6K | 0.01 |
| EARTH CORP | Long | Equity-common | JP | $144K | 4K | 0.02 |
| EASYJET PLC | Long | Equity-common | GB | $501K | 87K | 0.06 |
| EBARA CORP | Long | Equity-common | JP | $2M | 130K | 0.23 |
| EBOS GROUP LTD | Long | Equity-common | NZ | $932K | 44K | 0.12 |
| ECKERT and ZIEGLER SE | Long | Equity-common | DE | $201K | 4K | 0.03 |
| EDION CORPORATION | Long | Equity-common | JP | $222K | 19K | 0.03 |
| EDREAMS ODIGEO (EDREAMS ODIGEO SA) | Long | Equity-common | ES | $189K | 26K | 0.02 |
| EFG INTERNATIONAL AG | Long | Equity-common | CH | $379K | 26K | 0.05 |
| EGUARANTEE INC | Long | Equity-common | JP | $99K | 10K | 0.01 |
| EIKEN CHEMICAL CO LTD | Long | Equity-common | JP | $129K | 8K | 0.02 |
| EINHELL GERMANY VAR PFD (EINHELL GERMANY AG) | Long | Equity-preferred | DE | $92K | 480 | 0.01 |
| Eizo Corp | Long | Equity-common | JP | $130K | 4K | 0.02 |
| EL EN SPA | Long | Equity-common | IT | $130K | 12K | 0.02 |
| ELCO LTD | Long | Equity-common | IL | $82K | 3K | 0.01 |
| ELDERS LTD | Long | Equity-common | AU | $275K | 44K | 0.03 |
| ELECOM CO LTD | Long | Equity-common | JP | $129K | 12K | 0.02 |
| ELECTRA CONSUMER PRODUCTS 1970 LTD | Long | Equity-common | IL | $68K | 4K | 0.01 |
| ELECTRA ISRAEL LTD | Long | Equity-common | IL | $225K | 614 | 0.03 |
| ELECTRA REAL ESTATE LTD | Long | Equity-common | IL | $82K | 8K | 0.01 |
| ELECTRIC POWER DEVELOP CO LTD | Long | Equity-common | JP | $688K | 42K | 0.09 |
| ELECTROLUX AB SER B | Long | Equity-common | SE | $565K | 64K | 0.07 |
| ELECTROLUX PROFESSIONAL AB | Long | Equity-common | SE | $427K | 68K | 0.05 |
| ELEKTA AB SER B | Long | Equity-common | SE | $660K | 105K | 0.08 |
| ELEMENTIS PLC | Long | Equity-common | GB | $338K | 165K | 0.04 |
| ELIOR GROUP (ELIOR GROUP SA) | Long | Equity-common | FR | $113K | 33K | 0.01 |
| ELIS SA | Long | Equity-common | FR | $1M | 50K | 0.14 |
| ELKEM AS | Long | Equity-common | NO | $170K | 81K | 0.02 |
| ELMOS SEMICONDUCTOR AG (ELMOS SEMICONDUCTOR SE) | Long | Equity-common | DE | $148K | 2K | 0.02 |
| ELRINGKLINGER AG | Long | Equity-common | DE | $53K | 10K | 0.01 |
| EMBRACER GROUP AB CL B | Long | Equity-common | SE | $558K | 218K | 0.07 |
| EMEIS SA | Long | Equity-common | FR | $232K | 21K | 0.03 |
| EMERALD RESOURCES NL | Long | Equity-common | AU | $362K | 149K | 0.05 |
| EMMI AG | Long | Equity-common | CH | $633K | 602 | 0.08 |
| EMPIRIC STUDENT PROPERTY PLC | Long | Equity-common | GB | $211K | 170K | 0.03 |
| EN JAPAN INC | Long | Equity-common | JP | $160K | 9K | 0.02 |
| ENAGAS SA | Long | Equity-common | ES | $1M | 67K | 0.13 |
| ENAV SPA | Long | Equity-common | IT | $332K | 78K | 0.04 |
| ENCAVIS AG | Long | Equity-common | DE | $644K | 34K | 0.08 |
| ENCE ENERGIA Y CELULOSA SA | Long | Equity-common | ES | $135K | 38K | 0.02 |
| ENERGEAN PLC | Long | Equity-common | GB | $571K | 44K | 0.07 |
| ENERGIEKONTOR AG | Long | Equity-common | DE | $139K | 2K | 0.02 |
| ENERGIX-RENEWABLE ENERGIES LTD | Long | Equity-common | IL | $264K | 77K | 0.03 |
| ENGCON AB-CL B | Long | Equity-common | SE | $112K | 11K | 0.01 |
| ENLIGHT RENEWABLE ENERGY LTD | Long | Equity-common | IL | $514K | 34K | 0.06 |
| ENPLAS CORP | Long | Equity-common | JP | $87K | 2K | 0.01 |
| ENTRA ASA | Long | Equity-common | NO | $238K | 21K | 0.03 |
| EQUASENS | Long | Equity-common | FR | $84K | 2K | 0.01 |
| EQUITAL LTD | Long | Equity-common | IL | $198K | 7K | 0.02 |
| ERAMET SA | Long | Equity-common | FR | $206K | 2K | 0.03 |
| ERG SPA | Long | Equity-common | IT | $401K | 15K | 0.05 |
| ES CON JAPAN LTD | Long | Equity-common | JP | $77K | 11K | 0.01 |
| ESKER SA | Long | Equity-common | FR | $335K | 2K | 0.04 |
| ESR GROUP LTD | Long | Equity-common | KY | $638K | 421K | 0.08 |
| ESR-LOGOS REIT | Long | Equity-common | SG | $407K | 2M | 0.05 |
| ESSENTRA PLC | Long | Equity-common | GB | $183K | 83K | 0.02 |
| ESSO FRANCAIS ESSO STE ANONYME FRANCAIS | Long | Equity-common | FR | $114K | 724 | 0.01 |
| ETABLISSEMENTS MAUREL ET PROM (ETABLISSEMENTS MAUREL ET PROM SA) | Long | Equity-common | FR | $105K | 17K | 0.01 |
| EUGLENA CO LTD | Long | Equity-common | JP | $113K | 31K | 0.01 |
| EUROCOMMERCIAL PROPERTIES NV | Long | Equity-common | NL | $304K | 12K | 0.04 |
| EUROPRIS ASA | Long | Equity-common | NO | $267K | 45K | 0.03 |
| EUTELSAT COMMUNICATIONS | Long | Equity-common | FR | $181K | 35K | 0.02 |
| EVN AG (EVN AG (ENERGIE-VERSORGUNG NIEDEROSTERREICH)) | Long | Equity-common | AT | $330K | 10K | 0.04 |
| EVOKE PLC (888 HOLDINGS PLC) | Long | Equity-common | GI | $78K | 103K | 0.01 |
| EVOLUTION MINING LTD | Long | Equity-common | AU | $1M | 559K | 0.18 |
| EVOTEC SE | Long | Equity-common | DE | $385K | 41K | 0.05 |
| EVT LTD | Long | Equity-common | AU | $191K | 25K | 0.02 |
| EXCLUSIVE NETWORKS SAS | Long | Equity-common | FR | $98K | 4K | 0.01 |
| EXEDY CORPORATION | Long | Equity-common | JP | $248K | 12K | 0.03 |
| EXEO GROUP INC | Long | Equity-common | JP | $562K | 51K | 0.07 |
| EZAKI GLICKO CO LTD (EZAKI GLICO CO LTD) | Long | Equity-common | JP | $415K | 14K | 0.05 |
| FABEGE AB (FABEGE AB (NEW)) | Long | Equity-common | SE | $557K | 66K | 0.07 |
| FAES FARMA SA | Long | Equity-common | ES | $322K | 84K | 0.04 |
| FAGRON | Long | Equity-common | BE | $381K | 19K | 0.05 |
| FANCL CORP (FANCL CORPORATION) | Long | Equity-common | JP | $471K | 24K | 0.06 |
| FAR EAST HOSP TRUST(STAPLED) (FAR EAST HOSPITALITY TRUST) | Long | Equity-common | SG | $133K | 284K | 0.02 |
| FASTNED BV | Long | Equity-common | NL | $42K | 2K | 0.01 |
| FATTAL HOLDINGS 1998 LTD | Long | Equity-common | IL | $226K | 2K | 0.03 |
| FCC CO LTD | Long | Equity-common | JP | $151K | 10K | 0.02 |
| FD TECHNOLOGIES PLC | Long | Equity-common | GB | $134K | 7K | 0.02 |
| FDM GROUP PLC (FDM GROUP HOLDINGS PLC) | Long | Equity-common | GB | $150K | 27K | 0.02 |
| FERRETTI SPA | Long | Equity-common | IT | $131K | 43K | 0.02 |
| FERROTEC HOLDINGS CORP | Long | Equity-common | JP | $211K | 13K | 0.03 |
| FEVERTREE DRINKS PLC | Long | Equity-common | GB | $357K | 30K | 0.04 |
| FIBI HLDGS LTD (FIBI HOLDINGS LTD) | Long | Equity-common | IL | $204K | 5K | 0.03 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $9M | 9M | 1.11 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $37M | 37M | 4.65 |
| FIELMANN AG | Long | Equity-common | DE | $321K | 7K | 0.04 |
| FILA SPA | Long | Equity-common | IT | $86K | 9K | 0.01 |
| FINANCIAL PARTNERS GROUP CO LTD | Long | Equity-common | JP | $307K | 18K | 0.04 |
| FINCANTIERI SPA (FINCANTIERI CANTIERI NAVALI ITALIANI SPA) | Long | Equity-common | IT | $86K | 15K | 0.01 |
| FINNAIR OY | Long | Equity-common | FI | $74K | 29K | 0.01 |
| FIREFINCH LTD DUMMY | Long | Equity-common | AU | $2.13 | 326K | 0.00 |
| FIRST INTL BK OF ISRAEL LTD (FIRST INTERNATIONAL BANK OF ISRAEL LTD) | Long | Equity-common | IL | $634K | 16K | 0.08 |
| FIRST PACIFIC CO LTD | Long | Equity-common | BM | $293K | 658K | 0.04 |
| FIRST RESOURCES LTD | Long | Equity-common | SG | $172K | 155K | 0.02 |
| FIRSTGROUP PLC | Long | Equity-common | GB | $405K | 180K | 0.05 |
| FISCHER (GEORG) AG (REG) | Long | Equity-common | CH | $2M | 22K | 0.20 |
| FIVERR INTERNATIONAL LTD | Long | Equity-common | IL | $242K | 9K | 0.03 |
| FLATEX AG | Long | Equity-common | DE | $313K | 22K | 0.04 |
| FLEETPARTNERS GROUP LTD | Long | Equity-common | AU | $153K | 69K | 0.02 |
| FLETCHER BUILDING LTD | Long | Equity-common | NZ | $410K | 221K | 0.05 |
| FLEX LNG LTD | Long | Equity-common | BM | $245K | 9K | 0.03 |
| FLIGHT CENTRE TRVL GRP LTD (FLIGHT CENTRE TRAVEL GROUP LTD) | Long | Equity-common | AU | $768K | 53K | 0.10 |
| FLOW TRADERS LTD | Long | Equity-common | BM | $161K | 10K | 0.02 |
| FLSMIDTH and CO A/S | Long | Equity-common | DK | $627K | 12K | 0.08 |
| FLUGHAFEN ZURICH AG KLOTEN | Long | Equity-common | CH | $1M | 6K | 0.16 |
| FLUIDRA SA | Long | Equity-common | ES | $609K | 27K | 0.08 |
| FNAC DARTY SA | Long | Equity-common | FR | $99K | 3K | 0.01 |
| FOOD and LIFE COMPANIES LTD | Long | Equity-common | JP | $554K | 32K | 0.07 |
| FORBO HOLDING AS (REG) (FORBO HOLDING AG) | Long | Equity-common | CH | $292K | 271 | 0.04 |
| FORMULA SYS 1985 LTD (FORMULA SYSTEMS (1985) LTD) | Long | Equity-common | IL | $224K | 3K | 0.03 |
| FORMYCON AG | Long | Equity-common | DE | $134K | 2K | 0.02 |
| FORTERRA PLC | Long | Equity-common | GB | $127K | 56K | 0.02 |
| FORTNOX AB | Long | Equity-common | SE | $856K | 139K | 0.11 |
| FORTUNE REAL ESTATE INV TRT (FORTUNE REAL ESTATE INVESTMENT TRUST) | Long | Equity-common | HK | $202K | 423K | 0.03 |
| FORVIA | Long | Equity-common | FR | $529K | 45K | 0.07 |
| FOX WIZEL LTD | Long | Equity-common | IL | $155K | 2K | 0.02 |
| FP CORP | Long | Equity-common | JP | $234K | 14K | 0.03 |
| FP PARTNER INC | Long | Equity-common | JP | $48K | 2K | 0.01 |
| FRAPORT AG FRANKFURT AIRP SAKT (FRAPORT AG FRANKFURT AIRP SVCS) | Long | Equity-common | DE | $535K | 11K | 0.07 |
| FRASERS CENTREPOINT TRUST REIT | Long | Equity-common | SG | $589K | 356K | 0.07 |
| FRASERS GROUP PLC | Long | Equity-common | GB | $364K | 32K | 0.05 |
| FRASERS HOSPITALITY TRUST STP | Long | Equity-common | SG | $66K | 212K | 0.01 |
| FRASERS LOGISTICS and COMMERCIAL TRUST | Long | Equity-common | SG | $626K | 845K | 0.08 |
| FREEE KK | Long | Equity-common | JP | $207K | 13K | 0.03 |
| FREENET AG | Long | Equity-common | DE | $925K | 33K | 0.12 |
| FRONTIER REAL ESTATE INV CORP (FRONTIER REAL ESTATE INVESTMENT CORP) | Long | Equity-common | JP | $418K | 144 | 0.05 |
| FRONTLINE PLC | Long | Equity-common | CY | $1M | 41K | 0.13 |
| FUCHS SE (GW) | Long | Equity-preferred | DE | $851K | 20K | 0.11 |
| FUGRO NV CVA | Long | Equity-common | NL | $851K | 32K | 0.11 |
| FUJI CO LTD (8278) | Long | Equity-common | JP | $111K | 8K | 0.01 |
| FUJI CORP (FUJI CORP.) | Long | Equity-common | JP | $379K | 22K | 0.05 |
| FUJI KYUKO CO LTD | Long | Equity-common | JP | $136K | 7K | 0.02 |
| FUJI MEDIA HOLDINGS INC | Long | Equity-common | JP | $172K | 14K | 0.02 |
| FUJI OIL HLDGS INC (FUJI OIL HOLDINGS INC) | Long | Equity-common | JP | $259K | 12K | 0.03 |
| FUJI SEAL INTERNATIONAL INC | Long | Equity-common | JP | $176K | 11K | 0.02 |
| FUJI SOFT INCORPORATED | Long | Equity-common | JP | $738K | 15K | 0.09 |
| FUJICCO CO LTD | Long | Equity-common | JP | $63K | 5K | 0.01 |
| FUJIKURA LTD | Long | Equity-common | JP | $1M | 72K | 0.18 |
| FUJIMI INC | Long | Equity-common | JP | $323K | 15K | 0.04 |
| FUJIMORI KOGYO CO LTD | Long | Equity-common | JP | $124K | 4K | 0.02 |
| FUJIO FOOD SYSTEM CO LTD (FUJIO FOOD GROUP INC) | Long | Equity-common | JP | $48K | 5K | 0.01 |
| FUJITEC CO LTD | Long | Equity-common | JP | $488K | 17K | 0.06 |
| FUJITSU GENERAL LTD | Long | Equity-common | JP | $224K | 17K | 0.03 |
| FUJIYA CO LTD | Long | Equity-common | JP | $53K | 3K | 0.01 |
| FUKUDA DENSHI CO (FUKUDA DENSHI CO LTD) | Long | Equity-common | JP | $199K | 4K | 0.02 |
| FUKUOKA FINANCIAL GROUP INC | Long | Equity-common | JP | $1M | 50K | 0.17 |
| FUKUOKA REIT INVESTMENT FUND | Long | Equity-common | JP | $185K | 177 | 0.02 |
| FUKUSHIMA GALILEI CO LTD | Long | Equity-common | JP | $154K | 3K | 0.02 |
| FUKUYAMA TRANSPORTING CO LTD | Long | Equity-common | JP | $160K | 6K | 0.02 |
| FUNAI SOKEN HOLDINGS INC | Long | Equity-common | JP | $156K | 11K | 0.02 |
| FURUKAWA CO LTD | Long | Equity-common | JP | $97K | 8K | 0.01 |
| FURUKAWA ELECTRIC CO LTD | Long | Equity-common | JP | $525K | 19K | 0.07 |
| FURUYA METAL CO LTD | Long | Equity-common | JP | $138K | 5K | 0.02 |
| FUSO CHEMICAL CO LTD | Long | Equity-common | JP | $149K | 6K | 0.02 |
| FUTURE CORP | Long | Equity-common | JP | $141K | 12K | 0.02 |
| FUTURE PLC | Long | Equity-common | GB | $428K | 30K | 0.05 |
| FUYO GENERAL LEASE CO LTD | Long | Equity-common | JP | $395K | 5K | 0.05 |
| G CITY LTD | Long | Equity-common | IL | $86K | 31K | 0.01 |
| G-7 HOLDINGS INC | Long | Equity-common | JP | $65K | 6K | 0.01 |
| G-TEKT CORP | Long | Equity-common | JP | $83K | 7K | 0.01 |
| G8 EDUCATION LTD | Long | Equity-common | AU | $173K | 203K | 0.02 |
| GALAPAGOS GENOMICS AV (GALAPAGOS NV) | Long | Equity-common | BE | $349K | 13K | 0.04 |
| GALENICA SANTE LTD (GALENICA AG) | Long | Equity-common | CH | $1M | 14K | 0.15 |
| GAMES WORKSHOP GROUP CO PLC (GAMES WORKSHOP GROUP PLC) | Long | Equity-common | GB | $1M | 9K | 0.15 |
| GAMMA COMMUNICATIONS PLC | Long | Equity-common | GB | $496K | 26K | 0.06 |
| GAZTRANSPORT ET TECHNIGA (GAZTRANSPORT ET TECHNIGAZ SA) | Long | Equity-common | FR | $1M | 10K | 0.18 |
| GB GROUP PLC | Long | Equity-common | GB | $325K | 73K | 0.04 |
| GENESIS MINERALS LTD | Long | Equity-common | AU | $389K | 284K | 0.05 |
| GENKY DRUGSTORES CO LTD | Long | Equity-common | JP | $101K | 4K | 0.01 |
| GENUIT GROUP PLC | Long | Equity-common | GB | $462K | 70K | 0.06 |
| GENUS PLC | Long | Equity-common | GB | $442K | 19K | 0.06 |
| GEO HOLDINGS CORP | Long | Equity-common | JP | $74K | 7K | 0.01 |
| GERRESHEIMER AG | Long | Equity-common | DE | $1M | 10K | 0.13 |
| GESTAMP AUTOMOCION SA | Long | Equity-common | ES | $148K | 51K | 0.02 |
| GFT TECHNOLOGIES SE | Long | Equity-common | DE | $124K | 5K | 0.02 |
| GL EVENTS | Long | Equity-common | FR | $61K | 3K | 0.01 |
| GLANBIA PLC | Long | Equity-common | IE | $1M | 56K | 0.14 |
| GLENVEAGH PROPERTIES PLC 144U | Long | Equity-common | IE | $231K | 155K | 0.03 |
| GLOBAL DOMINION ACCESS SA | Long | Equity-common | ES | $76K | 23K | 0.01 |
| GLOBAL ONE REIT (GLOBAL ONE REAL ESTATE INVESTMENT CORP) | Long | Equity-common | JP | $195K | 288 | 0.02 |
| GLORY LTD | Long | Equity-common | JP | $214K | 12K | 0.03 |
| GLP J-REIT (GLP J REIT) | Long | Equity-common | JP | $1M | 1K | 0.15 |
| GMO FINANCIAL GATE INC | Long | Equity-common | JP | $49K | 1K | 0.01 |
| GMO FINANCIAL HOLDINGS INC | Long | Equity-common | JP | $51K | 12K | 0.01 |
| GMO INTERNET GROUP INC | Long | Equity-common | JP | $314K | 19K | 0.04 |
| GMO PAYMENT GATEWAY INC | Long | Equity-common | JP | $678K | 12K | 0.08 |
| GN STORE NORDIC LTD (GN GREAT NORDIC LTD) | Long | Equity-common | DK | $1M | 39K | 0.13 |
| GNI GROUP LTD | Long | Equity-common | JP | $219K | 14K | 0.03 |
| GODO STEEL LTD | Long | Equity-common | JP | $79K | 2K | 0.01 |
| GOLD ROAD RESOURCES LTD | Long | Equity-common | AU | $336K | 303K | 0.04 |
| GOLDCREST CO LTD | Long | Equity-common | JP | $93K | 5K | 0.01 |
| GOLDEN AGRI-RESOURCES LTD | Long | Equity-common | MU | $372K | 2M | 0.05 |
| GOLDEN OCEAN GROUP LTD | Long | Equity-common | BM | $460K | 37K | 0.06 |
| GOLDWIN INC | Long | Equity-common | JP | $373K | 6K | 0.05 |
| GOODMAN PROPERTY TRUST | Long | Equity-common | NZ | $372K | 303K | 0.05 |
| GRAFTON GRP(1 ORD/1 C/17 A) (GRAFTON GROUP PLC) | Long | Equity-common | IE | $707K | 51K | 0.09 |
| GRAINCORP LIMITED CL A | Long | Equity-common | AU | $373K | 63K | 0.05 |
| GRAINGER PLC | Long | Equity-common | GB | $621K | 201K | 0.08 |
| GRAND CITY PROPERTIES SA | Long | Equity-common | LU | $241K | 20K | 0.03 |
| GRANGES AB | Long | Equity-common | SE | $346K | 28K | 0.04 |
| GREAT PORTLAND ESTATES PLC | Long | Equity-common | GB | $568K | 126K | 0.07 |
| GREATLAND GOLD PLC | Long | Equity-common | GB | $119K | 1M | 0.01 |
| GREE INC | Long | Equity-common | JP | $62K | 17K | 0.01 |
| GREENCORE GROUP PLC | Long | Equity-common | IE | $305K | 132K | 0.04 |
| GREENVOLT ENERGIAS RENOVAVEIS SA (GREENVOLT-ENERGIAS RENOVAVEIS SA) | Long | Equity-common | PT | $140K | 15K | 0.02 |
| GREGGS PLC | Long | Equity-common | GB | $1M | 29K | 0.15 |
| GRENERGY RENOVABLES (GRENERGY RENOVABLES SA) | Long | Equity-common | ES | $154K | 4K | 0.02 |
| GRENKE AG | Long | Equity-common | DE | $241K | 8K | 0.03 |
| GRIEG SEAFOOD ASA | Long | Equity-common | NO | $84K | 14K | 0.01 |
| GROWTHPOINT PROPERTIES AUS (GROWTHPOINT PROPERTIES AUSTRALIA) | Long | Equity-common | AU | $112K | 73K | 0.01 |
| GS YUASA CORP | Long | Equity-common | JP | $407K | 23K | 0.05 |
| GUNGHO ONLINE ENTERTAINMNT INC | Long | Equity-common | JP | $240K | 12K | 0.03 |
| GUNMA BANK (GUNMA BANK LTD) | Long | Equity-common | JP | $670K | 97K | 0.08 |
| GUNZE LTD | Long | Equity-common | JP | $153K | 4K | 0.02 |
| GUOTAI JUNAN INTL HLDG LTD (GUOTAI JUNAN INTERNATIONAL HOLDINGS LTD) | Long | Equity-common | HK | $75K | 873K | 0.01 |
| GVS SPA | Long | Equity-common | IT | $141K | 20K | 0.02 |
| H LUNDBECK A/S-CL A | Long | Equity-common | DK | $58K | 11K | 0.01 |
| H LUNDBECK AS-CL B (H LUNDBECK A/S) | Long | Equity-common | DK | $492K | 79K | 0.06 |
| H.U. GROUP HOLDINGS INC | Long | Equity-common | JP | $276K | 16K | 0.03 |
| H2O RETAILING CORP | Long | Equity-common | JP | $473K | 27K | 0.06 |
| HACHIJUNI BANK LTD (HACHIJUNI BK LTD) | Long | Equity-common | JP | $738K | 102K | 0.09 |
| HAFNIA LTD | Long | Equity-common | BM | $626K | 79K | 0.08 |
| HAKUHODO DY HOLDINGS INC | Long | Equity-common | JP | $503K | 61K | 0.06 |
| HAKUTO CO LTD | Long | Equity-common | JP | $98K | 3K | 0.01 |
| HALFORDS GROUP PLC | Long | Equity-common | GB | $124K | 62K | 0.02 |
| HALOWS CO LTD | Long | Equity-common | JP | $83K | 3K | 0.01 |
| HAMAKYOREX CO LTD | Long | Equity-common | JP | $137K | 4K | 0.02 |
| HAMBORNER REIT AG | Long | Equity-common | DE | $144K | 20K | 0.02 |
| HAMBURGER HAFEN UND LOG AG (HAMBURGER HAFEN UND LOGISTIK AG) | Long | Equity-common | DE | $112K | 6K | 0.01 |
| HAMMERSON PLC | Long | Equity-common | GB | $450K | 1M | 0.06 |
| HANG LUNG PROPERTIES LTD | Long | Equity-common | HK | $378K | 515K | 0.05 |
| HANKYU REIT INC (HANKYU HANSHIN REIT INC) | Long | Equity-common | JP | $157K | 177 | 0.02 |
| HANSEN TECHNOLOGIES LTD | Long | Equity-common | AU | $152K | 52K | 0.02 |
| HANWA CO LTD | Long | Equity-common | JP | $346K | 9K | 0.04 |
| HARBOUR ENERGY PLC | Long | Equity-common | GB | $663K | 164K | 0.08 |
| HAREL INSR INVST and FIN SR LTD (HAREL INSURANCE INVESTMENTS and FINANCIAL SERVICES LTD) | Long | Equity-common | IL | $268K | 30K | 0.03 |
| HARMONIC DRIVE SYSTEMS INC | Long | Equity-common | JP | $421K | 15K | 0.05 |
| HARVEY NORMAN HLDGS LTD (HARVEY NORMAN HOLDINGS LTD) | Long | Equity-common | AU | $494K | 158K | 0.06 |
| HARVIA OYJ | Long | Equity-common | FI | $193K | 4K | 0.02 |
| HASEKO CORP | Long | Equity-common | JP | $845K | 68K | 0.11 |
| HAYS PLC | Long | Equity-common | GB | $545K | 451K | 0.07 |
| HAZAMA ANDO CORP | Long | Equity-common | JP | $331K | 41K | 0.04 |
| HEALIUS LTD | Long | Equity-common | AU | $184K | 186K | 0.02 |
| HEALTH AND HAPPINESS H and H INTERNATIONAL HOLDINGS LTD | Long | Equity-common | KY | $69K | 63K | 0.01 |
| HEALTHCO REIT | Long | Equity-common | AU | $94K | 120K | 0.01 |
| HEIWA CORP | Long | Equity-common | JP | $225K | 16K | 0.03 |
| HEIWA REAL ESTATE CO LTD | Long | Equity-common | JP | $238K | 8K | 0.03 |
| HEIWA REAL ESTATE REIT INC | Long | Equity-common | JP | $255K | 291 | 0.03 |
| HEIWADO CO LTD | Long | Equity-common | JP | $134K | 8K | 0.02 |
| HELIA GROUP LTD | Long | Equity-common | AU | $217K | 83K | 0.03 |
| HELIOS TOWERS PLC | Long | Equity-common | GB | $345K | 212K | 0.04 |
| HELLOFRESH AG | Long | Equity-common | DE | $297K | 48K | 0.04 |
| HEMNET GROUP AB (HEMNET SE) | Long | Equity-common | SE | $932K | 25K | 0.12 |
| HENSOLDT AG | Long | Equity-common | DE | $670K | 18K | 0.08 |
| HERA SPA | Long | Equity-common | IT | $850K | 232K | 0.11 |
| HEXATRONIC SCANDINAVIA AB (HEXATRONIC GROUP AB) | Long | Equity-common | SE | $278K | 47K | 0.03 |
| HEXPOL AB B | Long | Equity-common | SE | $831K | 74K | 0.10 |
| HIDAY HIDAKA CORP | Long | Equity-common | JP | $130K | 7K | 0.02 |
| Hilan Ltd | Long | Equity-common | IL | $243K | 5K | 0.03 |
| HILL and SMITH PLC | Long | Equity-common | GB | $670K | 23K | 0.08 |
| HILTON FOOD GROUP LTD (HILTON FOOD GROUP PLC) | Long | Equity-common | GB | $256K | 21K | 0.03 |
| HINO MOTORS LTD | Long | Equity-common | JP | $270K | 84K | 0.03 |
| HIOKI EE CORP | Long | Equity-common | JP | $151K | 3K | 0.02 |
| HIRATA CORP | Long | Equity-common | JP | $109K | 3K | 0.01 |
| HIROGIN HOLDINGS INC | Long | Equity-common | JP | $587K | 71K | 0.07 |
| HIROSE ELECTRIC CO LTD | Long | Equity-common | JP | $1M | 8K | 0.13 |
| HIS CO LTD | Long | Equity-common | JP | $187K | 16K | 0.02 |
| HISAMITSU PHARM CO (HISAMITSU PHARMACEUTICAL CO INC) | Long | Equity-common | JP | $395K | 14K | 0.05 |
| HISCOX LTD (NE HISCOX BERMUDA) | Long | Equity-common | BM | $2M | 98K | 0.20 |
| HITACHI ZOSEN CORP | Long | Equity-common | JP | $337K | 46K | 0.04 |
| HKBN LTD | Long | Equity-common | KY | $101K | 317K | 0.01 |
| HMC CAPITAL LTD | Long | Equity-common | AU | $299K | 59K | 0.04 |
| HMS INDUSTRIAL NETWORKS AB (HMS NETWORKS AB) | Long | Equity-common | SE | $345K | 9K | 0.04 |
| HOCHSCHILD MINING PLC | Long | Equity-common | GB | $218K | 93K | 0.03 |
| HOEGH AUTOLINERS ASA | Long | Equity-common | NO | $388K | 36K | 0.05 |
| HOGY MEDICAL CO (HOGY MEDICAL CO LTD) | Long | Equity-common | JP | $165K | 6K | 0.02 |
| HOKKAIDO ELECTRIC POWER (HOKKAIDO ELECTRIC PWR CO INC) | Long | Equity-common | JP | $336K | 49K | 0.04 |
| HOKKOKU FINANCIAL HOLDINGS INC | Long | Equity-common | JP | $209K | 6K | 0.03 |
| HOKUETSU KISHU PAPER CO LTD (HOKUETSU CORP) | Long | Equity-common | JP | $211K | 27K | 0.03 |
| HOKUHOKU FINANCIAL GROUP INC | Long | Equity-common | JP | $435K | 31K | 0.05 |
| HOKURIKU ELEC PWR (HOKURIKU ELECTRIC POWER CO) | Long | Equity-common | JP | $309K | 48K | 0.04 |
| HOKUTO CORP | Long | Equity-common | JP | $73K | 6K | 0.01 |
| HOLLYWOOD BOWL GROUP PLC | Long | Equity-common | GB | $208K | 49K | 0.03 |
| HOME REIT PLC | Long | Equity-common | GB | $92K | 235K | 0.01 |
| HOMECO DAILY NEEDS REIT | Long | Equity-common | AU | $387K | 466K | 0.05 |
| HONG FOK CORP LTD | Long | Equity-common | SG | $54K | 88K | 0.01 |
| HORIBA (HORIBA LTD) | Long | Equity-common | JP | $777K | 10K | 0.10 |
| HORNBACH HOLDING AG and CO KGAA | Long | Equity-common | DE | $186K | 2K | 0.02 |
| HOSHINO RESORTS REIT INC | Long | Equity-common | JP | $284K | 82 | 0.04 |
| HOSIDEN CORP | Long | Equity-common | JP | $156K | 11K | 0.02 |
| HOUSE FOODS GROUP INC | Long | Equity-common | JP | $337K | 17K | 0.04 |
| HOWDEN JOINERY GROUP PLC | Long | Equity-common | GB | $2M | 155K | 0.24 |
| HUB24 LTD | Long | Equity-common | AU | $704K | 22K | 0.09 |
| HUBER and SUHNER AG (REG) | Long | Equity-common | CH | $355K | 4K | 0.04 |
| HUFVUDSTADEN (FASTIG) AB SER A (HUFVUDSTADEN (FASTIGHETS) AB) | Long | Equity-common | SE | $387K | 32K | 0.05 |
| HUGO BOSS AG (BOSS (HUGO) AG) | Long | Equity-common | DE | $636K | 16K | 0.08 |
| HUHTAMAKI OYJ | Long | Equity-common | FI | $1M | 27K | 0.14 |
| HULIC REIT INC | Long | Equity-common | JP | $347K | 364 | 0.04 |
| HUNTING PLC | Long | Equity-common | GB | $247K | 42K | 0.03 |
| HUTCHISON PORT HOLDINGS TRUST | Long | Equity-common | SG | $165K | 1M | 0.02 |
| HUTCHISON TELECOM HK HLDGS LTD (HUTCHISON TELECOMMUNICATIONS HONG KONG HLDGS LTD) | Long | Equity-common | KY | $53K | 408K | 0.01 |
| HYAKUGO BANK (105TH) (HYAKUGO BANK LTD (105TH BANK)) | Long | Equity-common | JP | $267K | 59K | 0.03 |
| HYPOPORT SE | Long | Equity-common | DE | $352K | 1K | 0.04 |
| HYSAN DEVELOPMENT CO LTD (HYSAN DEVELOPMENT LTD) | Long | Equity-common | HK | $237K | 173K | 0.03 |
| I'LL INC | Long | Equity-common | JP | $43K | 2K | 0.01 |
| IBSTOCK PLC | Long | Equity-common | GB | $260K | 110K | 0.03 |
| ICADE REIT | Long | Equity-common | FR | $223K | 10K | 0.03 |
| ICHIBANYA CO LTD | Long | Equity-common | JP | $143K | 20K | 0.02 |
| ICHIGO INC | Long | Equity-common | JP | $190K | 67K | 0.02 |
| ICHIGO OFFICE REIT INVMNT (ICHIGO OFFICE REIT INVESTMENT CORP) | Long | Equity-common | JP | $157K | 280 | 0.02 |
| ID LOGISTICS FRANCE (ID LOGISTICS GROUP) | Long | Equity-common | FR | $378K | 781 | 0.05 |
| IDEC CORPORATION | Long | Equity-common | JP | $172K | 8K | 0.02 |
| IDOM INC | Long | Equity-common | JP | $143K | 19K | 0.02 |
| IDP EDUCATION LTD | Long | Equity-common | AU | $728K | 74K | 0.09 |
| IFAST CORP LTD | Long | Equity-common | SG | $214K | 38K | 0.03 |
| IG GROUP HLDGS PLC (IG GROUP HOLDINGS PLC) | Long | Equity-common | GB | $1M | 105K | 0.16 |
| IGG INC | Long | Equity-common | KY | $83K | 229K | 0.01 |
| IGO LTD | Long | Equity-common | AU | $697K | 192K | 0.09 |
| IHI CORPORATION | Long | Equity-common | JP | $1M | 40K | 0.18 |
| IIDA GROUP HOLDINGS CO LTD | Long | Equity-common | JP | $664K | 44K | 0.08 |
| IINO KAIUN KAISHA (IINO KAIUN KAISHA LTD) | Long | Equity-common | JP | $172K | 20K | 0.02 |
| ILLIMITY BANK SPA | Long | Equity-common | IT | $91K | 18K | 0.01 |
| ILUKA RESOURCES LIMITED (ILUKA RESOURCES LTD) | Long | Equity-common | AU | $477K | 120K | 0.06 |
| IMDEX LIMITED | Long | Equity-common | AU | $213K | 142K | 0.03 |
| IMERYS (IMERYS SA) | Long | Equity-common | FR | $325K | 10K | 0.04 |
| IMI PLC ORD | Long | Equity-common | GB | $2M | 74K | 0.22 |
| IMMOFINANZ AG | Long | Equity-common | AT | $287K | 10K | 0.04 |
| IMMOFINANZ AG ESCROW LINE | Long | Equity-common | AT | $0.28 | 26K | 0.00 |
| IMPACT HEALTHCARE REIT PLC | Long | Equity-common | GB | $105K | 93K | 0.01 |
| IMPAX ASSET MANAGEMENT GRP PLC (IMPAX ASSET MANAGEMENT GROUP PLC) | Long | Equity-common | GB | $144K | 27K | 0.02 |
| IMPLENIA AG | Long | Equity-common | CH | $123K | 3K | 0.02 |
| INABA DENKISANGYO CO LTD (INABA DENKI SANGYO CO LTD) | Long | Equity-common | JP | $378K | 14K | 0.05 |
| INABATA and CO LTD | Long | Equity-common | JP | $282K | 13K | 0.04 |
| INCHCAPE PLC | Long | Equity-common | GB | $1M | 106K | 0.14 |
| INCITEC PIVOT LTD | Long | Equity-common | AU | $1M | 547K | 0.13 |
| IND and INFR FD INV CORP REIT (INDUSTRIAL and INFRASTRUCTURE FUND INVESTMENT CORPORATION) | Long | Equity-common | JP | $559K | 678 | 0.07 |
| INDIVIOR PLC | Long | Equity-common | GB | $452K | 33K | 0.06 |
| INDRA SISTEMAS SA | Long | Equity-common | ES | $548K | 27K | 0.07 |
| INDUSTRIE DE NORA SPA | Long | Equity-common | IT | $98K | 8K | 0.01 |
| INFICON HOLDING AG (INFICON HOLD AG) | Long | Equity-common | CH | $719K | 482 | 0.09 |
| INFOCOM CORP | Long | Equity-common | JP | $263K | 7K | 0.03 |
| INFOMART CORP | Long | Equity-common | JP | $126K | 59K | 0.02 |
| INFRATIL LTD | Long | Equity-common | NZ | $2M | 268K | 0.22 |
| INFRONEER HOLDINGS INC | Long | Equity-common | JP | $474K | 54K | 0.06 |
| INGENIA COMMUNITIES GROUP (STPLD) | Long | Equity-common | AU | $376K | 110K | 0.05 |
| INGHAMS GROUP LTD | Long | Equity-common | AU | $258K | 105K | 0.03 |
| INMOBILIARIA COLONIAL SOCIMI (INMOBILIARIA COLONIAL SOCIMI SA) | Long | Equity-common | ES | $453K | 78K | 0.06 |
| INMODE LTD | Long | Equity-common | IL | $416K | 23K | 0.05 |
| INSIGNIA FINANCIAL LTD | Long | Equity-common | AU | $272K | 150K | 0.03 |
| INSOURCE CO LTD | Long | Equity-common | JP | $84K | 14K | 0.01 |
| INSTALCO AB | Long | Equity-common | SE | $291K | 61K | 0.04 |
| INSTITUTE FOR Q-SHU PIONEERS OF SPACE INC | Long | Equity-common | JP | $34K | 3K | 0.00 |
| INTEGRAFIN HOLDINGS LTD | Long | Equity-common | GB | $423K | 85K | 0.05 |
| INTERCOS SPA | Long | Equity-common | IT | $247K | 14K | 0.03 |
| INTERMEDIATE CAPITAL GROUP PLC (INTERMEDIATE CAPITL GROUP PLC) | Long | Equity-common | GB | $2M | 83K | 0.29 |
| INTERNATIONAL DISTRIBUTIONS SERVICES PLC | Long | Equity-common | GB | $848K | 191K | 0.11 |
| INTERNATIONAL WORKPLACE GROUP | Long | Equity-common | JE | $479K | 215K | 0.06 |
| INTERNET INITIATIVE JP INC (INTERNET INITIATIVE JAPAN INC) | Long | Equity-common | JP | $534K | 32K | 0.07 |
| INTERPARFUMS SA (INTER PARFUMS SA) | Long | Equity-common | FR | $327K | 6K | 0.04 |
| INTERPUMP GROUP SPA | Long | Equity-common | IT | $943K | 22K | 0.12 |
| INTERROLL HLDG AG (REG) (INTERROLL HOLDING AG) | Long | Equity-common | CH | $621K | 192 | 0.08 |
| INTERSHOP HLD (BR) (INTERSHOP HOLDING AG) | Long | Equity-common | CH | $198K | 1K | 0.02 |
| INVESTEC PLC | Long | Equity-common | GB | $1M | 183K | 0.18 |
| INVINCIBLE INVESTMENT CORP | Long | Equity-common | JP | $826K | 2K | 0.10 |
| INVISIO AB | Long | Equity-common | SE | $237K | 10K | 0.03 |
| INWIDO AB | Long | Equity-common | SE | $244K | 15K | 0.03 |
| IONOS SE | Long | Equity-common | DE | $161K | 6K | 0.02 |
| IP GROUP PLC | Long | Equity-common | GB | $162K | 301K | 0.02 |
| IPH LTD | Long | Equity-common | AU | $251K | 63K | 0.03 |
| IPSOS SA | Long | Equity-common | FR | $677K | 11K | 0.08 |
| IREN SPA | Long | Equity-common | IT | $342K | 168K | 0.04 |
| IRESS LTD | Long | Equity-common | AU | $364K | 52K | 0.05 |
| IRISH RESIDENTIAL PROPERTIES REIT PLC | Long | Equity-common | IE | $133K | 134K | 0.02 |
| IRISO ELECTRONICS CO LTD | Long | Equity-common | JP | $112K | 6K | 0.01 |
| ISE CHEMICAL CORP | Long | Equity-common | JP | $69K | 500 | 0.01 |
| ISETAN MITSUKOSHI HOLDINGS LTD | Long | Equity-common | JP | $2M | 96K | 0.24 |
| ISPACE INC/JAPAN | Long | Equity-common | JP | $55K | 14K | 0.01 |
| ISRACARD LTD | Long | Equity-common | IL | $186K | 54K | 0.02 |
| ISRAEL CANADA T.R LTD | Long | Equity-common | IL | $167K | 47K | 0.02 |
| ISRAEL CORPORATION (SHK1)SER A | Long | Equity-common | IL | $225K | 1K | 0.03 |
| ISRAEL PHOENIX ASSURANCE CO | Long | Equity-common | IL | $490K | 51K | 0.06 |
| ISRAS HOLDINGS LTD | Long | Equity-common | IL | $83K | 1K | 0.01 |
| ISRAS INVESTMENT CO LTD | Long | Equity-common | IL | $79K | 436 | 0.01 |
| ISS HOLDINGS A/S (ISS A / S) | Long | Equity-common | DK | $821K | 45K | 0.10 |
| ITALGAS SPA | Long | Equity-common | IT | $747K | 140K | 0.09 |
| ITM POWER PLC | Long | Equity-common | GB | $93K | 139K | 0.01 |
| ITO EN LTD | Long | Equity-common | JP | $361K | 15K | 0.05 |
| ITOCHU ENEX CO LTD | Long | Equity-common | JP | $171K | 15K | 0.02 |
| ITOCHU SHOKUHIN CO LTD | Long | Equity-common | JP | $70K | 2K | 0.01 |
| ITOHAM YONEKYU HOLDINGS INC | Long | Equity-common | JP | $215K | 7K | 0.03 |
| ITOKI CORP | Long | Equity-common | JP | $108K | 11K | 0.01 |
| ITURAN LOC AND CON LTD (ITURAN LOCATION and CONTROL LTD) | Long | Equity-common | IL | $118K | 4K | 0.01 |
| ITV PLC | Long | Equity-common | GB | $1M | 1M | 0.13 |
| IVECO GROUP NV | Long | Equity-common | NL | $516K | 50K | 0.06 |
| IWATANI CORP | Long | Equity-common | JP | $800K | 13K | 0.10 |
| IYOGIN HOLDINGS INC | Long | Equity-common | JP | $680K | 67K | 0.09 |
| IZUMI CO. LTD (IZUMI CO LTD) | Long | Equity-common | JP | $223K | 9K | 0.03 |
| J FRONT RETAILING CO LTD | Long | Equity-common | JP | $842K | 70K | 0.11 |
| J TRUST CO LTD | Long | Equity-common | JP | $54K | 20K | 0.01 |
| J-OIL MILLS INC | Long | Equity-common | JP | $73K | 5K | 0.01 |
| JAC RECRUITMENT CO LTD | Long | Equity-common | JP | $93K | 19K | 0.01 |
| JACCS CO LTD | Long | Equity-common | JP | $193K | 6K | 0.02 |
| JAFCO GROUP CO LTD | Long | Equity-common | JP | $181K | 14K | 0.02 |
| JAPAN AIRPORT TERMINAL CO LTD | Long | Equity-common | JP | $683K | 19K | 0.09 |
| JAPAN AVIATN ELECTRONICS IND (JAPAN AVIATION ELECTRONICS INDUSTRY LTD) | Long | Equity-common | JP | $221K | 13K | 0.03 |
| JAPAN ELEVATOR SERVICE HOLDINGS CO LTD | Long | Equity-common | JP | $380K | 21K | 0.05 |
| JAPAN EXCELLENT INC REIT | Long | Equity-common | JP | $272K | 341 | 0.03 |
| JAPAN HOTEL REIT INVESTMENT CORP | Long | Equity-common | JP | $676K | 1K | 0.08 |
| JAPAN LIFELINE CO LTD | Long | Equity-common | JP | $116K | 15K | 0.01 |
| JAPAN LOGISTICS FUND INC | Long | Equity-common | JP | $426K | 249 | 0.05 |
| JAPAN MATERIAL CO LTD | Long | Equity-common | JP | $239K | 18K | 0.03 |
| JAPAN METROPOLITAN FUND INVEST | Long | Equity-common | JP | $1M | 2K | 0.15 |
| JAPAN PETROLEUM EXPLRN CO LTD (JAPAN PETROLEUM EXPLORATION CO LTD) | Long | Equity-common | JP | $384K | 9K | 0.05 |
| JAPAN PRIME REALTY INVT CORP (JAPAN PRIME REALTY INVESTMENT CORP) | Long | Equity-common | JP | $521K | 239 | 0.07 |
| JAPAN PULP and PAPER CO LTD | Long | Equity-common | JP | $110K | 3K | 0.01 |
| JAPAN SECURITIES FIN CO LTD (JAPAN SECURITIES FINANCE CO LTD) | Long | Equity-common | JP | $257K | 22K | 0.03 |
| JAPAN STEEL WORKS LTD | Long | Equity-common | JP | $512K | 18K | 0.06 |
| JAPAN WOOL TEXTILE CO LTD (JAPAN WOOL TEXTILE CO LTD/THE) | Long | Equity-common | JP | $115K | 13K | 0.01 |
| JB HI-FI LTD | Long | Equity-common | AU | $1M | 31K | 0.18 |
| JCDECAUX SE | Long | Equity-common | FR | $382K | 18K | 0.05 |
| JCR PHARMACEUTICALS CO LTD | Long | Equity-common | JP | $79K | 20K | 0.01 |
| JCU CORP | Long | Equity-common | JP | $151K | 6K | 0.02 |
| JENOPTIK AG | Long | Equity-common | DE | $421K | 15K | 0.05 |
| JEOL LTD | Long | Equity-common | JP | $509K | 13K | 0.06 |
| JET2 PLC | Long | Equity-common | GB | $894K | 49K | 0.11 |
| JGC HOLDINGS CORP | Long | Equity-common | JP | $534K | 63K | 0.07 |
| JINS HOLDINGS INC | Long | Equity-common | JP | $104K | 3K | 0.01 |
| JM AB | Long | Equity-common | SE | $341K | 18K | 0.04 |
| JMDC INC | Long | Equity-common | JP | $150K | 7K | 0.02 |
| JOHN WOOD GROUP PLC (WOOD (JOHN) GROUP PLC) | Long | Equity-common | GB | $492K | 188K | 0.06 |
| JOHNS LYNG GROUP LTD | Long | Equity-common | AU | $227K | 58K | 0.03 |
| JOHNSON ELECTRIC HLDGS LTD (JOHNSON ELECTRIC HOLDINGS LTD) | Long | Equity-common | BM | $147K | 107K | 0.02 |
| JOHNSON MATTHEY PLC | Long | Equity-common | GB | $1M | 52K | 0.14 |
| JOHNSON SERVICE GROUP PLC | Long | Equity-common | GB | $243K | 116K | 0.03 |
| JOSHIN DENKI CO LTD | Long | Equity-common | JP | $89K | 5K | 0.01 |
| JOST WERKE SE | Long | Equity-common | DE | $153K | 3K | 0.02 |
| JOYFUL HONDA CO LTD | Long | Equity-common | JP | $211K | 15K | 0.03 |
| JS GLOBAL LIFESTYLE CO LTD | Long | Equity-common | KY | $76K | 382K | 0.01 |
| JTC PLC | Long | Equity-common | JE | $601K | 44K | 0.08 |
| JTEKT CORPORATION | Long | Equity-common | JP | $425K | 59K | 0.05 |
| JTOWER INC | Long | Equity-common | JP | $44K | 4K | 0.01 |
| JUDGES SCIENTIFIC PLC | Long | Equity-common | GB | $213K | 2K | 0.03 |
| JUDO CAPITAL HOLDINGS LTD | Long | Equity-common | AU | $185K | 203K | 0.02 |
| JUMBO INTERACTIVE LTD | Long | Equity-common | AU | $161K | 15K | 0.02 |
| JUNGHEINRICH AG NON-VTG PFD | Long | Equity-preferred | DE | $434K | 14K | 0.05 |
| JUPITER FUND MANAGEMENT PLC | Long | Equity-common | GB | $144K | 128K | 0.02 |
| JUROKU FINANCIAL GROUP INC | Long | Equity-common | JP | $260K | 8K | 0.03 |
| JUST EAT TAKEAWAY (JUST EAT TAKEAWAY.COM NV) | Long | Equity-common | NL | $683K | 54K | 0.09 |
| JUST GROUP PLC | Long | Equity-common | GB | $462K | 297K | 0.06 |
| JUSTSYSTEMS CORP | Long | Equity-common | JP | $196K | 9K | 0.02 |
| JUVENTUS FOOTBALL CLUB SPA | Long | Equity-common | IT | $118K | 46K | 0.01 |
| JVCKENWOOD CORP | Long | Equity-common | JP | $258K | 42K | 0.03 |
| JYSKE BANK AS (REG) | Long | Equity-common | DK | $1M | 14K | 0.14 |
| K and O ENERGY GROUP INC | Long | Equity-common | JP | $82K | 4K | 0.01 |
| K+S AG | Long | Equity-common | DE | $651K | 50K | 0.08 |
| KADOKAWA CORP | Long | Equity-common | JP | $452K | 24K | 0.06 |
| KAGA ELECTRONICS CO. LTD | Long | Equity-common | JP | $208K | 6K | 0.03 |
| KAGOME CO LTD | Long | Equity-common | JP | $506K | 22K | 0.06 |
| KAINOS GROUP PLC | Long | Equity-common | GB | $356K | 25K | 0.04 |
| KAKAKU.COM INC | Long | Equity-common | JP | $513K | 37K | 0.06 |
| KAKEN PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $226K | 8K | 0.03 |
| KALMAR OYJ - CLS B | Long | Equity-common | FI | $325K | 11K | 0.04 |
| KAMEDA SEIKA CO. LTD | Long | Equity-common | JP | $108K | 4K | 0.01 |
| KAMIGUMI CO LTD | Long | Equity-common | JP | $544K | 24K | 0.07 |
| KANAMOTO CO LTD | Long | Equity-common | JP | $154K | 8K | 0.02 |
| KANDENKO CO LTD | Long | Equity-common | JP | $445K | 32K | 0.06 |
| KANEKA CORP | Long | Equity-common | JP | $345K | 12K | 0.04 |
| KANEMATSU CORP | Long | Equity-common | JP | $366K | 21K | 0.05 |
| KANSAI PAINT CO. LTD OSAKA (KANSAI PAINT CO LTD OSAKA) | Long | Equity-common | JP | $789K | 48K | 0.10 |
| KAPPA CREATE CO LTD | Long | Equity-common | JP | $90K | 7K | 0.01 |
| KARDEX AG REG (KARDEX HOLDING AG) | Long | Equity-common | CH | $531K | 2K | 0.07 |
| KAROON ENERGY LTD | Long | Equity-common | AU | $262K | 215K | 0.03 |
| KASUMIGASEKI CAPITAL CO LTD | Long | Equity-common | JP | $155K | 2K | 0.02 |
| KATAKURA INDUSTRIES CO. LTD | Long | Equity-common | JP | $70K | 5K | 0.01 |
| KATITAS CO LTD | Long | Equity-common | JP | $188K | 15K | 0.02 |
| KATO SANGYO CO LTD | Long | Equity-common | JP | $183K | 6K | 0.02 |
| KAUFMAN and BROAD SA | Long | Equity-common | FR | $107K | 3K | 0.01 |
| KAWASAKI HEAVY INDUSTRIES LTD | Long | Equity-common | JP | $2M | 43K | 0.20 |
| KBC ANCORA | Long | Equity-common | BE | $475K | 10K | 0.06 |
| KDX REALTY INVESTMENT CORP | Long | Equity-common | JP | $1M | 1K | 0.15 |
| KEEPER TECHNICAL LABORATORY CO LTD | Long | Equity-common | JP | $87K | 4K | 0.01 |
| KEIHAN HOLDINGS CO LTD | Long | Equity-common | JP | $554K | 27K | 0.07 |
| KEIHANSHIN BUILDING CO LTD | Long | Equity-common | JP | $92K | 8K | 0.01 |
| KEIKYU CORP | Long | Equity-common | JP | $493K | 62K | 0.06 |
| KEIO CORPORATION | Long | Equity-common | JP | $734K | 29K | 0.09 |
| KEIYO BANK LTD | Long | Equity-common | JP | $148K | 26K | 0.02 |
| KELLER GROUP PLC | Long | Equity-common | GB | $394K | 21K | 0.05 |
| KELSIAN GROUP LTD | Long | Equity-common | AU | $157K | 46K | 0.02 |
| KEMIRA OY (KEMIRA OYJ) | Long | Equity-common | FI | $698K | 31K | 0.09 |
| KEMPOWER OYJ | Long | Equity-common | FI | $92K | 6K | 0.01 |
| KENON HOLDINGS LTD | Long | Equity-common | SG | $152K | 6K | 0.02 |
| KEPPEL DC REIT | Long | Equity-common | SG | $586K | 388K | 0.07 |
| KEPPEL INFRASTRUCTURE TRUST | Long | Equity-common | SG | $426K | 1M | 0.05 |
| KEPPEL REIT | Long | Equity-common | SG | $455K | 695K | 0.06 |
| KERRY LOGISTICS NETWORK LTD | Long | Equity-common | BM | $94K | 107K | 0.01 |
| KERRY PROPERTIES LTD | Long | Equity-common | BM | $280K | 164K | 0.03 |
| KEWPIE CORPORATION | Long | Equity-common | JP | $724K | 28K | 0.09 |
| KEYWORDS STUDIOS PLC | Long | Equity-common | GB | $695K | 23K | 0.09 |
| KFC HOLDINGS JAPAN LTD | Long | Equity-common | JP | $177K | 4K | 0.02 |
| KH NEOCHEM CO LTD | Long | Equity-common | JP | $135K | 9K | 0.02 |
| KI STAR REAL ESTATE CO LTD | Long | Equity-common | JP | $56K | 2K | 0.01 |
| KIER GROUP PLC | Long | Equity-common | GB | $261K | 126K | 0.03 |
| KINDEN CORPORATION | Long | Equity-common | JP | $737K | 35K | 0.09 |
| KINDRED GROUP PLC | Long | Equity-common | MT | $726K | 61K | 0.09 |
| KINEPOLIS GROUP NV | Long | Equity-common | BE | $155K | 4K | 0.02 |
| KINNEVIK AB | Long | Equity-common | SE | $583K | 70K | 0.07 |
| KION GROUP AG | Long | Equity-common | DE | $812K | 20K | 0.10 |
| KISOJI (KISOJI CO LTD) | Long | Equity-common | JP | $127K | 7K | 0.02 |
| KISSEI PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $180K | 8K | 0.02 |
| KITRON ASA | Long | Equity-common | NO | $170K | 51K | 0.02 |
| KITZ CORP | Long | Equity-common | JP | $124K | 17K | 0.02 |
| KIWI PROPERTY GROUP LTD | Long | Equity-common | NZ | $242K | 453K | 0.03 |
| KIYO BANK LTD/THE | Long | Equity-common | JP | $218K | 17K | 0.03 |
| KLOECKNER and CO SE | Long | Equity-common | DE | $85K | 15K | 0.01 |
| KNAUS TABBERT AG | Long | Equity-common | DE | $43K | 1K | 0.01 |
| KOA CORPORATION | Long | Equity-common | JP | $78K | 9K | 0.01 |
| KOBAYASHI PHARMAC CO LTD (KOBAYASHI PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $539K | 13K | 0.07 |
| KOBE STEEL LTD ORD | Long | Equity-common | JP | $1M | 106K | 0.17 |
| KOEI TECMO HOLDINGS CO LTD | Long | Equity-common | JP | $335K | 34K | 0.04 |
| KOHNAN SHOJI CO (KOHNAN SHOJI CO LTD) | Long | Equity-common | JP | $160K | 6K | 0.02 |
| KOJAMO OYJ | Long | Equity-common | FI | $391K | 39K | 0.05 |
| KOKUYO CO LTD | Long | Equity-common | JP | $375K | 22K | 0.05 |
| KOMAX HLDG AG (REG) (KOMAX AG) | Long | Equity-common | CH | $155K | 1K | 0.02 |
| KOMEDA HOLDINGS CO LTD | Long | Equity-common | JP | $235K | 13K | 0.03 |
| KOMERI CO LTD | Long | Equity-common | JP | $232K | 9K | 0.03 |
| KONECRANES OYJ | Long | Equity-common | FI | $1M | 19K | 0.17 |
| KONICA MINOLTA INC | Long | Equity-common | JP | $380K | 130K | 0.05 |
| KONINKLIJKE BAM GROEP NV | Long | Equity-common | NL | $315K | 76K | 0.04 |
| KONISHI CO LTD | Long | Equity-common | JP | $112K | 14K | 0.01 |
| KONOIKE TRANSPORT CO LTD | Long | Equity-common | JP | $117K | 7K | 0.01 |
| KONTRON AG | Long | Equity-common | AT | $229K | 11K | 0.03 |
| KORNIT DIGITAL LTD | Long | Equity-common | IL | $210K | 13K | 0.03 |
| KOSAIDO HOLDINGS CO LTD | Long | Equity-common | JP | $73K | 20K | 0.01 |
| KOSE CORP | Long | Equity-common | JP | $633K | 10K | 0.08 |
| KOSHIDAKA HOLDINGS CO LTD | Long | Equity-common | JP | $96K | 14K | 0.01 |
| KOTOBUKI SPIRITS CO LTD | Long | Equity-common | JP | $375K | 29K | 0.05 |
| KRONES AG | Long | Equity-common | DE | $541K | 4K | 0.07 |
| KROSAKI HARIMA CORP | Long | Equity-common | JP | $92K | 5K | 0.01 |
| KS HOLDINGS CORP | Long | Equity-common | JP | $434K | 40K | 0.05 |
| KUMAGAI GUMI CO LTD | Long | Equity-common | JP | $221K | 9K | 0.03 |
| KUMIAI CHEM IND CO (KUMIAI CHEMICAL INDUSTRY CO LTD) | Long | Equity-common | JP | $108K | 20K | 0.01 |
| KURA SUSHI INC | Long | Equity-common | JP | $156K | 6K | 0.02 |
| KURARAY CO LTD | Long | Equity-common | JP | $1M | 86K | 0.13 |
| KUREHA CORPORATION | Long | Equity-common | JP | $198K | 10K | 0.02 |
| KURITA WATER INDUSTRIES LTD | Long | Equity-common | JP | $1M | 30K | 0.16 |
| KUSURI NO AOKI HOLDINGS CO LTD | Long | Equity-common | JP | $283K | 14K | 0.04 |
| KVUTZAT ACRO LTD | Long | Equity-common | IL | $84K | 8K | 0.01 |
| KYB CORP | Long | Equity-common | JP | $175K | 5K | 0.02 |
| KYOEI STEEL LTD | Long | Equity-common | JP | $83K | 6K | 0.01 |
| KYOKUTO KAIHATSU KOGYO CO LTD | Long | Equity-common | JP | $153K | 9K | 0.02 |
| KYORIN PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $145K | 13K | 0.02 |
| KYORITSU MAINTENANCE CO LTD | Long | Equity-common | JP | $351K | 18K | 0.04 |
| KYOTO FINANCIAL GROUP INC | Long | Equity-common | JP | $1M | 64K | 0.15 |
| KYUDENKO CORP | Long | Equity-common | JP | $566K | 12K | 0.07 |
| KYUSHU ELEC POWER CO INC (KYUSHU ELECTRIC POWER CO INC) | Long | Equity-common | JP | $1M | 115K | 0.15 |
| KYUSHU FINANCIAL GROUP INC | Long | Equity-common | JP | $578K | 93K | 0.07 |
| KYUSHU RAILWAY COMPANY | Long | Equity-common | JP | $1M | 38K | 0.13 |
| LABORATORIOS FARMA ROVI SA (LABORATORIOS FARMACEUTICOS ROVI SA) | Long | Equity-common | ES | $585K | 6K | 0.07 |
| LANCASHIRE HOLDINGS LTD | Long | Equity-common | BM | $568K | 70K | 0.07 |
| LANDIS+GYR GROUP AG | Long | Equity-common | CH | $627K | 7K | 0.08 |
| LANXESS AG | Long | Equity-common | DE | $646K | 25K | 0.08 |
| LAR ESPANA REAL ESTATE SOCIMI SA | Long | Equity-common | ES | $124K | 14K | 0.02 |
| LASALLE LOGIPORT REIT | Long | Equity-common | JP | $520K | 526 | 0.07 |
| LATIN RESOURCES LTD | Long | Equity-common | AU | $70K | 710K | 0.01 |
| LEARNING TECHNOLOGIES GROUP PLC | Long | Equity-common | GB | $160K | 173K | 0.02 |
| LEM HOLDING SA (RG) | Long | Equity-common | CH | $187K | 128 | 0.02 |
| LENDLEASE GLOBAL COMMERCIAL REIT | Long | Equity-common | SG | $209K | 470K | 0.03 |
| LENDLEASE GROUP (STAPLED) | Long | Equity-common | AU | $758K | 185K | 0.09 |
| LENZING AG | Long | Equity-common | AT | $195K | 6K | 0.02 |
| LEO LITHIUM LTD | Long | Equity-common | AU | $90K | 274K | 0.01 |
| LEONTEQ AG | Long | Equity-common | CH | $86K | 3K | 0.01 |
| LEOPALACE21 CORP (LEOPALACE21 CORPORATION) | Long | Equity-common | JP | $173K | 47K | 0.02 |
| LEROY SEAFOOD GROUP ASA | Long | Equity-common | NO | $328K | 75K | 0.04 |
| LIFE CORP | Long | Equity-common | JP | $154K | 6K | 0.02 |
| LIFENET INSURANCE COMPANY | Long | Equity-common | JP | $199K | 18K | 0.02 |
| LIFESTYLE COMMUNITIES LTD | Long | Equity-common | AU | $182K | 31K | 0.02 |
| LINDAB INTERNATIONAL AB | Long | Equity-common | SE | $522K | 21K | 0.07 |
| LINEA DIRECTA ASEGURADORA SA CIA DE SEGUROS Y REASEGUROS | Long | Equity-common | ES | $201K | 168K | 0.03 |
| LINTEC CORP | Long | Equity-common | JP | $250K | 11K | 0.03 |
| LION CORP | Long | Equity-common | JP | $623K | 72K | 0.08 |
| LIONTOWN RESOURCES LTD | Long | Equity-common | AU | $254K | 410K | 0.03 |
| LIONTRUST ASSET MANAGEMENT PLC | Long | Equity-common | GB | $162K | 19K | 0.02 |
| LISI | Long | Equity-common | FR | $126K | 5K | 0.02 |
| LITALICO INC | Long | Equity-common | JP | $58K | 7K | 0.01 |
| LIXIL CORP | Long | Equity-common | JP | $948K | 82K | 0.12 |
| LONDONMETRIC PROPERITY PLC | Long | Equity-common | GB | $2M | 585K | 0.19 |
| LOOMIS AB | Long | Equity-common | SE | $649K | 20K | 0.08 |
| LOTTOMATICA GROUP SPA | Long | Equity-common | IT | $390K | 32K | 0.05 |
| LOVISA HOLDINGS LTD | Long | Equity-common | AU | $422K | 18K | 0.05 |
| LU VE SPA | Long | Equity-common | IT | $66K | 2K | 0.01 |
| LUK FOOK HOLDINGS INTL LTD (LUK FOOK HOLDINGS INTERNATIONAL LTD) | Long | Equity-common | BM | $195K | 99K | 0.02 |
| LYNAS RARE EARTHS LTD | Long | Equity-common | AU | $1M | 250K | 0.13 |
| M and A CAPITAL PARTNERS CO LTD | Long | Equity-common | JP | $64K | 5K | 0.01 |
| M and A RESEARCH INSTITUTE HOLDINGS INC | Long | Equity-common | JP | $171K | 9K | 0.02 |
| M YOCHANANOF and SONS LTD | Long | Equity-common | IL | $71K | 1K | 0.01 |
| M-REAL OYJ CL B (METSA BOARD CORPORATION) | Long | Equity-common | FI | $347K | 45K | 0.04 |
| MA FINANCIAL GROUP LTD | Long | Equity-common | AU | $83K | 28K | 0.01 |
| MAAS GROUP HOLDINGS LTD | Long | Equity-common | AU | $94K | 33K | 0.01 |
| MABUCHI MOTOR CO LTD | Long | Equity-common | JP | $406K | 26K | 0.05 |
| MACNICA HOLDINGS INC | Long | Equity-common | JP | $534K | 13K | 0.07 |
| MADER GROUP LTD | Long | Equity-common | AU | $57K | 14K | 0.01 |
| MAEDA KOSEN CO LTD | Long | Equity-common | JP | $112K | 10K | 0.01 |
| MAGELLAN FINANCIAL GROUP LTD | Long | Equity-common | AU | $342K | 51K | 0.04 |
| MAGELLAN FINANCIAL GROUP LTD WT 04/16/27 | Long | Equity-common | AU | $415.66 | 6K | 0.00 |
| MAGIC SOFTWARE ENTERPRISES LTD | Long | Equity-common | IL | $86K | 8K | 0.01 |
| MAIRE SPA | Long | Equity-common | IT | $331K | 42K | 0.04 |
| MAKINO MILLING MACHINE CO LTD | Long | Equity-common | JP | $285K | 6K | 0.04 |
| MAN GROUP PLC/JERSEY | Long | Equity-common | JE | $1M | 340K | 0.13 |
| MAN WAH HOLDINGS LTD (MAN WAH HLDGS LTD) | Long | Equity-common | BM | $258K | 437K | 0.03 |
| MANDATUM HOLDING OY | Long | Equity-common | FI | $565K | 122K | 0.07 |
| MANDOM CORP | Long | Equity-common | JP | $85K | 10K | 0.01 |
| MANI INC | Long | Equity-common | JP | $297K | 21K | 0.04 |
| MANITOU SA (MANITOU BF SA) | Long | Equity-common | FR | $65K | 3K | 0.01 |
| MAPFRE SA | Long | Equity-common | ES | $630K | 260K | 0.08 |
| MAPLETREE INDUSTRIAL REIT | Long | Equity-common | SG | $1M | 598K | 0.13 |
| MAPLETREE LOGISTICS TRUST REIT | Long | Equity-common | SG | $950K | 985K | 0.12 |
| MAPLETREE PAN ASIA COMMERCIAL TRUST | Long | Equity-common | SG | $638K | 666K | 0.08 |
| MARIMEKKO OYJ | Long | Equity-common | FI | $126K | 8K | 0.02 |
| MARKS and SPENCER GROUP PLC | Long | Equity-common | GB | $2M | 579K | 0.31 |
| MARLOWE PLC | Long | Equity-common | GB | $132K | 23K | 0.02 |
| MARR SPA | Long | Equity-common | IT | $123K | 10K | 0.02 |
| MARSHALLS PLC | Long | Equity-common | GB | $287K | 64K | 0.04 |
| MARUHA NICHIRO CORP | Long | Equity-common | JP | $254K | 11K | 0.03 |
| MARUI GROUP CO LTD | Long | Equity-common | JP | $715K | 44K | 0.09 |
| MARUICHI STEEL TUBE LTD | Long | Equity-common | JP | $407K | 17K | 0.05 |
| MARUWA CO LTD (MARUWA CERAMIC CO LTD) | Long | Equity-common | JP | $678K | 3K | 0.08 |
| MARUZEN SHOWA UNYU CO LTD | Long | Equity-common | JP | $116K | 3K | 0.01 |
| MATAS A/S | Long | Equity-common | DK | $167K | 10K | 0.02 |
| MATRIX IT LTD | Long | Equity-common | IL | $193K | 10K | 0.02 |
| MATSUDA SANGYO CO LTD | Long | Equity-common | JP | $78K | 4K | 0.01 |
| MATSUI SECURITIES CO LTD (MATSUI SECS CO LTD) | Long | Equity-common | JP | $183K | 33K | 0.02 |
| MATSUYAFOODS HOLDINGS CO LTD | Long | Equity-common | JP | $94K | 2K | 0.01 |
| MAX CO LTD | Long | Equity-common | JP | $170K | 7K | 0.02 |
| MAXELL LTD | Long | Equity-common | JP | $138K | 12K | 0.02 |
| MAXVALU TOKAI CO LTD | Long | Equity-common | JP | $55K | 3K | 0.01 |
| MAYTRONICS LTD | Long | Equity-common | IL | $59K | 14K | 0.01 |
| MBB INDUSTRIES SE (MBB SE) | Long | Equity-common | DE | $53K | 473 | 0.01 |
| MCJ CO LTD | Long | Equity-common | JP | $169K | 19K | 0.02 |
| MCMILLAN SHAKESPEARE LTD | Long | Equity-common | AU | $172K | 15K | 0.02 |
| MEBUKI FINANCIAL GROUP INC | Long | Equity-common | JP | $1M | 261K | 0.14 |
| MEDACTA GROUP SA | Long | Equity-common | CH | $281K | 2K | 0.04 |
| MEDICOVER AB CL B | Long | Equity-common | SE | $339K | 19K | 0.04 |
| MEDIPAL HOLDINGS CORP (MEDIPAL HLDGS CORP) | Long | Equity-common | JP | $970K | 53K | 0.12 |
| MEDLEY INC | Long | Equity-common | JP | $168K | 6K | 0.02 |
| MEDMIX AG | Long | Equity-common | CH | $97K | 7K | 0.01 |
| MEGA OR HOLDINGS LTD | Long | Equity-common | IL | $168K | 7K | 0.02 |
| MEGACHIPS CORP | Long | Equity-common | JP | $110K | 4K | 0.01 |
| MEGAPORT LTD | Long | Equity-common | AU | $306K | 43K | 0.04 |
| MEGMILK SNOW BRAND CO LTD | Long | Equity-common | JP | $248K | 13K | 0.03 |
| MEIDENSHA CORP | Long | Equity-common | JP | $229K | 10K | 0.03 |
| MEIER TOBLER GROUP AG | Long | Equity-common | CH | $41K | 1K | 0.01 |
| MEIKO ELECTRONICS CO LTD | Long | Equity-common | JP | $232K | 6K | 0.03 |
| MEITEC GROUP HOLDINGS INC | Long | Equity-common | JP | $448K | 20K | 0.06 |
| MEKONOMEN AB | Long | Equity-common | SE | $118K | 11K | 0.01 |
| MELCO INTL DEVELOPMENT LTD | Long | Equity-common | HK | $106K | 180K | 0.01 |
| MELCO RESORTS and ENTERTAINMENTS LTD ADR | Long | Equity-common | KY | $362K | 63K | 0.05 |
| MELEXIS NV | Long | Equity-common | BE | $502K | 6K | 0.06 |
| MELIA HOTELS INTERNATIONAL SA | Long | Equity-common | ES | $244K | 32K | 0.03 |
| MELISRON LTD | Long | Equity-common | IL | $518K | 7K | 0.06 |
| MENICON CO LTD | Long | Equity-common | JP | $168K | 18K | 0.02 |
| MENORA MIVTACHIM HOLDINGS LTD | Long | Equity-common | IL | $158K | 6K | 0.02 |
| MERCARI INC | Long | Equity-common | JP | $490K | 33K | 0.06 |
| MERCIALYS (MERCIALYS SA) | Long | Equity-common | FR | $335K | 26K | 0.04 |
| MERLIN PROPERTIES SOCIMI SA | Long | Equity-common | ES | $1M | 112K | 0.16 |
| MERSEN | Long | Equity-common | FR | $220K | 6K | 0.03 |
| METALL ZUG AG PTG CTF | Long | Equity-common | CH | $77K | 53 | 0.01 |
| METAWATER CO LTD | Long | Equity-common | JP | $88K | 7K | 0.01 |
| METCASH LTD | Long | Equity-common | AU | $698K | 292K | 0.09 |
| METRO AG | Long | Equity-common | DE | $145K | 32K | 0.02 |
| METROPOLE TEVEVISION SA (M6) (METROPOLE TELEVISION SA (M6)) | Long | Equity-common | FR | $94K | 7K | 0.01 |
| MFE-MEDIAFOREUROPE NV CL A | Long | Equity-common | NL | $159K | 47K | 0.02 |
| MFE-MEDIAFOREUROPE NV CL B | Long | Equity-common | NL | $82K | 18K | 0.01 |
| MICRONICS JAPAN CO LTD | Long | Equity-common | JP | $316K | 8K | 0.04 |
| MIE KOTSU GROUP HOLDINGS INC | Long | Equity-common | JP | $50K | 14K | 0.01 |
| MIGDAL INSURANCE CO LTD (MIGDAL INSURANCE HOLDINGS LTD) | Long | Equity-common | IL | $148K | 125K | 0.02 |
| MILBON CO LTD | Long | Equity-common | JP | $179K | 8K | 0.02 |
| MILLICOM INTL CELL SA SDR (MILLICOM INTL CELLULAR SA) | Long | Equity-common | LU | $904K | 36K | 0.11 |
| MIMASU SEMICONDUCTOR INDS CO | Long | Equity-common | JP | $109K | 4K | 0.01 |
| MIPS AB | Long | Equity-common | SE | $378K | 8K | 0.05 |
| MIRAI CORP | Long | Equity-common | JP | $161K | 538 | 0.02 |
| MIRAI INDUSTRY CO LTD | Long | Equity-common | JP | $61K | 3K | 0.01 |
| MIRAIT ONE CORPORATION | Long | Equity-common | JP | $323K | 23K | 0.04 |
| MISUMI GROUP INC | Long | Equity-common | JP | $2M | 81K | 0.19 |
| MITANI SEKISAN (MITANI SEKISAN CO LTD) | Long | Equity-common | JP | $94K | 3K | 0.01 |
| MITCHELLS and BUTLERS PLC | Long | Equity-common | GB | $303K | 76K | 0.04 |
| MITIE GROUP PLC | Long | Equity-common | GB | $557K | 357K | 0.07 |
| MITSUBISHI ESTATE LOGISTICS REIT INVESTMENT CORPORATION | Long | Equity-common | JP | $341K | 135 | 0.04 |
| MITSUBISHI GAS CHEMICAL CO | Long | Equity-common | JP | $826K | 43K | 0.10 |
| MITSUBISHI LOGISNEXT CO LTD | Long | Equity-common | JP | $80K | 9K | 0.01 |
| MITSUBISHI LOGISTIC CORP (MITSUBISHI LOGISTICS CORP) | Long | Equity-common | JP | $507K | 15K | 0.06 |
| MITSUBISHI MATERIALS CORP | Long | Equity-common | JP | $660K | 35K | 0.08 |
| MITSUBISHI MOTORS CORP | Long | Equity-common | JP | $547K | 192K | 0.07 |
| MITSUBISHI PENCIL CO LTD (MITSUBISHI PENCIL COMPANY, LTD.) | Long | Equity-common | JP | $141K | 9K | 0.02 |
| MITSUBISHI RESEARCH INST INC (MITSUBISHI RESEARCH INSTITUTE INC) | Long | Equity-common | JP | $73K | 2K | 0.01 |
| MITSUBISHI SHOKUHIN CO LTD | Long | Equity-common | JP | $174K | 5K | 0.02 |
| MITSUBOSHI BELTING LTD | Long | Equity-common | JP | $180K | 6K | 0.02 |
| MITSUI DM SUGAR HOLDINGS CO LTD (MITSUI SUGAR CO LTD) | Long | Equity-common | JP | $91K | 4K | 0.01 |
| MITSUI E and S CO LTD | Long | Equity-common | JP | $233K | 26K | 0.03 |
| MITSUI FUDOSAN LOGISTICS PARK INC | Long | Equity-common | JP | $460K | 163 | 0.06 |
| MITSUI HIGH-TEC INC (MITSUI HIGH-TEC INC.) | Long | Equity-common | JP | $218K | 28K | 0.03 |
| MITSUI MINING and SMELTING CO | Long | Equity-common | JP | $510K | 15K | 0.06 |
| MITSUI SOKO HOLDINGS CO LTD | Long | Equity-common | JP | $167K | 5K | 0.02 |
| MITSUUROKO HOLDINGS CO LTD (MITSUUROKO GROUP HOLDINGS CO LTD) | Long | Equity-common | JP | $87K | 8K | 0.01 |
| MIURA CO LTD | Long | Equity-common | JP | $583K | 25K | 0.07 |
| MIVNE REAL ESTATE KD LTD (INDUSTRIAL BUILDING CORP LTD) | Long | Equity-common | IL | $392K | 170K | 0.05 |
| MIXI INC | Long | Equity-common | JP | $205K | 10K | 0.03 |
| MIZUHO LEASING CO LTD | Long | Equity-common | JP | $289K | 38K | 0.04 |
| MIZUNO CORP | Long | Equity-common | JP | $250K | 5K | 0.03 |
| MOBICO GROUP PLC | Long | Equity-common | GB | $102K | 141K | 0.01 |
| MOBILEZONE HLDG AG (MOBILEZONE HOLDING AG) | Long | Equity-common | CH | $179K | 11K | 0.02 |
| MOBIMO HOLDING AG | Long | Equity-common | CH | $611K | 2K | 0.08 |
| MOCHIDA PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $135K | 6K | 0.02 |
| MODEC INC | Long | Equity-common | JP | $237K | 13K | 0.03 |
| MODERN TIMES GRP MTG AB SER B | Long | Equity-common | SE | $188K | 24K | 0.02 |
| MOLTEN VENTURES PLC | Long | Equity-common | GB | $222K | 46K | 0.03 |
| MONADELPHOUS GRP LTD (MONADELPHOUS GROUP LTD MNDDA) | Long | Equity-common | AU | $219K | 26K | 0.03 |
| MONDADORI (ARNOLDO) EDITORE SP | Long | Equity-common | IT | $102K | 36K | 0.01 |
| MONEX GROUP INC | Long | Equity-common | JP | $256K | 52K | 0.03 |
| MONEY FORWARD INC | Long | Equity-common | JP | $413K | 13K | 0.05 |
| MONOGATARI CORPORATION (THE) | Long | Equity-common | JP | $203K | 9K | 0.03 |
| MONTANA AEROSPACE AG | Long | Equity-common | CH | $167K | 8K | 0.02 |
| MONTEA NV | Long | Equity-common | BE | $406K | 5K | 0.05 |
| MONY GROUP PLC | Long | Equity-common | GB | $425K | 139K | 0.05 |
| MOONPIG GROUP PLC | Long | Equity-common | GB | $240K | 85K | 0.03 |
| MORGAN ADVANCED MATERIALS PLC | Long | Equity-common | GB | $352K | 80K | 0.04 |
| MORGAN SINDALL GROUP PLC | Long | Equity-common | GB | $465K | 13K | 0.06 |
| MORI HILLS REIT INVESTMT CORP (MORI HILLS REIT INVESTMENT CORP) | Long | Equity-common | JP | $368K | 429 | 0.05 |
| MORI TRUST REIT INC | Long | Equity-common | JP | $350K | 751 | 0.04 |
| MORINAGA and CO LTD | Long | Equity-common | JP | $379K | 20K | 0.05 |
| MORINAGA MILK IND CO LTD (MORINAGA MILK IND. CO LTD) | Long | Equity-common | JP | $499K | 21K | 0.06 |
| MORITA HOLDINGS CORP (MORITA HOLDINGS CORPORATION) | Long | Equity-common | JP | $110K | 9K | 0.01 |
| MOS FOOD SERVICES INC | Long | Equity-common | JP | $170K | 7K | 0.02 |
| MOTA-ENGIL SGPS SA | Long | Equity-common | PT | $100K | 26K | 0.01 |
| MOUNT GIBSON IRON LTD | Long | Equity-common | AU | $40K | 172K | 0.00 |
| MPC CONTAINER SHIPS AS (MPC CONTAINER SHIPS ASA) | Long | Equity-common | NO | $223K | 106K | 0.03 |
| MSCI EAFE FUT SEP24 MFSU4 (ICE FUTURES US) | Derivative-equity | US | $263K | – | 0.03 | |
| MUNTERS GROUP AB | Long | Equity-common | SE | $795K | 37K | 0.10 |
| MUSASHI SEIMITSU INDUS CO LTD | Long | Equity-common | JP | $176K | 12K | 0.02 |
| MUSASHINO BANK LTD | Long | Equity-common | JP | $152K | 7K | 0.02 |
| MUSTI GROUP HOLDING OY (MUSTI GROUP OYJ) | Long | Equity-common | FI | $59K | 2K | 0.01 |
| MUTARES AG (MUTARES SE and CO KGAA) | Long | Equity-common | DE | $132K | 4K | 0.02 |
| MYCRONIC AB | Long | Equity-common | SE | $778K | 22K | 0.10 |
| NABTESCO CORP | Long | Equity-common | JP | $618K | 31K | 0.08 |
| NACHI-FUJIKOSHI CORP | Long | Equity-common | JP | $87K | 4K | 0.01 |
| NAFCO CO LTD | Long | Equity-common | JP | $74K | 4K | 0.01 |
| NAGAILEBEN CO LTD | Long | Equity-common | JP | $108K | 6K | 0.01 |
| NAGARRO SE | Long | Equity-common | DE | $208K | 2K | 0.03 |
| NAGASE and CO LTD | Long | Equity-common | JP | $552K | 25K | 0.07 |
| NAGAWA CO LTD | Long | Equity-common | JP | $129K | 3K | 0.02 |
| NAGOYA RAILROAD CO LTD | Long | Equity-common | JP | $652K | 53K | 0.08 |
| NAKANISHI INC | Long | Equity-common | JP | $320K | 18K | 0.04 |
| NAMURA SHIPBUILDING (NAMURA SHIPBUILDING CO LTD) | Long | Equity-common | JP | $170K | 13K | 0.02 |
| NANKAI ELECTRIC RAILWY CO LTD (NANKAI ELECTRIC RAILWAY CO LTD) | Long | Equity-common | JP | $521K | 29K | 0.07 |
| NANO DIMENSION LTD | Long | Equity-common | IL | $129K | 53K | 0.02 |
| NANOSONICS LTD | Long | Equity-common | AU | $148K | 72K | 0.02 |
| NANTO BANK LTD | Long | Equity-common | JP | $163K | 7K | 0.02 |
| NAPHTHA ISRAEL PETROLUM CO LTD (NAPHTHA ISRAEL PETROLEUM CORP LTD) | Long | Equity-common | IL | $42K | 8K | 0.01 |
| NATIONAL STORAGE REIT STAPLED | Long | Equity-common | AU | $593K | 367K | 0.07 |
| NAYAX LTD | Long | Equity-common | IL | $78K | 4K | 0.01 |
| NCAB GROUP AB | Long | Equity-common | SE | $371K | 51K | 0.05 |
| NCC AB SER B | Long | Equity-common | SE | $383K | 25K | 0.05 |
| NCC GROUP LTD (NCC GROUP PLC) | Long | Equity-common | GB | $161K | 85K | 0.02 |
| NEC NETWORKS and SYS INTEGR CORP (NEC NETWORKS and SYSTEM INTEGR- ATION CORP) | Long | Equity-common | JP | $351K | 19K | 0.04 |
| NEINOR HOMES SLU | Long | Equity-common | ES | $87K | 6K | 0.01 |
| NEL ASA | Long | Equity-common | NO | $253K | 470K | 0.03 |
| NEOEN SA | Long | Equity-common | FR | $816K | 20K | 0.10 |
| NET ONE SYSTEMS CO LTD | Long | Equity-common | JP | $443K | 22K | 0.06 |
| NETCOMPANY GROUP AS | Long | Equity-common | DK | $547K | 13K | 0.07 |
| NETLINK NBN TRUST | Long | Equity-common | SG | $522K | 820K | 0.07 |
| NETWEALTH GROUP LIMITED | Long | Equity-common | AU | $533K | 34K | 0.07 |
| NETWORK INTERNATIONAL HOLDINGS PLC | Long | Equity-common | GB | $680K | 135K | 0.09 |
| NEUREN PHARMACEUTICALS LTD | Long | Equity-common | NZ | $416K | 33K | 0.05 |
| NEW HOPE CORP LTD | Long | Equity-common | AU | $455K | 143K | 0.06 |
| NEW WAVE GROUP AB B SHRS | Long | Equity-common | SE | $263K | 25K | 0.03 |
| NEW WORLD DEVELOPMENT CO LTD | Long | Equity-common | HK | $374K | 401K | 0.05 |
| NEXANS SA | Long | Equity-common | FR | $1M | 9K | 0.14 |
| NEXITY | Long | Equity-common | FR | $124K | 11K | 0.02 |
| NEXT 15 GROUP PLC | Long | Equity-common | GB | $261K | 24K | 0.03 |
| NEXT VISION STABILIZED SYSTEMS LTD | Long | Equity-common | IL | $188K | 16K | 0.02 |
| NEXTAGE CO LTD | Long | Equity-common | JP | $175K | 13K | 0.02 |
| NEXTDC LTD | Long | Equity-common | AU | $2M | 169K | 0.23 |
| NGK INSULATORS LTD | Long | Equity-common | JP | $897K | 66K | 0.11 |
| NH FOODS LTD | Long | Equity-common | JP | $819K | 25K | 0.10 |
| NHK SPRING CO (NHK SPRING CO LTD) | Long | Equity-common | JP | $617K | 56K | 0.08 |
| NIB HOLDINGS LTD | Long | Equity-common | AU | $673K | 137K | 0.08 |
| NICHIAS CORP | Long | Equity-common | JP | $480K | 15K | 0.06 |
| NICHICON CORP | Long | Equity-common | JP | $98K | 13K | 0.01 |
| NICHIDEN CORP | Long | Equity-common | JP | $81K | 4K | 0.01 |
| NICHIHA CORP | Long | Equity-common | JP | $158K | 6K | 0.02 |
| NICHIREI CORP | Long | Equity-common | JP | $804K | 31K | 0.10 |
| NICK SCALI LTD | Long | Equity-common | AU | $212K | 21K | 0.03 |
| NICKEL INDUSTRIES LTD | Long | Equity-common | AU | $268K | 480K | 0.03 |
| NIFCO INC | Long | Equity-common | JP | $595K | 23K | 0.07 |
| NIHON KOHDEN CORP | Long | Equity-common | JP | $689K | 45K | 0.09 |
| NIHON M and A CENTER HOLDINGS INC | Long | Equity-common | JP | $409K | 87K | 0.05 |
| NIHON PARKERIZING CO LTD | Long | Equity-common | JP | $188K | 23K | 0.02 |
| NIKKISO CO LTD | Long | Equity-common | JP | $100K | 13K | 0.01 |
| NIKKON HLDGS CO LTD | Long | Equity-common | JP | $359K | 14K | 0.04 |
| NIKON CORP | Long | Equity-common | JP | $979K | 85K | 0.12 |
| NILFISK HOLDING A/S | Long | Equity-common | DK | $63K | 3K | 0.01 |
| NINE ENTERTAINMENT CO HOLDINGS LTD | Long | Equity-common | AU | $366K | 385K | 0.05 |
| NINETY ONE PLC | Long | Equity-common | GB | $175K | 79K | 0.02 |
| NIPPN CORP | Long | Equity-common | JP | $212K | 13K | 0.03 |
| NIPPON ACCOMMDTN FUND I REIT (NIPPON ACCOMMODATIONS FUND INC) | Long | Equity-common | JP | $609K | 142 | 0.08 |
| NIPPON CARBON CO LTD | Long | Equity-common | JP | $90K | 3K | 0.01 |
| NIPPON CERAMIC CO LTD | Long | Equity-common | JP | $83K | 5K | 0.01 |
| NIPPON DENSETSU KOGYO CO LTD | Long | Equity-common | JP | $141K | 10K | 0.02 |
| NIPPON ELECTRIC GLASS CO LTD | Long | Equity-common | JP | $535K | 22K | 0.07 |
| NIPPON GAS (NIPPON GAS CO LTD) | Long | Equity-common | JP | $464K | 30K | 0.06 |
| NIPPON KANZAI HOLDINGS | Long | Equity-common | JP | $96K | 5K | 0.01 |
| NIPPON KAYAKU CO LTD | Long | Equity-common | JP | $323K | 38K | 0.04 |
| NIPPON LIGHT METAL HLDG CO LTD (NIPPON LIGHT METAL HOLDINGS COMPANY LTD) | Long | Equity-common | JP | $187K | 16K | 0.02 |
| NIPPON PAPER IND CO LTD (NIPPON PAPER INDUSTRIES CO LTD) | Long | Equity-common | JP | $179K | 28K | 0.02 |
| NIPPON PARKING DEV CO LTD | Long | Equity-common | JP | $76K | 55K | 0.01 |
| NIPPON REIT INVESTMENT CORP | Long | Equity-common | JP | $278K | 126 | 0.03 |
| NIPPON ROAD CO (NIPPON ROAD CO LTD) | Long | Equity-common | JP | $69K | 6K | 0.01 |
| NIPPON SEIKI CO LTD | Long | Equity-common | JP | $117K | 13K | 0.01 |
| NIPPON SHINYAKU CO LTD | Long | Equity-common | JP | $348K | 15K | 0.04 |
| NIPPON SHOKUBAI CO LTD | Long | Equity-common | JP | $336K | 31K | 0.04 |
| NIPPON SIGNAL COMPANY LTD | Long | Equity-common | JP | $83K | 12K | 0.01 |
| NIPPON SODA CO LTD | Long | Equity-common | JP | $221K | 6K | 0.03 |
| Nippon Television Holdings Inc | Long | Equity-common | JP | $240K | 15K | 0.03 |
| NIPRO CORP | Long | Equity-common | JP | $362K | 41K | 0.05 |
| NISHI-NIPPON FINANCIAL HOLDINGS INC | Long | Equity-common | JP | $465K | 34K | 0.06 |
| NISHI-NIPPON RAILROAD CO LTD | Long | Equity-common | JP | $280K | 17K | 0.04 |
| NISHIMATSU CONSTRUCTION | Long | Equity-common | JP | $307K | 9K | 0.04 |
| NISHIMATSUYA CHAIN CO LTD | Long | Equity-common | JP | $165K | 11K | 0.02 |
| NISHIO HOLDINGS CO LTD | Long | Equity-common | JP | $140K | 5K | 0.02 |
| NISSAN SHATAI (NISSAN SHATAI CO LTD) | Long | Equity-common | JP | $126K | 20K | 0.02 |
| NISSHA CO LTD | Long | Equity-common | JP | $132K | 11K | 0.02 |
| NISSHIN OILLIO GROUP LTD | Long | Equity-common | JP | $246K | 7K | 0.03 |
| NISSHIN SEIFUN GROUP INC (NISSHIN SEIFUN GROUP INC LTD) | Long | Equity-common | JP | $750K | 61K | 0.09 |
| NISSHINBO HOLDINGS INC | Long | Equity-common | JP | $280K | 38K | 0.04 |
| NISSUI CORP | Long | Equity-common | JP | $475K | 79K | 0.06 |
| NITERRA CO LTD | Long | Equity-common | JP | $1M | 44K | 0.16 |
| NITTA CORP | Long | Equity-common | JP | $140K | 5K | 0.02 |
| NITTETSU MINING CO LTD | Long | Equity-common | JP | $99K | 3K | 0.01 |
| NITTO BOSEKI CO LTD | Long | Equity-common | JP | $247K | 6K | 0.03 |
| NITTO KOGYO CORP | Long | Equity-common | JP | $158K | 7K | 0.02 |
| NKT AS | Long | Equity-common | DK | $1M | 15K | 0.17 |
| NOEVIR HOLDING CO (NOEVIR HOLDINGS CO LTD) | Long | Equity-common | JP | $167K | 4K | 0.02 |
| NOF CORP | Long | Equity-common | JP | $837K | 58K | 0.10 |
| NOHMI BOSAI KOGYO CO (NOHMI BOSAI KOGYO CO LTD) | Long | Equity-common | JP | $115K | 7K | 0.01 |
| NOJIMA CO LTD | Long | Equity-common | JP | $191K | 17K | 0.02 |
| NOK CORP | Long | Equity-common | JP | $364K | 25K | 0.05 |
| NOKIAN TYRES OYJ | Long | Equity-common | FI | $312K | 34K | 0.04 |
| NOLATO AB SER B | Long | Equity-common | SE | $292K | 54K | 0.04 |
| NOMURA CO LTD | Long | Equity-common | JP | $128K | 22K | 0.02 |
| NOMURA MICRO SCIENCE CO LTD | Long | Equity-common | JP | $166K | 7K | 0.02 |
| NORCONSULT AS | Long | Equity-common | NO | $92K | 30K | 0.01 |
| NORDEX SE | Long | Equity-common | DE | $513K | 34K | 0.06 |
| NORDIC SEMICONDUCTOR ASA | Long | Equity-common | NO | $645K | 52K | 0.08 |
| NORDNET AB | Long | Equity-common | SE | $804K | 39K | 0.10 |
| NORION BANK AB | Long | Equity-common | SE | $66K | 17K | 0.01 |
| NORITAKE CO LTD | Long | Equity-common | JP | $147K | 6K | 0.02 |
| NORITSU KOKI CO LTD | Long | Equity-common | JP | $140K | 5K | 0.02 |
| NORITZ CORP | Long | Equity-common | JP | $85K | 7K | 0.01 |
| NORMA GROUP SE | Long | Equity-common | DE | $157K | 8K | 0.02 |
| NORTH PACIFIC BANK LTD | Long | Equity-common | JP | $258K | 75K | 0.03 |
| NORTHERN DATA AG | Long | Equity-common | DE | $86K | 4K | 0.01 |
| NORWEGIAN AIR SHUTTLE ASA | Long | Equity-common | NO | $214K | 205K | 0.03 |
| NOS SGPS (NOS SGPS SA) | Long | Equity-common | PT | $197K | 51K | 0.02 |
| NOVA MEASURING INSTRUMENTS LTD (NOVA LTD) | Long | Equity-common | IL | $2M | 8K | 0.21 |
| NP3 FASTIGHETER AB | Long | Equity-common | SE | $194K | 8K | 0.02 |
| NRW HOLDINGS LTD | Long | Equity-common | AU | $265K | 121K | 0.03 |
| NS SOLUTIONS CORP | Long | Equity-common | JP | $414K | 18K | 0.05 |
| NS UNITED KAIUN KAISHA LTD | Long | Equity-common | JP | $88K | 3K | 0.01 |
| NSD CO LTD | Long | Equity-common | JP | $352K | 17K | 0.04 |
| NSK LTD | Long | Equity-common | JP | $562K | 107K | 0.07 |
| NTG NORDIC TRANSPORT GROUP A/S | Long | Equity-common | DK | $74K | 2K | 0.01 |
| NTN CORP (NTN CORPORAATION) | Long | Equity-common | JP | $243K | 120K | 0.03 |
| NTT UD REIT INVESTMENT CORP | Long | Equity-common | JP | $322K | 415 | 0.04 |
| NUFARM LTD (NUFARM LIMITED) | Long | Equity-common | AU | $312K | 102K | 0.04 |
| NWS HOLDINGS LTD | Long | Equity-common | BM | $246K | 275K | 0.03 |
| NXERA PHARMA CO LTD | Long | Equity-common | JP | $248K | 22K | 0.03 |
| NYFOSA AB | Long | Equity-common | SE | $419K | 41K | 0.05 |
| NYKODE THERAPEUTICS ASA | Long | Equity-common | NO | $69K | 50K | 0.01 |
| OBARA GROUP INC | Long | Equity-common | JP | $86K | 3K | 0.01 |
| OBIC BUSINESS CONSULTANTS LTD | Long | Equity-common | JP | $371K | 9K | 0.05 |
| OBJECTIVE CORPORATION LTD (OBJECTIVE CORP LTD) | Long | Equity-common | AU | $65K | 8K | 0.01 |
| OC OERLIKON CORP AG (REGD) | Long | Equity-common | CH | $297K | 53K | 0.04 |
| OCADO GROUP PLC | Long | Equity-common | GB | $805K | 154K | 0.10 |
| ODAKYU ELECTRIC RAILWY CO LTD | Long | Equity-common | JP | $905K | 90K | 0.11 |
| ODDITY TECH LTD A | Long | Equity-common | IL | $365K | 9K | 0.05 |
| ODFJELL ASA SER A (ODFJELL SE) | Long | Equity-common | NO | $65K | 4K | 0.01 |
| ODFJELL DRILLING LTD | Long | Equity-common | BM | $138K | 26K | 0.02 |
| OERESUND INVESTMENT AB (INVESTMENT AB ORESUND) | Long | Equity-common | SE | $90K | 8K | 0.01 |
| OESTERREICHISCHE POST AG | Long | Equity-common | AT | $315K | 10K | 0.04 |
| OGAKI KYORITSU BANK (OGAKI KYORITSU BANK LTD) | Long | Equity-common | JP | $148K | 10K | 0.02 |
| OHSHO FOOD SERVICE CORP | Long | Equity-common | JP | $202K | 3K | 0.03 |
| OIL REFINERIES LTD | Long | Equity-common | IL | $175K | 727K | 0.02 |
| OILES CORP | Long | Equity-common | JP | $90K | 6K | 0.01 |
| OJI HOLDINGS CORP | Long | Equity-common | JP | $1M | 243K | 0.13 |
| OKAMOTO INDUSTRIES (OKAMOTO INDS INC) | Long | Equity-common | JP | $86K | 3K | 0.01 |
| OKAMURA CORP | Long | Equity-common | JP | $233K | 16K | 0.03 |
| OKASAN SECURITIES GROUP INC | Long | Equity-common | JP | $192K | 39K | 0.02 |
| OKI ELECTRIC INDUSTRY CO LTD | Long | Equity-common | JP | $165K | 24K | 0.02 |
| OKINAWA CELLULAR TELEPHONE CO | Long | Equity-common | JP | $167K | 6K | 0.02 |
| OKINAWA ELECTRIC POWER | Long | Equity-common | JP | $95K | 13K | 0.01 |
| OKINAWA FINANCIAL GROUP INC | Long | Equity-common | JP | $101K | 5K | 0.01 |
| OKUMA CORP | Long | Equity-common | JP | $310K | 6K | 0.04 |
| OKUMURA HOLDINGS INC (OKUMURA CORP) | Long | Equity-common | JP | $278K | 8K | 0.03 |
| OLAM GROUP LTD | Long | Equity-common | SG | $240K | 277K | 0.03 |
| ONE REIT INC | Long | Equity-common | JP | $119K | 69 | 0.01 |
| ONE SOFTWARE TECHNOLOGIES LTD | Long | Equity-common | IL | $165K | 13K | 0.02 |
| ONTEX GROUP NV | Long | Equity-common | BE | $176K | 19K | 0.02 |
| ONWARD HOLDINGS CO LTD | Long | Equity-common | JP | $107K | 29K | 0.01 |
| OOH MEDIA LTD | Long | Equity-common | AU | $137K | 145K | 0.02 |
| OPC ENERGY LTD | Long | Equity-common | IL | $226K | 32K | 0.03 |
| OPEN HOUSE GROUP CO LTD | Long | Equity-common | JP | $791K | 22K | 0.10 |
| OPEN UP GROUP INC | Long | Equity-common | JP | $225K | 16K | 0.03 |
| OPMOBILITY | Long | Equity-common | FR | $178K | 17K | 0.02 |
| OPTEX GROUP CO LTD | Long | Equity-common | JP | $110K | 10K | 0.01 |
| OPTORUN CO LTD | Long | Equity-common | JP | $116K | 9K | 0.01 |
| ORGANO CORPORATION | Long | Equity-common | JP | $335K | 7K | 0.04 |
| ORIENT CORP | Long | Equity-common | JP | $103K | 15K | 0.01 |
| ORIOR AG | Long | Equity-common | CH | $116K | 2K | 0.01 |
| ORIX JREIT INC REIT | Long | Equity-common | JP | $769K | 738 | 0.10 |
| ORORA LTD | Long | Equity-common | AU | $505K | 378K | 0.06 |
| OSAKA ORGANIC CHEMICAL INDS | Long | Equity-common | JP | $89K | 4K | 0.01 |
| OSAKA SODA CO LTD | Long | Equity-common | JP | $279K | 4K | 0.03 |
| OSAKA STEEL CO LTD | Long | Equity-common | JP | $70K | 4K | 0.01 |
| OSAKA TITANIUM TECHNOLO CO LTD | Long | Equity-common | JP | $139K | 8K | 0.02 |
| OSB GROUP PLC | Long | Equity-common | GB | $738K | 111K | 0.09 |
| OSG CORP | Long | Equity-common | JP | $310K | 22K | 0.04 |
| OUTOKUMPU OY CL A (OUTOKUMPU OYJ) | Long | Equity-common | FI | $370K | 103K | 0.05 |
| OVH GROUPE SAS | Long | Equity-common | FR | $76K | 12K | 0.01 |
| OVS (OVS SPA) | Long | Equity-common | IT | $151K | 53K | 0.02 |
| OX2 AB | Long | Equity-common | SE | $233K | 42K | 0.03 |
| OXFORD INSTRUMENTS GROUP PLC | Long | Equity-common | GB | $480K | 15K | 0.06 |
| OXFORD NANOPORE TECHNOLOGY LTD (OXFORD NANOPORE TECHNOLOGIES LTD) | Long | Equity-common | GB | $252K | 162K | 0.03 |
| OY NOFAR ENERGY LTD | Long | Equity-common | IL | $122K | 6K | 0.02 |
| PACIFIC BASIN SHIPPING LTD | Long | Equity-common | BM | $452K | 2M | 0.06 |
| PACIFIC INDUSTRIAL CO LTD | Long | Equity-common | JP | $118K | 11K | 0.01 |
| PAGAYA TECHNOLGOIES LTD A | Long | Equity-common | IL | $148K | 10K | 0.02 |
| PAGEGROUP PLC | Long | Equity-common | GB | $488K | 89K | 0.06 |
| PAL GROUP HOLDINGS CO LTD | Long | Equity-common | JP | $167K | 12K | 0.02 |
| PALADIN ENERGY LTD | Long | Equity-common | AU | $596K | 80K | 0.07 |
| PALFINGER AG | Long | Equity-common | AT | $105K | 4K | 0.01 |
| PALTAC CORPORATION | Long | Equity-common | JP | $251K | 8K | 0.03 |
| PAN AFRICAN RESOURCES PLC (UK) | Long | Equity-common | GB | $206K | 544K | 0.03 |
| PANDOX AB (PANDOX AB NEW) | Long | Equity-common | SE | $484K | 26K | 0.06 |
| PARADOX INTERACTIVE AB | Long | Equity-common | SE | $158K | 11K | 0.02 |
| PARAGON BANKING GROUP PLC | Long | Equity-common | GB | $618K | 60K | 0.08 |
| PARAGON REIT | Long | Equity-common | SG | $209K | 318K | 0.03 |
| PARAMOUNT BED HOLDINGS CO LTD | Long | Equity-common | JP | $176K | 10K | 0.02 |
| PARK24 CO LTD | Long | Equity-common | JP | $396K | 37K | 0.05 |
| PARKWAY LIFE REA EST INV TRUST (PARKWAY LIFE REAL ESTATE INVESTMENT TRUST) | Long | Equity-common | SG | $300K | 111K | 0.04 |
| PARTNER COMM CO LTD (PARTNER COMMUNICATIONS CO LTD) | Long | Equity-common | IL | $162K | 39K | 0.02 |
| PASONA GROUP INC | Long | Equity-common | JP | $95K | 6K | 0.01 |
| PATRIZIA SE | Long | Equity-common | DE | $99K | 13K | 0.01 |
| PAX GLOBAL TECHNOLOGY LTD | Long | Equity-common | BM | $109K | 195K | 0.01 |
| PAZ OIL CO LTD | Long | Equity-common | IL | $269K | 3K | 0.03 |
| PCCW LTD | Long | Equity-common | HK | $620K | 1M | 0.08 |
| PEAB AB CL B | Long | Equity-common | SE | $355K | 48K | 0.04 |
| PENNON GROUP PLC | Long | Equity-common | GB | $652K | 82K | 0.08 |
| PENTA OCEAN CONSTRUCTION CO (PENTA OCEAN CONST CO LTD) | Long | Equity-common | JP | $342K | 77K | 0.04 |
| PEPPER MONEY LTD/AUSTRALIA | Long | Equity-common | AU | $49K | 51K | 0.01 |
| PEPTIDREAM INC | Long | Equity-common | JP | $516K | 28K | 0.06 |
| PER AARSLEFF HOLDING A/S CL B | Long | Equity-common | DK | $279K | 5K | 0.03 |
| PERENTI LIMITED | Long | Equity-common | AU | $159K | 231K | 0.02 |
| PERION NETWORK LTD | Long | Equity-common | IL | $109K | 13K | 0.01 |
| PERPETUAL LIMITED | Long | Equity-common | AU | $416K | 29K | 0.05 |
| PERSEUS MINING LTD | Long | Equity-common | AU | $640K | 387K | 0.08 |
| PERSOL HOLDINGS CO LTD | Long | Equity-common | JP | $917K | 532K | 0.11 |
| PETS AT HOME GROUP PLC | Long | Equity-common | GB | $501K | 127K | 0.06 |
| PEUGEOT INVEST | Long | Equity-common | FR | $127K | 1K | 0.02 |
| PEXA GROUP LTD | Long | Equity-common | AU | $338K | 37K | 0.04 |
| PFEIFFER VACUUM (BR) (PFEIFFER VACUUM TECHNOLOGY AG) | Long | Equity-common | DE | $187K | 1K | 0.02 |
| PHARMA MAR SA | Long | Equity-common | ES | $190K | 5K | 0.02 |
| PHARMANUTRA SPA | Long | Equity-common | IT | $49K | 959 | 0.01 |
| PHARMING GROUP NV | Long | Equity-common | NL | $168K | 194K | 0.02 |
| PHC HOLDINGS CORP | Long | Equity-common | JP | $67K | 9K | 0.01 |
| PHOTO-ME INTERNATIONAL PLC | Long | Equity-common | GB | $151K | 61K | 0.02 |
| PIAGGIO and C SPA | Long | Equity-common | IT | $130K | 47K | 0.02 |
| PICTON PROPERTY INCOME LTD | Long | Equity-common | GG | $146K | 155K | 0.02 |
| PIERRE ET VACANCES LA DEFENSE (PIERRE ET VACANCES, LA DEFENSE) | Long | Equity-common | FR | $59K | 40K | 0.01 |
| PIGEON CORP | Long | Equity-common | JP | $332K | 33K | 0.04 |
| PILLAR CORP /JAPAN | Long | Equity-common | JP | $174K | 5K | 0.02 |
| PILOT CORP | Long | Equity-common | JP | $251K | 8K | 0.03 |
| PINNACLE INVESTMENT MANAGEMENT GROUP LTD | Long | Equity-common | AU | $428K | 40K | 0.05 |
| PIOLAX INC | Long | Equity-common | JP | $126K | 8K | 0.02 |
| PIRELLI and C SPA | Long | Equity-common | IT | $528K | 84K | 0.07 |
| PKSHA TECHNOLOGY INC | Long | Equity-common | JP | $99K | 5K | 0.01 |
| PLATINUM ASSET MANAGEMENT LTD (PLATINUM ASSET MANGEMENT LTD) | Long | Equity-common | AU | $87K | 125K | 0.01 |
| PLATZER FASTIGHETER AB | Long | Equity-common | SE | $149K | 16K | 0.02 |
| PLAYTECH PLC | Long | Equity-common | IM | $516K | 71K | 0.06 |
| PLUS ALPHA CONSULTING CO LTD | Long | Equity-common | JP | $101K | 8K | 0.01 |
| PLUS500 LTD | Long | Equity-common | IL | $661K | 22K | 0.08 |
| PLUXEE FRANCE SA | Long | Equity-common | FR | $589K | 25K | 0.07 |
| PNE AG | Long | Equity-common | DE | $136K | 9K | 0.02 |
| POLA ORBIS HOLDINGS INC | Long | Equity-common | JP | $251K | 27K | 0.03 |
| POLAR CAPITAL HOLDINGS PLC | Long | Equity-common | GB | $198K | 26K | 0.02 |
| POLYNOVO LTD | Long | Equity-common | AU | $322K | 184K | 0.04 |
| POLYPEPTIDE GROUP | Long | Equity-common | CH | $141K | 4K | 0.02 |
| PORR AG | Long | Equity-common | AT | $76K | 5K | 0.01 |
| POSTNL NV | Long | Equity-common | NL | $140K | 95K | 0.02 |
| PRASHKOVSKY INVESTMENTS AND CONSTRUCTION LTD | Long | Equity-common | IL | $45K | 2K | 0.01 |
| PREMIER FOODS PLC | Long | Equity-common | GB | $424K | 183K | 0.05 |
| PREMIER INVESTMENT LTD (PREMIER INVESTMENTS LTD) | Long | Equity-common | AU | $534K | 25K | 0.07 |
| PRESSANCE CORP | Long | Equity-common | JP | $96K | 7K | 0.01 |
| PRESTIGE INTERNATIONAL INC | Long | Equity-common | JP | $132K | 28K | 0.02 |
| PRIMA MEAT PACKERS LTD | Long | Equity-common | JP | $105K | 6K | 0.01 |
| PRIMARY HEALTH PROPERTIES PLC | Long | Equity-common | GB | $446K | 375K | 0.06 |
| PROSEGUR CASH SA | Long | Equity-common | ES | $48K | 84K | 0.01 |
| PROSEGUR COMP SECURIDAD (REG) (PROSEGUR COMP SECURIDAD SA) | Long | Equity-common | ES | $57K | 31K | 0.01 |
| PROSIEBENSAT.1 MEDIA SE | Long | Equity-common | DE | $275K | 40K | 0.03 |
| PROTECTOR FORSIKRING ASA | Long | Equity-common | NO | $312K | 15K | 0.04 |
| PROXIMUS | Long | Equity-common | BE | $281K | 39K | 0.04 |
| PRS REIT PLC/THE | Long | Equity-common | GB | $157K | 149K | 0.02 |
| PSP SWISS PROPERTY AG | Long | Equity-common | CH | $2M | 13K | 0.22 |
| PUUILO OYJ | Long | Equity-common | FI | $236K | 21K | 0.03 |
| PVA TEPLA AG | Long | Equity-common | DE | $95K | 6K | 0.01 |
| PWR HOLDINGS LIMITED (PWR HOLDINGS LTD) | Long | Equity-common | AU | $187K | 24K | 0.02 |
| PZ CUSSONS PLC | Long | Equity-common | GB | $89K | 66K | 0.01 |
| QINETIQ GROUP PLC | Long | Equity-common | GB | $906K | 146K | 0.11 |
| QT GROUP OYJ | Long | Equity-common | FI | $485K | 5K | 0.06 |
| QUADIENT SAS | Long | Equity-common | FR | $165K | 8K | 0.02 |
| QUBE HOLDINGS LTD | Long | Equity-common | AU | $1M | 472K | 0.15 |
| QUILTER PLC | Long | Equity-common | GB | $687K | 400K | 0.09 |
| RADWARE LTD | Long | Equity-common | IL | $227K | 10K | 0.03 |
| RAFFLES MEDICAL GROUP LTD | Long | Equity-common | SG | $169K | 241K | 0.02 |
| RAI WAY SPA | Long | Equity-common | IT | $145K | 27K | 0.02 |
| RAIFFEISEN BANK INTERNTNL AG (RAIFFEISEN BANK INTERNATIONAL AG) | Long | Equity-common | AT | $729K | 37K | 0.09 |
| RAITO KOGYO CO LTD | Long | Equity-common | JP | $160K | 11K | 0.02 |
| RAIZNEXT CORP | Long | Equity-common | JP | $85K | 7K | 0.01 |
| RAKUS CO LTD | Long | Equity-common | JP | $359K | 26K | 0.04 |
| RAKUTEN BANK LTD | Long | Equity-common | JP | $616K | 27K | 0.08 |
| RAMELIUS RESOURCES LTD | Long | Equity-common | AU | $386K | 304K | 0.05 |
| RAMI LEVI CHAIN STRES HASHIKMA (RAMI LEVI CHAIN STORES HASHIKMA MARKETING 2006 LTD) | Long | Equity-common | IL | $141K | 3K | 0.02 |
| RANK GROUP PLC | Long | Equity-common | GB | $60K | 65K | 0.01 |
| RATHBONES GROUP PLC | Long | Equity-common | GB | $450K | 18K | 0.06 |
| RATOS AB SER B | Long | Equity-common | SE | $187K | 58K | 0.02 |
| RAYSUM CO LTD | Long | Equity-common | JP | $64K | 3K | 0.01 |
| REALORD GROUP HOLDINGS LTD | Long | Equity-common | BM | $84K | 122K | 0.01 |
| REC SILICON ASA | Long | Equity-common | NO | $69K | 84K | 0.01 |
| RECTICEL SA | Long | Equity-common | BE | $159K | 12K | 0.02 |
| RED 5 LTD | Long | Equity-common | AU | $443K | 2M | 0.06 |
| REDCARE PHARMACY NV | Long | Equity-common | NL | $653K | 4K | 0.08 |
| REDES ENERGETICAS NACI SGPS SA | Long | Equity-common | PT | $292K | 115K | 0.04 |
| REDOX LTD | Long | Equity-common | AU | $121K | 59K | 0.02 |
| REDROW PLC | Long | Equity-common | GB | $714K | 74K | 0.09 |
| REGION GROUP (STAPLED) | Long | Equity-common | AU | $487K | 328K | 0.06 |
| REGIS RESOURCES LTD | Long | Equity-common | AU | $232K | 211K | 0.03 |
| REIT 1 LTD | Long | Equity-common | IL | $204K | 54K | 0.03 |
| RELIANCE WORLDWIDE CORP LTD | Long | Equity-common | AU | $749K | 223K | 0.09 |
| RELO GROUP INC | Long | Equity-common | JP | $342K | 29K | 0.04 |
| RENEW HOLDINGS PLC | Long | Equity-common | GB | $312K | 22K | 0.04 |
| RENEWI PLC | Long | Equity-common | GB | $178K | 21K | 0.02 |
| RENGO CO LTD | Long | Equity-common | JP | $374K | 54K | 0.05 |
| RENISHAW PLC ORD | Long | Equity-common | GB | $507K | 10K | 0.06 |
| RENK GMBH | Long | Equity-common | DE | $246K | 9K | 0.03 |
| RENOVA INC | Long | Equity-common | JP | $76K | 12K | 0.01 |
| REPLY SPA | Long | Equity-common | IT | $905K | 6K | 0.11 |
| RESOLUTE MINING LTD (RESOLUTE MNG LTD) | Long | Equity-common | AU | $253K | 596K | 0.03 |
| RESONAC HOLDINGS CORP | Long | Equity-common | JP | $1M | 50K | 0.16 |
| RESORTTRUST INC | Long | Equity-common | JP | $387K | 23K | 0.05 |
| RESTAR CORP | Long | Equity-common | JP | $99K | 5K | 0.01 |
| RETAIL ESTATES SA | Long | Equity-common | BE | $233K | 3K | 0.03 |
| RETAIL PARTNERS CO LTD | Long | Equity-common | JP | $75K | 7K | 0.01 |
| RETAILORS LTD | Long | Equity-common | IL | $86K | 6K | 0.01 |
| REVENIO GROUP OYJ | Long | Equity-common | FI | $192K | 6K | 0.02 |
| RHI MAGNESITA NV | Long | Equity-common | NL | $250K | 5K | 0.03 |
| RICOH LEASING CO LTD | Long | Equity-common | JP | $146K | 4K | 0.02 |
| RIETER HOLDINGS AG (REG) (RIETER HOLDING AG) | Long | Equity-common | CH | $94K | 790 | 0.01 |
| RIGHTMOVE PLC | Long | Equity-common | GB | $2M | 227K | 0.21 |
| RIKEN KEIKI CO LTD | Long | Equity-common | JP | $219K | 7K | 0.03 |
| RIKEN VITAMIN CO LTD | Long | Equity-common | JP | $108K | 6K | 0.01 |
| RINGER HUT (RINGER HUT CO LTD) | Long | Equity-common | JP | $97K | 6K | 0.01 |
| RINGKJOBING LANDBOBANK (REG) | Long | Equity-common | DK | $1M | 8K | 0.17 |
| RINNAI CORP | Long | Equity-common | JP | $669K | 27K | 0.08 |
| RISKIFIED LTD | Long | Equity-common | IL | $181K | 29K | 0.02 |
| RISO KAGAKU CORP | Long | Equity-common | JP | $116K | 5K | 0.01 |
| RIVERSTONE HOLDINGS LTD | Long | Equity-common | SG | $103K | 145K | 0.01 |
| ROHTO PHARMACEUTICAL (ROHTO PHARMACEUTICAL CO LTD) | Long | Equity-common | JP | $1M | 54K | 0.16 |
| ROLAND CORP | Long | Equity-common | JP | $104K | 4K | 0.01 |
| RORZE CORP | Long | Equity-common | JP | $498K | 3K | 0.06 |
| ROTORK PLC | Long | Equity-common | GB | $1M | 242K | 0.14 |
| ROUND ONE CORP | Long | Equity-common | JP | $317K | 53K | 0.04 |
| ROYAL HOLDINGS CO LTD | Long | Equity-common | JP | $144K | 9K | 0.02 |
| ROYAL UNIBREW AS | Long | Equity-common | DK | $1M | 14K | 0.14 |
| RS GROUP PLC | Long | Equity-common | GB | $1M | 135K | 0.18 |
| RS TECHNOLOGIES CO LTD | Long | Equity-common | JP | $81K | 4K | 0.01 |
| RUBIS and CIE SA | Long | Equity-common | FR | $692K | 22K | 0.09 |
| RURAL FUNDS GROUP | Long | Equity-common | AU | $154K | 111K | 0.02 |
| RUSTA AB | Long | Equity-common | SE | $109K | 16K | 0.01 |
| RVRC HOLDING AB | Long | Equity-common | SE | $66K | 16K | 0.01 |
| RWS HOLDINGS PLC | Long | Equity-common | GB | $206K | 85K | 0.03 |
| RYMAN HEALTHCARE LTD | Long | Equity-common | NZ | $470K | 174K | 0.06 |
| RYOBI LTD | Long | Equity-common | JP | $83K | 6K | 0.01 |
| RYOHIN KEIKAKU CO LTD | Long | Equity-common | JP | $1M | 72K | 0.17 |
| RYOYO RYOSAN HOLDINGS INC | Long | Equity-common | JP | $135K | 7K | 0.02 |
| S FOODS INC | Long | Equity-common | JP | $100K | 5K | 0.01 |
| S IMMO AG SUBS RT | Long | Equity-common | AT | $0.12 | 11K | 0.00 |
| SACYR SA | Long | Equity-common | ES | $415K | 118K | 0.05 |
| SAF HOLLAND SE | Long | Equity-common | DE | $267K | 13K | 0.03 |
| SAFESTORE HOLDINGS PLC | Long | Equity-common | GB | $645K | 62K | 0.08 |
| SAFILO GROUP SPA | Long | Equity-common | IT | $66K | 59K | 0.01 |
| SAIBU GAS HOLDINGS CO LTD (SAIBU GAS CO LTD) | Long | Equity-common | JP | $89K | 7K | 0.01 |
| SAIPEM SPA | Long | Equity-common | IT | $876K | 368K | 0.11 |
| SAIZERIYA CO LTD | Long | Equity-common | JP | $348K | 9K | 0.04 |
| SAKAI MOVING SERVICE CO LTD | Long | Equity-common | JP | $110K | 6K | 0.01 |
| SAKATA INX CORP | Long | Equity-common | JP | $136K | 11K | 0.02 |
| SAKATA SEED CORP | Long | Equity-common | JP | $184K | 8K | 0.02 |
| SAKURA INTERNET INC | Long | Equity-common | JP | $109K | 5K | 0.01 |
| SALCEF SPA | Long | Equity-common | IT | $168K | 6K | 0.02 |
| SALVATORE FERRAGAMO ITAL SPA (SALVATORE FERRAGAMO ITALIA SPA) | Long | Equity-common | IT | $167K | 19K | 0.02 |
| SALZGITTER AG | Long | Equity-common | DE | $122K | 7K | 0.02 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB SER B | Long | Equity-common | SE | $178K | 280K | 0.02 |
| SAMTY HOLDINGS CO LTD /JAPAN | Long | Equity-common | JP | $147K | 8K | 0.02 |
| SAMTY RESIDENTIAL INVESTMENT CORP | Long | Equity-common | JP | $73K | 107 | 0.01 |
| SAN A CO LTD (SAN-A CO LTD) | Long | Equity-common | JP | $202K | 6K | 0.03 |
| SAN-AI OBBLI CO LTD | Long | Equity-common | JP | $179K | 13K | 0.02 |
| SAN-IN GODO BANK (SAN-IN GODO BANK LTD) | Long | Equity-common | JP | $389K | 41K | 0.05 |
| SANDFIRE RESOURCES LTD (SANDFIRE RESOURCES NL) | Long | Equity-common | AU | $732K | 129K | 0.09 |
| SANGETSU CORP | Long | Equity-common | JP | $250K | 13K | 0.03 |
| SANKEN ELECTRIC CO LTD | Long | Equity-common | JP | $314K | 6K | 0.04 |
| SANKI ENGINEERING CO LTD | Long | Equity-common | JP | $164K | 10K | 0.02 |
| SANKYO CO LTD GUNMA (6417) | Long | Equity-common | JP | $570K | 51K | 0.07 |
| SANKYU INC | Long | Equity-common | JP | $455K | 13K | 0.06 |
| SANLORENZO SPA AMEGLIA (SANLORENZO S.P.A.) | Long | Equity-common | IT | $145K | 4K | 0.02 |
| SANRIO CO LTD | Long | Equity-common | JP | $936K | 44K | 0.12 |
| SANSAN INC | Long | Equity-common | JP | $303K | 20K | 0.04 |
| SANTEN PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $1M | 93K | 0.14 |
| SANWA HOLDINGS CORP | Long | Equity-common | JP | $1M | 53K | 0.14 |
| SANYO CHEMICAL IND (SANYO CHEMICAL IND LTD) | Long | Equity-common | JP | $91K | 3K | 0.01 |
| SANYO DENKI CO | Long | Equity-common | JP | $122K | 3K | 0.02 |
| SANYO SPECIAL STEEL CO LTD | Long | Equity-common | JP | $90K | 6K | 0.01 |
| SAPIENS INTL CORP NV | Long | Equity-common | KY | $366K | 9K | 0.05 |
| SAPPORO HOLDINGS LTD | Long | Equity-common | JP | $769K | 18K | 0.10 |
| SARAS SPA | Long | Equity-common | IT | $209K | 121K | 0.03 |
| SASSEUR REAL ESTATE INVESTMENT TRUST | Long | Equity-common | SG | $77K | 154K | 0.01 |
| SATO HOLDING CORPORATION | Long | Equity-common | JP | $99K | 7K | 0.01 |
| SATS LTD | Long | Equity-common | SG | $618K | 252K | 0.08 |
| SAVILLS PLC | Long | Equity-common | GB | $667K | 41K | 0.08 |
| SAWAI GROUP HOLDINGS CO LTD | Long | Equity-common | JP | $500K | 11K | 0.06 |
| SBI SUMISHIN NET BANK LTD | Long | Equity-common | JP | $295K | 15K | 0.04 |
| SBM OFFSHORE NV | Long | Equity-common | NL | $660K | 41K | 0.08 |
| SBS HOLDINGS INC | Long | Equity-common | JP | $83K | 5K | 0.01 |
| SCANDIC HOTELS HOLDING AB (SCANDIC HOTELS GROUP AB) | Long | Equity-common | SE | $245K | 40K | 0.03 |
| SCANDINAVIAN TOBACCO GROUP A | Long | Equity-common | DK | $239K | 16K | 0.03 |
| SCATEC ASA | Long | Equity-common | NO | $276K | 34K | 0.03 |
| SCHAEFFLER AG | Long | Equity-common | DE | $191K | 35K | 0.02 |
| SCHIBSTED ASA A SHARES | Long | Equity-common | NO | $615K | 21K | 0.08 |
| SCHIBSTED ASA B SHARES | Long | Equity-common | NO | $732K | 27K | 0.09 |
| SCHOELLER-BLECKMANN OIL (SCHOELLER-BLECKMANN OIL EQP AG) | Long | Equity-common | AT | $116K | 3K | 0.01 |
| SCHOTT PHARMA AG and CO KGAA | Long | Equity-common | DE | $375K | 11K | 0.05 |
| SCHOUW and CO | Long | Equity-common | DK | $296K | 4K | 0.04 |
| SCHWEITER TECHNOLOGIES AG | Long | Equity-common | CH | $133K | 283 | 0.02 |
| SCOR SE | Long | Equity-common | FR | $933K | 44K | 0.12 |
| SDIPTECH AB | Long | Equity-common | SE | $258K | 8K | 0.03 |
| SEADRILL LTD | Long | Equity-common | BM | $460K | 8K | 0.06 |
| SEATRIUM LTD | Long | Equity-common | SG | $795K | 633K | 0.10 |
| SECHE ENVIRONMENT SA | Long | Equity-common | FR | $79K | 719 | 0.01 |
| SECO SPA | Long | Equity-common | IT | $37K | 13K | 0.00 |
| SECTRA AB SER B | Long | Equity-common | SE | $878K | 39K | 0.11 |
| SECUNET SECURITY NETWORKS AG (SECUNET SECURITY NETWORK AG) | Long | Equity-common | DE | $60K | 451 | 0.01 |
| SEGA SAMMY HOLDINGS INC (SEGA SAMMY HLDINGS INC) | Long | Equity-common | JP | $730K | 45K | 0.09 |
| SEIBU HOLDINGS INC | Long | Equity-common | JP | $1M | 65K | 0.15 |
| SEIKO GROUP CORP | Long | Equity-common | JP | $229K | 8K | 0.03 |
| SEINO HOLDINGS CO LTD | Long | Equity-common | JP | $456K | 29K | 0.06 |
| SEIREN CO LTD | Long | Equity-common | JP | $187K | 12K | 0.02 |
| SEKISUI HOUSE REIT INC | Long | Equity-common | JP | $620K | 1K | 0.08 |
| SEKISUI JUSHI CORP | Long | Equity-common | JP | $129K | 8K | 0.02 |
| SELLA CAPITAL REAL ESTATE LTD | Long | Equity-common | IL | $116K | 63K | 0.01 |
| SEMAPA SOC INVEST (SEMAPA SOCIEDADE DE INVESTIMENTO E GESTAO) | Long | Equity-common | PT | $73K | 5K | 0.01 |
| SENKO GROUP HOLDINGS CO LTD | Long | Equity-common | JP | $239K | 31K | 0.03 |
| SENSHU ELECTRIC CO LTD | Long | Equity-common | JP | $113K | 3K | 0.01 |
| SENSHU IKEDA HOLDINGS INC | Long | Equity-common | JP | $164K | 63K | 0.02 |
| SENSIRION HOLDING AG | Long | Equity-common | CH | $255K | 3K | 0.03 |
| SEPTENI HOLDINGS CO LTD | Long | Equity-common | JP | $53K | 21K | 0.01 |
| SERCO GROUP PLC | Long | Equity-common | GB | $756K | 307K | 0.09 |
| SERIA CO LTD | Long | Equity-common | JP | $291K | 13K | 0.04 |
| SERICA ENERGY PLC | Long | Equity-common | GB | $138K | 81K | 0.02 |
| SES SA A | Long | Equity-common | LU | $573K | 106K | 0.07 |
| SESA SPA | Long | Equity-common | IT | $238K | 2K | 0.03 |
| SEVEN BANK LTD | Long | Equity-common | JP | $314K | 166K | 0.04 |
| SEVENTY SEVENTH BANK (SEVENTY SEVENTH BANK LTD) | Long | Equity-common | JP | $554K | 18K | 0.07 |
| SFS GROUP AG | Long | Equity-common | CH | $720K | 5K | 0.09 |
| SG FLEET GROUP LTD | Long | Equity-common | AU | $80K | 39K | 0.01 |
| SGL CARBON SE | Long | Equity-common | DE | $116K | 17K | 0.01 |
| SHAFTESBURY CAPITAL PLC | Long | Equity-common | GB | $862K | 440K | 0.11 |
| SHANGRI-LA ASIA LTD (SHANGRI LA ASIA LTD) | Long | Equity-common | BM | $283K | 404K | 0.04 |
| SHAPIR ENGINEERING AND INDUSTRY LTD | Long | Equity-common | IL | $230K | 41K | 0.03 |
| SHARP CORP | Long | Equity-common | JP | $434K | 75K | 0.05 |
| SHENG SIONG GROUP LTD | Long | Equity-common | SG | $245K | 212K | 0.03 |
| SHIBAURA MACHINE CO LTD | Long | Equity-common | JP | $159K | 6K | 0.02 |
| SHIBAURA MECHATRONICS CORP | Long | Equity-common | JP | $192K | 4K | 0.02 |
| SHIBUYA KOGYO CO (SHIBUYA CORP) | Long | Equity-common | JP | $113K | 5K | 0.01 |
| SHIFT INC | Long | Equity-common | JP | $276K | 4K | 0.03 |
| SHIGA BANK LTD | Long | Equity-common | JP | $269K | 10K | 0.03 |
| SHIKOKU ELEC POWER (SHIKOKU ELEC POWER CO INC) | Long | Equity-common | JP | $414K | 48K | 0.05 |
| SHIKOKU KASEI HOLDINGS CORPORATION | Long | Equity-common | JP | $97K | 6K | 0.01 |
| SHIKUN and BINUI LTD | Long | Equity-common | IL | $218K | 96K | 0.03 |
| SHIMAMURA CORP (SHIMAMURA CO LTD) | Long | Equity-common | JP | $618K | 13K | 0.08 |
| SHIMIZU CORP | Long | Equity-common | JP | $933K | 148K | 0.12 |
| SHIN NIPPON AIR TECH CO LTD (SHIN NIPPON AIR TECHNOLOGIES) | Long | Equity-common | JP | $94K | 3K | 0.01 |
| SHIN NIPPON BIOMEDICAL LAB LTD | Long | Equity-common | JP | $54K | 6K | 0.01 |
| SHIN-ETSU POLYMER CO LTD | Long | Equity-common | JP | $113K | 11K | 0.01 |
| SHINAGAWA REFRACT (SHINAGAWA REFRACT CO LTD) | Long | Equity-common | JP | $89K | 7K | 0.01 |
| SHINKO ELEC INDS CO LTD | Long | Equity-common | JP | $722K | 19K | 0.09 |
| SHINMAYWA INDUSTRIES LTD | Long | Equity-common | JP | $148K | 15K | 0.02 |
| SHINNIHON CORP CHIBA | Long | Equity-common | JP | $77K | 7K | 0.01 |
| SHIP HEALTHCARE HOLDINGS INC | Long | Equity-common | JP | $358K | 23K | 0.04 |
| SHIZUOKA GAS CO LTD | Long | Equity-common | JP | $68K | 11K | 0.01 |
| SHO-BOND HOLDINGS CO LTD | Long | Equity-common | JP | $433K | 11K | 0.05 |
| SHOCHIKU CO LTD | Long | Equity-common | JP | $154K | 2K | 0.02 |
| SHOEI CO LTD | Long | Equity-common | JP | $187K | 14K | 0.02 |
| SHOEI FOODS CORP | Long | Equity-common | JP | $98K | 3K | 0.01 |
| SHOWA SANGYO CO LTD | Long | Equity-common | JP | $114K | 5K | 0.01 |
| SHUFERSAL LTD | Long | Equity-common | IL | $405K | 60K | 0.05 |
| SHURGARD SELF STORAGE EUROPE SARL (SHURGARD SELF STORAGE SA) | Long | Equity-common | GG | $381K | 10K | 0.05 |
| SIA ENGINEERING CO LTD | Long | Equity-common | SG | $136K | 80K | 0.02 |
| SIEGFRIED AG (SIEGFRIED HOLDING AG) | Long | Equity-common | CH | $1M | 1K | 0.17 |
| SIG PLC | Long | Equity-common | GB | $63K | 200K | 0.01 |
| SIGMA HEALTHCARE LTD | Long | Equity-common | AU | $332K | 390K | 0.04 |
| SIGNIFY NV | Long | Equity-common | NL | $906K | 37K | 0.11 |
| SIIX CORPORATION | Long | Equity-common | JP | $71K | 8K | 0.01 |
| SILEX SYSTEMS LTD (SILEX SYS LTD) | Long | Equity-common | AU | $155K | 50K | 0.02 |
| SILTRONIC AG | Long | Equity-common | DE | $379K | 5K | 0.05 |
| SIMILARWEB LTD | Long | Equity-common | IL | $52K | 8K | 0.01 |
| SIMPLEX HOLDINGS INC | Long | Equity-common | JP | $148K | 10K | 0.02 |
| SIMS LTD | Long | Equity-common | AU | $309K | 46K | 0.04 |
| SINCH AB | Long | Equity-common | SE | $522K | 193K | 0.07 |
| SINFONIA TECHNOLOGY CO LTD | Long | Equity-common | JP | $119K | 6K | 0.01 |
| SINGAPORE POST LTD | Long | Equity-common | SG | $136K | 415K | 0.02 |
| SINKO INDUSTRIES LTD | Long | Equity-common | JP | $137K | 5K | 0.02 |
| SIRIUS REAL ESTATE LTD | Long | Equity-common | GG | $459K | 379K | 0.06 |
| SITEMINDER LTD | Long | Equity-common | AU | $230K | 63K | 0.03 |
| SIXT SE ORD | Long | Equity-common | DE | $284K | 4K | 0.04 |
| SIXT SE PFD | Long | Equity-preferred | DE | $252K | 5K | 0.03 |
| SJM HOLDINGS LIMITED | Long | Equity-common | HK | $235K | 730K | 0.03 |
| SKAN GROUP AG | Long | Equity-common | CH | $285K | 3K | 0.04 |
| SKISTAR AB B | Long | Equity-common | SE | $169K | 11K | 0.02 |
| SKY PERFECT JSAT HOLDINGS INC | Long | Equity-common | JP | $251K | 42K | 0.03 |
| SKYLARK CO LTD (SKYLARK HOLDINGS CO LTD) | Long | Equity-common | JP | $891K | 65K | 0.11 |
| SLIGRO FOOD GROUP NV | Long | Equity-common | NL | $81K | 6K | 0.01 |
| SMA SOLAR TECHNOLOGY AG | Long | Equity-common | DE | $124K | 5K | 0.02 |
| SMARTGROUP CORP LTD (SMARTGROUP CORPORATION LIMITED) | Long | Equity-common | AU | $203K | 36K | 0.03 |
| SMARTONE TELECOM HLDGS LTD (SMARTONE TELECOMMUNICATIONS HLDGS LTD) | Long | Equity-common | BM | $44K | 92K | 0.01 |
| SMITH (WH) PLC (WH SMITH PLC) | Long | Equity-common | GB | $634K | 37K | 0.08 |
| SMS CO LTD | Long | Equity-common | JP | $294K | 20K | 0.04 |
| SOCIONEXT INC | Long | Equity-common | JP | $1M | 51K | 0.13 |
| SOFTCAT PLC | Long | Equity-common | GB | $764K | 37K | 0.10 |
| Softwareone Holding AG | Long | Equity-common | CH | $674K | 34K | 0.08 |
| SOHGO SECURITY SERVICES CO LTD | Long | Equity-common | JP | $704K | 109K | 0.09 |
| SOITEC SA | Long | Equity-common | FR | $921K | 7K | 0.12 |
| SOJITZ CORPORATION | Long | Equity-common | JP | $2M | 64K | 0.19 |
| SOL SPA | Long | Equity-common | IT | $389K | 10K | 0.05 |
| SOLARIA ENERGIA (SOLARIA ENERGIA Y MEDIO AMBIENTE SA) | Long | Equity-common | ES | $279K | 23K | 0.03 |
| SOLVAY CL A (SOLVAY SA) | Long | Equity-common | BE | $744K | 21K | 0.09 |
| SONAE | Long | Equity-common | PT | $229K | 225K | 0.03 |
| SOPRA STERIA GROUP | Long | Equity-common | FR | $814K | 4K | 0.10 |
| SOSILA LOGISTICS REIT INC | Long | Equity-common | JP | $149K | 193 | 0.02 |
| SOTETSU HOLDINGS INC | Long | Equity-common | JP | $371K | 23K | 0.05 |
| SPAR NORD BANKAKTIELSKAB (SPAR NORD BANK A/S) | Long | Equity-common | DK | $416K | 20K | 0.05 |
| SPAREBANK 1 NORD NORGE | Long | Equity-common | NO | $266K | 27K | 0.03 |
| SPAREBANK 1 OESTLANDET | Long | Equity-common | NO | $136K | 10K | 0.02 |
| SPAREBANK 1 SMN | Long | Equity-common | NO | $545K | 37K | 0.07 |
| SPAREBANK 1 SR BK CAP CERTS (SPAREBANK 1 SR BANK ASA) | Long | Equity-common | NO | $676K | 53K | 0.08 |
| SPARX GROUP CO LTD | Long | Equity-common | JP | $57K | 5K | 0.01 |
| SPECTRIS PLC | Long | Equity-common | GB | $1M | 29K | 0.14 |
| SPIE SA | Long | Equity-common | FR | $2M | 40K | 0.19 |
| SPIRE HEALTHCARE GROUP PLC | Long | Equity-common | GB | $264K | 80K | 0.03 |
| SPIRENT COMMUNICATIONS PLC | Long | Equity-common | GB | $362K | 163K | 0.05 |
| SQUARE ENIX HOLDINGS CO LTD | Long | Equity-common | JP | $772K | 23K | 0.10 |
| SRE HOLDINGS CORP | Long | Equity-common | JP | $97K | 3K | 0.01 |
| SSAB AB - CL B (SSAB AB (SWD STL)) | Long | Equity-common | SE | $936K | 185K | 0.12 |
| SSAB AB (SWED STL) A (SSAB AB (SWD STL)) | Long | Equity-common | SE | $325K | 63K | 0.04 |
| SSP GROUP LTD | Long | Equity-common | GB | $541K | 230K | 0.07 |
| ST JAMES PLACE PLC (ST JAMES'S PLACE PLC) | Long | Equity-common | GB | $1M | 156K | 0.17 |
| STABILUS SE | Long | Equity-common | DE | $347K | 7K | 0.04 |
| STADLER RAIL AG | Long | Equity-common | CH | $476K | 15K | 0.06 |
| STANLEY ELECTRIC (STANLEY ELECTRIC CO LTD) | Long | Equity-common | JP | $729K | 37K | 0.09 |
| STANMORE RESOURCES LTD | Long | Equity-common | AU | $217K | 89K | 0.03 |
| STAR ASIA INVESTMENT CORP | Long | Equity-common | JP | $239K | 630 | 0.03 |
| STAR ENTERTAINMENT GRP LTD/THE | Long | Equity-common | AU | $259K | 684K | 0.03 |
| STAR MICRONICS CO LTD | Long | Equity-common | JP | $139K | 10K | 0.02 |
| STARHILL GLOBAL REIT | Long | Equity-common | SG | $152K | 410K | 0.02 |
| STARHUB LTD (STARHUB LIMITED) | Long | Equity-common | SG | $164K | 172K | 0.02 |
| STARTS CORP (STARTS CORPORATION INC) | Long | Equity-common | JP | $195K | 8K | 0.02 |
| STARTS PROCEED INVESTMENT CORP | Long | Equity-common | JP | $87K | 67 | 0.01 |
| STEADFAST GROUP LTD | Long | Equity-common | AU | $1M | 296K | 0.16 |
| STEICO AG | Long | Equity-common | DE | $47K | 2K | 0.01 |
| STELLA INTERNATIONAL HLDGS LTD | Long | Equity-common | KY | $262K | 158K | 0.03 |
| STHREE PLC | Long | Equity-common | GB | $201K | 38K | 0.03 |
| STILLFRONT GROUP AB | Long | Equity-common | SE | $115K | 138K | 0.01 |
| STO SE and CO KGAA PREFERRED | Long | Equity-preferred | DE | $94K | 705 | 0.01 |
| STOLT NIELSEN LTD | Long | Equity-common | BM | $259K | 7K | 0.03 |
| STOREBRAND ASA CL A | Long | Equity-common | NO | $1M | 125K | 0.16 |
| STORSKOGEN GROUP AB | Long | Equity-common | SE | $317K | 391K | 0.04 |
| STRATEC BIOMEDICAL AG (STRATEC SE) | Long | Equity-common | DE | $90K | 2K | 0.01 |
| STRAUSS GROUP LTD | Long | Equity-common | IL | $240K | 16K | 0.03 |
| STRIKE CO LTD | Long | Equity-common | JP | $70K | 3K | 0.01 |
| STRIKE ENERGY LTD | Long | Equity-common | AU | $89K | 682K | 0.01 |
| STROEER SE and CO KGAA | Long | Equity-common | DE | $637K | 9K | 0.08 |
| SUBSEA 7 SA | Long | Equity-common | LU | $1M | 64K | 0.15 |
| SUEDZUCKER AG | Long | Equity-common | DE | $226K | 17K | 0.03 |
| SUESS MICROTEC SE | Long | Equity-common | DE | $366K | 5K | 0.05 |
| SUGI HOLDINGS CO LTD | Long | Equity-common | JP | $512K | 30K | 0.06 |
| SULZER AG (REG) | Long | Equity-common | CH | $790K | 5K | 0.10 |
| SUMISEKI HOLDINGS INC | Long | Equity-common | JP | $34K | 5K | 0.00 |
| SUMITOMO BAKELITE CO LTD | Long | Equity-common | JP | $533K | 19K | 0.07 |
| SUMITOMO CHEMICAL CO LTD (SUMITOMO CHEM CO LTD) | Long | Equity-common | JP | $1M | 427K | 0.14 |
| SUMITOMO DENSETSU CO LTD | Long | Equity-common | JP | $128K | 5K | 0.02 |
| SUMITOMO FORESTRY CO LTD | Long | Equity-common | JP | $2M | 44K | 0.24 |
| SUMITOMO HEAVY INDUSTRIES LTD | Long | Equity-common | JP | $843K | 31K | 0.11 |
| SUMITOMO MITSUI CONSTR CO LTD (SUMITOMO MITSUI CONST CO LTD) | Long | Equity-common | JP | $97K | 37K | 0.01 |
| SUMITOMO OSAKA CEMENT CO LTD | Long | Equity-common | JP | $243K | 9K | 0.03 |
| SUMITOMO PHARMA CO LTD | Long | Equity-common | JP | $130K | 47K | 0.02 |
| SUMITOMO RIKO COMPANY LTD | Long | Equity-common | JP | $103K | 10K | 0.01 |
| SUMITOMO RUBBER INDUSTRIES LTD (SUMITOMO RUBBER IND LTD) | Long | Equity-common | JP | $518K | 49K | 0.06 |
| SUMITOMO WAREHOUSE CO LTD | Long | Equity-common | JP | $252K | 13K | 0.03 |
| SUMMIT REAL ESTATE HOLDING LTD (SUMMIT REAL ESTATE HOLDINGS LTD) | Long | Equity-common | IL | $137K | 12K | 0.02 |
| SUN FRONTIER FUDOUSAN CO LTD | Long | Equity-common | JP | $103K | 8K | 0.01 |
| SUNDRUG CO LTD | Long | Equity-common | JP | $571K | 21K | 0.07 |
| SUNEVISION HOLDINGS LTD | Long | Equity-common | KY | $71K | 202K | 0.01 |
| SUNTEC REIT | Long | Equity-common | SG | $506K | 574K | 0.06 |
| SUNWELS CO LTD | Long | Equity-common | JP | $56K | 3K | 0.01 |
| SUPER HI INTERNATIONAL HOLDING | Long | Equity-common | KY | $84K | 53K | 0.01 |
| SUPER RETAIL GROUP LTD | Long | Equity-common | AU | $464K | 44K | 0.06 |
| SUPERMARKET INCOME REIT PLC | Long | Equity-common | GB | $335K | 350K | 0.04 |
| SURGICAL SCIENCE SWEDEN AB | Long | Equity-common | SE | $128K | 11K | 0.02 |
| SURUGA BANK LTD | Long | Equity-common | JP | $347K | 43K | 0.04 |
| SUZUKEN CO LTD | Long | Equity-common | JP | $643K | 18K | 0.08 |
| SVITZER A/S | Long | Equity-common | DK | $159K | 4K | 0.02 |
| SVOLDER AB - B | Long | Equity-common | SE | $152K | 26K | 0.02 |
| SWCC CORP | Long | Equity-common | JP | $237K | 8K | 0.03 |
| SWECO AB - B SHS | Long | Equity-common | SE | $916K | 57K | 0.11 |
| SWEDENCARE AB | Long | Equity-common | SE | $68K | 16K | 0.01 |
| SWISSQUOTE GROUP HOLDINGS SA (SWISSQUOTE GROUP HOLDING SA) | Long | Equity-common | CH | $965K | 3K | 0.12 |
| SYDBANK AS | Long | Equity-common | DK | $865K | 16K | 0.11 |
| SYNSAM HOLDING AB | Long | Equity-common | SE | $70K | 15K | 0.01 |
| SYSTENA CORP | Long | Equity-common | JP | $185K | 82K | 0.02 |
| T HASEGAWA CO LTD | Long | Equity-common | JP | $198K | 9K | 0.02 |
| T-GAIA CORP | Long | Equity-common | JP | $125K | 5K | 0.02 |
| TABCORP HLDG LTD | Long | Equity-common | AU | $271K | 643K | 0.03 |
| TADANO LTD | Long | Equity-common | JP | $211K | 28K | 0.03 |
| TADIRAN GROUP LTD | Long | Equity-common | IL | $48K | 968 | 0.01 |
| TAG IMMOBILIEN AG | Long | Equity-common | DE | $755K | 50K | 0.09 |
| TAIHEI DENGYO KAISHA (TAIHEI DENGYO KAISHA LTD) | Long | Equity-common | JP | $102K | 3K | 0.01 |
| TAIHEIYO CEMENT CORP | Long | Equity-common | JP | $844K | 31K | 0.11 |
| TAIKISHA LTD | Long | Equity-common | JP | $216K | 6K | 0.03 |
| TAIYO HOLDINGS CO LTD | Long | Equity-common | JP | $257K | 11K | 0.03 |
| TAIYO YUDEN CO LTD | Long | Equity-common | JP | $1M | 35K | 0.13 |
| TAKAMATSU CONSTRUCTION GROUP (TAKAMATSU CONSTRUCTION GROUP CO LTD) | Long | Equity-common | JP | $94K | 5K | 0.01 |
| TAKARA BIO INC | Long | Equity-common | JP | $109K | 14K | 0.01 |
| TAKARA HOLDINGS INC | Long | Equity-common | JP | $319K | 42K | 0.04 |
| TAKARA LEBEN REAL ESTATE INV CORP (TAKARA LEBEN REAL ESTATE INVESTMENT CORP) | Long | Equity-common | JP | $147K | 221 | 0.02 |
| TAKARA STANDARD CO LTD | Long | Equity-common | JP | $123K | 11K | 0.02 |
| TAKASAGO INTERNATIONAL CORP | Long | Equity-common | JP | $89K | 3K | 0.01 |
| TAKASAGO THERMAL ENG CO (TAKASAGO THERMAL ENG CO LTD) | Long | Equity-common | JP | $481K | 12K | 0.06 |
| TAKASHIMAYA CO LTD | Long | Equity-common | JP | $750K | 41K | 0.09 |
| TAKEUCHI MFG CO LTD | Long | Equity-common | JP | $316K | 10K | 0.04 |
| TAKKT AG | Long | Equity-common | DE | $75K | 6K | 0.01 |
| TAKUMA CO LTD | Long | Equity-common | JP | $205K | 18K | 0.03 |
| TALGO SA | Long | Equity-common | ES | $80K | 18K | 0.01 |
| TAMA HOME CO LTD | Long | Equity-common | JP | $123K | 4K | 0.02 |
| TAMBURI INVESTMENT PARTNERS (TAMBURI INVESTMENT PARTNERS SPA) | Long | Equity-common | IT | $268K | 27K | 0.03 |
| TAMRON CO LTD | Long | Equity-common | JP | $280K | 10K | 0.04 |
| TARGET HEALTHCARE REIT PLC | Long | Equity-common | GB | $182K | 174K | 0.02 |
| TATE and LYLE PLC | Long | Equity-common | GB | $962K | 114K | 0.12 |
| TBC BANK GROUP PLC | Long | Equity-common | GB | $500K | 13K | 0.06 |
| TBS HOLDINGS INC | Long | Equity-common | JP | $276K | 10K | 0.03 |
| TEAM17 GROUP LTD | Long | Equity-common | GB | $128K | 34K | 0.02 |
| TEAMVIEWER SE | Long | Equity-common | DE | $570K | 42K | 0.07 |
| TECAN GROUP AG | Long | Equity-common | CH | $1M | 4K | 0.17 |
| TECHMATRIX CORP | Long | Equity-common | JP | $148K | 11K | 0.02 |
| TECHNIP ENERGIES NV | Long | Equity-common | NL | $1M | 44K | 0.14 |
| TECHNOGYM SPA | Long | Equity-common | IT | $362K | 37K | 0.05 |
| TECHNOLOGY ONE LIMITED | Long | Equity-common | AU | $1M | 83K | 0.14 |
| TECHNOPRO HOLDINGS INC | Long | Equity-common | JP | $588K | 31K | 0.07 |
| TECHNOPROBE SPA | Long | Equity-common | IT | $391K | 43K | 0.05 |
| TECNICAS REUNIDAS SA | Long | Equity-common | ES | $174K | 14K | 0.02 |
| TEIJIN LTD | Long | Equity-common | JP | $491K | 51K | 0.06 |
| TEL AVIV STOCK EXCHANGE LTD | Long | Equity-common | IL | $196K | 25K | 0.02 |
| TELECOM PLUS PLC | Long | Equity-common | GB | $488K | 20K | 0.06 |
| TELIX PHARMACEUTICALS LIMITED | Long | Equity-common | AU | $869K | 70K | 0.11 |
| TEMPLE and WEBSTER PTY LTD | Long | Equity-common | AU | $149K | 23K | 0.02 |
| TESSENDERLO GROUP | Long | Equity-common | BE | $195K | 7K | 0.02 |
| TEXHONG INTERNATIONAL GROUP LTD | Long | Equity-common | KY | $39K | 77K | 0.00 |
| TF-1 (TV FRANCAISE) (TF-1 (TELEVISION FRANCAISE)) | Long | Equity-common | FR | $103K | 12K | 0.01 |
| TGS ASA | Long | Equity-common | NO | $690K | 56K | 0.09 |
| THE NAVIGATOR COMPANY SA (NAVIGATOR CO SA (THE)) | Long | Equity-common | PT | $243K | 60K | 0.03 |
| THEME INTL HOLDINGS LTD | Long | Equity-common | BM | $77K | 1M | 0.01 |
| THG PLC | Long | Equity-common | GB | $183K | 214K | 0.02 |
| THK CO LTD | Long | Equity-common | JP | $637K | 33K | 0.08 |
| THULE GROUP AB/THE | Long | Equity-common | SE | $830K | 30K | 0.10 |
| THYSSENKRUPP AG COMM | Long | Equity-common | DE | $537K | 140K | 0.07 |
| THYSSENKRUPP NUCERA AG and CO | Long | Equity-common | DE | $68K | 7K | 0.01 |
| TI FLUID SYSTEMS PLC | Long | Equity-common | GB | $182K | 108K | 0.02 |
| TIETOEVRY OYJ | Long | Equity-common | FI | $616K | 30K | 0.08 |
| TINEXTA SPA | Long | Equity-common | IT | $104K | 6K | 0.01 |
| TKC CORP | Long | Equity-common | JP | $179K | 8K | 0.02 |
| TKH GROUP NV DUTCH CERTIFICATE | Long | Equity-common | NL | $494K | 11K | 0.06 |
| TKP CORP | Long | Equity-common | JP | $65K | 5K | 0.01 |
| TOA CORP (TOA CORP /TOKYO) | Long | Equity-common | JP | $102K | 15K | 0.01 |
| TOAGOSEI CHEMICAL IND CO LTD (TOAGOSEI CO LTD) | Long | Equity-common | JP | $247K | 23K | 0.03 |
| TOBU RAILWAY CO LTD | Long | Equity-common | JP | $949K | 54K | 0.12 |
| TOCALO CO LTD | Long | Equity-common | JP | $204K | 15K | 0.03 |
| TODA CORP | Long | Equity-common | JP | $470K | 65K | 0.06 |
| TOEI ANIMATION CO LTD | Long | Equity-common | JP | $286K | 18K | 0.04 |
| TOEI CO LTD | Long | Equity-common | JP | $241K | 9K | 0.03 |
| TOENEC CORPORATION | Long | Equity-common | JP | $63K | 2K | 0.01 |
| TOHO BANK LTD | Long | Equity-common | JP | $113K | 53K | 0.01 |
| TOHO GAS CO LTD | Long | Equity-common | JP | $652K | 21K | 0.08 |
| TOHO HOLDINGS CO LTD | Long | Equity-common | JP | $410K | 14K | 0.05 |
| TOHO TITANIUM CO LTD | Long | Equity-common | JP | $83K | 9K | 0.01 |
| TOHOKU ELECTRIC POWER INC | Long | Equity-common | JP | $1M | 129K | 0.14 |
| TOKAI CARBON CO LTD | Long | Equity-common | JP | $372K | 58K | 0.05 |
| TOKAI CORP (NAGOYA) | Long | Equity-common | JP | $85K | 6K | 0.01 |
| TOKAI HOLDINGS CORP | Long | Equity-common | JP | $185K | 28K | 0.02 |
| TOKAI RIKA DENKI CO LTD | Long | Equity-common | JP | $210K | 15K | 0.03 |
| TOKAI TOKYO FINANCIAL HOLDINGS | Long | Equity-common | JP | $218K | 55K | 0.03 |
| TOKEN CORP | Long | Equity-common | JP | $119K | 2K | 0.01 |
| TOKMANNI GROUP CORP | Long | Equity-common | FI | $167K | 14K | 0.02 |
| TOKUYAMA CORP | Long | Equity-common | JP | $359K | 18K | 0.04 |
| TOKYO CENTURY CORP | Long | Equity-common | JP | $456K | 42K | 0.06 |
| TOKYO ELECTRON DEVICE LTD | Long | Equity-common | JP | $129K | 5K | 0.02 |
| TOKYO KIRABOSHI FINANCIAL GROUP INC | Long | Equity-common | JP | $217K | 7K | 0.03 |
| TOKYO OHKA KOGYO (TOKYO OHKA KOGYO CO LTD) | Long | Equity-common | JP | $712K | 27K | 0.09 |
| TOKYO SEIMITSU CO LTD | Long | Equity-common | JP | $795K | 11K | 0.10 |
| TOKYO STEEL MFG CO LTD | Long | Equity-common | JP | $196K | 15K | 0.02 |
| TOKYO TATEMONO CO (TOKYO TATEMONO CO LTD) | Long | Equity-common | JP | $937K | 54K | 0.12 |
| TOKYOTOKEIBA CO LTD | Long | Equity-common | JP | $127K | 5K | 0.02 |
| TOKYU CONSTRUCTION CO LTD | Long | Equity-common | JP | $118K | 22K | 0.01 |
| TOKYU FUDOSAN HOLDINGS CORP | Long | Equity-common | JP | $1M | 164K | 0.15 |
| TOKYU REIT INC | Long | Equity-common | JP | $252K | 249 | 0.03 |
| TOMONY HOLDINGS INC | Long | Equity-common | JP | $141K | 49K | 0.02 |
| TOMRA SYSTEMS AS (TOMRA SYS AS) | Long | Equity-common | NO | $1M | 67K | 0.14 |
| TOMTOM GROUP BV | Long | Equity-common | NL | $112K | 20K | 0.01 |
| TOMY COMPANY LTD | Long | Equity-common | JP | $543K | 24K | 0.07 |
| TOPCON CORPORATION | Long | Equity-common | JP | $287K | 27K | 0.04 |
| TOPDANMARK AS | Long | Equity-common | DK | $698K | 13K | 0.09 |
| TOPRE CORP | Long | Equity-common | JP | $144K | 10K | 0.02 |
| TORIDOLL HOLDINGS CORP | Long | Equity-common | JP | $334K | 13K | 0.04 |
| TORII PHARMACEUTICAL CO (TORII and CO PHARMACEUTICAL) | Long | Equity-common | JP | $92K | 4K | 0.01 |
| TORM PLC | Long | Equity-common | GB | $511K | 13K | 0.06 |
| TOSEI CORP | Long | Equity-common | JP | $126K | 8K | 0.02 |
| TOSHIBA TEC CORP | Long | Equity-common | JP | $208K | 9K | 0.03 |
| TOSOH CORP | Long | Equity-common | JP | $1M | 74K | 0.13 |
| TOTECH CORP | Long | Equity-common | JP | $118K | 7K | 0.01 |
| TOTETSU KOGYO CO LTD | Long | Equity-common | JP | $144K | 7K | 0.02 |
| TOWA CORP | Long | Equity-common | JP | $332K | 6K | 0.04 |
| TOWA PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $147K | 7K | 0.02 |
| TOWER SEMICONDCTR LTD (TOWER SEMICONDUCTOR LTD) | Long | Equity-common | IL | $1M | 31K | 0.16 |
| TOYO CONSTRUCTION (TOYO CONSTRUCTION CO LTD) | Long | Equity-common | JP | $136K | 13K | 0.02 |
| TOYO GOSEI CO LTD | Long | Equity-common | JP | $88K | 1K | 0.01 |
| TOYO SEIKAN GROUP HOLDINGS LTD | Long | Equity-common | JP | $599K | 35K | 0.07 |
| TOYO SUISAN KAISHA LTD | Long | Equity-common | JP | $2M | 25K | 0.22 |
| TOYO TANSO CO LTD | Long | Equity-common | JP | $164K | 4K | 0.02 |
| TOYO TIRE CORP | Long | Equity-common | JP | $547K | 33K | 0.07 |
| TOYOBO CO LTD | Long | Equity-common | JP | $165K | 24K | 0.02 |
| TOYODA GOSEI CO (TOYODA GOSEI CO LTD) | Long | Equity-common | JP | $340K | 18K | 0.04 |
| TOYOTA BOSHOKU CORP | Long | Equity-common | JP | $333K | 24K | 0.04 |
| TP ICAP GROUP PLC | Long | Equity-common | JE | $620K | 218K | 0.08 |
| TRAINLINE PLC | Long | Equity-common | GB | $557K | 127K | 0.07 |
| TRANCOM CO LTD | Long | Equity-common | JP | $85K | 2K | 0.01 |
| TRANS COSMOS INC | Long | Equity-common | JP | $146K | 6K | 0.02 |
| TRAVIS PERKINS PLC | Long | Equity-common | GB | $745K | 61K | 0.09 |
| TRE HOLDINGS CORP | Long | Equity-common | JP | $117K | 13K | 0.01 |
| TRI CHEMICAL LABORATORIES IN (TRI CHEMICAL LABORATORIES INC) | Long | Equity-common | JP | $182K | 7K | 0.02 |
| TRIGANO SA | Long | Equity-common | FR | $294K | 3K | 0.04 |
| TRITAX BIG BOX REIT PLC | Long | Equity-common | GB | $1M | 635K | 0.17 |
| TROAX GROUP AB | Long | Equity-common | SE | $254K | 11K | 0.03 |
| TRUECALLER AB B | Long | Equity-common | SE | $197K | 62K | 0.02 |
| TRUSCO NAKAYAMA CORP | Long | Equity-common | JP | $219K | 13K | 0.03 |
| TRUSTPILOT AS (TRUSTPILOT GROUP PLC) | Long | Equity-common | GB | $266K | 99K | 0.03 |
| TS TECH CO LTD | Long | Equity-common | JP | $317K | 24K | 0.04 |
| TSUBAKIMOTO CHAIN (TSUBAKIMOTO CHAIN CO LTD) | Long | Equity-common | JP | $318K | 7K | 0.04 |
| TSUBURAYA FIELDS HOLDINGS INC | Long | Equity-common | JP | $105K | 10K | 0.01 |
| TSUGAMI CORP | Long | Equity-common | JP | $118K | 11K | 0.01 |
| TSUMURA and CO | Long | Equity-common | JP | $441K | 17K | 0.06 |
| TSURUHA HOLDINGS INC | Long | Equity-common | JP | $651K | 11K | 0.08 |
| TSURUMI MFG CO LTD | Long | Equity-common | JP | $139K | 5K | 0.02 |
| TUI AG (GB) | Long | Equity-common | DE | $830K | 129K | 0.10 |
| TULLOW OIL PLC | Long | Equity-common | GB | $135K | 344K | 0.02 |
| TV ASAHI HOLDINGS CORP | Long | Equity-common | JP | $84K | 6K | 0.01 |
| TX GROUP AG | Long | Equity-common | CH | $139K | 756 | 0.02 |
| TYMAN PLC | Long | Equity-common | GB | $282K | 55K | 0.04 |
| U-BLOX HOLDING AG | Long | Equity-common | CH | $180K | 2K | 0.02 |
| U-NEXT HOLDINGS CO LTD | Long | Equity-common | JP | $210K | 6K | 0.03 |
| UACJ CORP | Long | Equity-common | JP | $272K | 10K | 0.03 |
| UBE CORPORATION | Long | Equity-common | JP | $488K | 27K | 0.06 |
| UBISOFT ENTERTAINMENT SA | Long | Equity-common | FR | $560K | 27K | 0.07 |
| ULVAC INC | Long | Equity-common | JP | $783K | 13K | 0.10 |
| UMS HOLDINGS LTD | Long | Equity-common | SG | $143K | 170K | 0.02 |
| UNICAJA BANCO SA | Long | Equity-common | ES | $402K | 299K | 0.05 |
| UNION TOOL CO | Long | Equity-common | JP | $97K | 3K | 0.01 |
| UNIPHAR PLC | Long | Equity-common | IE | $184K | 65K | 0.02 |
| UNIPOL GRUPPO SPA | Long | Equity-common | IT | $1M | 112K | 0.15 |
| UNIQA INSURANCE GROUP AG | Long | Equity-common | AT | $297K | 35K | 0.04 |
| UNITE GROUP PLC | Long | Equity-common | GB | $1M | 110K | 0.17 |
| UNITED ENERGY GROUP LTD | Long | Equity-common | BM | $97K | 2M | 0.01 |
| UNITED INTERNET AG (REG) | Long | Equity-common | DE | $546K | 25K | 0.07 |
| UNITED LAB INT HLDGS (UNITED LAB INT HLDGS LTD (THE)) | Long | Equity-common | KY | $323K | 280K | 0.04 |
| UNITED SUPER MARKETS HOLDINGS INC | Long | Equity-common | JP | $88K | 15K | 0.01 |
| UNITED URBAN INVESTMENT CORP | Long | Equity-common | JP | $793K | 828 | 0.10 |
| UNIVERSAL ENTERTAINMENT CORP | Long | Equity-common | JP | $72K | 7K | 0.01 |
| UOL GROUP LIMITED | Long | Equity-common | SG | $527K | 131K | 0.07 |
| URBAN LOGISTICS REIT PLC | Long | Equity-common | GB | $214K | 134K | 0.03 |
| USHIO INC | Long | Equity-common | JP | $306K | 21K | 0.04 |
| USS CO LTD | Long | Equity-common | JP | $1M | 117K | 0.13 |
| UST BILLS 0% 08/22/2024 | Long | Debt | US | $357K | – | 0.04 |
| UT GROUP CO LTD | Long | Equity-common | JP | $181K | 8K | 0.02 |
| UYEMURA (C) and CO (C UYEMURA and CO LTD) | Long | Equity-common | JP | $203K | 3K | 0.03 |
| VALEO SA | Long | Equity-common | FR | $720K | 63K | 0.09 |
| VALIANT HOLDING AG (REG) | Long | Equity-common | CH | $504K | 4K | 0.06 |
| VALLOUREC SA | Long | Equity-common | FR | $741K | 46K | 0.09 |
| VALMET CORP | Long | Equity-common | FI | $1M | 42K | 0.15 |
| VALNEVA SE | Long | Equity-common | FR | $111K | 31K | 0.01 |
| VALOR HOLDINGS CO LTD | Long | Equity-common | JP | $169K | 10K | 0.02 |
| VAN LANSCHOT KEMPEN NV | Long | Equity-common | NL | $367K | 8K | 0.05 |
| VASTNED RETAIL NV | Long | Equity-common | NL | $88K | 3K | 0.01 |
| VBG GROUP AB CL B | Long | Equity-common | SE | $200K | 5K | 0.02 |
| VECTOR INC | Long | Equity-common | JP | $53K | 8K | 0.01 |
| VENTIA SERVICES GROUP PTY LTD | Long | Equity-common | AU | $656K | 229K | 0.08 |
| VENTURE CORP LTD | Long | Equity-common | SG | $882K | 78K | 0.11 |
| VERALLIA SASU | Long | Equity-common | FR | $601K | 20K | 0.08 |
| VERBIO SE | Long | Equity-common | DE | $107K | 6K | 0.01 |
| VESUVIUS PLC | Long | Equity-common | GB | $374K | 60K | 0.05 |
| VETROPACK HOLDING SA | Long | Equity-common | CH | $140K | 4K | 0.02 |
| VGP NV | Long | Equity-common | BE | $425K | 4K | 0.05 |
| VIB VERMOEGEN AG | Long | Equity-common | DE | $29K | 3K | 0.00 |
| VICAT (SA DES CIMENTS) | Long | Equity-common | FR | $175K | 5K | 0.02 |
| VICTREX PLC | Long | Equity-common | GB | $330K | 23K | 0.04 |
| VIDRALA SA | Long | Equity-common | ES | $614K | 6K | 0.08 |
| VIENNA INSURANCE GROUP AG WIEN (VIENNA INSURANCE GROUP AG WIENER VERSICHERUNG GRUPPE) | Long | Equity-common | AT | $349K | 11K | 0.04 |
| VIMIAN GROUP AB | Long | Equity-common | SE | $156K | 49K | 0.02 |
| VIRBAC SA (SOCIETE) | Long | Equity-common | FR | $453K | 1K | 0.06 |
| VIRGIN MONEY UK PLC | Long | Equity-common | GB | $859K | 310K | 0.11 |
| VISCOFAN SA | Long | Equity-common | ES | $781K | 12K | 0.10 |
| VISIONAL INC | Long | Equity-common | JP | $352K | 7K | 0.04 |
| VISTRY GROUP PLC | Long | Equity-common | GB | $2M | 92K | 0.20 |
| VITASOY INTL HLDGS LTD | Long | Equity-common | HK | $168K | 234K | 0.02 |
| VITEC SOFTWARE GROUP AB B SHS | Long | Equity-common | SE | $468K | 9K | 0.06 |
| VITROLIFE AB | Long | Equity-common | SE | $458K | 21K | 0.06 |
| VIVA ENERGY GROUP LTD | Long | Equity-common | AU | $718K | 337K | 0.09 |
| VIVA GOODS COMPANY LTD | Long | Equity-common | KY | $82K | 1M | 0.01 |
| VOLEX PLC | Long | Equity-common | GB | $165K | 36K | 0.02 |
| VOLTALIA | Long | Equity-common | FR | $124K | 11K | 0.02 |
| VOLUTION GROUP PLC | Long | Equity-common | GB | $394K | 56K | 0.05 |
| VONTOBEL HLDGS AG | Long | Equity-common | CH | $525K | 8K | 0.07 |
| VOPAK (KON) NV (VOPAK NV (KONINKLIJKE)) | Long | Equity-common | NL | $875K | 20K | 0.11 |
| VOSSLOH AG (REG) | Long | Equity-common | DE | $129K | 2K | 0.02 |
| VSTECS HOLDINGS LTD | Long | Equity-common | KY | $99K | 180K | 0.01 |
| VT HOLDINGS CO LTD | Long | Equity-common | JP | $71K | 20K | 0.01 |
| VTECH HOLDINGS LTD | Long | Equity-common | BM | $305K | 46K | 0.04 |
| VULCAN STEEL LTD | Long | Equity-common | NZ | $75K | 18K | 0.01 |
| VUSIONGROUP | Long | Equity-common | FR | $301K | 2K | 0.04 |
| WA1 RESOURCES LTD | Long | Equity-common | AU | $117K | 11K | 0.01 |
| WACKER CHEMIE AG | Long | Equity-common | DE | $522K | 5K | 0.07 |
| WACKER NEUSON SE | Long | Equity-common | DE | $123K | 8K | 0.02 |
| WACOAL HOLDINGS CORP | Long | Equity-common | JP | $328K | 11K | 0.04 |
| WACOM CO LTD | Long | Equity-common | JP | $187K | 39K | 0.02 |
| WAKITA and CO LTD | Long | Equity-common | JP | $97K | 9K | 0.01 |
| WALKME LTD | Long | Equity-common | IL | $108K | 8K | 0.01 |
| WALLENIUS WILHELMSEN ASA | Long | Equity-common | NO | $283K | 30K | 0.04 |
| WALLENSTAM AB B | Long | Equity-common | SE | $511K | 101K | 0.06 |
| WAREHOUSE REIT PLC | Long | Equity-common | GB | $127K | 115K | 0.02 |
| WATCHES OF SWITZERLAND GROUP LTD | Long | Equity-common | GB | $360K | 69K | 0.05 |
| WAVESTONE | Long | Equity-common | FR | $122K | 2K | 0.02 |
| WAYPOINT REIT LTD | Long | Equity-common | AU | $313K | 189K | 0.04 |
| WEALTHNAVI INC | Long | Equity-common | JP | $99K | 11K | 0.01 |
| WEBJET LTD | Long | Equity-common | AU | $636K | 109K | 0.08 |
| WEBUILD SPA | Long | Equity-common | IT | $337K | 129K | 0.04 |
| WEBUILD SPA WT 08/02/30 | Long | Equity-common | IT | $17K | 7K | 0.00 |
| WEEBIT NANO LTD | Long | Equity-common | AU | $76K | 49K | 0.01 |
| WEIR GROUP PLC | Long | Equity-common | GB | $2M | 73K | 0.24 |
| WELCIA HOLDINGS CO LTD | Long | Equity-common | JP | $364K | 27K | 0.05 |
| WENDEL (WENDEL SE) | Long | Equity-common | FR | $719K | 7K | 0.09 |
| WERELDHAVE NV | Long | Equity-common | NL | $149K | 10K | 0.02 |
| WEST AFRICAN RESOURCES LTD | Long | Equity-common | AU | $267K | 273K | 0.03 |
| WEST HOLDINGS CORP | Long | Equity-common | JP | $104K | 7K | 0.01 |
| WESTGOLD RESOURCES LTD | Long | Equity-common | AU | $225K | 132K | 0.03 |
| WETHERSPOON (JD) PLC (JD WETHERSPOON PLC) | Long | Equity-common | GB | $234K | 24K | 0.03 |
| WHITEHAVEN COAL LTD | Long | Equity-common | AU | $1M | 224K | 0.14 |
| WICKES GROUP PLC | Long | Equity-common | GB | $133K | 69K | 0.02 |
| WIENERBERGER AG | Long | Equity-common | AT | $1M | 31K | 0.14 |
| WIHLBORGS FASTIGHETER AB | Long | Equity-common | SE | $799K | 79K | 0.10 |
| WIIT SPA | Long | Equity-common | IT | $85K | 3K | 0.01 |
| WINGARC1ST INC | Long | Equity-common | JP | $103K | 6K | 0.01 |
| WORKMAN CO LTD | Long | Equity-common | JP | $161K | 6K | 0.02 |
| WORKSPACE GROUP PLC | Long | Equity-common | GB | $326K | 41K | 0.04 |
| WORLDLINE SA | Long | Equity-common | FR | $689K | 61K | 0.09 |
| WORLEY LTD | Long | Equity-common | AU | $1M | 133K | 0.17 |
| WUESTENROT and WUERTTEMBERG AG | Long | Equity-common | DE | $90K | 7K | 0.01 |
| WYNN MACAU LIMITED | Long | Equity-common | KY | $336K | 456K | 0.04 |
| X-FAB SILICON FOUNDRIES SE | Long | Equity-common | BE | $106K | 16K | 0.01 |
| XINYI GLASS HOLDING CO LTD (XINYI GLASS HOLDINGS LTD) | Long | Equity-common | KY | $511K | 483K | 0.06 |
| XIOR STUDENT HOUSING NV | Long | Equity-common | BE | $321K | 10K | 0.04 |
| XIOR STUDENT HOUSING NV COUPON 25 | Long | Equity-common | BE | $5K | 9K | 0.00 |
| XVIVO PERFUSION AB | Long | Equity-common | SE | $343K | 7K | 0.04 |
| YA-MAN LTD (YA MAN LTD) | Long | Equity-common | JP | $48K | 9K | 0.01 |
| YAMABIKO CORP | Long | Equity-common | JP | $123K | 9K | 0.02 |
| YAMADA HOLDINGS CO LTD | Long | Equity-common | JP | $456K | 150K | 0.06 |
| YAMAGUCHI FINANCIAL GROUP INC | Long | Equity-common | JP | $633K | 50K | 0.08 |
| YAMAHA CORP | Long | Equity-common | JP | $887K | 37K | 0.11 |
| YAMATO KOGYO CO LTD | Long | Equity-common | JP | $586K | 11K | 0.07 |
| YAMAZAKI BAKING CO LTD | Long | Equity-common | JP | $856K | 35K | 0.11 |
| YAMAZEN CO LTD | Long | Equity-common | JP | $153K | 15K | 0.02 |
| YANCOAL AUSTRALIA LTD | Long | Equity-common | AU | $517K | 112K | 0.06 |
| YANGZIJIANG FINANCIAL HOLDING PTE LTD | Long | Equity-common | SG | $158K | 623K | 0.02 |
| YANGZIJIANG SHIPBLDG HLDGS LTD (YANGZIJIANG SHIPBUILDLING (HOLDINGS) LTD) | Long | Equity-common | SG | $1M | 734K | 0.18 |
| YANLORD LAND GROUP LTD (YANLORD LD GROUP LTD) | Long | Equity-common | SG | $55K | 162K | 0.01 |
| YAOKO CO LTD | Long | Equity-common | JP | $331K | 5K | 0.04 |
| YELLOW CAKE PLC/LONDON | Long | Equity-common | JE | $443K | 62K | 0.06 |
| YELLOW HAT LTD | Long | Equity-common | JP | $158K | 9K | 0.02 |
| YH DIMRI CONSTRUCTION and DEVELOPMENT LTD | Long | Equity-common | IL | $169K | 2K | 0.02 |
| YIT OYJ | Long | Equity-common | FI | $107K | 43K | 0.01 |
| YODOGAWA STEEL WORKS LTD | Long | Equity-common | JP | $205K | 5K | 0.03 |
| YOKOGAWA BRIDGE HOLDINGS CORP | Long | Equity-common | JP | $166K | 9K | 0.02 |
| YOKOHAMA RUBBER CO (YOKOHAMA RUBBER CO LTD) | Long | Equity-common | JP | $771K | 34K | 0.10 |
| YOKOREI CO LTD | Long | Equity-common | JP | $91K | 13K | 0.01 |
| YONEX CO | Long | Equity-common | JP | $250K | 17K | 0.03 |
| YOSHINOYA HOLDINGS CO LTD | Long | Equity-common | JP | $354K | 18K | 0.04 |
| YOUGOV PLC | Long | Equity-common | GB | $180K | 30K | 0.02 |
| YOUNG and COS BREWERY PLC A | Long | Equity-common | GB | $90K | 7K | 0.01 |
| YPSOMED HOLDING AG | Long | Equity-common | CH | $537K | 1K | 0.07 |
| YUASA TRADING CO LTD | Long | Equity-common | JP | $165K | 4K | 0.02 |
| YUBICO AB | Long | Equity-common | SE | $306K | 12K | 0.04 |
| YUE YUEN INDUSTRIAL HLDGS LTD | Long | Equity-common | BM | $370K | 227K | 0.05 |
| YURTEC CORP | Long | Equity-common | JP | $103K | 10K | 0.01 |
| ZEALAND PHARMA A/S | Long | Equity-common | DK | $3M | 19K | 0.32 |
| ZEHNDERHOLDINGS AG (ZEHNDER GROUP AG) | Long | Equity-common | CH | $170K | 3K | 0.02 |
| ZENKOKU HOSHO CO LTD | Long | Equity-common | JP | $603K | 15K | 0.08 |
| ZEON CORP | Long | Equity-common | JP | $375K | 42K | 0.05 |
| ZERIA PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $88K | 6K | 0.01 |
| ZIGEXN CO LTD | Long | Equity-common | JP | $73K | 19K | 0.01 |
| ZIGNAGO VETRO SPA | Long | Equity-common | IT | $128K | 10K | 0.02 |
| ZIGUP PLC | Long | Equity-common | GB | $346K | 63K | 0.04 |
| ZIM INTEGRATED SHIPPING SERVICES LTD | Long | Equity-common | IL | $540K | 27K | 0.07 |
| ZIP CO LTD | Long | Equity-common | AU | $426K | 341K | 0.05 |
| ZOJIRUSHI THERMOS | Long | Equity-common | JP | $103K | 10K | 0.01 |
| ZUKEN INC | Long | Equity-common | JP | $101K | 4K | 0.01 |
Address
Fidelity Concord Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
OSCAR MUNOZ
ROBERT LAWRENCE
THOMAS KENNEDY
BETTINA DOULTON
VICKI FULLER
THOMAS BOSTICK
GARNETT SMITH
JONATHAN CHIEL
PATRICIA KAMPLING
DENNIS DIRKS
DONALD DONAHUE
MICHAEL WILEY
SUSAN TOMASKY
DAVID THOMAS
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
REFINITIV US HOLDINGS INC
INTERCONTINENTAL EXCHANGE INC
Custodians
HSBC Bank Middle East Limited
CITI BANK A.S.
Banco Itau Uruguay S.A.
Standard Chartered Bank Uganda Limited
Landsbankinn hf.
Citibank National Association
HSBC Bank Bermuda Limited
Standard Chartered Bank Tanzania Limited
Skandinaviska Enskilda Banken AB
HSBC BANK OMAN SAOG
Citibank Europe plc
Citibank Europe plc
Clearstream Banking S.A.
Standard Bank Namibia Limited
Unicredit Bank Austria AG
HSBC Saudi Arabia
Skandinaviska Enskilda Banken AB
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
AB SEB Bankas
Standard Chartered Bank
BNP Paribas Securities Services SCA
HSBC BANK (CHINA) CO. LTD.
The Northern Trust Company
Citibank Europe Public Limited Company
Citibank Europe plc
Standard Chartered Bank Zambia PLC
STANDARD BANK SWAZILAND LIMITED
Royal Bank of Canada
Raiffeisen Bank International AG
UniCredit Bank Czech Republic and Slovakia a.s.
Standard Chartered Bank Botswana Limited
Standard Chartered Bank Zimbabwe Limited
Standard Chartered Bank Ghana Limited
Citibank NA LEI
UniCredit Bank Hungary Zrt.
Standard Chartered Bank Kenya Limited
Citibank Europe plc
Marocaine de Banques (Ste Generale)
HSBC Bank (Vietnam) Ltd
NORTHERN TRUST CO CHICAGO
HSBC Singapore.
UNICREDIT BANKA SLOVENIJA d.d.
Skandinaviska Enskilda Banken AB
Bank Handlowy w Warszawie S.A.
HSBC BANK AUSTRALIA LIMITED
STANBIC IBTC BANK PLC
Skandinaviska Enskilda Banken AB
HSBC BANK MALAYSIA BERHAD
Credit Suisse (Switzerland) Ltd.
The Standard Bank Of South Africa
HSBC Taiwan
Citibank Israel
Swedbank AS
Union Internationale de Banques
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
CITIGROUP INC
JEFFERIES GROUP LLC
MORGAN STANLEY
GOLDMAN SACHS GROUP INC (THE)
NOMURA HOLDINGS INC
LIQUIDNET HOLDINGS INC
UBS GROUP AG
BANK OF AMERICA CORPORATION
WELLS FARGO and CO
JPMORGAN CHASE and CO