# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-25-049336
**Filing Date:** 2025-7
**Character Count:** 1341221
**Document Hash:** 0531de9c9bebccd1ae3326c7ec0c755d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049336.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049336

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251158724

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### International Small Company Fund (Series ID: S000009779)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000026876 | Class NAV    |  |
| C000128520 | Class A      | JISAX           |
| C000128521 | Class C      | JISDX           |
| C000128522 | Class I      | JSCIX           |
| C000128528 | Class R6     | JHSMX           |

## Nport-Ex

![](img308ed7481.gif)

#### Quarterly portfolio holdings

## John Hancock

## International Small Company Fund

## International equity
May 31, 2025

Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.

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Fund's investments

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#### As of 5-31-25 (unaudited)

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 96.2%** |  | **$118687966** |
| (Cost $87,694,614) |  |  |
| **Australia 6.1%** |  | **7472059** |
| Accent Group, Ltd. | 19051 | 23326 |
| Adairs, Ltd. | 8366 | 14676 |
| Alkane Resources, Ltd. (A) | 22206 | 11058 |
| AMA Group, Ltd. (A) | 619496 | 40014 |
| Amotiv, Ltd. | 5947 | 30348 |
| AMP, Ltd. | 107821 | 86840 |
| Amplitude Energy, Ltd. (A) | 98280 | 12356 |
| Ansell, Ltd. | 5901 | 120004 |
| Appen, Ltd. (A) | 8733 | 6742 |
| Arafura Rare Earths, Ltd. (A) | 94710 | 10062 |
| ARB Corp., Ltd. | 3752 | 74894 |
| AUB Group, Ltd. | 5198 | 115733 |
| Audinate Group, Ltd. (A) | 4592 | 23523 |
| Aussie Broadband, Ltd. | 9696 | 25953 |
| Austal, Ltd. (A) | 16329 | 58118 |
| Australian Agricultural Company, Ltd. (A) | 24814 | 22076 |
| Australian Clinical Labs, Ltd. | 10715 | 19661 |
| Australian Ethical Investment, Ltd. | 4974 | 18903 |
| Australian Strategic Materials, Ltd. (A) | 29708 | 9982 |
| AVZ Minerals, Ltd. (A)(B) | 322880 | 24351 |
| Baby Bunting Group, Ltd. (A) | 8357 | 9318 |
| Bank of Queensland, Ltd. | 29289 | 147465 |
| Bannerman Energy, Ltd. (A) | 8776 | 16213 |
| Bapcor, Ltd. | 17059 | 57494 |
| Beach Energy, Ltd. | 68593 | 59450 |
| Beacon Lighting Group, Ltd. (C) | 5713 | 13093 |
| Bega Cheese, Ltd. | 11579 | 40664 |
| Bell Financial Group, Ltd. | 20180 | 15548 |
| Bellevue Gold, Ltd. (A) | 68070 | 43771 |
| Boss Energy, Ltd. (A) | 13958 | 35822 |
| Bravura Solutions, Ltd. | 14226 | 23420 |
| Breville Group, Ltd. | 4660 | 87770 |
| Brickworks, Ltd. | 3568 | 63245 |
| Capral, Ltd. | 1755 | 12434 |
| Capricorn Metals, Ltd. (A) | 18555 | 117346 |
| Carnarvon Energy, Ltd. (A) | 208806 | 14147 |
| Catapult Group International, Ltd. (A) | 10926 | 41184 |
| Cedar Woods Properties, Ltd. | 5818 | 24364 |
| Cettire, Ltd. (A) | 16737 | 4258 |
| Chalice Mining, Ltd. (A) | 15055 | 11233 |
| Challenger, Ltd. | 22082 | 108353 |
| Champion Iron, Ltd. | 18742 | 52355 |
| Chrysos Corp., Ltd. (A) | 2323 | 7731 |
| Civmec Australia, Ltd. | 12000 | 7879 |
| ClearView Wealth, Ltd. | 27803 | 8875 |
| Clinuvel Pharmaceuticals, Ltd. | 2055 | 14275 |
| Coast Entertainment Holdings, Ltd. (A) | 53630 | 14346 |
| Codan, Ltd. | 4999 | 57972 |
| COG Financial Services, Ltd. | 14035 | 13622 |
| Cogstate, Ltd. (A) | 10580 | 8905 |
| Collins Foods, Ltd. | 7058 | 35326 |
| Core Lithium, Ltd. (A) | 89718 | 5202 |
| Coronado Global Resources, Inc., CHESS Depositary Interest (D) | 50218 | 3558 |

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2 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Australia (continued)** |  |  |
| Corporate Travel Management, Ltd. | 5584 | $49233 |
| Credit Corp. Group, Ltd. | 3240 | 28649 |
| Dalrymple Bay Infrastructure, Ltd. | 5007 | 13073 |
| Danakali, Ltd. | 17023 | 593 |
| Data#3, Ltd. | 7217 | 34557 |
| Deep Yellow, Ltd. (A) | 43108 | 37406 |
| Deterra Royalties, Ltd. | 4707 | 11526 |
| Develop Global, Ltd. (A) | 1979 | 5113 |
| Dicker Data, Ltd. | 4043 | 21449 |
| Domain Holdings Australia, Ltd. | 5012 | 14101 |
| Domino's Pizza Enterprises, Ltd. | 3424 | 51739 |
| Downer EDI, Ltd. | 31302 | 122678 |
| Duratec, Ltd. (C) | 8824 | 8554 |
| Dyno Nobel, Ltd. | 21317 | 36818 |
| Eagers Automotive, Ltd. | 6710 | 75076 |
| Elders, Ltd. | 9102 | 36960 |
| Emeco Holdings, Ltd. (A) | 10968 | 5233 |
| Emerald Resources NL (A) | 24384 | 75037 |
| EML Payments, Ltd. (A) | 12270 | 8940 |
| EQT Holdings, Ltd. | 1174 | 23904 |
| Eureka Group Holdings, Ltd. | 27360 | 9693 |
| Euroz Hartleys Group, Ltd. | 27136 | 15297 |
| EVT, Ltd. | 3853 | 40324 |
| Fiducian Group, Ltd. | 1107 | 6913 |
| Finbar Group, Ltd. | 25564 | 11788 |
| Firefinch, Ltd. (A)(B)(C) | 160759 | 20725 |
| FleetPartners Group, Ltd. (A) | 9877 | 18889 |
| Fleetwood, Ltd. | 7050 | 12864 |
| Flight Centre Travel Group, Ltd. | 9143 | 78331 |
| G8 Education, Ltd. | 33530 | 26479 |
| Generation Development Group, Ltd. | 13603 | 48566 |
| Genesis Minerals, Ltd. (A) | 47950 | 146926 |
| Gold Road Resources, Ltd. | 53059 | 116796 |
| GR Engineering Services, Ltd. | 3528 | 6368 |
| GrainCorp, Ltd., Class A | 9408 | 46568 |
| Grange Resources, Ltd. | 69887 | 8566 |
| GWA Group, Ltd. | 10637 | 15768 |
| Hansen Technologies, Ltd. | 9863 | 32445 |
| Healius, Ltd. | 27818 | 15691 |
| Helia Group, Ltd. | 13098 | 43917 |
| Horizon Oil, Ltd. | 11332 | 1243 |
| HUB24, Ltd. | 632 | 34079 |
| Humm Group, Ltd. | 21009 | 6160 |
| IDP Education, Ltd. | 13131 | 66055 |
| IGO, Ltd. | 28260 | 70749 |
| Iluka Resources, Ltd. | 28116 | 66537 |
| Imdex, Ltd. | 23627 | 43377 |
| Immutep, Ltd. (A) | 78611 | 14410 |
| Infomedia, Ltd. | 16624 | 12949 |
| Inghams Group, Ltd. | 17084 | 41286 |
| Integral Diagnostics, Ltd. | 15277 | 23795 |
| Ioneer, Ltd. (A)(C) | 95411 | 7379 |
| IPH, Ltd. | 12538 | 40060 |
| IRESS, Ltd. | 8960 | 50000 |
| IVE Group, Ltd. | 4146 | 6811 |
| Johns Lyng Group, Ltd. | 14927 | 24546 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 3

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Australia (continued)** |  |  |
| Judo Capital Holdings, Ltd. (A) | 26561 | $24401 |
| Jumbo Interactive, Ltd. | 2773 | 17518 |
| Jupiter Mines, Ltd. | 56497 | 7644 |
| Karoon Energy, Ltd. | 34995 | 37548 |
| Kelsian Group, Ltd. | 10314 | 21556 |
| Kogan.com, Ltd. | 3969 | 9999 |
| Lendlease Corp., Ltd. | 29282 | 110204 |
| Liberty Financial Group, Ltd. | 3600 | 7223 |
| Lifestyle Communities, Ltd. | 4875 | 21525 |
| Lovisa Holdings, Ltd. | 2905 | 54930 |
| Lycopodium, Ltd. | 1468 | 10217 |
| MA Financial Group, Ltd. | 5766 | 26684 |
| Macmahon Holdings, Ltd. | 58099 | 11080 |
| Macquarie Technology Group, Ltd. (A) | 688 | 26704 |
| Mader Group, Ltd. | 3232 | 12711 |
| Magellan Financial Group, Ltd. | 7956 | 42924 |
| McMillan Shakespeare, Ltd. | 2810 | 28279 |
| Megaport, Ltd. (A) | 8001 | 69873 |
| Mesoblast, Ltd. (A) | 13660 | 14944 |
| Metals X, Ltd. (A) | 26350 | 9002 |
| Metcash, Ltd. | 48316 | 105276 |
| Michael Hill International, Ltd. (A) | 16258 | 4191 |
| Monadelphous Group, Ltd. | 4614 | 51309 |
| Monash IVF Group, Ltd. | 15264 | 7535 |
| Mount Gibson Iron, Ltd. (A) | 4913 | 919 |
| Myer Holdings, Ltd. | 58047 | 25823 |
| MyState, Ltd. | 5483 | 14488 |
| Nanosonics, Ltd. (A) | 5185 | 14837 |
| Navigator Global Investments, Ltd. | 20447 | 21622 |
| New Hope Corp., Ltd. | 23673 | 56747 |
| nib holdings, Ltd. | 32126 | 139257 |
| Nick Scali, Ltd. | 4004 | 49339 |
| Nickel Industries, Ltd. | 82280 | 36322 |
| Nine Entertainment Company Holdings, Ltd. | 58463 | 60915 |
| Novonix, Ltd. (A)(C) | 24628 | 6660 |
| NRW Holdings, Ltd. | 20620 | 37216 |
| Nufarm, Ltd. (A) | 23478 | 36064 |
| Nuix, Ltd. (A) | 10501 | 16778 |
| Objective Corp., Ltd. | 1420 | 17599 |
| OFX Group, Ltd. (A) | 13547 | 6292 |
| Omni Bridgeway, Ltd. (A) | 14064 | 13871 |
| oOh!media, Ltd. | 23086 | 24959 |
| Ora Banda Mining, Ltd. (A) | 17090 | 12705 |
| Orora, Ltd. | 61079 | 73649 |
| Pacific Current Group, Ltd. | 1444 | 10384 |
| Paladin Energy, Ltd. (A) | 18000 | 72387 |
| Paladin Energy, Ltd. (Toronto Stock Exchange) (A) | 10370 | 41031 |
| Pantoro Gold, Ltd. (A) | 14911 | 32911 |
| Peninsula Energy, Ltd. (A)(B) | 11299 | 4516 |
| PeopleIN, Ltd. (A) | 4015 | 1708 |
| Perenti, Ltd. | 34414 | 34957 |
| Perpetual, Ltd. | 4562 | 52053 |
| Perseus Mining, Ltd. | 61332 | 154808 |
| PEXA Group, Ltd. (A) | 5663 | 46340 |
| Platinum Asset Management, Ltd. | 20282 | 7190 |
| Praemium, Ltd. | 14121 | 6640 |

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4 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Australia (continued)** |  |  |
| Premier Investments, Ltd. | 4331 | $57072 |
| Propel Funeral Partners, Ltd. | 3961 | 11458 |
| PWR Holdings, Ltd. | 4586 | 19778 |
| Ramelius Resources, Ltd. | 54536 | 101940 |
| ReadyTech Holdings, Ltd. (A) | 7093 | 10888 |
| Regis Healthcare, Ltd. | 6568 | 34528 |
| Regis Resources, Ltd. (A) | 31722 | 104240 |
| Resolute Mining, Ltd. (A) | 100964 | 41259 |
| Retail Food Group, Ltd. (A) | 6734 | 7631 |
| Ridley Corp., Ltd. | 15318 | 26656 |
| RPMGlobal Holdings, Ltd. (A) | 10585 | 20947 |
| Sandfire Resources, Ltd. (A) | 10982 | 81768 |
| Select Harvests, Ltd. (A) | 5950 | 17864 |
| Servcorp, Ltd. | 4905 | 17968 |
| Service Stream, Ltd. | 31393 | 36704 |
| Seven West Media, Ltd. (A) | 112013 | 11904 |
| Shaver Shop Group, Ltd. | 21893 | 18971 |
| Silver Mines, Ltd. (A) | 120084 | 7700 |
| Sims, Ltd. | 7622 | 74376 |
| SiteMinder, Ltd. (A) | 7431 | 22025 |
| SmartGroup Corp., Ltd. | 6777 | 31857 |
| SolGold PLC (A) | 63222 | 6026 |
| Solvar, Ltd. | 17591 | 18660 |
| Southern Cross Electrical Engineering, Ltd. | 10872 | 12617 |
| Southern Cross Media Group, Ltd. (A) | 34149 | 14836 |
| SRG Global, Ltd. | 26380 | 25598 |
| St. Barbara, Ltd. (A) | 61954 | 13274 |
| Stanmore Resources, Ltd. | 12261 | 15480 |
| Strandline Resources, Ltd. (A)(B)(C) | 154105 | 9437 |
| Strickland Metals, Ltd. (A) | 150932 | 14137 |
| Strike Energy, Ltd. (A) | 119467 | 12709 |
| Super Retail Group, Ltd. | 7142 | 65906 |
| Superloop, Ltd. (A) | 20975 | 36513 |
| Syrah Resources, Ltd. (A) | 47009 | 9238 |
| Tabcorp Holdings, Ltd. | 135900 | 61672 |
| Temple & Webster Group, Ltd. (A) | 308 | 4368 |
| Ten Sixty Four, Ltd. (A)(B) | 77809 | 4288 |
| The Reject Shop, Ltd. | 6750 | 28835 |
| Tuas, Ltd. (A) | 7995 | 29956 |
| Tyro Payments, Ltd. (A) | 19910 | 11359 |
| Ventia Services Group Pty, Ltd. | 39294 | 119777 |
| Viva Energy Group, Ltd. (D) | 52585 | 63389 |
| WEB Travel Group, Ltd. (A) | 16156 | 52628 |
| Webjet Group, Ltd. (A) | 18392 | 10499 |
| West African Resources, Ltd. (A) | 53002 | 97424 |
| Westgold Resources, Ltd. (A) | 43644 | 84276 |
| Whitehaven Coal, Ltd. | 36663 | 131363 |
| Wiluna Mining Corp., Ltd. (A)(B) | 10005 | 264 |
| Zip Company, Ltd. (A) | 60654 | 77485 |
| **Austria 1.6%** |  | **2015344** |
| Agrana Beteiligungs AG | 671 | 8995 |
| ams-OSRAM AG (A) | 4079 | 39676 |
| ANDRITZ AG | 3044 | 210611 |
| AT&S Austria Technologie & Systemtechnik AG (A)(C) | 1151 | 22200 |
| BAWAG Group AG (A)(D) | 3309 | 412291 |
| CA Immobilien Anlagen AG | 1659 | 45571 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 5

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Austria (continued)** |  |  |
| CPI Europe AG (A)(C) | 1518 | $30784 |
| DO & Company AG (A) | 356 | 69382 |
| Eurotelesites AG (A) | 8126 | 47963 |
| EVN AG | 1448 | 38930 |
| Fabasoft AG | 962 | 18729 |
| Kapsch TrafficCom AG (A)(C) | 2742 | 23058 |
| Kontron AG | 1983 | 51740 |
| Lenzing AG (A) | 853 | 25584 |
| Mayr Melnhof Karton AG | 639 | 54318 |
| Oesterreichische Post AG | 1593 | 54411 |
| Palfinger AG | 652 | 21987 |
| Porr AG | 687 | 22716 |
| RHI Magnesita NV | 735 | 27544 |
| Schoeller-Bleckmann Oilfield Equipment AG | 369 | 12793 |
| Semperit AG Holding | 660 | 10577 |
| Strabag SE, Bearer Shares (C) | 1931 | 170042 |
| Telekom Austria AG | 3780 | 41885 |
| UBM Development AG (A) | 912 | 20476 |
| UNIQA Insurance Group AG | 5360 | 74365 |
| Vienna Insurance Group AG | 1539 | 75482 |
| voestalpine AG | 6904 | 182185 |
| Wienerberger AG | 4761 | 176450 |
| Zumtobel Group AG | 4462 | 24599 |
| **Belgium 1.6%** |  | **2001419** |
| Ackermans & van Haaren NV | 865 | 220321 |
| Ageas SA/NV | 1052 | 68694 |
| AGFA-Gevaert NV (A) | 10426 | 11175 |
| Atenor (A)(C) | 4444 | 14232 |
| Azelis Group NV | 6570 | 108836 |
| Barco NV | 2473 | 36288 |
| Bekaert SA | 1328 | 53948 |
| bpost SA (A) | 3968 | 8591 |
| Cie d'Entreprises CFE | 2358 | 22707 |
| Colruyt Group N.V | 1333 | 60175 |
| Deceuninck NV | 3244 | 8001 |
| Deme Group NV | 328 | 50995 |
| D'ieteren Group | 766 | 157296 |
| Econocom Group SA/NV | 20406 | 46030 |
| Elia Group SA/NV (C) | 1489 | 158099 |
| EVS Broadcast Equipment SA | 589 | 22694 |
| Fagron | 2910 | 71599 |
| Galapagos NV (A) | 1754 | 50641 |
| Gimv NV | 1130 | 57061 |
| Greenyard NV | 986 | 7973 |
| Immobel SA (A)(C) | 1166 | 24023 |
| Ion Beam Applications | 1069 | 14715 |
| Jensen-Group NV | 343 | 21060 |
| Kinepolis Group NV | 590 | 23292 |
| Lotus Bakeries NV | 17 | 176042 |
| Melexis NV | 811 | 54522 |
| Ontex Group NV (A) | 2812 | 25072 |
| Proximus SADP | 5712 | 49833 |
| Recticel SA | 1784 | 22835 |
| Sipef NV | 255 | 18017 |
| Solvay SA | 3165 | 104088 |
| Tessenderlo Group SA | 681 | 20849 |

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6 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Belgium (continued)** |  |  |
| Umicore SA | 7719 | $84933 |
| Van de Velde NV | 846 | 32098 |
| VGP NV | 553 | 53007 |
| What's Cooking BV | 191 | 27769 |
| X-Fab Silicon Foundries SE (A)(D) | 2383 | 13908 |
| **Bermuda 0.2%** |  | **268531** |
| Conduit Holdings, Ltd. | 1809 | 9175 |
| Hiscox, Ltd. | 14836 | 252680 |
| Northern Ocean, Ltd. (A) | 11312 | 6676 |
| **Cambodia 0.0%** |  | **19185** |
| NagaCorp, Ltd. (A) | 40534 | 19185 |
| **Canada 10.6%** |  | **13055744** |
| 5N Plus, Inc. (A) | 4569 | 26834 |
| Acadian Timber Corp. | 934 | 12230 |
| ACT Energy Technologies, Ltd. (A)(C) | 1779 | 6430 |
| ADENTRA, Inc. | 1022 | 19288 |
| Advantage Energy, Ltd. (A) | 8208 | 66867 |
| Aecon Group, Inc. | 3001 | 41242 |
| Ag Growth International, Inc. | 725 | 20017 |
| AGF Management, Ltd., Class B | 3293 | 28075 |
| Aimia, Inc. (A)(C) | 9133 | 18235 |
| Air Canada (A) | 7842 | 109714 |
| Algoma Central Corp. (C) | 1952 | 22658 |
| Algoma Steel Group, Inc. | 4454 | 23563 |
| Algonquin Power & Utilities Corp. (C) | 36763 | 201448 |
| Altus Group, Ltd. (C) | 2336 | 92769 |
| Amerigo Resources, Ltd. | 9400 | 12398 |
| Andlauer Healthcare Group, Inc. | 1046 | 40739 |
| Aritzia, Inc. (A) | 4307 | 209018 |
| Ascot Resources, Ltd. (A) | 44475 | 2593 |
| Atco, Ltd., Class I | 3757 | 140934 |
| Athabasca Oil Corp. (A) | 25857 | 97222 |
| ATS Corp. (A) | 4379 | 126742 |
| Aurora Cannabis, Inc. (A) | 1116 | 5912 |
| AutoCanada, Inc. (A)(C) | 1082 | 17259 |
| B2Gold Corp. | 64832 | 217784 |
| Badger Infrastructure Solutions, Ltd. | 1758 | 57146 |
| Ballard Power Systems, Inc. (A)(C) | 7571 | 9599 |
| Bausch Health Companies, Inc. (A) | 12540 | 56832 |
| Baytex Energy Corp. | 34145 | 55484 |
| Birch Mountain Resources, Ltd. (A)(B) | 11200 | 1 |
| Birchcliff Energy, Ltd. | 12209 | 57649 |
| Bird Construction, Inc. | 2785 | 54874 |
| Black Diamond Group, Ltd. | 2417 | 17084 |
| Bombardier, Inc., Class B (A) | 1952 | 136605 |
| Bonterra Energy Corp. (A)(C) | 1314 | 3447 |
| Boralex, Inc., Class A | 4296 | 98827 |
| Boyd Group Services, Inc. | 1139 | 170118 |
| BRP, Inc. | 1400 | 61668 |
| Calfrac Well Services, Ltd. (A) | 1300 | 3098 |
| Calian Group, Ltd. | 539 | 15514 |
| Canaccord Genuity Group, Inc. | 4036 | 27351 |
| Canada Goose Holdings, Inc. (A)(C) | 2594 | 31377 |
| Canadian Tire Corp., Ltd., Class A | 768 | 97593 |
| Canfor Corp. (A) | 2999 | 28409 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 7

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| Capital Power Corp. (C) | 6843 | $274398 |
| Capstone Copper Corp. (A) | 28202 | 152893 |
| Cardinal Energy, Ltd. (C) | 6463 | 28963 |
| Cargojet, Inc. | 440 | 29959 |
| Cascades, Inc. | 3932 | 25328 |
| Celestica, Inc. (A) | 999 | 115686 |
| Centerra Gold, Inc. | 10016 | 71452 |
| CES Energy Solutions Corp. | 11298 | 51454 |
| China Gold International Resources Corp., Ltd. (C) | 32782 | 250102 |
| Cipher Pharmaceuticals, Inc. (A)(C) | 1000 | 9108 |
| Cogeco Communications, Inc. (C) | 730 | 36757 |
| Cogeco, Inc. | 192 | 9176 |
| Colliers International Group, Inc. | 300 | 36188 |
| Computer Modelling Group, Ltd. | 4133 | 20238 |
| Conifex Timber, Inc. (A) | 4700 | 1096 |
| Corby Spirit and Wine, Ltd. | 744 | 7319 |
| Culico Metals, Inc. (A) | 11968 | 1134 |
| Definity Financial Corp. | 4316 | 234363 |
| Dentalcorp Holdings, Ltd. | 1097 | 7098 |
| Dexterra Group, Inc. | 1434 | 8871 |
| Docebo, Inc. (A) | 600 | 16395 |
| Doman Building Materials Group, Ltd. | 3455 | 21148 |
| Dorel Industries, Inc., Class B (A) | 3700 | 3775 |
| DREAM Unlimited Corp., Class A | 1365 | 18391 |
| Dundee Precious Metals, Inc. | 8333 | 128424 |
| Dye & Durham, Ltd. | 2718 | 20043 |
| Dynacor Group, Inc. | 1500 | 5214 |
| E-L Financial Corp., Ltd. | 174 | 210471 |
| Eldorado Gold Corp. (A) | 9559 | 192873 |
| Enerflex, Ltd. | 6235 | 43934 |
| Enghouse Systems, Ltd. | 2178 | 41882 |
| EQB, Inc. | 1312 | 90478 |
| Equinox Gold Corp. (A) | 18391 | 122084 |
| ERO Copper Corp. (A) | 4956 | 69987 |
| Evertz Technologies, Ltd. | 1617 | 14080 |
| Exchange Income Corp. | 1091 | 45767 |
| Exco Technologies, Ltd. | 1790 | 8791 |
| Extendicare, Inc. | 3460 | 36381 |
| Fiera Capital Corp. (C) | 4379 | 17550 |
| Finning International, Inc. | 6566 | 242382 |
| Firan Technology Group Corp. (A) | 1000 | 7090 |
| Firm Capital Mortgage Investment Corp. | 1600 | 14189 |
| First Majestic Silver Corp. | 20599 | 127135 |
| First Mining Gold Corp. (A) | 63500 | 7172 |
| First National Financial Corp. | 854 | 24182 |
| Fortuna Mining Corp. (A) | 14343 | 83925 |
| Fraser Papers Holdings, Inc. (A)(B) | 4800 | 0 |
| Freehold Royalties, Ltd. (C) | 6909 | 60615 |
| Galiano Gold, Inc. (A) | 11706 | 15866 |
| Gamehost, Inc. | 1900 | 15714 |
| GDI Integrated Facility Services, Inc. (A) | 700 | 15654 |
| Gibson Energy, Inc. (C) | 8059 | 133069 |
| Gildan Activewear, Inc. | 928 | 43210 |
| goeasy, Ltd. (C) | 730 | 79508 |
| GoGold Resources, Inc. (A) | 16200 | 22901 |
| GoldMoney, Inc. (A) | 1999 | 12061 |

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8 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| Gran Tierra Energy, Inc. (A) | 4462 | $21231 |
| Guardian Capital Group, Ltd., Class A | 861 | 26225 |
| Haivision Systems, Inc. (A)(C) | 1500 | 4919 |
| Hanfeng Evergreen, Inc. (A)(B) | 3700 | 0 |
| Headwater Exploration, Inc. (C) | 11968 | 54418 |
| High Liner Foods, Inc. | 793 | 10395 |
| HLS Therapeutics, Inc. (A) | 2600 | 9397 |
| Hudbay Minerals, Inc. | 18203 | 162220 |
| IAMGOLD Corp. (A) | 27194 | 186267 |
| Imperial Metals Corp. (A) | 6408 | 21572 |
| Information Services Corp. | 1500 | 32714 |
| Innergex Renewable Energy, Inc. | 9141 | 90987 |
| Interfor Corp. (A) | 2514 | 22972 |
| International Petroleum Corp. (A) | 3359 | 47265 |
| Jamieson Wellness, Inc. (D) | 2163 | 56378 |
| Journey Energy, Inc. (A)(C) | 6200 | 7500 |
| K92 Mining, Inc. (A) | 12389 | 128643 |
| KAB Distribution, Inc. (A)(B) | 18405 | 0 |
| K-Bro Linen, Inc. | 1386 | 34964 |
| Kelt Exploration, Ltd. (A) | 8400 | 40888 |
| Keyera Corp. | 173 | 5273 |
| Kinaxis, Inc. (A) | 26 | 3703 |
| Knight Therapeutics, Inc. (A) | 3318 | 13926 |
| KP Tissue, Inc. (C) | 2600 | 16918 |
| Labrador Iron Ore Royalty Corp. | 3167 | 66832 |
| Largo, Inc. (A)(C) | 6650 | 8625 |
| Lassonde Industries, Inc., Class A | 300 | 48176 |
| Laurentian Bank of Canada | 2081 | 46401 |
| Leon's Furniture, Ltd. | 1054 | 21159 |
| Lightspeed Commerce, Inc. (A) | 6360 | 66503 |
| Lightstream Resources, Ltd. (A)(B) | 75972 | 0 |
| Linamar Corp. | 1999 | 91389 |
| Lucara Diamond Corp. (A)(C) | 97930 | 17483 |
| Magellan Aerospace Corp. | 1283 | 16164 |
| Mainstreet Equity Corp. | 307 | 43562 |
| Major Drilling Group International, Inc. (A) | 4136 | 24352 |
| Mandalay Resources Corp. (A) | 2900 | 10481 |
| Manitok Energy, Inc. (A)(B) | 167 | 0 |
| Maple Leaf Foods, Inc. | 4273 | 84909 |
| Martinrea International, Inc. | 3380 | 20762 |
| Mattr Corp. (A) | 3159 | 21730 |
| MDA Space, Ltd. (A) | 5671 | 117317 |
| Medical Facilities Corp. | 1330 | 15312 |
| MEG Energy Corp. | 12222 | 213920 |
| Melcor Developments, Ltd. | 1200 | 12163 |
| Meren Energy, Inc. | 18525 | 24298 |
| Methanex Corp. | 3337 | 109179 |
| Morguard Corp. | 349 | 28419 |
| MTY Food Group, Inc. | 1015 | 31670 |
| Mullen Group, Ltd. | 3770 | 38322 |
| Neo Performance Materials, Inc. | 1600 | 11018 |
| New Gold, Inc. (A) | 39001 | 173357 |
| NFI Group, Inc. (A) | 4678 | 53108 |
| North American Construction Group, Ltd. | 1337 | 22992 |
| Northland Power, Inc. | 12878 | 191995 |
| NuVista Energy, Ltd. (A) | 7805 | 78599 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 9

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| Obsidian Energy, Ltd. (A) | 1764 | $8445 |
| OceanaGold Corp. | 33548 | 149363 |
| Onex Corp. | 2883 | 214006 |
| Open Text Corp. | 3054 | 86478 |
| OR Royalties, Inc. | 6283 | 160560 |
| Orbite Technologies, Inc. (A)(B) | 105500 | 0 |
| Organigram Global, Inc. (A)(C) | 5900 | 7965 |
| Orla Mining, Ltd. (A) | 2569 | 27162 |
| Paramount Resources, Ltd., Class A | 4005 | 55595 |
| Parex Resources, Inc. | 4514 | 44635 |
| Parkland Corp. | 6958 | 196417 |
| Pason Systems, Inc. | 3955 | 34871 |
| Pet Valu Holdings, Ltd. | 2193 | 49298 |
| Peyto Exploration & Development Corp. (C) | 9622 | 129710 |
| PHX Energy Services Corp. | 1519 | 8800 |
| Pine Cliff Energy, Ltd. (C) | 23500 | 9761 |
| Pizza Pizza Royalty Corp. | 1176 | 12580 |
| Polaris Renewable Energy, Inc. | 1143 | 10078 |
| Pollard Banknote, Ltd. | 690 | 10373 |
| PrairieSky Royalty, Ltd. | 10494 | 176946 |
| Precision Drilling Corp. (A) | 554 | 23943 |
| Premium Brands Holdings Corp. | 2207 | 130875 |
| Propel Holdings, Inc. | 1288 | 30230 |
| Quarterhill, Inc. (A)(C) | 11408 | 11638 |
| Quebecor, Inc., Class B | 7795 | 219306 |
| Richelieu Hardware, Ltd. | 2654 | 66875 |
| Rogers Sugar, Inc. | 5920 | 24330 |
| Russel Metals, Inc. | 2786 | 83376 |
| Sandstorm Gold, Ltd. | 13080 | 115422 |
| Savaria Corp. | 3177 | 44309 |
| Seabridge Gold, Inc. (A) | 4151 | 50967 |
| Secure Waste Infrastructure Corp. | 9876 | 110249 |
| Sienna Senior Living, Inc. | 4581 | 62155 |
| Source Energy Services, Ltd. (A) | 900 | 7463 |
| Spartan Delta Corp. (A) | 3941 | 8845 |
| Spin Master Corp. (D) | 1654 | 28926 |
| Sprott, Inc. | 1099 | 63705 |
| Stella-Jones, Inc. | 2516 | 142250 |
| StorageVault Canada, Inc. | 12223 | 36873 |
| Superior Plus Corp. | 11508 | 65324 |
| Supremex, Inc. | 4000 | 11367 |
| Surge Energy, Inc. (C) | 5000 | 19383 |
| Tamarack Valley Energy, Ltd. (C) | 24474 | 77933 |
| Taseko Mines, Ltd. (A) | 14009 | 31543 |
| TELUS Corp. | 11051 | 181023 |
| TerraVest Industries, Inc. | 900 | 110996 |
| The North West Company, Inc. | 2430 | 101389 |
| Tilray Brands, Inc. (A) | 320 | 138 |
| Timbercreek Financial Corp. | 3996 | 21402 |
| Topaz Energy Corp. | 5626 | 103103 |
| Torex Gold Resources, Inc. (A) | 4238 | 136063 |
| Total Energy Services, Inc. | 1706 | 12866 |
| Touchstone Exploration, Inc. (A)(C) | 10000 | 2587 |
| TransAlta Corp. (C) | 14591 | 142577 |
| Transcontinental, Inc., Class A | 3692 | 57518 |
| Trican Well Service, Ltd. | 10010 | 31292 |

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10 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| Trisura Group, Ltd. (A) | 2293 | $67569 |
| Vecima Networks, Inc. | 1797 | 13291 |
| Vermilion Energy, Inc. | 4186 | 27251 |
| VersaBank | 1300 | 14967 |
| Victoria Gold Corp. (A)(B) | 333 | 99 |
| Vitalhub Corp. (A) | 2471 | 18204 |
| Wajax Corp. | 744 | 12193 |
| Wall Financial Corp. (A) | 1600 | 16357 |
| Well Health Technologies Corp. (A) | 9203 | 27495 |
| Wesdome Gold Mines, Ltd. (A) | 7661 | 101767 |
| Western Copper & Gold Corp. (A) | 6200 | 6957 |
| Western Forest Products, Inc. (A) | 30142 | 9005 |
| Westshore Terminals Investment Corp. | 1604 | 31148 |
| Whitecap Resources, Inc. (C) | 42605 | 265748 |
| Winpak, Ltd. | 1436 | 46177 |
| Zenith Capital Corp. (A) | 5300 | 689 |
| **Chile 0.0%** |  | **6369** |
| Marimaca Copper Corp. (A)(C) | 1900 | 6369 |
| **Denmark 2.4%** |  | **2911447** |
| ALK-Abello A/S (A) | 6033 | 163528 |
| Alm Brand A/S | 37417 | 92557 |
| Ambu A/S, Class B (C) | 8387 | 129549 |
| Bang & Olufsen A/S (A) | 4842 | 9651 |
| Bavarian Nordic A/S (A) | 3295 | 86873 |
| Better Collective A/S (A)(C) | 1405 | 18670 |
| CBrain A/S | 432 | 11136 |
| Chemometec A/S | 758 | 61045 |
| Columbus A/S | 12678 | 19325 |
| D/S Norden A/S | 900 | 27338 |
| Demant A/S (A) | 3920 | 153953 |
| Dfds A/S (A) | 1311 | 20945 |
| FLSmidth & Company A/S | 1797 | 103837 |
| GN Store Nord A/S (A)(C) | 5788 | 85007 |
| H Lundbeck A/S | 12218 | 67807 |
| H Lundbeck A/S, A Shares | 2286 | 10549 |
| H+H International A/S, Class B (A) | 419 | 8601 |
| INVISIO AB | 1715 | 64156 |
| ISS A/S | 6279 | 168763 |
| Jeudan A/S | 978 | 30502 |
| Jyske Bank A/S | 1823 | 171289 |
| Matas A/S | 1502 | 30935 |
| Netcompany Group A/S (A)(D) | 2563 | 118611 |
| Nilfisk Holding A/S (A) | 715 | 10025 |
| NKT A/S (A) | 2237 | 191709 |
| NNIT A/S (A)(C)(D) | 762 | 7954 |
| North Media AS (A) | 955 | 5897 |
| NTG Nordic Transport Group A/S (A) | 491 | 15329 |
| Parken Sport & Entertainment A/S | 305 | 7035 |
| Per Aarsleff Holding A/S | 747 | 67697 |
| Ringkjoebing Landbobank A/S | 1159 | 234717 |
| Rockwool A/S, A Shares | 3310 | 157269 |
| Royal Unibrew A/S | 2139 | 177718 |
| RTX A/S (A) | 1198 | 14763 |
| Scandinavian Tobacco Group A/S (D) | 1792 | 23215 |
| Schouw & Company A/S | 510 | 45334 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 11

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Denmark (continued)** |  |  |
| Solar A/S, B Shares | 299 | $14104 |
| SP Group A/S | 386 | 18046 |
| Sparekassen Sjaelland-Fyn A/S | 734 | 34658 |
| Sydbank A/S | 2100 | 140406 |
| TCM Group A/S | 1441 | 17232 |
| Tivoli A/S (C) | 228 | 21383 |
| UIE PLC | 519 | 24978 |
| Vestjysk Bank A/S | 16999 | 12128 |
| Zealand Pharma A/S (A) | 219 | 15223 |
| **Finland 2.8%** |  | **3433018** |
| Aktia Bank OYJ | 1934 | 21016 |
| Aspo OYJ | 3641 | 21742 |
| Atria OYJ | 813 | 11681 |
| Bittium OYJ | 1254 | 9942 |
| Citycon OYJ (A) | 3663 | 15582 |
| Digia OYJ | 1325 | 10845 |
| Elisa OYJ | 5635 | 297085 |
| Enento Group OYJ (D) | 625 | 12061 |
| EQ OYJ | 1165 | 14078 |
| Fiskars OYJ ABP | 1266 | 20832 |
| F-Secure OYJ | 5513 | 12329 |
| Gofore OYJ | 549 | 11507 |
| Harvia OYJ | 732 | 39964 |
| Hiab OYJ | 1496 | 80566 |
| Huhtamaki OYJ | 3727 | 137644 |
| Incap OYJ (A) | 895 | 10996 |
| Kalmar OYJ, B Shares | 1300 | 45850 |
| Kamux Corp. (C) | 3008 | 6755 |
| Kemira OYJ | 4428 | 97365 |
| Kesko OYJ, A Shares | 3169 | 75038 |
| Kesko OYJ, B Shares | 10859 | 262608 |
| Kojamo OYJ (A) | 5487 | 65864 |
| Konecranes OYJ | 2624 | 205020 |
| Lassila & Tikanoja OYJ | 1292 | 13587 |
| Lindex Group OYJ (A) | 4574 | 14542 |
| Mandatum OYJ | 18099 | 106367 |
| Marimekko OYJ | 1190 | 18084 |
| Metsa Board OYJ, A Shares | 1067 | 6692 |
| Metsa Board OYJ, B Shares | 6200 | 22910 |
| Metso OYJ | 13229 | 160097 |
| Nokian Renkaat OYJ (C) | 4775 | 35595 |
| Olvi OYJ, A Shares | 660 | 26123 |
| Oriola OYJ, B Shares | 8937 | 11183 |
| Orion OYJ, Class A | 978 | 65518 |
| Orion OYJ, Class B | 4234 | 287263 |
| Outokumpu OYJ (C) | 13406 | 51924 |
| Pihlajalinna OYJ | 739 | 12251 |
| Ponsse OYJ | 508 | 17226 |
| Puuilo OYJ | 3154 | 46652 |
| QT Group OYJ (A) | 787 | 52788 |
| Raisio OYJ, V Shares | 3510 | 9767 |
| Revenio Group OYJ | 778 | 23808 |
| Sampo OYJ, A Shares | 24613 | 264097 |
| Sanoma OYJ | 3506 | 37987 |
| Scanfil OYJ | 1153 | 11011 |
| Stora Enso OYJ, R Shares | 21767 | 220102 |

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12 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Finland (continued)** |  |  |
| Taaleri OYJ | 614 | $4992 |
| Talenom OYJ | 1935 | 8269 |
| Terveystalo OYJ (D) | 4077 | 56016 |
| TietoEVRY OYJ | 4132 | 75390 |
| Tokmanni Group Corp. | 1793 | 22492 |
| Vaisala OYJ, A Shares | 951 | 53982 |
| Valmet OYJ | 5529 | 180657 |
| WithSecure OYJ (A) | 9477 | 11144 |
| YIT OYJ (A) | 5888 | 18132 |
| **France 5.1%** |  | **6347332** |
| 74Software SA (A)(C) | 2056 | 89572 |
| AKWEL SADIR | 2482 | 21109 |
| Alstom SA (A) | 5892 | 133191 |
| Altamir | 3169 | 101481 |
| Alten SA | 1415 | 117430 |
| Arkema SA | 2538 | 181354 |
| Assystem SA | 283 | 13331 |
| Aubay | 300 | 17373 |
| Ayvens SA (D) | 6972 | 70846 |
| Bastide le Confort Medical (A) | 227 | 6908 |
| Beneteau SACA (C) | 2128 | 20387 |
| Bonduelle SCA | 643 | 6027 |
| Caisse Regionale de Credit Agricole Mutuel du Languedoc SCCV | 121 | 8383 |
| Catana Group | 1562 | 6123 |
| CBo Territoria | 3063 | 13181 |
| Cegedim SA (A) | 1554 | 20092 |
| Cie des Alpes | 752 | 15590 |
| Clariane SE (A) | 5266 | 22580 |
| Coface SA | 4782 | 89453 |
| Derichebourg SA | 4516 | 30897 |
| Edenred SE | 3862 | 120648 |
| Ekinops SAS (A) | 3234 | 14082 |
| Electricite de Strasbourg SA | 131 | 21122 |
| Elior Group SA (A)(D) | 4276 | 15119 |
| Elis SA | 10787 | 293619 |
| Equasens | 198 | 11135 |
| Eramet SA (C) | 393 | 23139 |
| Esso SA Francaise | 133 | 20444 |
| Etablissements Maurel et Prom SA | 3197 | 17371 |
| Eurazeo SE | 1804 | 126156 |
| Eutelsat Communications SACA (A)(C) | 5665 | 21097 |
| FDJ UNITED (D) | 4906 | 180045 |
| Fnac Darty SA | 529 | 18253 |
| Forvia SE | 6391 | 60039 |
| Gaumont SA (A) | 282 | 27576 |
| Gaztransport Et Technigaz SA | 1670 | 310332 |
| Getlink SE | 7815 | 149483 |
| GL Events SACA | 361 | 10303 |
| Groupe Crit SA | 694 | 54234 |
| Guerbet | 181 | 4142 |
| ID Logistics Group SACA (A) | 156 | 74311 |
| Imerys SA | 1696 | 56498 |
| Infotel SA | 553 | 26189 |
| Interparfums SA | 421 | 18010 |
| Ipsen SA | 401 | 47214 |
| IPSOS SA | 1608 | 82035 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 13

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **France (continued)** |  |  |
| Jacquet Metals SACA | 422 | $10857 |
| JCDecaux SE | 4402 | 75558 |
| Kaufman & Broad SA | 641 | 24402 |
| LISI SA | 824 | 30603 |
| LNA Sante SA | 534 | 14613 |
| Maisons du Monde SA (D) | 4620 | 13109 |
| Manitou BF SA | 505 | 12014 |
| Mersen SA | 1018 | 23645 |
| Metropole Television SA | 1339 | 18860 |
| Nexans SA | 1546 | 177831 |
| Nexity SA (A)(C) | 1740 | 19788 |
| NRJ Group | 1558 | 13518 |
| Oeneo SA | 1270 | 13588 |
| Opmobility | 2771 | 33814 |
| Pierre Et Vacances SA (A) | 8528 | 13870 |
| Pluxee NV | 5981 | 134437 |
| Quadient SA | 1344 | 25120 |
| Remy Cointreau SA | 1241 | 66496 |
| Rexel SA | 9810 | 275549 |
| Robertet SA | 23 | 22679 |
| Rubis SCA | 3497 | 113857 |
| Samse SACA | 79 | 13724 |
| Savencia SA | 323 | 26038 |
| SCOR SE | 6645 | 219379 |
| SEB SA | 1199 | 118952 |
| Seche Environnement SACA | 137 | 15215 |
| SMCP SA (A)(D) | 1529 | 7312 |
| Societe BIC SA | 1067 | 65911 |
| Societe LDC SADIR | 228 | 21748 |
| Sodexo SA | 825 | 56976 |
| SOITEC (A) | 1362 | 67165 |
| Sopra Steria Group | 686 | 147905 |
| SPIE SA | 6620 | 336513 |
| Stef SA | 135 | 19560 |
| Technip Energies NV | 6065 | 229567 |
| Teleperformance SE | 2359 | 238428 |
| Television Francaise 1 SA | 1676 | 16207 |
| TFF Group (C) | 371 | 9601 |
| Thermador Groupe | 195 | 15055 |
| Tikehau Capital SCA (C) | 1912 | 41694 |
| Trigano SA (C) | 391 | 57277 |
| Ubisoft Entertainment SA (A) | 4131 | 47317 |
| Valeo SE | 9633 | 101456 |
| Vallourec SACA | 7756 | 131308 |
| Verallia SA (D) | 3515 | 111590 |
| Vetoquinol SA | 212 | 18054 |
| Vicat SACA | 657 | 42747 |
| VIEL & Cie SA | 518 | 9410 |
| Virbac SACA | 99 | 37431 |
| Viridien (A) | 305 | 19198 |
| Vivendi SE (A) | 31784 | 107257 |
| Voltalia SA (A)(C) | 1419 | 14214 |
| Wavestone (C) | 259 | 15004 |
| Worldline SA (A)(D) | 7752 | 46007 |
| **Georgia 0.1%** |  | **152109** |
| Georgia Capital PLC (A) | 1414 | 35687 |

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14 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Georgia (continued)** |  |  |
| TBC Bank Group PLC | 1933 | $116422 |
| **Germany 5.6%** |  | **6857396** |
| 1&1 AG (C) | 1760 | 36481 |
| 7C Solarparken AG | 6787 | 15391 |
| Adesso SE | 198 | 19750 |
| Adtran Networks SE | 973 | 22763 |
| AIXTRON SE | 2336 | 32282 |
| All for One Group SE | 143 | 9255 |
| Allgeier SE | 502 | 10031 |
| AlzChem Group AG | 275 | 38943 |
| Amadeus Fire AG (C) | 275 | 23331 |
| Atoss Software SE | 489 | 72148 |
| Aurubis AG (C) | 1457 | 128104 |
| Auto1 Group SE (A)(D) | 1631 | 43733 |
| Basler AG (A)(C) | 2842 | 29798 |
| Bechtle AG | 3962 | 173003 |
| Bijou Brigitte AG | 317 | 16062 |
| Bilfinger SE | 1310 | 115914 |
| Borussia Dortmund GmbH & Company KGaA | 2982 | 12919 |
| BRANICKS Group AG (A)(C) | 5103 | 10394 |
| Brenntag SE | 1977 | 133987 |
| CANCOM SE | 1245 | 39826 |
| Carl Zeiss Meditec AG, Bearer Shares | 419 | 27102 |
| CECONOMY AG (A) | 6917 | 20865 |
| CENIT AG | 725 | 7304 |
| Cewe Stiftung & Company KGAA | 239 | 27105 |
| CTS Eventim AG & Company KGaA | 1192 | 144585 |
| Data Modul AG | 285 | 7571 |
| Dermapharm Holding SE | 855 | 34026 |
| Deutsche Beteiligungs AG | 649 | 18681 |
| Deutsche EuroShop AG | 677 | 15195 |
| Deutsche Pfandbriefbank AG (A)(D) | 6733 | 44029 |
| Deutsche Wohnen SE | 1545 | 40202 |
| Deutz AG | 6014 | 50493 |
| Dr. Hoenle AG (A) | 554 | 6321 |
| Draegerwerk AG & Company KGaA | 595 | 37305 |
| Duerr AG | 2623 | 68306 |
| DWS Group GmbH & Company KGaA (D) | 896 | 50327 |
| Eckert & Ziegler SE | 746 | 52404 |
| Elmos Semiconductor SE | 349 | 26854 |
| ElringKlinger AG | 1961 | 10110 |
| Energiekontor AG | 367 | 17802 |
| Fielmann Group AG | 1235 | 78551 |
| flatexDEGIRO AG | 4113 | 114314 |
| Fraport AG Frankfurt Airport Services Worldwide (A) | 1684 | 116921 |
| Freenet AG | 6027 | 199079 |
| Friedrich Vorwerk Group SE | 335 | 23148 |
| FUCHS SE | 1207 | 45940 |
| GEA Group AG | 3351 | 224438 |
| Gerresheimer AG | 1643 | 118221 |
| Gesco SE | 619 | 12658 |
| GFT Technologies SE | 929 | 25381 |
| GRENKE AG | 1108 | 17516 |
| Hawesko Holding SE | 828 | 23952 |
| Heidelberger Druckmaschinen AG (A) | 11145 | 18367 |
| HelloFresh SE (A) | 7160 | 84994 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 15

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Germany (continued)** |  |  |
| Hensoldt AG | 3105 | $324923 |
| Hornbach Holding AG & Company KGaA | 468 | 47240 |
| HUGO BOSS AG | 2218 | 102773 |
| Indus Holding AG | 1023 | 25503 |
| Init Innovation in Traffic Systems SE | 283 | 12730 |
| Instone Real Estate Group SE (D) | 2798 | 28559 |
| IVU Traffic Technologies AG | 693 | 14211 |
| Jenoptik AG | 2545 | 55918 |
| JOST Werke SE (D) | 564 | 32593 |
| K+S AG | 8088 | 147298 |
| KION Group AG | 3283 | 152848 |
| Kloeckner & Company SE | 974 | 6952 |
| Knaus Tabbert AG (C) | 265 | 4013 |
| Krones AG | 687 | 108209 |
| KSB SE & Company KGaA | 42 | 40306 |
| KWS Saat SE & Company KGaA | 476 | 30703 |
| LANXESS AG | 4029 | 124589 |
| LEG Immobilien SE | 3589 | 304726 |
| Leifheit AG | 762 | 17637 |
| Medios AG (A) | 856 | 11379 |
| MLP SE | 3734 | 34619 |
| Mutares SE & Company KGaA | 642 | 24060 |
| Nagarro SE (A)(C) | 367 | 24230 |
| Nordex SE (A) | 6049 | 122807 |
| Norma Group SE | 1569 | 22099 |
| PATRIZIA SE | 2172 | 20286 |
| Pfeiffer Vacuum Technology AG | 32 | 5799 |
| ProCredit Holding AG | 813 | 9698 |
| ProSiebenSat.1 Media SE | 6424 | 51632 |
| Puma SE | 4815 | 124928 |
| PVA TePla AG (A)(C) | 1166 | 22527 |
| q.beyond AG (A) | 10199 | 10307 |
| Rational AG | 140 | 115112 |
| SAF-Holland SE | 2270 | 42061 |
| Salzgitter AG | 1262 | 30113 |
| Schaeffler AG | 7963 | 38338 |
| Scout24 SE (D) | 150 | 20438 |
| Secunet Security Networks AG | 82 | 19108 |
| SFC Energy AG, Bearer Shares (A)(C) | 541 | 13430 |
| SGL Carbon SE (A)(C) | 2882 | 12067 |
| Siltronic AG | 736 | 30273 |
| Sixt SE | 628 | 59617 |
| SMA Solar Technology AG (A) | 757 | 16776 |
| Stabilus SE | 1163 | 33777 |
| STRATEC SE | 407 | 13029 |
| Stroeer SE & Company KGaA | 1697 | 98306 |
| Suedzucker AG | 2861 | 36619 |
| SUSS MicroTec SE | 937 | 40746 |
| TAG Immobilien AG | 8812 | 148960 |
| Takkt AG | 1300 | 10352 |
| TeamViewer SE (A)(D) | 7205 | 84022 |
| Technotrans SE | 1617 | 34814 |
| thyssenkrupp AG | 24064 | 234342 |
| TUI AG (A) | 17808 | 148912 |
| TUI AG (London Stock Exchange) (A) | 4460 | 37262 |
| United Internet AG | 3543 | 92382 |

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16 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Germany (continued)** |  |  |
| Verbio SE (C) | 819 | $8687 |
| Vossloh AG | 440 | 38323 |
| Wacker Chemie AG (C) | 877 | 62427 |
| Wacker Neuson SE | 1470 | 37311 |
| Washtec AG | 2677 | 122665 |
| Westwing Group SE (A) | 1056 | 9542 |
| Wuestenrot & Wuerttembergische AG | 1008 | 15863 |
| Zalando SE (A)(D) | 7941 | 283729 |
| Zeal Network SE | 146 | 7709 |
| **Greece 0.0%** |  | **9992** |
| Alapis Holding Industrial and Commercial SA of Pharmaceutical Chemical Products (A)(B) | 1810 | 38 |
| Okeanis Eco Tankers Corp. (C)(D) | 427 | 9954 |
| TT Hellenic Postbank SA (A)(B) | 20725 | 0 |
| **Greenland 0.0%** |  | **27366** |
| GronlandsBANKEN A/S | 235 | 27366 |
| **Hong Kong 1.5%** |  | **1813253** |
| 3D-Gold Jewellery Holdings, Ltd. (A)(B) | 310000 | 0 |
| Aeon Credit Service Asia Company, Ltd. | 10000 | 8095 |
| Bright Smart Securities & Commodities Group, Ltd. | 26000 | 24013 |
| Brightoil Petroleum Holdings, Ltd. (A)(B) | 563000 | 0 |
| Build King Holdings, Ltd. | 50000 | 6504 |
| Burwill Holdings, Ltd. (A)(B) | 1216000 | 0 |
| Cafe de Coral Holdings, Ltd. | 12000 | 10639 |
| China Motor Bus Company, Ltd. | 1800 | 12365 |
| China Solar Energy Holdings, Ltd. (A)(B) | 127000 | 0 |
| China Star Entertainment, Ltd. (A) | 488000 | 88765 |
| Chinese Estates Holdings, Ltd. | 50000 | 8324 |
| Chow Sang Sang Holdings International, Ltd. | 8000 | 8144 |
| CITIC Telecom International Holdings, Ltd. | 63000 | 18222 |
| Convoy Global Holdings, Ltd. (A)(B) | 630000 | 0 |
| Cowell e Holdings, Inc. (A)(C) | 9000 | 25563 |
| Crystal International Group, Ltd. (D) | 24000 | 15231 |
| CSC Holdings, Ltd. (A) | 4597500 | 12265 |
| CTF Services, Ltd. | 36000 | 33353 |
| Dah Sing Banking Group, Ltd. | 13248 | 15002 |
| Dah Sing Financial Holdings, Ltd. | 6344 | 23710 |
| DFI Retail Group Holdings, Ltd. | 11000 | 30298 |
| Dickson Concepts International, Ltd. | 15000 | 13237 |
| DMX Technologies Group, Ltd. (A)(B) | 34000 | 0 |
| Eagle Nice International Holdings, Ltd. | 46000 | 22053 |
| EcoGreen International Group, Ltd. (A)(B) | 76000 | 16574 |
| EganaGoldpfeil Holdings, Ltd. (A)(B) | 131750 | 0 |
| Emperor Watch & Jewellery, Ltd. | 340000 | 19910 |
| Fairwood Holdings, Ltd. | 30500 | 19746 |
| Far East Consortium International, Ltd. | 125275 | 15020 |
| First Pacific Company, Ltd. | 88000 | 60414 |
| FSE Lifestyle Services, Ltd. | 13000 | 9213 |
| Genting Hong Kong, Ltd. (A)(B) | 550000 | 1 |
| Giordano International, Ltd. | 43708 | 8081 |
| Glorious Sun Enterprises, Ltd. | 146000 | 22880 |
| Gold-Finance Holdings, Ltd. (A)(B) | 214000 | 0 |
| Good Resources Holdings, Ltd. (A)(B) | 270000 | 0 |
| GR Life Style Company, Ltd. (A) | 184000 | 16031 |
| Great Eagle Holdings, Ltd. | 9874 | 17426 |
| G-Resources Group, Ltd. | 25080 | 26790 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 17

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Hong Kong (continued)** |  |  |
| Guotai Junan International Holdings, Ltd. | 107600 | $15825 |
| Hang Lung Group, Ltd. | 28000 | 40156 |
| Hang Lung Properties, Ltd. | 67522 | 53176 |
| HKR International, Ltd. (A) | 101040 | 11653 |
| Hong Kong Ferry Holdings Company, Ltd. | 21000 | 11733 |
| Hong Kong Technology Venture Company, Ltd., ADR | 1717 | 6301 |
| Hsin Chong Group Holdings, Ltd. (A)(B) | 736000 | 0 |
| Hutchison Port Holdings Trust | 141500 | 22469 |
| Hysan Development Company, Ltd. | 21000 | 34504 |
| Johnson Electric Holdings, Ltd. | 12710 | 33897 |
| Kerry Properties, Ltd. | 21000 | 50347 |
| KLN Logistics Group, Ltd. | 14500 | 14494 |
| Kowloon Development Company, Ltd. | 28048 | 11001 |
| Lerthai Group, Ltd. (A)(B) | 18000 | 2043 |
| Luk Fook Holdings International, Ltd. | 11000 | 25425 |
| Man Wah Holdings, Ltd. | 60000 | 31717 |
| Melco International Development, Ltd. (A) | 16000 | 6800 |
| MH Development, Ltd. (A)(B) | 124000 | 0 |
| Miramar Hotel & Investment | 23000 | 28611 |
| National United Resources Holdings, Ltd. (A) | 109000 | 627 |
| New World Development Company, Ltd. (A)(C) | 47000 | 28572 |
| Nissin Foods Company, Ltd. (C) | 8000 | 7076 |
| Oriental Watch Holdings | 16378 | 7455 |
| Pacific Andes International Holdings, Ltd. (A)(B) | 2171305 | 0 |
| Pacific Basin Shipping, Ltd. | 178000 | 43873 |
| Pacific Textiles Holdings, Ltd. | 38000 | 6189 |
| Paradise Entertainment, Ltd. | 24000 | 5634 |
| PC Partner Group, Ltd. | 8000 | 6560 |
| PCCW, Ltd. | 48000 | 31939 |
| Peace Mark Holdings, Ltd. (A)(B) | 180000 | 0 |
| Perfect Medical Health Management, Ltd. | 15000 | 4491 |
| Pico Far East Holdings, Ltd. | 56000 | 14912 |
| Plover Bay Technologies, Ltd. | 16000 | 12070 |
| Public Financial Holdings, Ltd. (A) | 126000 | 20178 |
| Sa Sa International Holdings, Ltd. | 72000 | 5763 |
| Shangri-La Asia, Ltd. | 50000 | 27990 |
| Shun Tak Holdings, Ltd. (A) | 129250 | 9711 |
| SJM Holdings, Ltd. (A)(C) | 113000 | 33360 |
| Solomon Systech International, Ltd. (A) | 94000 | 4945 |
| Soundwill Holdings, Ltd. (A) | 24500 | 17429 |
| Stella International Holdings, Ltd. | 21500 | 38355 |
| Sun Hung Kai & Company, Ltd. | 69318 | 26851 |
| SUNeVision Holdings, Ltd. | 25000 | 21387 |
| TAI Cheung Holdings, Ltd. | 34000 | 13864 |
| Television Broadcasts, Ltd. (A) | 15200 | 6200 |
| Texwinca Holdings, Ltd. | 224000 | 18257 |
| The Bank of East Asia, Ltd. | 32247 | 45366 |
| Theme International Holdings, Ltd. (A) | 170000 | 10490 |
| Town Health International Medical Group, Ltd. | 308000 | 9184 |
| Tradelink Electronic Commerce, Ltd. | 162000 | 18999 |
| Transport International Holdings, Ltd. | 14231 | 16530 |
| United Laboratories International Holdings, Ltd. | 38500 | 71603 |
| Up Energy Development Group, Ltd. (A)(B) | 898000 | 1477 |
| Upbest Group, Ltd. | 8000 | 702 |
| Value Partners Group, Ltd. | 41000 | 7336 |
| Valuetronics Holdings, Ltd. | 11350 | 6193 |

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18 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Hong Kong (continued)** |  |  |
| Vitasoy International Holdings, Ltd. | 28000 | $32373 |
| Vobile Group, Ltd. (A)(C) | 36000 | 16543 |
| VSTECS Holdings, Ltd. | 26400 | 20979 |
| VTech Holdings, Ltd. | 6000 | 39877 |
| Xinyi Glass Holdings, Ltd. (C) | 29700 | 28195 |
| Yue Yuen Industrial Holdings, Ltd. | 29000 | 43571 |
| Yunfeng Financial Group, Ltd. (A) | 46000 | 10236 |
| Zhaobangji Lifestyle Holdings, Ltd. (A) | 632000 | 11890 |
| **Ireland 0.5%** |  | **678135** |
| Bank of Ireland Group PLC | 1578 | 21664 |
| C&C Group PLC | 17044 | 37031 |
| Cairn Homes PLC | 25373 | 62960 |
| COSMO Pharmaceuticals NV | 349 | 24177 |
| Dalata Hotel Group PLC | 7258 | 47385 |
| DCC PLC | 1086 | 67892 |
| FBD Holdings PLC | 1674 | 24772 |
| Glanbia PLC | 7562 | 110017 |
| Glenveagh Properties PLC (A)(D) | 22204 | 45325 |
| Grafton Group PLC, CHESS Depositary Interest | 7687 | 104827 |
| Greencore Group PLC | 20317 | 61193 |
| Hostelworld Group PLC (A)(D) | 12270 | 19931 |
| Irish Continental Group PLC | 5579 | 33196 |
| Permanent TSB Group Holdings PLC (A) | 8840 | 17765 |
| **Isle of Man 0.0%** |  | **47897** |
| Playtech PLC | 11197 | 47897 |
| **Israel 1.3%** |  | **1553242** |
| Adgar Investment and Development, Ltd. (A) | 21013 | 27572 |
| Afcon Holdings, Ltd. | 208 | 9483 |
| Africa Israel Residences, Ltd. | 269 | 17265 |
| Airport City, Ltd. (A) | 1 | 8 |
| Allot, Ltd. (A) | 1502 | 12533 |
| Alrov Properties and Lodgings, Ltd. (A) | 959 | 52292 |
| Arad, Ltd. | 2244 | 34172 |
| Ashdod Refinery, Ltd. (A) | 1 | 14 |
| Ashtrom Group, Ltd. | 1 | 9 |
| Atreyu Capital Markets, Ltd. | 323 | 7698 |
| Aura Investments, Ltd. | 802 | 3970 |
| Azorim-Investment Development & Construction Company, Ltd. | 3189 | 15496 |
| Blue Square Real Estate, Ltd. | 249 | 23986 |
| Cellcom Israel, Ltd. (A) | 4033 | 28873 |
| Compugen, Ltd. (A) | 8996 | 13073 |
| Danel Adir Yeoshua, Ltd. | 218 | 25135 |
| Danya Cebus, Ltd. | 399 | 12200 |
| Delek Automotive Systems, Ltd. (A) | 2027 | 15672 |
| Delta Galil, Ltd. | 335 | 16928 |
| Delta Israel Brands, Ltd. | 310 | 7443 |
| Direct Finance of Direct Group 2006, Ltd. | 82 | 12299 |
| Doral Group Renewable Energy Resources, Ltd. (A) | 3667 | 15039 |
| Duniec Brothers, Ltd. | 296 | 16972 |
| Electra Consumer Products 1970, Ltd. | 559 | 16146 |
| Energix-Renewable Energies, Ltd. | 1 | 2 |
| Equital, Ltd. (A) | 399 | 14961 |
| First International Bank of Israel, Ltd. | 1 | 38 |
| FMS Enterprises Migun, Ltd. | 216 | 10487 |
| Formula Systems 1985, Ltd. | 56 | 5975 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 19

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Israel (continued)** |  |  |
| Fox Wizel, Ltd. | 361 | $30571 |
| Gilat Satellite Networks, Ltd. (A) | 2597 | 14759 |
| Globrands, Ltd. | 85 | 13405 |
| Hamat Group, Ltd. (A) | 3347 | 14126 |
| IDI Insurance Company, Ltd. | 385 | 21423 |
| IES Holdings, Ltd. (A) | 554 | 36855 |
| Inrom Construction Industries, Ltd. | 3942 | 19753 |
| Isracard, Ltd. | 6687 | 31547 |
| Isras Investment Company, Ltd. | 35 | 8137 |
| Issta, Ltd. | 393 | 10687 |
| Kardan Real Estate Enterprise & Development, Ltd. | 8936 | 13982 |
| Kerur Holdings, Ltd. | 826 | 18652 |
| Klil Industries, Ltd. | 212 | 12169 |
| Kvutzat Acro, Ltd. | 1237 | 16530 |
| Land Development Nimrodi Group, Ltd. | 1196 | 10553 |
| Lapidoth Capital, Ltd. | 684 | 12641 |
| M Yochananof & Sons, Ltd. | 170 | 13072 |
| Magic Software Enterprises, Ltd. | 927 | 14894 |
| Malam - Team, Ltd. (A) | 219 | 5325 |
| Maytronics, Ltd. | 1544 | 2086 |
| Mediterranean Towers, Ltd. | 3827 | 11998 |
| Mega Or Holdings, Ltd. | 904 | 34178 |
| Meitav Investment House, Ltd. | 1418 | 24070 |
| Menif - Financial Services, Ltd. | 1196 | 7343 |
| Mivne Real Estate KD, Ltd. | 1 | 2 |
| Mivtach Shamir Holdings, Ltd. | 212 | 16588 |
| Mizrahi Tefahot Bank, Ltd. | 1 | 39 |
| Nawi Group, Ltd. | 2899 | 51914 |
| Neto Malinda Trading, Ltd. | 481 | 16665 |
| Nexxen International, Ltd. (A) | 9371 | 108891 |
| Novolog, Ltd. | 46117 | 18039 |
| Oil Refineries, Ltd. | 98046 | 25253 |
| One Software Technologies, Ltd. | 403 | 8966 |
| OY Nofar Energy, Ltd. (A) | 870 | 22494 |
| Palram Industries 1990, Ltd. | 428 | 9876 |
| Partner Communications Company, Ltd. | 5381 | 37124 |
| Paz Retail and Energy, Ltd. | 1 | 129 |
| Perion Network, Ltd. (A) | 1681 | 17959 |
| Plus500, Ltd. | 3378 | 155093 |
| Polyram Plastic Industries, Ltd. | 3900 | 12157 |
| Prashkovsky Investments and Construction, Ltd. | 339 | 8298 |
| Priortech, Ltd. (A) | 416 | 18454 |
| Qualitau, Ltd. | 131 | 10994 |
| Rami Levy Chain Stores Hashikma Marketing 2006, Ltd. | 371 | 31079 |
| Retailors, Ltd. | 642 | 11295 |
| Scope Metals Group, Ltd. (A) | 292 | 11551 |
| Shikun & Binui Soltec Renewable Energy (A) | 14902 | 10929 |
| Shikun & Binui, Ltd. (A) | 1 | 2 |
| Summit Real Estate Holdings, Ltd. | 1388 | 21154 |
| Tadiran Group, Ltd. | 163 | 7145 |
| Tamar Petroleum, Ltd. (D) | 1656 | 16967 |
| Tel Aviv Stock Exchange, Ltd. | 1746 | 28774 |
| Telsys, Ltd. | 142 | 8896 |
| Tower Semiconductor, Ltd. (A) | 1 | 26 |
| Veridis Environment, Ltd. (A) | 1982 | 13046 |
| Victory Supermarket Chain, Ltd. | 2130 | 28982 |

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20 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Israel (continued)** |  |  |
| YD More Investments, Ltd. | 1622 | $9964 |
| **Italy 3.9%** |  | **4827719** |
| A2A SpA | 71181 | 184820 |
| ACEA SpA | 1991 | 47980 |
| Amplifon SpA | 5720 | 131484 |
| Ariston Holding NV (A) | 5649 | 30701 |
| Arnoldo Mondadori Editore SpA | 6646 | 16250 |
| Ascopiave SpA | 2726 | 9614 |
| Avio SpA | 629 | 15238 |
| Azimut Holding SpA | 5158 | 150688 |
| Banca Generali SpA | 2699 | 157506 |
| Banca IFIS SpA | 1120 | 29476 |
| Banca Monte dei Paschi di Siena SpA (C) | 21808 | 180238 |
| Banca Popolare di Sondrio SpA | 17675 | 238543 |
| Banca Profilo SpA (C) | 39986 | 8038 |
| Banca Sistema SpA (A)(D) | 3020 | 5961 |
| Banco di Desio e della Brianza SpA | 1690 | 15082 |
| BFF Bank SpA (A)(D) | 7984 | 82414 |
| BPER Banca SpA | 8617 | 76542 |
| Brembo NV | 7042 | 64448 |
| Brunello Cucinelli SpA | 1561 | 192379 |
| Buzzi SpA | 1853 | 95332 |
| Cairo Communication SpA (A) | 3471 | 12296 |
| Carel Industries SpA (D) | 553 | 12997 |
| Cembre SpA | 261 | 16518 |
| Cementir Holding NV | 2330 | 36910 |
| CIR SpA-Compagnie Industriali (A) | 19890 | 13839 |
| Credito Emiliano SpA | 3688 | 50681 |
| Danieli & C Officine Meccaniche SpA (C) | 467 | 19057 |
| Danieli & C Officine Meccaniche SpA, Savings Shares | 1630 | 52181 |
| De'Longhi SpA | 843 | 27561 |
| doValue SpA (A)(C)(D) | 7564 | 20039 |
| Emak SpA | 21737 | 22955 |
| Enav SpA (D) | 11900 | 56966 |
| ERG SpA | 2070 | 43775 |
| Esprinet SpA | 1505 | 6767 |
| Ferretti SpA (C) | 4844 | 15746 |
| Fila SpA | 1509 | 16440 |
| Fincantieri SpA (A) | 4620 | 82574 |
| FNM SpA | 11718 | 5860 |
| Garofalo Health Care SpA | 4839 | 28686 |
| Gefran SpA | 1600 | 19355 |
| Hera SpA | 36782 | 182798 |
| Intercos SpA | 1990 | 32298 |
| Interpump Group SpA | 1695 | 66112 |
| Iren SpA | 28639 | 89171 |
| Italgas SpA (C) | 21863 | 179867 |
| Italmobiliare SpA | 604 | 18308 |
| Iveco Group NV | 8098 | 161254 |
| Lottomatica Group SpA | 4211 | 110801 |
| LU-VE SpA | 469 | 16277 |
| Maire SpA | 7328 | 93595 |
| MARR SpA | 1316 | 14285 |
| MFE-MediaForEurope NV, Class A | 8624 | 31713 |
| MFE-MediaForEurope NV, Class B | 2238 | 10772 |
| Moltiply Group SpA | 744 | 41483 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 21

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Italy (continued)** |  |  |
| NewPrinces SpA (A) | 878 | $18168 |
| Nexi SpA (D) | 21539 | 129601 |
| Orsero SpA | 433 | 6931 |
| OVS SpA (D) | 6762 | 29005 |
| Pharmanutra SpA | 179 | 10159 |
| Piaggio & C SpA (C) | 6937 | 14324 |
| Pirelli & C. SpA (D) | 17972 | 128705 |
| RAI Way SpA (D) | 4826 | 32343 |
| Reply SpA | 1064 | 179468 |
| Sabaf SpA | 2646 | 44623 |
| Safilo Group SpA (A) | 6738 | 6865 |
| Saipem SpA | 57708 | 143114 |
| Salvatore Ferragamo SpA (A)(C) | 2723 | 17700 |
| Sanlorenzo SpA | 728 | 25198 |
| Sesa SpA | 372 | 34556 |
| Sogefi SpA | 3211 | 7980 |
| SOL SpA | 1890 | 98278 |
| Tamburi Investment Partners SpA | 4244 | 38799 |
| Technogym SpA (D) | 5979 | 81008 |
| Telecom Italia SpA (A) | 719467 | 307783 |
| The Italian Sea Group SpA | 991 | 6374 |
| TXT e-solutions SpA | 328 | 13238 |
| Unipol Assicurazioni SpA | 324 | 6341 |
| Webuild SpA | 22930 | 93551 |
| Wiit SpA | 390 | 7598 |
| Zignago Vetro SpA | 353 | 3338 |
| **Japan 22.4%** |  | **27583618** |
| &Do Holdings Company, Ltd. | 700 | 6123 |
| A&D HOLON Holdings Company, Ltd. | 1200 | 16696 |
| Achilles Corp. | 3200 | 27630 |
| Adastria Company, Ltd. | 1340 | 26020 |
| ADEKA Corp. | 3591 | 66227 |
| Ad-sol Nissin Corp. | 1200 | 9137 |
| Advan Group Company, Ltd. | 4300 | 24609 |
| AEON Financial Service Company, Ltd. | 4700 | 42726 |
| Aeon Hokkaido Corp. | 2200 | 13480 |
| Ahresty Corp. | 1500 | 7473 |
| Ai Holdings Corp. | 1600 | 25529 |
| Aica Kogyo Company, Ltd. | 2500 | 63060 |
| Aichi Corp. | 1000 | 9534 |
| Aichi Financial Group, Inc. | 1190 | 21309 |
| Aichi Steel Corp. | 400 | 20698 |
| Aida Engineering, Ltd. | 1900 | 12399 |
| Aiful Corp. | 13600 | 37542 |
| Ain Holdings, Inc. | 1300 | 50770 |
| Ainavo Holdings Company, Ltd. | 3500 | 16538 |
| Aiphone Company, Ltd. | 300 | 5507 |
| Airman Corp. | 1000 | 13613 |
| Aisan Industry Company, Ltd. | 1600 | 20511 |
| AIT Corp. | 500 | 6048 |
| Ajis Company, Ltd. | 300 | 5688 |
| Akatsuki, Inc. | 500 | 10050 |
| Akebono Brake Industry Company, Ltd. (A) | 10000 | 7040 |
| Albis Company, Ltd. | 1200 | 25332 |
| Alconix Corp. | 1300 | 15315 |
| Alinco, Inc. | 1700 | 11860 |

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22 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Alleanza Holdings Company, Ltd. | 900 | $6403 |
| Alpen Company, Ltd. | 900 | 14588 |
| Alpha Systems, Inc. | 500 | 11744 |
| Alps Alpine Company, Ltd. | 8700 | 83311 |
| Altech Corp. | 630 | 12086 |
| Amano Corp. | 2700 | 79594 |
| Amiyaki Tei Company, Ltd. | 700 | 7096 |
| Amvis Holdings, Inc. | 2200 | 6907 |
| Anabuki Kosan, Inc. | 600 | 8961 |
| Anest Iwata Corp. | 1500 | 14661 |
| AnGes, Inc. (A) | 6300 | 2925 |
| Anicom Holdings, Inc. | 2900 | 13680 |
| Anycolor, Inc. | 1100 | 29973 |
| AOKI Holdings, Inc. | 1900 | 19810 |
| Aoyama Trading Company, Ltd. | 2000 | 30229 |
| Aoyama Zaisan Networks Company, Ltd. | 1000 | 12579 |
| Aozora Bank, Ltd. | 4600 | 66995 |
| Arakawa Chemical Industries, Ltd. | 2700 | 20859 |
| Arata Corp. | 1100 | 23105 |
| Araya Industrial Company, Ltd. | 200 | 6487 |
| ARCLANDS Corp. | 1911 | 22659 |
| Arcs Company, Ltd. | 1684 | 33449 |
| ARE Holdings, Inc. | 3800 | 47327 |
| Arealink Company, Ltd. | 1000 | 14814 |
| Argo Graphics, Inc. | 800 | 28072 |
| Arisawa Manufacturing Company, Ltd. | 1700 | 16723 |
| Artience Company, Ltd. | 1500 | 30939 |
| Artnature, Inc. | 3700 | 18921 |
| As One Corp. | 2900 | 44788 |
| Asahi Company, Ltd. | 700 | 6602 |
| Asahi Diamond Industrial Company, Ltd. | 2000 | 10136 |
| Asahi Intelligence Service Company, Ltd. | 1200 | 8805 |
| Asahi Kogyosha Company, Ltd. | 700 | 10652 |
| Asahi Net, Inc. | 1900 | 8916 |
| Asahi Yukizai Corp. | 500 | 13519 |
| Asanuma Corp. | 2700 | 13788 |
| Asax Company, Ltd. | 2700 | 12994 |
| Asia Pile Holdings Corp. | 1500 | 9797 |
| ASKA Pharmaceutical Holdings Company, Ltd. | 700 | 11339 |
| ASKUL Corp. | 2800 | 30060 |
| Astena Holdings Company, Ltd. | 2900 | 9472 |
| Aucnet, Inc. | 1800 | 19240 |
| Autobacs Seven Company, Ltd. | 3300 | 33134 |
| Avant Group Corp. | 1300 | 13845 |
| Avex, Inc. | 1300 | 11447 |
| Axial Retailing, Inc. | 2900 | 22977 |
| Axyz Company, Ltd. | 500 | 11106 |
| AZ-COM MARUWA Holdings, Inc. | 2800 | 20625 |
| AZOOM Company, Ltd. | 100 | 5799 |
| Bando Chemical Industries, Ltd. | 1400 | 15739 |
| Bank of the Ryukyus, Ltd. | 2000 | 16102 |
| Beauty Garage, Inc. | 400 | 4422 |
| Belc Company, Ltd. | 500 | 24502 |
| Bell System24 Holdings, Inc. | 1300 | 11245 |
| Belluna Company, Ltd. | 1500 | 9188 |
| Bic Camera, Inc. | 4700 | 48888 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 23

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| BML, Inc. | 1000 | $20800 |
| Bourbon Corp. | 2000 | 37195 |
| Br. Holdings Corp. | 9900 | 22409 |
| BRONCO BILLY Company, Ltd. | 500 | 12810 |
| Bull-Dog Sauce Company, Ltd. | 500 | 6078 |
| Bunka Shutter Company, Ltd. | 2500 | 37131 |
| Business Brain Showa-Ota, Inc. | 400 | 7118 |
| Business Engineering Corp. | 300 | 10011 |
| C Uyemura & Company, Ltd. | 600 | 38167 |
| CAC Holdings Corp. | 400 | 5736 |
| Canon Electronics, Inc. | 700 | 13369 |
| Carenet, Inc. | 1900 | 9082 |
| Carlit Company, Ltd. | 1000 | 8000 |
| Cawachi, Ltd. | 500 | 9758 |
| Celsys, Inc. | 900 | 9004 |
| Central Automotive Products, Ltd. | 2100 | 25766 |
| Central Glass Company, Ltd. | 786 | 15848 |
| Central Security Patrols Company, Ltd. | 600 | 10338 |
| Central Sports Company, Ltd. | 1000 | 16752 |
| Change Holdings, Inc. (C) | 1500 | 12387 |
| Charm Care Corp. KK | 1100 | 9959 |
| Chiyoda Integre Company, Ltd. | 2100 | 39666 |
| Chofu Seisakusho Company, Ltd. | 900 | 11410 |
| Chori Company, Ltd. | 400 | 10627 |
| Chubu Shiryo Company, Ltd. | 700 | 7420 |
| Chudenko Corp. | 1100 | 25435 |
| Chugai Ro Company, Ltd. | 200 | 4841 |
| Chugin Financial Group, Inc. | 6500 | 78554 |
| Chugoku Marine Paints, Ltd. | 1800 | 27688 |
| Chuo Spring Company, Ltd. | 600 | 6783 |
| Chuo Warehouse Company, Ltd. | 700 | 6652 |
| Citizen Watch Company, Ltd. | 9200 | 55087 |
| CKD Corp. | 2700 | 43070 |
| CK-San-Etsu Company, Ltd. | 300 | 7524 |
| Cleanup Corp. | 4000 | 18548 |
| CMK Corp. | 3600 | 8413 |
| COLOPL, Inc. | 3900 | 14031 |
| Colowide Company, Ltd. | 4400 | 55384 |
| Computer Engineering & Consulting, Ltd. | 1400 | 22266 |
| Comture Corp. | 1200 | 14354 |
| Core Corp. | 1600 | 20725 |
| Corona Corp. | 3300 | 20540 |
| Cosel Company, Ltd. | 1500 | 11434 |
| Cota Company, Ltd. | 1001 | 10045 |
| Cover Corp. (A) | 1500 | 21457 |
| Create Restaurants Holdings, Inc. | 5900 | 57295 |
| Create SD Holdings Company, Ltd. | 1200 | 26332 |
| CTI Engineering Company, Ltd. | 1000 | 17795 |
| CTS Company, Ltd. | 1200 | 6669 |
| Curves Holdings Company, Ltd. | 2400 | 11349 |
| Cyber Security Cloud, Inc. (A) | 400 | 5469 |
| Cybozu, Inc. | 1300 | 28315 |
| Dai Nippon Toryo Company, Ltd. | 1000 | 8157 |
| Daicel Corp. | 5300 | 45193 |
| Dai-Dan Company, Ltd. | 1300 | 37551 |
| Daido Steel Company, Ltd. | 6000 | 40541 |

---

24 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Daiei Kankyo Company, Ltd. | 1400 | $29456 |
| Daihatsu Infinearth Manufacturing Company, Ltd. | 600 | 7764 |
| Daihen Corp. | 100 | 4205 |
| Daiho Corp. | 2000 | 11495 |
| Dai-Ichi Cutter Kogyo KK | 1200 | 11142 |
| Daiichi Jitsugyo Company, Ltd. | 800 | 12349 |
| Daiichi Kensetsu Corp. | 400 | 8049 |
| Daiichi Kigenso Kagaku-Kogyo Company, Ltd. | 2500 | 11459 |
| Daiichikosho Company, Ltd. | 3400 | 36903 |
| Daiken Medical Company, Ltd. | 2900 | 8870 |
| Daikoku Denki Company, Ltd. | 500 | 7343 |
| Daikokutenbussan Company, Ltd. (C) | 200 | 10575 |
| Daikyonishikawa Corp. | 1200 | 5360 |
| Dainichiseika Color & Chemicals Manufacturing Company, Ltd. | 500 | 10826 |
| Daio Paper Corp. | 4100 | 23635 |
| Daiseki Company, Ltd. | 2080 | 50838 |
| Daiseki Eco. Solution Company, Ltd. | 600 | 4539 |
| Daishi Hokuetsu Financial Group, Inc. | 3200 | 73578 |
| Daito Pharmaceutical Company, Ltd. | 1390 | 9495 |
| Daitron Company, Ltd. | 400 | 10299 |
| Daiwa Industries, Ltd. | 1300 | 14897 |
| Daiwabo Holdings Company, Ltd. | 3700 | 62333 |
| DCM Holdings Company, Ltd. | 4520 | 41219 |
| Dear Life Company, Ltd. | 1100 | 8704 |
| Demae-Can Company, Ltd. (A) | 4200 | 6987 |
| DeNA Company, Ltd. | 1400 | 26998 |
| Denka Company, Ltd. | 3600 | 51245 |
| Densan System Holdings Company, Ltd. | 300 | 5230 |
| Dentsu Soken, Inc. | 300 | 14139 |
| Denyo Company, Ltd. | 700 | 13026 |
| Dexerials Corp. | 5300 | 77083 |
| DIC Corp. | 3400 | 70044 |
| Digital Arts, Inc. | 400 | 20139 |
| Digital Information Technologies Corp. | 400 | 6899 |
| Dip Corp. | 1700 | 26385 |
| DKK Company, Ltd. | 400 | 5245 |
| DKS Company, Ltd. | 400 | 9802 |
| DMG Mori Company, Ltd. | 2200 | 47009 |
| Doshisha Company, Ltd. | 900 | 14331 |
| Doutor Nichires Holdings Company, Ltd. | 1393 | 25499 |
| Dowa Holdings Company, Ltd. | 2300 | 72741 |
| DTS Corp. | 1600 | 54869 |
| Duskin Company, Ltd. | 400 | 10407 |
| DyDo Group Holdings, Inc. | 700 | 13016 |
| Eagle Industry Company, Ltd. | 1000 | 13297 |
| Ebara Foods Industry, Inc. | 800 | 14251 |
| Ebara Jitsugyo Company, Ltd. | 300 | 7240 |
| Ebase Company, Ltd. | 1900 | 6681 |
| Eco's Company, Ltd. | 400 | 6638 |
| EDION Corp. | 3500 | 46294 |
| eGuarantee, Inc. | 1700 | 18657 |
| Eizo Corp. | 1400 | 20070 |
| Elecom Company, Ltd. | 2100 | 24859 |
| EM Systems Company, Ltd. | 1800 | 9439 |
| en-japan, Inc. | 1500 | 17881 |
| Enplas Corp. | 200 | 5309 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 25

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Entrust, Inc. | 1800 | $11198 |
| ES-Con Japan, Ltd. | 2100 | 14349 |
| ESPEC Corp. | 800 | 15423 |
| Exedy Corp. | 1300 | 38757 |
| EXEO Group, Inc. | 9100 | 115980 |
| Ezaki Glico Company, Ltd. | 1400 | 44982 |
| F&M Company, Ltd. | 600 | 10546 |
| FALCO HOLDINGS Company, Ltd. | 1200 | 19212 |
| FCC Company, Ltd. | 1500 | 29278 |
| Feed One Company, Ltd. | 1308 | 8804 |
| Ferrotec Holdings Corp. | 2000 | 36623 |
| FIDEA Holdings Company, Ltd. | 740 | 7628 |
| Financial Partners Group Company, Ltd. | 3000 | 48195 |
| First Juken Company, Ltd. | 1000 | 6957 |
| Fixstars Corp. | 1200 | 18157 |
| FJ Next Holdings Company, Ltd. | 800 | 6803 |
| Focus Systems Corp. | 2200 | 20791 |
| Forum Engineering, Inc. | 1300 | 9771 |
| Forval Corp. | 1600 | 14300 |
| FP Corp. | 2300 | 46821 |
| FP Partner, Inc. | 300 | 4995 |
| France Bed Holdings Company, Ltd. | 1300 | 11389 |
| Freebit Company, Ltd. | 600 | 6461 |
| Freund Corp. | 2000 | 9973 |
| Fuji Corp. (Aichi) | 3800 | 60827 |
| Fuji Corp. (Miyagi) | 500 | 7192 |
| Fuji Corp., Ltd. | 1600 | 7661 |
| Fuji Kosan Company, Ltd. | 800 | 6861 |
| Fuji Kyuko Company, Ltd. | 1200 | 17713 |
| Fuji Oil Company, Ltd. | 3300 | 6767 |
| Fuji Oil Company, Ltd. (Osaka) | 2000 | 40965 |
| Fuji Pharma Company, Ltd. | 800 | 7295 |
| Fuji Seal International, Inc. | 2000 | 35647 |
| Fujibo Holdings, Inc. | 500 | 18143 |
| Fujicco Company, Ltd. | 800 | 8953 |
| Fujimi, Inc. | 2700 | 35142 |
| Fujita Kanko, Inc. (A) | 400 | 26477 |
| Fujiya Company, Ltd. | 600 | 9921 |
| FuKoKu Company, Ltd. | 600 | 6957 |
| Fukuda Corp. | 300 | 10425 |
| Fukuda Denshi Company, Ltd. | 700 | 32024 |
| Fukui Computer Holdings, Inc. | 500 | 10600 |
| Fukuyama Transporting Company, Ltd. | 700 | 15835 |
| FULLCAST Holdings Company, Ltd. | 900 | 11196 |
| Fumakilla, Ltd. | 1500 | 11502 |
| Funai Soken Holdings, Inc. | 1830 | 30132 |
| Furukawa Company, Ltd. | 1000 | 15608 |
| Furukawa Electric Company, Ltd. | 2200 | 104490 |
| Furuno Electric Company, Ltd. | 1100 | 21982 |
| Furuya Metal Company, Ltd. | 800 | 15225 |
| Fuso Chemical Company, Ltd. | 900 | 23909 |
| Fuso Pharmaceutical Industries, Ltd. | 400 | 5967 |
| Futaba Corp. | 2757 | 10446 |
| Futaba Industrial Company, Ltd. | 2200 | 11377 |
| Future Corp. | 2100 | 31283 |
| Fuyo General Lease Company, Ltd. | 3000 | 82886 |

---

26 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Gakken Holdings Company, Ltd. | 1300 | $8574 |
| Gakkyusha Company, Ltd. | 1100 | 17178 |
| Galilei Company, Ltd. | 1300 | 27722 |
| Genki Global Dining Concepts Corp. | 500 | 13441 |
| Genky DrugStores Company, Ltd. | 900 | 22441 |
| Geo Holdings Corp. | 1100 | 12466 |
| Gift Holdings, Inc. | 500 | 12451 |
| Giftee, Inc. (A) | 500 | 6068 |
| Giken, Ltd. | 100 | 979 |
| GLOBERIDE, Inc. | 700 | 9896 |
| Glory, Ltd. | 2000 | 42709 |
| GLTECHNO HOLDINGS, Inc. | 400 | 7827 |
| GMO Financial Gate, Inc. | 200 | 8085 |
| GMO Financial Holdings, Inc. | 1500 | 8399 |
| GMO GlobalSign Holdings KK | 300 | 4423 |
| GMO internet group, Inc. | 3300 | 80205 |
| GNI Group, Ltd. (A) | 1200 | 35656 |
| Godo Steel, Ltd. | 500 | 13078 |
| Goldcrest Company, Ltd. | 670 | 16396 |
| Grandy House Corp. | 900 | 3275 |
| GREE Holdings, Inc. | 3300 | 11977 |
| Greens Company, Ltd. | 400 | 6235 |
| GS Yuasa Corp. | 3500 | 63766 |
| GSI Creos Corp. | 500 | 7207 |
| G-Tekt Corp. | 1100 | 13203 |
| Gun-Ei Chemical Industry Company, Ltd. | 800 | 16317 |
| Gunze, Ltd. | 1600 | 37497 |
| H.U. Group Holdings, Inc. | 2400 | 51528 |
| H2O Retailing Corp. | 4200 | 57398 |
| Halows Company, Ltd. | 500 | 16339 |
| Hamakyorex Company, Ltd. | 2900 | 25840 |
| Hanwa Company, Ltd. | 1700 | 61692 |
| Happinet Corp. | 600 | 21572 |
| Harima Chemicals Group, Inc. | 3000 | 16387 |
| Hashimoto Sogyo Holdings Company, Ltd. | 2400 | 21224 |
| Hazama Ando Corp. | 6700 | 67328 |
| Heiwa Corp. | 2600 | 37818 |
| Heiwa Real Estate Company, Ltd. | 400 | 12353 |
| Heiwado Company, Ltd. | 1400 | 26692 |
| Hibiya Engineering, Ltd. | 300 | 7076 |
| Hiday Hidaka Corp. | 1400 | 31129 |
| HI-LEX Corp. | 1100 | 12498 |
| Himacs, Ltd. | 800 | 6545 |
| Hino Motors, Ltd. (A) | 14200 | 45890 |
| Hioki EE Corp. | 500 | 19795 |
| Hirakawa Hewtech Corp. | 630 | 6537 |
| Hirano Tecseed Company, Ltd. | 600 | 6254 |
| Hirata Corp. | 1500 | 19576 |
| Hirogin Holdings, Inc. | 10300 | 89083 |
| Hirose Tusyo, Inc. | 300 | 9011 |
| Hiroshima Electric Railway Company, Ltd. (A) | 100 | 418 |
| HIS Company, Ltd. (A) | 2300 | 25757 |
| Hisaka Works, Ltd. | 800 | 7603 |
| Hisamitsu Pharmaceutical Company, Inc. | 600 | 17112 |
| Hochiki Corp. | 500 | 9814 |
| Hodogaya Chemical Company, Ltd. | 1000 | 10316 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 27

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Hogy Medical Company, Ltd. | 600 | $15974 |
| Hokkaido Coca-Cola Bottling Company, Ltd. | 1000 | 24023 |
| Hokkaido Electric Power Company, Inc. (C) | 7800 | 38298 |
| Hokkaido Gas Company, Ltd. | 3700 | 14088 |
| Hokko Chemical Industry Company, Ltd. | 1000 | 8950 |
| Hokkoku Financial Holdings, Inc. | 800 | 27460 |
| Hokuetsu Corp. | 4700 | 32873 |
| Hokuhoku Financial Group, Inc. | 4300 | 82880 |
| Hokuriku Electric Power Company | 8100 | 39279 |
| Hokuriku Electrical Construction Company, Ltd. | 740 | 6162 |
| Hokuto Corp. | 1100 | 13716 |
| H-One Company, Ltd. | 700 | 6078 |
| Honeys Holdings Company, Ltd. | 760 | 8029 |
| Honma Golf, Ltd. (D) | 30500 | 13168 |
| Hoosiers Holdings Company, Ltd. | 1000 | 8279 |
| Hosiden Corp. | 2000 | 30119 |
| Hosokawa Micron Corp. | 500 | 13764 |
| Hotland Holdings Company, Ltd. | 700 | 10238 |
| House Foods Group, Inc. | 2500 | 47552 |
| Howa Machinery, Ltd. | 700 | 4955 |
| HS Holdings Company, Ltd. | 2200 | 14774 |
| IBJ, Inc. | 1100 | 5858 |
| Ichibanya Company, Ltd. | 3700 | 23339 |
| Ichikoh Industries, Ltd. | 2600 | 6831 |
| Ichinen Holdings Company, Ltd. | 1000 | 11324 |
| Icom, Inc. | 300 | 6314 |
| IDEA Consultants, Inc. | 300 | 5869 |
| IDEC Corp. | 1100 | 17566 |
| IDOM, Inc. | 2100 | 14886 |
| Iino Kaiun Kaisha, Ltd. | 3200 | 21887 |
| I'll, Inc. | 700 | 12708 |
| Imuraya Group Company, Ltd. | 800 | 13472 |
| Inaba Denki Sangyo Company, Ltd. | 2400 | 64475 |
| Inaba Seisakusho Company, Ltd. | 500 | 5979 |
| Inabata & Company, Ltd. | 1900 | 41740 |
| i-Net Corp. | 400 | 5188 |
| Infomart Corp. | 9100 | 26244 |
| INFRONEER Holdings, Inc. | 8300 | 67688 |
| Insource Company, Ltd. | 2700 | 18813 |
| Intelligent Wave, Inc. | 600 | 4689 |
| Inui Global Logistics Company, Ltd. | 1100 | 9318 |
| Iriso Electronics Company, Ltd. | 800 | 14467 |
| ISB Corp. | 700 | 6573 |
| Ise Chemicals Corp. (C) | 200 | 34569 |
| Iseki & Company, Ltd. | 1100 | 9636 |
| Ishihara Sangyo Kaisha, Ltd. | 1500 | 19256 |
| Ishizuka Glass Company, Ltd. | 400 | 7112 |
| Istyle, Inc. (A) | 2700 | 9696 |
| ITFOR, Inc. | 1200 | 12313 |
| ITmedia, Inc. | 700 | 7732 |
| Ito En, Ltd. | 2600 | 57035 |
| Itochu Enex Company, Ltd. | 2300 | 26896 |
| Itochu-Shokuhin Company, Ltd. | 200 | 13871 |
| Itoham Yonekyu Holdings, Inc. | 1120 | 38978 |
| Itoki Corp. | 1800 | 25360 |
| IwaiCosmo Holdings, Inc. | 1000 | 14737 |

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28 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Iwaki Company, Ltd. | 600 | $10681 |
| Iwatani Corp. | 3700 | 38136 |
| Iwatsuka Confectionery Company, Ltd. | 1800 | 36916 |
| Izumi Company, Ltd. | 1600 | 36377 |
| J Trust Company, Ltd. | 3700 | 10574 |
| JAC Recruitment Company, Ltd. | 3300 | 20816 |
| Jaccs Company, Ltd. | 1000 | 28020 |
| Jade Group, Inc. (A) | 700 | 6294 |
| JAFCO Group Company, Ltd. | 2500 | 42177 |
| Japan Aviation Electronics Industry, Ltd. | 2100 | 36370 |
| Japan Elevator Service Holdings Company, Ltd. | 3600 | 89738 |
| Japan Foundation Engineering Company, Ltd. | 1100 | 4727 |
| Japan Lifeline Company, Ltd. | 2800 | 28154 |
| Japan Material Company, Ltd. | 3300 | 33684 |
| Japan Oil Transportation Company, Ltd. | 500 | 10476 |
| Japan Petroleum Exploration Company, Ltd. | 6100 | 42257 |
| Japan Pulp & Paper Company, Ltd. | 3900 | 16062 |
| Japan Pure Chemical Company, Ltd. | 400 | 8555 |
| Japan Securities Finance Company, Ltd. | 3500 | 41720 |
| Japan System Techniques Company, Ltd. | 900 | 11797 |
| Japan Transcity Corp. | 1900 | 12291 |
| Japan Wool Textile Company, Ltd. | 2400 | 24865 |
| JBCC Holdings, Inc. | 3200 | 30698 |
| JCU Corp. | 800 | 17709 |
| JDC Corp. | 1900 | 6161 |
| Jeol, Ltd. | 2100 | 58358 |
| JFE Systems, Inc. | 1900 | 23376 |
| JGC Holdings Corp. | 10300 | 86504 |
| JIG-SAW, Inc. (A) | 300 | 5720 |
| JINS Holdings, Inc. | 500 | 29468 |
| JINUSHI Company, Ltd. | 900 | 13254 |
| JK Holdings Company, Ltd. | 4600 | 38459 |
| JM Holdings Company, Ltd. | 600 | 10159 |
| JMS Company, Ltd. | 5700 | 16943 |
| J-Oil Mills, Inc. | 800 | 10923 |
| Joshin Denki Company, Ltd. | 700 | 11059 |
| Joyful Honda Company, Ltd. | 2600 | 37044 |
| JP-Holdings, Inc. | 2100 | 8193 |
| JSB Company, Ltd. | 400 | 10139 |
| JSP Corp. | 1000 | 12797 |
| JTEKT Corp. | 6500 | 51084 |
| Juroku Financial Group, Inc. | 1400 | 47767 |
| Justsystems Corp. | 1400 | 33379 |
| JVCKenwood Corp. | 7028 | 57459 |
| K&O Energy Group, Inc. | 700 | 14214 |
| Kadoya Sesame Mills, Inc. | 400 | 9989 |
| Kaga Electronics Company, Ltd. | 1600 | 29460 |
| Kagome Company, Ltd. | 3800 | 78352 |
| Kaken Pharmaceutical Company, Ltd. | 900 | 23974 |
| Kakiyasu Honten Company, Ltd. | 300 | 5672 |
| Kamakura Shinsho, Ltd. | 1900 | 6104 |
| Kameda Seika Company, Ltd. | 800 | 21043 |
| Kamei Corp. | 600 | 9796 |
| Kanadevia Corp. | 7280 | 47505 |
| Kanagawa Chuo Kotsu Company, Ltd. | 1100 | 28121 |
| Kanamic Network Company, Ltd. | 1300 | 3713 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 29

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Kanamoto Company, Ltd. | 1200 | $27418 |
| Kaneka Corp. | 2000 | 54325 |
| Kaneko Seeds Company, Ltd. | 1700 | 16371 |
| Kanematsu Corp. | 3900 | 73734 |
| Kanemi Company, Ltd. | 700 | 15715 |
| Kanto Denka Kogyo Company, Ltd. (C) | 2000 | 11695 |
| Kappa Create Company, Ltd. | 1000 | 10299 |
| Katakura Industries Company, Ltd. | 1000 | 15192 |
| Katitas Company, Ltd. | 2200 | 33564 |
| Kato Sangyo Company, Ltd. | 1000 | 36704 |
| Kawada Technologies, Inc. | 700 | 17575 |
| Kawai Musical Instruments Manufacturing Company, Ltd. | 400 | 7187 |
| KeePer Technical Laboratory Company, Ltd. | 600 | 16692 |
| Keihan Holdings Company, Ltd. | 900 | 19609 |
| Keihanshin Building Company, Ltd. | 1400 | 14562 |
| Keikyu Corp. | 2800 | 28775 |
| Kenko Mayonnaise Company, Ltd. | 500 | 6375 |
| KH Neochem Company, Ltd. | 1600 | 27355 |
| Kibun Foods, Inc. | 1100 | 8165 |
| Kimura Unity Company, Ltd. | 1200 | 6597 |
| King Company, Ltd. | 2300 | 12350 |
| Kintetsu Department Store Company, Ltd. | 700 | 8848 |
| Kissei Pharmaceutical Company, Ltd. | 1400 | 41648 |
| Ki-Star Real Estate Company, Ltd. | 500 | 16867 |
| Kitagawa Corp. | 2000 | 19657 |
| Kitano Construction Corp. | 600 | 17009 |
| Kitz Corp. | 2800 | 22560 |
| Koa Corp. | 1300 | 7544 |
| Koa Shoji Holdings Company, Ltd. | 1100 | 5331 |
| Koatsu Gas Kogyo Company, Ltd. | 1100 | 7860 |
| Kobe Electric Railway Company, Ltd. | 800 | 12527 |
| Kohnan Shoji Company, Ltd. | 800 | 20612 |
| Kokuyo Company, Ltd. | 873 | 18466 |
| Komatsu Matere Company, Ltd. | 1700 | 8629 |
| Komatsu Wall Industry Company, Ltd. | 2700 | 41295 |
| KOMEDA Holdings Company, Ltd. | 2200 | 43265 |
| Komeri Company, Ltd. | 1200 | 23972 |
| Komori Corp. | 2024 | 20181 |
| Konica Minolta, Inc. (A) | 20900 | 63775 |
| Konishi Company, Ltd. | 2300 | 17635 |
| Konoike Transport Company, Ltd. | 1400 | 27590 |
| Konoshima Chemical Company, Ltd. | 300 | 2787 |
| Kosaido Holdings Company, Ltd. | 3500 | 11100 |
| Koshidaka Holdings Company, Ltd. | 2200 | 17022 |
| Kotobuki Spirits Company, Ltd. | 3100 | 50003 |
| Kozo Keikaku Engineering Holdings, Inc. | 1800 | 31495 |
| Krosaki Harima Corp. | 800 | 16118 |
| KRS Corp. | 600 | 8999 |
| K's Holdings Corp. | 5800 | 55798 |
| KU Holdings Company, Ltd. | 800 | 6039 |
| Kumagai Gumi Company, Ltd. | 1500 | 42972 |
| Kumiai Chemical Industry Company, Ltd. | 3390 | 19005 |
| Kura Sushi, Inc. | 1100 | 24300 |
| Kurabo Industries, Ltd. | 500 | 24649 |
| Kureha Corp. | 1500 | 34937 |
| Kurimoto, Ltd. | 400 | 15309 |

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30 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Kuriyama Holdings Corp. | 2000 | $19679 |
| Kusuri no Aoki Holdings Company, Ltd. | 2400 | 58770 |
| KYB Corp. | 1500 | 32501 |
| Kyodo Printing Company, Ltd. | 1200 | 10562 |
| Kyoei Steel, Ltd. | 700 | 9428 |
| Kyokuto Boeki Kaisha, Ltd. | 500 | 5215 |
| Kyokuto Kaihatsu Kogyo Company, Ltd. | 1200 | 21322 |
| Kyokuto Securities Company, Ltd. | 1200 | 11981 |
| Kyokuyo Company, Ltd. | 500 | 15513 |
| Kyorin Pharmaceutical Company, Ltd. | 2000 | 20892 |
| Kyoritsu Maintenance Company, Ltd. | 3100 | 74624 |
| Kyosan Electric Manufacturing Company, Ltd. | 1500 | 5016 |
| Kyudenko Corp. | 1900 | 69815 |
| Kyushu Financial Group, Inc. | 10000 | 50732 |
| LA Holdings Company, Ltd. | 300 | 13730 |
| Leopalace21 Corp. | 8600 | 38672 |
| Life Corp. | 1700 | 23896 |
| Lifedrink Company, Inc. | 1600 | 22461 |
| LIFULL Company, Ltd. | 4100 | 5110 |
| LIKE, Inc. | 600 | 5835 |
| Lintec Corp. | 1700 | 33686 |
| Litalico, Inc. | 1200 | 11066 |
| Loadstar Capital KK | 500 | 9271 |
| Mabuchi Motor Company, Ltd. | 4100 | 61568 |
| Macnica Holdings, Inc. | 6300 | 83275 |
| Maeda Kosen Company, Ltd. | 1800 | 26512 |
| Maezawa Kasei Industries Company, Ltd. | 700 | 9268 |
| Maezawa Kyuso Industries Company, Ltd. | 1700 | 14742 |
| Makino Milling Machine Company, Ltd. | 1115 | 86417 |
| Management Solutions Company, Ltd. | 500 | 7717 |
| Mandom Corp. | 1500 | 13912 |
| Mani, Inc. | 5200 | 43388 |
| MarkLines Company, Ltd. | 700 | 9750 |
| Mars Group Holdings Corp. | 400 | 7867 |
| Marubun Corp. | 900 | 6277 |
| Marudai Food Company, Ltd. | 1000 | 12653 |
| Maruha Nichiro Corp. | 1881 | 40637 |
| Maruichi Steel Tube, Ltd. | 3000 | 72067 |
| MARUKA FURUSATO Corp. | 853 | 13444 |
| Marusan Securities Company, Ltd. | 1961 | 11969 |
| Maruzen Company, Ltd. | 700 | 16843 |
| Maruzen Showa Unyu Company, Ltd. | 500 | 21983 |
| Matsuda Sangyo Company, Ltd. | 520 | 11958 |
| Matsui Construction Company, Ltd. | 3100 | 23933 |
| Matsui Securities Company, Ltd. | 5500 | 26722 |
| Matsuyafoods Holdings Company, Ltd. | 300 | 11704 |
| Max Company, Ltd. | 700 | 22792 |
| Maxell, Ltd. | 2100 | 26184 |
| Maxvalu Tokai Company, Ltd. | 400 | 8745 |
| MCJ Company, Ltd. | 3300 | 30163 |
| MEC Company, Ltd. | 800 | 14333 |
| Medikit Company, Ltd. | 1400 | 24295 |
| Medius Holdings Company, Ltd. (C) | 2500 | 17146 |
| Medley, Inc. (A) | 1200 | 25100 |
| Megmilk Snow Brand Company, Ltd. | 2200 | 43000 |
| Meidensha Corp. | 1617 | 48689 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 31

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Meiho Facility Works, Ltd. | 400 | $2629 |
| Meiji Electric Industries Company, Ltd. | 500 | 6459 |
| Meiko Electronics Company, Ltd. | 1000 | 39800 |
| Meisei Industrial Company, Ltd. | 1300 | 13253 |
| MEITEC Group Holdings, Inc. | 3400 | 75982 |
| Meiwa Corp. | 1400 | 6532 |
| Menicon Company, Ltd. | 3200 | 24078 |
| Mercari, Inc. (A) | 4100 | 67763 |
| METAWATER Company, Ltd. | 1300 | 19314 |
| Micronics Japan Company, Ltd. | 1500 | 37567 |
| Midac Holdings Company, Ltd. | 600 | 8700 |
| Mie Kotsu Group Holdings, Inc. | 2400 | 8262 |
| Milbon Company, Ltd. | 1420 | 24622 |
| Mimaki Engineering Company, Ltd. | 900 | 11663 |
| Miraial Company, Ltd. | 1800 | 15734 |
| MIRAIT ONE Corp. | 3720 | 65660 |
| Mirarth Holdings, Inc. | 3200 | 8629 |
| Miroku Jyoho Service Company, Ltd. | 1000 | 12300 |
| Mitani Sangyo Company, Ltd. | 5200 | 11870 |
| Mitani Sekisan Company, Ltd. | 400 | 20102 |
| Mito Securities Company, Ltd. | 2400 | 9383 |
| Mitsubishi Kakoki Kaisha, Ltd. | 900 | 12026 |
| Mitsubishi Logisnext Company, Ltd. | 1600 | 24210 |
| Mitsubishi Materials Corp. | 5600 | 87092 |
| Mitsubishi Research Institute, Inc. | 400 | 12832 |
| Mitsubishi Shokuhin Company, Ltd. | 900 | 39438 |
| Mitsubishi Steel Manufacturing Company, Ltd. | 500 | 5246 |
| Mitsuboshi Belting, Ltd. | 600 | 14872 |
| Mitsui DM Sugar Company, Ltd. | 600 | 13018 |
| Mitsui E&S Company, Ltd. | 4700 | 76110 |
| Mitsui High-Tec, Inc. | 6200 | 31038 |
| Mitsui Matsushima Holdings Company, Ltd. | 300 | 10118 |
| Mitsui Mining & Smelting Company, Ltd. | 2500 | 85266 |
| Mitsui-Soko Holdings Company, Ltd. | 2700 | 71238 |
| Mixi, Inc. | 1600 | 37005 |
| Miyaji Engineering Group, Inc. | 1100 | 13941 |
| Mizuho Leasing Company, Ltd. | 6200 | 46063 |
| Mizuno Corp. | 3000 | 57181 |
| Mochida Pharmaceutical Company, Ltd. | 800 | 16585 |
| Modec, Inc. | 2400 | 83799 |
| Morinaga & Company, Ltd. | 3400 | 56281 |
| Morinaga Milk Industry Company, Ltd. | 3100 | 71196 |
| Moriroku Company, Ltd. | 600 | 10800 |
| Morita Holdings Corp. | 1600 | 23499 |
| Morito Company, Ltd. | 1000 | 9815 |
| Morozoff, Ltd. | 500 | 5824 |
| Mory Industries, Inc. | 3000 | 18835 |
| MOS Food Services, Inc. | 500 | 12717 |
| MrMax Holdings, Ltd. | 5600 | 26400 |
| Mugen Estate Company, Ltd. | 600 | 8585 |
| m-up Holdings, Inc. | 1500 | 21966 |
| Murakami Corp. | 300 | 12576 |
| Musashi Seimitsu Industry Company, Ltd. | 2100 | 41281 |
| Nabtesco Corp. | 5000 | 82414 |
| Nachi-Fujikoshi Corp. | 600 | 12712 |
| Nafco Company, Ltd. | 700 | 8518 |

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32 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Nagase & Company, Ltd. | 3700 | $70264 |
| Nagawa Company, Ltd. | 100 | 4264 |
| Nagoya Railroad Company, Ltd. | 8800 | 99408 |
| Nakabayashi Company, Ltd. | 5800 | 20714 |
| Nakamoto Packs Company, Ltd. | 800 | 9598 |
| Nakamuraya Company, Ltd. | 1600 | 34887 |
| Nakanishi, Inc. | 3000 | 40216 |
| Nakano Refrigerators Company, Ltd. | 300 | 11666 |
| Nakayama Steel Works, Ltd. | 1900 | 8384 |
| Namura Shipbuilding Company, Ltd. | 2072 | 30320 |
| Nankai Electric Railway Company, Ltd. | 4600 | 69535 |
| Narasaki Sangyo Company, Ltd. | 500 | 11116 |
| NEC Capital Solutions, Ltd. | 500 | 13151 |
| Neturen Company, Ltd. | 1300 | 9825 |
| Nextage Company, Ltd. | 2100 | 24018 |
| Nicca Chemical Company, Ltd. | 700 | 6322 |
| Nice Corp. | 1700 | 19092 |
| Nichias Corp. | 2600 | 89817 |
| Nichiban Company, Ltd. | 1700 | 23218 |
| Nichicon Corp. | 1773 | 14553 |
| Nichiden Corp. | 700 | 13274 |
| Nichiha Corp. | 1000 | 21217 |
| Nichireki Group Company, Ltd. | 1200 | 20905 |
| Nichirin Company, Ltd. | 490 | 12057 |
| Nifco, Inc. | 2900 | 69522 |
| Nihon Dengi Company, Ltd. | 400 | 11103 |
| Nihon Denkei Company, Ltd. | 1400 | 19916 |
| Nihon Flush Company, Ltd. | 1400 | 8016 |
| Nihon House Holdings Company, Ltd. | 8400 | 18512 |
| Nihon Kagaku Sangyo Company, Ltd. | 1100 | 14968 |
| Nihon M&A Center Holdings, Inc. | 14300 | 70255 |
| Nihon Parkerizing Company, Ltd. | 4200 | 36060 |
| Nihon Tokushu Toryo Company, Ltd. | 600 | 7550 |
| Nihon Trim Company, Ltd. | 300 | 8211 |
| Niitaka Company, Ltd. | 600 | 8830 |
| Nikkiso Company, Ltd. | 1800 | 14988 |
| Nikko Company, Ltd. | 1500 | 7055 |
| Nikkon Holdings Company, Ltd. | 4000 | 88909 |
| Nippi, Inc. | 300 | 20294 |
| Nippn Corp. | 2000 | 30266 |
| Nippon Air Conditioning Services Company, Ltd. | 900 | 6863 |
| Nippon Avionics Company, Ltd. (A) | 500 | 12133 |
| Nippon Beet Sugar Manufacturing Company, Ltd. | 500 | 8060 |
| Nippon Carbide Industries Company, Inc. | 600 | 7365 |
| Nippon Carbon Company, Ltd. | 500 | 15036 |
| Nippon Care Supply Company, Ltd. | 700 | 9710 |
| Nippon Chemical Industrial Company, Ltd. | 500 | 6873 |
| Nippon Coke & Engineering Company, Ltd. (A) | 12100 | 7125 |
| Nippon Concept Corp. | 500 | 6108 |
| Nippon Denko Company, Ltd. | 3300 | 5784 |
| Nippon Densetsu Kogyo Company, Ltd. | 1700 | 28306 |
| Nippon Dry-Chemical Company, Ltd. | 200 | 6614 |
| Nippon Electric Glass Company, Ltd. | 2700 | 64570 |
| Nippon Felt Company, Ltd. | 3900 | 12536 |
| Nippon Fine Chemical Company, Ltd. | 1100 | 17033 |
| Nippon Gas Company, Ltd. | 5000 | 89437 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 33

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Nippon Kayaku Company, Ltd. | 6200 | $56030 |
| Nippon Light Metal Holdings Company, Ltd. | 2420 | 27134 |
| Nippon Paper Industries Company, Ltd. | 4700 | 34736 |
| Nippon Parking Development Company, Ltd. | 10800 | 18258 |
| Nippon Rietec Company, Ltd. | 600 | 6906 |
| Nippon Seiki Company, Ltd. | 2200 | 21416 |
| Nippon Seisen Company, Ltd. | 800 | 6064 |
| Nippon Sharyo, Ltd. | 500 | 7266 |
| Nippon Sheet Glass Company, Ltd. (A) | 4800 | 14473 |
| Nippon Shinyaku Company, Ltd. | 2500 | 61715 |
| Nippon Shokubai Company, Ltd. | 4400 | 50682 |
| Nippon Signal Company, Ltd. | 2300 | 16838 |
| Nippon Soda Company, Ltd. | 1900 | 38976 |
| Nippon Thompson Company, Ltd. | 1600 | 5752 |
| Nippon Yakin Kogyo Company, Ltd. | 520 | 14082 |
| Nipro Corp. | 6800 | 59837 |
| Nishikawa Rubber Company, Ltd. | 1400 | 23804 |
| Nishimatsu Construction Company, Ltd. | 500 | 16767 |
| Nishimatsuya Chain Company, Ltd. | 1200 | 17408 |
| Nishi-Nippon Financial Holdings, Inc. | 5100 | 75984 |
| Nishi-Nippon Railroad Company, Ltd. | 3900 | 59179 |
| Nishio Holdings Company, Ltd. | 900 | 24644 |
| Nissan Shatai Company, Ltd. | 3600 | 27611 |
| Nissan Tokyo Sales Holdings Company, Ltd. | 2000 | 6623 |
| Nissei ASB Machine Company, Ltd. | 300 | 12017 |
| Nissei Plastic Industrial Company, Ltd. | 1600 | 9032 |
| Nissha Company, Ltd. | 1600 | 14327 |
| Nisshinbo Holdings, Inc. | 6857 | 43976 |
| Nissin Corp. | 400 | 22489 |
| Nissui Corp. | 12800 | 74995 |
| Nitta Corp. | 900 | 23628 |
| Nittetsu Mining Company, Ltd. | 400 | 19364 |
| Nitto Boseki Company, Ltd. | 900 | 32305 |
| Nitto Fuji Flour Milling Company, Ltd. | 200 | 10288 |
| Nitto Kogyo Corp. | 1300 | 27232 |
| Nitto Kohki Company, Ltd. | 1400 | 17498 |
| Nitto Seiko Company, Ltd. | 1600 | 6244 |
| Nittoku Company, Ltd. | 500 | 6536 |
| Noevir Holdings Company, Ltd. | 1000 | 29733 |
| Nohmi Bosai, Ltd. | 600 | 15328 |
| Nojima Corp. | 2800 | 53418 |
| Noritake Company, Ltd. | 700 | 18057 |
| Noritsu Koki Company, Ltd. | 900 | 28020 |
| Noritz Corp. | 1300 | 17096 |
| North Pacific Bank, Ltd. | 11000 | 43485 |
| NPR-RIKEN Corp. | 868 | 14522 |
| NS Tool Company, Ltd. | 4800 | 22962 |
| NS United Kaiun Kaisha, Ltd. | 500 | 13220 |
| NSD Company, Ltd. | 3012 | 74392 |
| NSK, Ltd. | 9400 | 42269 |
| NSW, Inc. | 400 | 7222 |
| NTN Corp. | 22000 | 32942 |
| Oat Agrio Company, Ltd. | 400 | 5668 |
| Obara Group, Inc. | 500 | 12154 |
| Ohashi Technica, Inc. | 600 | 8320 |
| Ohba Company, Ltd. | 1100 | 7817 |

---

34 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Ohmoto Gumi Company, Ltd. | 2000 | $16365 |
| Ohsho Food Service Corp. | 1600 | 38671 |
| Oiles Corp. | 1072 | 15555 |
| Okamoto Industries, Inc. | 400 | 14261 |
| Okamoto Machine Tool Works, Ltd. | 200 | 5597 |
| Okamura Corp. | 2300 | 35064 |
| Okasan Securities Group, Inc. | 6200 | 29950 |
| Oki Electric Industry Company, Ltd. | 4100 | 39123 |
| Okinawa Cellular Telephone Company | 1100 | 36354 |
| Okinawa Financial Group, Inc. | 805 | 15848 |
| OKUMA Corp. | 1852 | 46688 |
| Okumura Corp. | 1300 | 38465 |
| Okura Industrial Company, Ltd. | 300 | 8844 |
| Okuwa Company, Ltd. | 1300 | 8129 |
| Onoken Company, Ltd. | 500 | 4920 |
| Onward Holdings Company, Ltd. | 4700 | 18306 |
| Open Up Group, Inc. | 2500 | 31522 |
| Optex Group Company, Ltd. | 1400 | 15097 |
| Optim Corp. (A) | 1200 | 4804 |
| Organo Corp. | 1100 | 58802 |
| Oricon, Inc. | 1300 | 7004 |
| Orient Corp. | 2210 | 12823 |
| Oriental Shiraishi Corp. | 6300 | 16039 |
| Oro Company, Ltd. | 400 | 7323 |
| Osaka Organic Chemical Industry, Ltd. | 600 | 10342 |
| Osaka Steel Company, Ltd. | 500 | 8750 |
| OSAKA Titanium Technologies Company, Ltd. | 1300 | 13021 |
| Osaki Electric Company, Ltd. | 1200 | 7700 |
| OSG Corp. | 4600 | 52633 |
| OUG Holdings, Inc. | 800 | 18113 |
| Oyo Corp. | 800 | 15654 |
| Ozu Corp. (C) | 1700 | 19595 |
| Pacific Industrial Company, Ltd. | 1900 | 17247 |
| Pacific Metals Company, Ltd. | 600 | 7243 |
| PAL GROUP Holdings Company, Ltd. | 2200 | 54067 |
| PALTAC Corp. | 1400 | 40569 |
| Paraca, Inc. | 600 | 7570 |
| Paramount Bed Holdings Company, Ltd. | 1700 | 29335 |
| Park24 Company, Ltd. | 6000 | 83395 |
| Pasona Group, Inc. | 1000 | 15793 |
| Penta-Ocean Construction Company, Ltd. | 18100 | 109544 |
| People Dreams & Technologies Group Company, Ltd. | 2500 | 29556 |
| PeptiDream, Inc. (A) | 5000 | 60744 |
| PHC Holdings Corp. | 1300 | 8366 |
| PIA Corp. (A) | 300 | 6069 |
| Pigeon Corp. | 6000 | 77565 |
| PILLAR Corp. | 700 | 18166 |
| Pilot Corp. | 1300 | 35995 |
| Piolax, Inc. | 900 | 12364 |
| PKSHA Technology, Inc. (A) | 1200 | 27568 |
| Plus Alpha Consulting Company, Ltd. | 1200 | 17086 |
| Premium Group Company, Ltd. | 1600 | 22493 |
| Premium Water Holdings, Inc. | 600 | 12283 |
| Press Kogyo Company, Ltd. | 2900 | 11043 |
| Prestige International, Inc. | 4900 | 21653 |
| Prima Meat Packers, Ltd. | 1100 | 17344 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 35

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Procrea Holdings, Inc. | 1296 | $13567 |
| Pronexus, Inc. | 2400 | 18350 |
| Pro-Ship, Inc. | 700 | 11997 |
| PS Construction Company, Ltd. | 900 | 10996 |
| Qol Holdings Company, Ltd. | 1000 | 13222 |
| Quick Company, Ltd. | 400 | 6240 |
| Raccoon Holdings, Inc. | 1100 | 6320 |
| Raito Kogyo Company, Ltd. | 1800 | 35968 |
| Raiznext Corp. | 1100 | 12949 |
| Raksul, Inc. (A) | 800 | 6699 |
| Rakus Company, Ltd. | 3500 | 54028 |
| Relo Group, Inc. | 4500 | 53657 |
| Renaissance, Inc. | 800 | 5647 |
| Rengo Company, Ltd. | 8000 | 41243 |
| RENOVA, Inc. (A) | 2500 | 11722 |
| Resorttrust, Inc. | 10800 | 122275 |
| Restar Corp. | 1100 | 18879 |
| Retail Partners Company, Ltd. | 1200 | 11098 |
| Rheon Automatic Machinery Company, Ltd. | 900 | 7513 |
| Rhythm Company, Ltd. | 200 | 5149 |
| Ricoh Leasing Company, Ltd. | 700 | 25213 |
| Riken Keiki Company, Ltd. | 1600 | 32008 |
| Riken Technos Corp. | 1500 | 11249 |
| Riken Vitamin Company, Ltd. | 600 | 10584 |
| Ringer Hut Company, Ltd. | 200 | 3117 |
| Rion Company, Ltd. | 300 | 5071 |
| Riso Kyoiku Company, Ltd. | 4800 | 7522 |
| Rock Field Company, Ltd. | 800 | 8484 |
| Rokko Butter Company, Ltd. | 900 | 7818 |
| Roland Corp. | 700 | 16346 |
| Round One Corp. | 10200 | 78368 |
| Royal Holdings Company, Ltd. | 1500 | 26199 |
| Ryobi, Ltd. | 1100 | 16620 |
| Ryoden Corp. | 600 | 11407 |
| Ryoyo Ryosan Holdings, Inc. | 1126 | 19669 |
| S Foods, Inc. | 700 | 12664 |
| S&B Foods, Inc. | 1000 | 20586 |
| Saibu Gas Holdings Company, Ltd. | 1400 | 17329 |
| Saizeriya Company, Ltd. | 1600 | 55397 |
| Sakai Chemical Industry Company, Ltd. | 800 | 14536 |
| Sakai Moving Service Company, Ltd. | 1100 | 19209 |
| Sakata INX Corp. | 1600 | 21291 |
| Sakata Seed Corp. | 1000 | 23921 |
| Sala Corp. | 2400 | 15517 |
| San Holdings, Inc. | 800 | 8385 |
| San ju San Financial Group, Inc. | 920 | 17558 |
| San-A Company, Ltd. | 1900 | 39118 |
| San-Ai Obbli Company, Ltd. | 2500 | 30108 |
| Sangetsu Corp. | 2200 | 43768 |
| Sanken Electric Company, Ltd. (A) | 387 | 20187 |
| Sanki Engineering Company, Ltd. | 1700 | 44699 |
| Sankyo Frontier Company, Ltd. | 1000 | 13356 |
| Sankyo Seiko Company, Ltd. | 5300 | 23849 |
| Sankyu, Inc. | 2000 | 96198 |
| Sanoh Industrial Company, Ltd. | 1100 | 4747 |
| Sanshin Electronics Company, Ltd. | 500 | 7868 |

---

36 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Sanyo Chemical Industries, Ltd. | 500 | $12796 |
| Sanyo Denki Company, Ltd. | 500 | 35188 |
| Sanyo Electric Railway Company, Ltd. | 800 | 11151 |
| Sanyo Shokai, Ltd. | 400 | 8005 |
| Sanyo Trading Company, Ltd. | 1200 | 12031 |
| Sato Corp. | 1200 | 16882 |
| Sawai Group Holdings Company, Ltd. | 4700 | 58287 |
| SAXA, Inc. | 200 | 5392 |
| SBI ARUHI Corp. | 1200 | 6852 |
| SBI Global Asset Management Company, Ltd. | 1400 | 6396 |
| SBS Holdings, Inc. | 800 | 15039 |
| SEC Carbon, Ltd. | 600 | 8326 |
| Seed Company, Ltd. | 1500 | 4567 |
| Seika Corp. | 400 | 13096 |
| Seikagaku Corp. | 2000 | 8949 |
| Seikitokyu Kogyo Company, Ltd. | 1100 | 11020 |
| Seiko Group Corp. | 1300 | 36699 |
| Seiren Company, Ltd. | 2300 | 39575 |
| Sekisui Jushi Corp. | 1200 | 15997 |
| Sekisui Kasei Company, Ltd. | 1600 | 3538 |
| Senko Group Holdings Company, Ltd. | 6600 | 81952 |
| Senshu Electric Company, Ltd. | 600 | 19820 |
| Senshu Ikeda Holdings, Inc. | 9300 | 35024 |
| Senshukai Company, Ltd. (A)(C) | 5400 | 10131 |
| Seria Company, Ltd. | 2100 | 38478 |
| Seven Bank, Ltd. | 29900 | 57518 |
| Shibaura Electronics Company, Ltd. | 600 | 24736 |
| Shibaura Machine Company, Ltd. | 1100 | 25519 |
| Shibaura Mechatronics Corp. | 600 | 33685 |
| Shibusawa Logistics Corp. | 300 | 8153 |
| Shibuya Corp. | 800 | 18400 |
| SHIFT, Inc. (A) | 8900 | 102907 |
| Shikibo, Ltd. | 1200 | 8043 |
| Shikoku Electric Power Company, Inc. | 7800 | 63202 |
| Shikoku Kasei Holdings Corp. | 1000 | 13400 |
| Shima Seiki Manufacturing, Ltd. | 1400 | 8520 |
| Shimojima Company, Ltd. | 900 | 7621 |
| Shin Maint Holdings Company, Ltd. | 2400 | 13172 |
| Shin Nippon Air Technologies Company, Ltd. | 800 | 12391 |
| Shinagawa Refractories Company, Ltd. | 1300 | 15141 |
| Shindengen Electric Manufacturing Company, Ltd. | 300 | 4146 |
| Shin-Etsu Polymer Company, Ltd. | 1900 | 22116 |
| Shinmaywa Industries, Ltd. | 2400 | 23428 |
| Shinnihon Corp. | 1200 | 13507 |
| Shinsho Corp. | 900 | 12245 |
| Shinwa Company, Ltd. | 500 | 10366 |
| Ship Healthcare Holdings, Inc. | 4000 | 51679 |
| Shizuoka Gas Company, Ltd. | 1400 | 10638 |
| SHO-BOND Holdings Company, Ltd. | 1300 | 44116 |
| Shoei Company, Ltd. | 2600 | 29081 |
| Shoei Foods Corp. | 500 | 14033 |
| Showa Sangyo Company, Ltd. | 700 | 14061 |
| SIGMAXYZ Holdings, Inc. | 3200 | 26383 |
| Siix Corp. | 1600 | 12834 |
| Simplex Holdings, Inc. | 1300 | 33768 |
| Sinfonia Technology Company, Ltd. | 1100 | 59368 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 37

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Sinko Industries, Ltd. | 2700 | $22688 |
| Sintokogio, Ltd. | 2000 | 11549 |
| SK Kaken Company, Ltd. | 500 | 29735 |
| SKY Perfect JSAT Holdings, Inc. | 8000 | 69646 |
| SMS Company, Ltd. | 3800 | 37909 |
| Socionext, Inc. | 6300 | 92460 |
| Sodick Company, Ltd. | 1700 | 10671 |
| Soft99 Corp. | 1900 | 21300 |
| Softcreate Holdings Corp. | 800 | 11273 |
| Software Service, Inc. | 600 | 53955 |
| Soken Chemical & Engineering Company, Ltd. | 1000 | 10844 |
| Sotetsu Holdings, Inc. | 3900 | 58190 |
| Sparx Group Company, Ltd. | 880 | 9210 |
| SPK Corp. | 1500 | 22796 |
| SRA Holdings | 500 | 16119 |
| SRE Holdings Corp. | 500 | 13470 |
| St. Marc Holdings Company, Ltd. | 700 | 11558 |
| Star Micronics Company, Ltd. | 1500 | 17659 |
| Starts Corp., Inc. | 1500 | 44034 |
| Starzen Company, Ltd. | 2700 | 20987 |
| Stella Chemifa Corp. | 400 | 10452 |
| Step Company, Ltd. | 1200 | 18682 |
| Strike Company, Ltd. | 400 | 10026 |
| Subaru Enterprise Company, Ltd. | 400 | 8849 |
| Sugimoto & Company, Ltd. | 2000 | 24341 |
| SUMCO Corp. | 6000 | 40556 |
| Sumida Corp. | 1700 | 11896 |
| Suminoe Company, Ltd. (C) | 398 | 3202 |
| Sumiseki Holdings, Inc. | 1000 | 4609 |
| Sumitomo Bakelite Company, Ltd. | 2400 | 65211 |
| Sumitomo Densetsu Company, Ltd. | 800 | 35687 |
| Sumitomo Mitsui Construction Company, Ltd. | 2360 | 9727 |
| Sumitomo Osaka Cement Company, Ltd. | 1200 | 31890 |
| Sumitomo Riko Company, Ltd. | 1500 | 17927 |
| Sumitomo Seika Chemicals Company, Ltd. | 300 | 9385 |
| Sun Frontier Fudousan Company, Ltd. | 1500 | 21489 |
| Sun-Wa Technos Corp. | 500 | 7982 |
| Suruga Bank, Ltd. | 6000 | 55367 |
| Suzuken Company, Ltd. | 2000 | 73683 |
| SWCC Corp. | 1400 | 67570 |
| Systena Corp. | 12600 | 34697 |
| Syuppin Company, Ltd. | 1000 | 7692 |
| T Hasegawa Company, Ltd. | 1500 | 30293 |
| T RAD Company, Ltd. | 200 | 6635 |
| Tachibana Eletech Company, Ltd. | 600 | 10599 |
| Tachikawa Corp. | 800 | 8336 |
| Tachi-S Company, Ltd. | 1500 | 17953 |
| Tadano, Ltd. | 4600 | 31310 |
| Taihei Dengyo Kaisha, Ltd. | 600 | 21154 |
| Taiheiyo Cement Corp. | 400 | 10232 |
| Taiho Kogyo Company, Ltd. | 1400 | 6445 |
| Taikisha, Ltd. | 2800 | 47258 |
| Taisei Lamick Group Head Quarter & Innovation Company, Ltd. | 800 | 13624 |
| Taisei Oncho Company, Ltd. | 200 | 5476 |
| Taiyo Holdings Company, Ltd. | 1900 | 77984 |
| Taiyo Yuden Company, Ltd. | 5800 | 96805 |

---

38 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Takamatsu Construction Group Company, Ltd. | 600 | $11690 |
| Takamiya Company, Ltd. | 6200 | 14696 |
| Takaoka Toko Company, Ltd. | 470 | 7273 |
| Takara & Company, Ltd. | 600 | 13471 |
| Takara Bio, Inc. | 2700 | 14799 |
| Takara Holdings, Inc. | 6900 | 61128 |
| Takara Standard Company, Ltd. | 1600 | 25598 |
| Takasago International Corp. | 500 | 22855 |
| Takasago Thermal Engineering Company, Ltd. | 300 | 13786 |
| Takashima & Company, Ltd. | 900 | 8509 |
| Takeuchi Manufacturing Company, Ltd. | 1600 | 51561 |
| Takuma Company, Ltd. | 2000 | 28164 |
| Tama Home Company, Ltd. | 700 | 17277 |
| Tamron Company, Ltd. | 1500 | 35876 |
| Tamura Corp. | 2400 | 7455 |
| Tanabe Engineering Corp. | 1500 | 21875 |
| Tanseisha Company, Ltd. | 1500 | 11242 |
| Tayca Corp. | 2300 | 22270 |
| Tazmo Company, Ltd. | 500 | 6614 |
| TDC Soft, Inc. | 1400 | 12960 |
| TechMatrix Corp. | 1700 | 24985 |
| Techno Medica Company, Ltd. | 800 | 10047 |
| Techno Smart Corp. | 2000 | 22311 |
| Technoflex Corp. | 700 | 6274 |
| TechnoPro Holdings, Inc. | 5100 | 138413 |
| Teijin, Ltd. | 7700 | 61822 |
| Teikoku Electric Manufacturing Company, Ltd. | 700 | 15332 |
| Teikoku Sen-I Company, Ltd. | 800 | 14979 |
| Teikoku Tsushin Kogyo Company, Ltd. | 800 | 12387 |
| Tekken Corp. | 400 | 7418 |
| Tenpos Holdings Company, Ltd. | 500 | 11850 |
| Terasaki Electric Company, Ltd. | 300 | 6166 |
| The 77 Bank, Ltd. | 2800 | 94538 |
| The Akita Bank, Ltd. | 700 | 14434 |
| The Awa Bank, Ltd. | 1400 | 27378 |
| The Bank of Iwate, Ltd. | 700 | 14494 |
| The Bank of Nagoya, Ltd. | 500 | 27921 |
| The Bank of Saga, Ltd. | 600 | 9136 |
| The Chiba Kogyo Bank, Ltd. | 2200 | 17911 |
| The Chugoku Electric Power Company, Inc. | 14300 | 70197 |
| The Ehime Bank, Ltd. | 1450 | 10311 |
| The First Bank of Toyama, Ltd. | 2500 | 16926 |
| The Fukui Bank, Ltd. | 818 | 10216 |
| The Gunma Bank, Ltd. | 3000 | 24842 |
| The Hyakugo Bank, Ltd. | 9100 | 44582 |
| The Hyakujushi Bank, Ltd. | 900 | 25127 |
| The Keiyo Bank, Ltd. | 4600 | 30742 |
| The Kita-Nippon Bank, Ltd. | 400 | 7879 |
| The Kiyo Bank, Ltd. | 2739 | 49211 |
| The Miyazaki Bank, Ltd. | 500 | 11925 |
| The Monogatari Corp. | 1400 | 34721 |
| The Musashino Bank, Ltd. | 1100 | 24854 |
| The Nanto Bank, Ltd. | 1200 | 34022 |
| The Nippon Road Company, Ltd. | 1000 | 17407 |
| The Nisshin Oillio Group, Ltd. | 1300 | 43545 |
| The Ogaki Kyoritsu Bank, Ltd. | 1700 | 29547 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 39

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| The Oita Bank, Ltd. | 600 | $14980 |
| The Okinawa Electric Power Company, Inc. | 2064 | 12742 |
| The Pack Corp. | 700 | 15264 |
| The San-In Godo Bank, Ltd. | 6800 | 59288 |
| The Shiga Bank, Ltd. | 1600 | 68273 |
| The Shikoku Bank, Ltd. | 1500 | 11927 |
| The Sumitomo Warehouse Company, Ltd. | 2176 | 45229 |
| The Tochigi Bank, Ltd. | 3100 | 7958 |
| The Toho Bank, Ltd. | 8900 | 20966 |
| The Tohoku Bank, Ltd. | 1200 | 8895 |
| The Tottori Bank, Ltd. | 900 | 7872 |
| The Towa Bank, Ltd. | 1500 | 7376 |
| The Yamagata Bank, Ltd. | 1200 | 12455 |
| The Yamanashi Chuo Bank, Ltd. | 1251 | 21882 |
| Tigers Polymer Corp. | 1600 | 8953 |
| TKC Corp. | 1200 | 35334 |
| Toa Corp. (Hyogo) | 5300 | 37395 |
| Toa Corp. (Tokyo) | 2600 | 26926 |
| TOA ROAD Corp. | 1800 | 18991 |
| Toagosei Company, Ltd. | 3900 | 37838 |
| Toba, Inc. | 800 | 19657 |
| TOBISHIMA HOLDINGS, Inc. | 920 | 11969 |
| TOC Company, Ltd. | 1400 | 6460 |
| Tocalo Company, Ltd. | 2400 | 29707 |
| Toda Corp. | 10000 | 61967 |
| Toei Company, Ltd. | 200 | 6702 |
| Toenec Corp. | 2500 | 20491 |
| Toho Gas Company, Ltd. | 400 | 11180 |
| Toho Holdings Company, Ltd. | 2100 | 66354 |
| Toho Titanium Company, Ltd. | 1900 | 14939 |
| Tohokushinsha Film Corp. | 3300 | 12597 |
| Tokai Carbon Company, Ltd. | 9400 | 67345 |
| Tokai Corp. | 900 | 13714 |
| TOKAI Holdings Corp. | 4900 | 33528 |
| Tokai Rika Company, Ltd. | 2300 | 35037 |
| Tokai Tokyo Financial Holdings, Inc. | 8800 | 29227 |
| Token Corp. | 450 | 41814 |
| Tokushu Tokai Paper Company, Ltd. | 500 | 12560 |
| Tokuyama Corp. | 3000 | 58438 |
| Tokyo Electron Device, Ltd. | 900 | 17512 |
| Tokyo Energy & Systems, Inc. | 700 | 5909 |
| Tokyo Kiraboshi Financial Group, Inc. | 1158 | 45204 |
| Tokyo Sangyo Company, Ltd. | 1300 | 6806 |
| Tokyo Seimitsu Company, Ltd. | 1900 | 105363 |
| Tokyo Steel Manufacturing Company, Ltd. | 2600 | 27737 |
| Tokyo Tekko Company, Ltd. | 300 | 11675 |
| Tokyotokeiba Company, Ltd. | 600 | 18709 |
| Tokyu Construction Company, Ltd. | 4300 | 27216 |
| Toli Corp. | 1600 | 5410 |
| Tomato Bank, Ltd. | 300 | 2474 |
| Tomen Devices Corp. | 200 | 7861 |
| Tomoe Engineering Company, Ltd. | 900 | 9359 |
| Tomoku Company, Ltd. | 500 | 9805 |
| TOMONY Holdings, Inc. | 7900 | 29475 |
| Tomy Company, Ltd. | 4000 | 84769 |
| Topcon Corp. | 4800 | 107941 |

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40 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Topre Corp. | 1800 | $22295 |
| Topy Industries, Ltd. | 500 | 7905 |
| Torex Semiconductor, Ltd. | 700 | 5616 |
| Toridoll Holdings Corp. | 2000 | 57445 |
| Torii Pharmaceutical Company, Ltd. | 700 | 30775 |
| Torishima Pump Manufacturing Company, Ltd. | 700 | 9434 |
| Tosei Corp. | 1500 | 26283 |
| Toshiba TEC Corp. | 1300 | 26606 |
| Totech Corp. | 1300 | 26348 |
| Totetsu Kogyo Company, Ltd. | 1000 | 24172 |
| Toukei Computer Company, Ltd. | 600 | 16416 |
| Towa Corp. | 2700 | 28629 |
| Towa Pharmaceutical Company, Ltd. | 1300 | 27541 |
| Toyo Engineering Corp. | 1300 | 5812 |
| Toyo Gosei Company, Ltd. | 300 | 9615 |
| Toyo Innovex Company, Ltd. | 3200 | 13713 |
| Toyo Kanetsu KK | 200 | 5194 |
| Toyo Tanso Company, Ltd. | 600 | 17602 |
| Toyo Tire Corp. | 1100 | 22830 |
| Toyobo Company, Ltd. | 3406 | 21250 |
| Toyoda Gosei Company, Ltd. | 2500 | 48420 |
| TPR Company, Ltd. | 800 | 10923 |
| Traders Holdings Company, Ltd. | 820 | 6089 |
| Transcosmos, Inc. | 1200 | 27949 |
| TRE Holdings Corp. | 1676 | 15565 |
| Treasure Factory Company, Ltd. | 500 | 6743 |
| Tri Chemical Laboratories, Inc. | 1400 | 27422 |
| Trinity Industrial Corp. | 1300 | 9464 |
| Trusco Nakayama Corp. | 2000 | 28342 |
| TS Tech Company, Ltd. | 3800 | 42441 |
| TSI Holdings Company, Ltd. | 2405 | 18258 |
| Tsubaki Nakashima Company, Ltd. | 1700 | 4466 |
| Tsubakimoto Chain Company | 3200 | 40348 |
| Tsubakimoto Kogyo Company, Ltd. | 600 | 9542 |
| Tsuburaya Fields Holdings, Inc. | 1600 | 21235 |
| Tsugami Corp. | 2100 | 27099 |
| Tsukishima Holdings Company, Ltd. | 1300 | 18275 |
| Tsumura & Company | 2300 | 54541 |
| Tsurumi Manufacturing Company, Ltd. | 700 | 17595 |
| Tsutsumi Jewelry Company, Ltd. | 1400 | 21750 |
| Tsuzuki Denki Company, Ltd. | 400 | 7703 |
| TV Asahi Holdings Corp. | 1000 | 18075 |
| UACJ Corp. | 1571 | 53111 |
| UBE Corp. | 4200 | 65792 |
| Uchida Yoko Company, Ltd. | 400 | 24938 |
| Ueki Corp. | 1200 | 16000 |
| Ulvac, Inc. | 2100 | 72591 |
| U-Next Holdings Company, Ltd. | 2900 | 43603 |
| Unipres Corp. | 1800 | 12317 |
| United Arrows, Ltd. | 1300 | 19004 |
| United Super Markets Holdings, Inc. | 4336 | 27275 |
| Universal Entertainment Corp. | 1000 | 7196 |
| Urbanet Corp. Company, Ltd. | 1700 | 5541 |
| Ushio, Inc. | 3400 | 42033 |
| UT Group Company, Ltd. | 1300 | 22623 |
| V Technology Company, Ltd. | 400 | 8748 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 41

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Valor Holdings Company, Ltd. | 1600 | $27097 |
| Valqua, Ltd. | 700 | 14894 |
| Value HR Company, Ltd. | 600 | 6676 |
| ValueCommerce Company, Ltd. | 900 | 4989 |
| Vector, Inc. | 1600 | 10402 |
| Vertex Corp. | 920 | 13452 |
| Vision, Inc. | 1800 | 14856 |
| Visional, Inc. (A) | 1200 | 75259 |
| Vital KSK Holdings, Inc. | 1400 | 12251 |
| VT Holdings Company, Ltd. | 3800 | 12596 |
| Wacom Company, Ltd. | 1000 | 4447 |
| Wakachiku Construction Company, Ltd. | 900 | 25023 |
| Wakita & Company, Ltd. | 1400 | 16948 |
| Warabeya Nichiyo Holdings Company, Ltd. | 600 | 9412 |
| Watahan & Company, Ltd. | 2300 | 25020 |
| WATAMI Company, Ltd. | 1600 | 11042 |
| WDB Holdings Company, Ltd. | 400 | 5353 |
| Weathernews, Inc. | 600 | 16576 |
| Wellnet Corp. | 1300 | 6698 |
| West Holdings Corp. | 1009 | 11051 |
| Will Group, Inc. | 800 | 5127 |
| WingArc1st, Inc. | 800 | 20964 |
| Workman Company, Ltd. | 800 | 30582 |
| World Company, Ltd. | 1300 | 22636 |
| Xebio Holdings Company, Ltd. | 900 | 7130 |
| Yahagi Construction Company, Ltd. | 1200 | 14036 |
| YAMABIKO Corp. | 1200 | 17523 |
| YAMADA Consulting Group Company, Ltd. | 1200 | 13166 |
| Yamae Group Holdings Company, Ltd. | 200 | 3247 |
| Yamaichi Electronics Company, Ltd. | 1000 | 16361 |
| Yamatane Corp. | 600 | 9453 |
| Yamato Corp. | 700 | 7844 |
| Yamaya Corp. | 1300 | 22306 |
| Yamazawa Company, Ltd. | 1800 | 14033 |
| Yamazen Corp. | 2300 | 20926 |
| Yaoko Company, Ltd. | 200 | 13029 |
| Yashima Denki Company, Ltd. | 800 | 9869 |
| Yasuda Logistics Corp. | 500 | 6455 |
| Yellow Hat, Ltd. | 3600 | 37826 |
| Yodogawa Steel Works, Ltd. | 765 | 29465 |
| Yokogawa Bridge Holdings Corp. | 1400 | 24748 |
| Yokorei Company, Ltd. | 2200 | 13324 |
| Yokowo Company, Ltd. | 900 | 7739 |
| Yomeishu Seizo Company, Ltd. | 600 | 12903 |
| Yondenko Corp. | 1300 | 11709 |
| Yonex Company, Ltd. | 2800 | 55336 |
| Yonkyu Company, Ltd. | 1200 | 18348 |
| Yoshinoya Holdings Company, Ltd. | 3300 | 73431 |
| Yotai Refractories Company, Ltd. | 100 | 1207 |
| Yuasa Trading Company, Ltd. | 700 | 21908 |
| Yukiguni Factory Company, Ltd. | 900 | 6813 |
| Yurtec Corp. | 1400 | 19030 |
| Yushin Company | 3000 | 12713 |
| Zacros Corp. | 600 | 15698 |
| Zaoh Company, Ltd. | 1200 | 20261 |
| Zenkoku Hosho Company, Ltd. | 2600 | 57567 |

---

42 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Zenrin Company, Ltd. | 1400 | $11231 |
| Zeon Corp. | 6300 | 63368 |
| ZERIA Pharmaceutical Company, Ltd. | 1300 | 19625 |
| ZIGExN Company, Ltd. | 2700 | 8665 |
| Zuiko Corp. | 800 | 5373 |
| **Liechtenstein 0.1%** |  | **64857** |
| Liechtensteinische Landesbank AG | 500 | 48749 |
| VP Bank AG, Class A | 159 | 16108 |
| **Luxembourg 0.5%** |  | **574789** |
| APERAM SA | 1840 | 55920 |
| Aroundtown SA (A) | 38626 | 122811 |
| Befesa SA (D) | 1780 | 55048 |
| d'Amico International Shipping SA | 2687 | 10072 |
| Eurofins Scientific SE | 1283 | 85574 |
| Grand City Properties SA (A) | 3690 | 46859 |
| RTL Group SA (C) | 1847 | 70824 |
| SES SA | 20265 | 115542 |
| Sword Group | 315 | 12139 |
| **Macau 0.0%** |  | **37767** |
| Wynn Macau, Ltd. | 56400 | 37767 |
| **Malaysia 0.0%** |  | **7815** |
| Frencken Group, Ltd. | 8800 | 7815 |
| **Monaco 0.0%** |  | **11689** |
| Societe des Bains de Mer et du Cercle des Etrangers a Monaco | 101 | 11689 |
| **Mongolia 0.0%** |  | **16428** |
| Mongolian Mining Corp. (A) | 21000 | 16428 |
| **Netherlands 2.4%** |  | **2901678** |
| Aalberts NV | 4182 | 145930 |
| Acomo NV | 1122 | 29489 |
| Aegon, Ltd., NYRS | 9198 | 66134 |
| Akzo Nobel NV | 943 | 64355 |
| Alfen N.V. (A)(C)(D) | 1033 | 13377 |
| AMG Critical Materials NV | 1149 | 24456 |
| Arcadis NV | 3089 | 159528 |
| Argo Properties NV (A) | 742 | 25124 |
| Basic-Fit NV (A)(C)(D) | 2169 | 56910 |
| BE Semiconductor Industries NV | 2194 | 265134 |
| Brunel International NV | 687 | 7040 |
| Corbion NV | 2141 | 46235 |
| CTP NV (D) | 5683 | 108179 |
| Flow Traders, Ltd. | 1546 | 51465 |
| ForFarmers NV | 1628 | 7793 |
| Fugro NV | 4983 | 63218 |
| IMCD NV | 2582 | 350943 |
| Just Eat Takeaway.com NV (A)(D) | 5586 | 123514 |
| Kendrion NV | 847 | 11021 |
| Koninklijke BAM Groep NV | 12199 | 101998 |
| Koninklijke Heijmans NV | 1054 | 66985 |
| Koninklijke Vopak NV | 2516 | 115253 |
| Nedap NV | 185 | 13339 |
| OCI NV (A) | 6492 | 56444 |
| Pharming Group NV (A)(C) | 32227 | 35975 |
| PostNL NV (C) | 13687 | 14858 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 43

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Netherlands (continued)** |  |  |
| PPHE Hotel Group, Ltd. | 1030 | $20759 |
| QIAGEN NV (A) | 4883 | 220370 |
| Randstad NV | 4536 | 190147 |
| SBM Offshore NV | 5759 | 132135 |
| Signify NV (D) | 5420 | 132457 |
| Sligro Food Group NV | 927 | 14424 |
| TKH Group NV | 1793 | 77379 |
| TomTom NV (A)(C) | 2905 | 15912 |
| Van Lanschot Kempen NV | 1184 | 73398 |
| **New Zealand 0.5%** |  | **565927** |
| Air New Zealand, Ltd. | 58727 | 21074 |
| Briscoe Group, Ltd. | 8121 | 23984 |
| Channel Infrastructure NZ, Ltd. | 10877 | 13860 |
| Freightways Group, Ltd. | 6379 | 41326 |
| Genesis Energy, Ltd. | 18237 | 24742 |
| Gentrack Group, Ltd. (A) | 3771 | 26835 |
| Hallenstein Glasson Holdings, Ltd. | 2403 | 11331 |
| Heartland Group Holdings, Ltd. | 151314 | 71370 |
| Investore Property, Ltd. | 23605 | 16229 |
| KMD Brands, Ltd. (A) | 88047 | 16016 |
| Manawa Energy, Ltd. | 5869 | 22473 |
| Napier Port Holdings, Ltd. | 4702 | 8492 |
| NZME, Ltd. | 16775 | 11620 |
| NZX, Ltd. | 14538 | 13382 |
| Oceania Healthcare, Ltd. (A) | 36101 | 13556 |
| PGG Wrightson, Ltd. | 6900 | 8630 |
| Restaurant Brands New Zealand, Ltd. | 5357 | 9857 |
| Scales Corp., Ltd. | 5662 | 15187 |
| Serko, Ltd. (A) | 8468 | 15209 |
| Skellerup Holdings, Ltd. | 7277 | 19983 |
| SKYCITY Entertainment Group, Ltd. (A) | 30286 | 17160 |
| Steel & Tube Holdings, Ltd. | 21933 | 8896 |
| Summerset Group Holdings, Ltd. | 8725 | 57532 |
| The Warehouse Group, Ltd. (A) | 25288 | 14355 |
| Tourism Holdings, Ltd. | 21499 | 17763 |
| TOWER, Ltd. | 11070 | 10056 |
| Turners Automotive Group, Ltd. | 4032 | 15674 |
| Vista Group International, Ltd. (A) | 8795 | 19335 |
| **Norway 0.7%** |  | **871234** |
| 2020 Bulkers, Ltd. | 973 | 11528 |
| ABG Sundal Collier Holding ASA | 21072 | 13788 |
| AF Gruppen ASA (A) | 1592 | 23476 |
| Aker Solutions ASA | 10624 | 34681 |
| AMSC ASA (A) | 2693 | 395 |
| Atea ASA (A) | 2898 | 41307 |
| BEWi ASA (A) | 4257 | 9173 |
| BLUENORD ASA (A)(C) | 369 | 21292 |
| Bonheur ASA | 615 | 14124 |
| Borregaard ASA | 305 | 5601 |
| Bouvet ASA | 3040 | 22956 |
| BW Offshore, Ltd. | 2727 | 8974 |
| Crayon Group Holding ASA (A)(D) | 3347 | 46579 |
| DNO ASA | 14819 | 17648 |
| Elkem ASA (A)(D) | 11372 | 21920 |
| Elmera Group ASA (D) | 4322 | 14176 |

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44 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Norway (continued)** |  |  |
| Elopak ASA | 5433 | $23795 |
| Europris ASA (D) | 6558 | 51067 |
| FLEX LNG, Ltd. | 1364 | 32473 |
| Grieg Seafood ASA (C) | 1472 | 9746 |
| Hexagon Composites ASA (A) | 5104 | 8852 |
| Hexagon Purus ASA (A) | 13675 | 2014 |
| Hoegh Autoliners ASA | 2982 | 24820 |
| Kid ASA (D) | 1073 | 15656 |
| Kitron ASA | 6564 | 37909 |
| Klaveness Combination Carriers ASA (D) | 1122 | 6825 |
| LINK Mobility Group Holding ASA (A) | 7402 | 18261 |
| Medistim ASA | 855 | 16541 |
| MPC Container Ships ASA | 13204 | 20762 |
| Multiconsult ASA (D) | 649 | 12728 |
| Norbit ASA | 1195 | 22302 |
| Norske Skog ASA (A)(C)(D) | 2321 | 5086 |
| Norwegian Air Shuttle ASA (A) | 34842 | 48789 |
| Odfjell Drilling, Ltd. | 3325 | 20705 |
| OKEA ASA (A) | 3280 | 5416 |
| Panoro Energy ASA (A) | 3959 | 9317 |
| Pareto Bank ASA | 1686 | 13681 |
| Pexip Holding ASA | 2031 | 11830 |
| Rana Gruber ASA | 1036 | 7202 |
| Rogaland Sparebank | 1787 | 24264 |
| SATS ASA (A) | 4302 | 15222 |
| Scatec ASA (A)(D) | 4714 | 40414 |
| Selvaag Bolig ASA | 1578 | 5359 |
| SmartCraft ASA (A) | 4154 | 9329 |
| Solstad Maritime Holding AS | 3425 | 7383 |
| SpareBank 1 Helgeland | 791 | 13876 |
| Sparebanken More | 1433 | 14356 |
| Zaptec ASA (A) | 3983 | 7636 |
| **Peru 0.0%** |  | **59403** |
| Hochschild Mining PLC | 15980 | 59403 |
| **Poland 0.1%** |  | **164504** |
| InPost SA (A) | 10009 | 164504 |
| **Portugal 0.5%** |  | **585021** |
| Altri SGPS SA | 3289 | 19849 |
| Banco Comercial Portugues SA | 343521 | 267964 |
| Corticeira Amorim SGPS SA | 2036 | 17862 |
| CTT-Correios de Portugal SA | 3146 | 26477 |
| Ibersol SGPS SA | 2866 | 32480 |
| Mota-Engil SGPS SA (C) | 4909 | 25116 |
| NOS SGPS SA | 9949 | 43587 |
| REN - Redes Energeticas Nacionais SGPS SA | 16689 | 55767 |
| Semapa-Sociedade de Investimento e Gestao | 689 | 13803 |
| Sonae SGPS SA | 32607 | 45196 |
| The Navigator Company SA | 9428 | 36920 |
| **Singapore 1.4%** |  | **1746412** |
| ASMPT, Ltd. | 11200 | 75206 |
| Banyan Tree Holdings, Ltd. | 78000 | 21439 |
| Boustead Singapore, Ltd. | 25020 | 21523 |
| BRC Asia, Ltd. | 11100 | 27050 |
| Bukit Sembawang Estates, Ltd. | 9900 | 29940 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 45

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Singapore (continued)** |  |  |
| Capitaland India Trust | 30092 | $22989 |
| Centurion Corp., Ltd. | 6500 | 7342 |
| China Aviation Oil Singapore Corp., Ltd. | 12600 | 8210 |
| China Sunsine Chemical Holdings, Ltd. | 30900 | 13275 |
| ComfortDelGro Corp., Ltd. | 76700 | 84388 |
| COSCO Shipping International Singapore Company, Ltd. (A) | 62900 | 6246 |
| CSE Global, Ltd. | 20594 | 6780 |
| CW Group Holdings, Ltd. (A)(B) | 135000 | 3182 |
| Delfi, Ltd. | 15900 | 8983 |
| Ezion Holdings, Ltd. (A)(B) | 1126020 | 0 |
| Ezra Holdings, Ltd. (A)(B) | 438996 | 936 |
| Far East Orchard, Ltd. | 31431 | 24586 |
| First Resources, Ltd. | 20200 | 22173 |
| Food Empire Holdings, Ltd. | 8900 | 11988 |
| Fraser and Neave, Ltd. | 12700 | 12270 |
| Fu Yu Corp., Ltd. (A) | 142200 | 10707 |
| Geo Energy Resources, Ltd. | 22100 | 6589 |
| Golden Agri-Resources, Ltd. | 1055700 | 204359 |
| GuocoLand, Ltd. | 14700 | 16177 |
| Haw Par Corp., Ltd. | 5700 | 52185 |
| Ho Bee Land, Ltd. | 15000 | 20701 |
| Hong Fok Corp., Ltd. | 26036 | 15220 |
| Hong Leong Finance, Ltd. | 33800 | 65525 |
| HRnetgroup, Ltd. | 16300 | 8455 |
| Hyflux, Ltd. (A)(B)(C) | 154800 | 0 |
| iFAST Corp., Ltd. | 4700 | 23549 |
| IGG, Inc. | 26000 | 11695 |
| Keppel Infrastructure Trust | 675038 | 204106 |
| Marco Polo Marine, Ltd. | 220600 | 7357 |
| Micro-Mechanics Holdings, Ltd. | 5200 | 6373 |
| Midas Holdings, Ltd. (A)(B)(C) | 249000 | 31508 |
| Nanofilm Technologies International, Ltd. | 10800 | 4471 |
| NetLink NBN Trust | 109100 | 73187 |
| Olam Group, Ltd. | 11600 | 8074 |
| OUE, Ltd. | 25900 | 19675 |
| Pacific Century Regional Developments, Ltd. | 52900 | 15391 |
| Pan-United Corp., Ltd. | 25550 | 14743 |
| Q&M Dental Group Singapore, Ltd. | 57720 | 15905 |
| QAF, Ltd. | 19434 | 12708 |
| Raffles Medical Group, Ltd. | 35418 | 27155 |
| Riverstone Holdings, Ltd. | 22200 | 11764 |
| SATS, Ltd. (A) | 1400 | 3347 |
| SBS Transit, Ltd. | 6200 | 13398 |
| Sheng Siong Group, Ltd. | 35200 | 49405 |
| SIA Engineering Company, Ltd. | 11000 | 23007 |
| Sing Investments & Finance, Ltd. | 17100 | 14693 |
| Singapore Land Group, Ltd. | 18000 | 28014 |
| Singapore Post, Ltd. | 53600 | 23030 |
| StarHub, Ltd. | 25800 | 22798 |
| Straits Trading Company, Ltd. | 20723 | 22321 |
| Swiber Holdings, Ltd. (A)(B) | 128250 | 0 |
| The Hour Glass, Ltd. | 14600 | 18128 |
| Thomson Medical Group, Ltd. (A) | 654600 | 21824 |
| Tuan Sing Holdings, Ltd. | 30137 | 5482 |
| UMS Integration, Ltd. | 23512 | 21280 |
| United Overseas Insurance, Ltd. | 2400 | 14531 |

---

46 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Singapore (continued)** |  |  |
| UOB-Kay Hian Holdings, Ltd. | 13626 | $18895 |
| Valeura Energy, Inc. (A) | 4984 | 23969 |
| Venture Corp., Ltd. | 9600 | 82287 |
| Vicom, Ltd. | 13300 | 14855 |
| Wing Tai Holdings, Ltd. | 30717 | 29063 |
| **South Africa 0.2%** |  | **255479** |
| Investec PLC | 24578 | 175508 |
| Pan African Resources PLC | 127880 | 79971 |
| **Spain 2.5%** |  | **3062098** |
| Acciona SA | 1013 | 163224 |
| Acerinox SA | 7525 | 88887 |
| Aedas Homes SA (D) | 402 | 12426 |
| Almirall SA | 3275 | 41514 |
| Amper SA (A) | 54530 | 8868 |
| Atalaya Mining Copper SA (C) | 4379 | 25777 |
| Atresmedia Corp. de Medios de Comunicacion SA | 3834 | 25896 |
| Audax Renovables SA (A) | 7223 | 13318 |
| Azkoyen SA | 1201 | 12402 |
| Bankinter SA | 8929 | 114877 |
| Caja de Ahorros del Mediterraneo (A)(B) | 1684 | 0 |
| CIE Automotive SA | 1784 | 49119 |
| Construcciones y Auxiliar de Ferrocarriles SA | 868 | 48015 |
| Corp ACCIONA Energias Renovables SA | 2278 | 49831 |
| Distribuidora Internacional de Alimentacion SA (A) | 530 | 15525 |
| Ebro Foods SA | 2135 | 42698 |
| EDP Renovaveis SA | 7328 | 73965 |
| eDreams ODIGEO SA (A) | 18118 | 159461 |
| Elecnor SA | 1408 | 38068 |
| Enagas SA | 12103 | 194729 |
| Ence Energia y Celulosa SA (C) | 5163 | 16953 |
| Ercros SA | 20973 | 70321 |
| Faes Farma SA | 12559 | 62261 |
| Fluidra SA | 4036 | 99059 |
| Gestamp Automocion SA (D) | 6252 | 20805 |
| Global Dominion Access SA (D) | 3876 | 13557 |
| Grenergy Renovables SA (A) | 473 | 37525 |
| Grifols SA (A) | 12103 | 130246 |
| Grupo Catalana Occidente SA | 1785 | 99400 |
| Iberpapel Gestion SA | 985 | 21850 |
| Indra Sistemas SA (C) | 3521 | 145069 |
| Inmocemento SA (A) | 5274 | 19403 |
| Laboratorios Farmaceuticos Rovi SA | 846 | 52301 |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 22325 | 34715 |
| Logista Integral SA | 2523 | 81477 |
| Mapfre SA | 37535 | 141978 |
| Melia Hotels International SA | 4274 | 32784 |
| Miquel y Costas & Miquel SA | 1797 | 28458 |
| Neinor Homes SA (A)(D) | 1086 | 17456 |
| Obrascon Huarte Lain SA (A) | 21979 | 7965 |
| Oryzon Genomics SA (A)(C) | 1815 | 5569 |
| Pharma Mar SA (A) | 850 | 81986 |
| Prim SA | 1047 | 12774 |
| Promotora de Informaciones SA, Class A (A) | 66046 | 29515 |
| Prosegur Cash SA (D) | 13956 | 12803 |
| Realia Business SA | 15615 | 16439 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 47

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Spain (continued)** |  |  |
| Redeia Corp. SA | 2941 | $60842 |
| Renta 4 Banco SA | 1156 | 18630 |
| Sacyr SA | 23422 | 94796 |
| Solaria Energia y Medio Ambiente SA (A)(C) | 2740 | 23661 |
| Talgo SA (A)(C)(D) | 2721 | 10215 |
| Tecnicas Reunidas SA (A) | 2235 | 47174 |
| Tubacex SA | 3845 | 17163 |
| Tubos Reunidos SA (A) | 9343 | 6425 |
| Unicaja Banco SA (D) | 42140 | 92628 |
| Vidrala SA | 945 | 101148 |
| Viscofan SA | 1641 | 118147 |
| **Sweden 3.0%** |  | **3732382** |
| AcadeMedia AB (D) | 3571 | 30117 |
| AddLife AB, B Shares | 5214 | 100290 |
| AddNode Group AB | 5942 | 63682 |
| AFRY AB | 4297 | 76054 |
| Alimak Group AB (D) | 3000 | 43622 |
| Alleima AB | 8400 | 68857 |
| Alligo AB, Class B | 895 | 10519 |
| Ambea AB (D) | 3687 | 41171 |
| Annehem Fastigheter AB, B Shares (A) | 7517 | 12538 |
| AQ Group AB | 2663 | 48216 |
| Arjo AB, B Shares | 9149 | 29258 |
| Attendo AB (D) | 4240 | 27261 |
| Beijer Alma AB | 1903 | 43470 |
| Bergman & Beving AB | 984 | 31943 |
| Betsson AB, B Shares (A) | 5302 | 102610 |
| BHG Group AB (A) | 7065 | 18294 |
| Bilia AB, A Shares | 2602 | 33678 |
| Billerud AB | 2475 | 26958 |
| BioGaia AB, B Shares | 4659 | 48133 |
| Bjorn Borg AB (A) | 1059 | 6376 |
| Boozt AB (A)(D) | 2647 | 23587 |
| Bravida Holding AB (D) | 8833 | 81893 |
| Bufab AB | 6030 | 52580 |
| Bure Equity AB | 1017 | 30623 |
| Byggmax Group AB | 2826 | 15407 |
| Catella AB | 1643 | 4999 |
| Cellavision AB | 651 | 13204 |
| Cibus Nordic Real Estate AB | 3579 | 67212 |
| Clas Ohlson AB, B Shares | 1752 | 48127 |
| Cloetta AB, B Shares | 7855 | 28345 |
| Coor Service Management Holding AB (D) | 4969 | 20185 |
| Corem Property Group AB, B Shares | 19969 | 10615 |
| CTT Systems AB | 541 | 11081 |
| Dios Fastigheter AB | 4522 | 31349 |
| Dometic Group AB (D) | 10895 | 42178 |
| Dynavox Group AB (A) | 4519 | 49642 |
| Eastnine AB | 10837 | 53194 |
| Elanders AB, B Shares | 1839 | 12050 |
| Electrolux AB, Series B (A) | 1602 | 10446 |
| Electrolux Professional AB, B Shares | 10751 | 72988 |
| Elekta AB, B Shares | 6368 | 33529 |
| Enea AB (A) | 792 | 5540 |
| Engcon AB | 2359 | 22224 |
| Ependion AB | 1320 | 15208 |

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48 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Sweden (continued)** |  |  |
| eWork Group AB | 2107 | $22760 |
| Fagerhult Group AB | 2466 | 10905 |
| Fastighets AB Trianon (A) | 10940 | 20293 |
| Fastighetsbolaget Emilshus AB, B Shares (A) | 980 | 4762 |
| FastPartner AB, A Shares | 3139 | 18100 |
| FormPipe Software AB | 3671 | 10080 |
| Granges AB | 4424 | 55911 |
| Green Landscaping Group AB (A)(D) | 1280 | 8438 |
| Hanza AB | 1474 | 12405 |
| Heba Fastighets AB, Class B | 2732 | 9027 |
| Hexatronic Group AB (A) | 6818 | 18590 |
| HMS Networks AB (A) | 1472 | 67383 |
| Hoist Finance AB (D) | 2153 | 20636 |
| Humana AB | 2096 | 7826 |
| Humble Group AB (A) | 14752 | 13017 |
| Instalco AB | 10746 | 27404 |
| Inwido AB | 2416 | 53134 |
| JM AB | 2448 | 37310 |
| John Mattson Fastighetsforetagen AB (A) | 1705 | 11055 |
| Karnov Group AB (A) | 2339 | 22951 |
| K-fast Holding AB (A) | 15216 | 18001 |
| KNOW IT AB | 951 | 13039 |
| Lime Technologies AB | 474 | 19660 |
| Lindab International AB | 3281 | 73601 |
| Medcap AB (A) | 655 | 29744 |
| MEKO AB | 1699 | 20298 |
| Micro Systemation AB, Class B | 896 | 4478 |
| MIPS AB | 1292 | 55441 |
| Modern Times Group MTG AB, B Shares (A) | 3783 | 42607 |
| Momentum Group AB | 975 | 17752 |
| Munters Group AB (D) | 1360 | 18141 |
| NCAB Group AB (A)(C) | 8401 | 38441 |
| NCC AB, B Shares | 3654 | 69219 |
| Nederman Holding AB | 1923 | 38173 |
| New Wave Group AB, B Shares | 3870 | 47053 |
| Nobia AB (A) | 15747 | 6791 |
| Nolato AB, B Shares | 8801 | 54370 |
| Norion Bank AB (A) | 2771 | 13393 |
| Note AB | 941 | 15910 |
| NP3 Fastigheter AB | 1431 | 38673 |
| Nyfosa AB (A) | 7921 | 72020 |
| OEM International AB, B Shares | 4420 | 64662 |
| Ovzon AB (A) | 2437 | 9903 |
| Peab AB, Class B | 7377 | 63294 |
| Platzer Fastigheter Holding AB, Series B | 2741 | 21589 |
| Pricer AB, B Shares (A) | 6089 | 3921 |
| Proact IT Group AB | 957 | 11690 |
| Ratos AB, B Shares | 8778 | 35382 |
| RaySearch Laboratories AB | 1157 | 36873 |
| Rejlers AB | 701 | 14299 |
| Rottneros AB (A) | 17694 | 8338 |
| RVRC Holding AB | 2594 | 12137 |
| Samhallsbyggnadsbolaget i Norden AB (C) | 6705 | 3935 |
| Scandi Standard AB | 1331 | 12612 |
| Scandic Hotels Group AB (D) | 6532 | 52339 |
| Sdiptech AB, Class B (A) | 1274 | 29254 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 49

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Sweden (continued)** |  |  |
| Sedana Medical AB (A) | 4487 | $5620 |
| Sensys Gatso Group AB (A) | 2799 | 12247 |
| Sinch AB (A)(D) | 30887 | 81910 |
| Sintercast AB | 1398 | 16483 |
| SkiStar AB | 2002 | 35538 |
| Softronic AB, B Shares | 8843 | 20501 |
| Solid Forsakring AB | 2819 | 23754 |
| Stendorren Fastigheter AB (A) | 683 | 13473 |
| Stillfront Group AB (A) | 21386 | 17710 |
| Storskogen Group AB, Class B | 59808 | 68340 |
| Swedish Logistic Property AB, B Shares (A) | 5423 | 21746 |
| Synsam AB | 4152 | 21298 |
| Systemair AB | 4252 | 39535 |
| TF Bank AB (A) | 238 | 9434 |
| Troax Group AB | 1682 | 27997 |
| Truecaller AB, Class B | 1906 | 12852 |
| VBG Group AB, B Shares | 828 | 21637 |
| Vitec Software Group AB, B Shares | 1503 | 67755 |
| Vitrolife AB | 975 | 15784 |
| Volati AB | 1317 | 16755 |
| XANO Industri AB, Class B | 3940 | 23740 |
| **Switzerland 7.3%** |  | **8952621** |
| Accelleron Industries AG | 4142 | 239192 |
| Adecco Group AG | 6750 | 188533 |
| Allreal Holding AG | 609 | 139389 |
| ALSO Holding AG | 243 | 76690 |
| APG SGA SA | 55 | 15653 |
| Arbonia AG | 2518 | 18265 |
| Aryzta AG (A) | 1033 | 106745 |
| Ascom Holding AG | 2021 | 9161 |
| Autoneum Holding AG | 103 | 18173 |
| Avolta AG (A) | 3679 | 197308 |
| Baloise Holding AG | 1128 | 267700 |
| Banque Cantonale de Geneve, Bearer Shares | 75 | 22071 |
| Banque Cantonale Vaudoise | 1126 | 130455 |
| Basilea Pharmaceutica AG (A) | 478 | 26301 |
| Belimo Holding AG | 428 | 414096 |
| Bell Food Group AG | 89 | 28387 |
| Berner Kantonalbank AG | 380 | 115208 |
| BKW AG | 787 | 166071 |
| Bossard Holding AG, Class A | 252 | 58639 |
| Bucher Industries AG | 280 | 135012 |
| Burckhardt Compression Holding AG | 150 | 111144 |
| Burkhalter Holding AG | 304 | 47253 |
| Bystronic AG | 71 | 29747 |
| Calida Holding AG | 100 | 2073 |
| Carlo Gavazzi Holding AG | 56 | 14013 |
| Cavotec SA (A) | 7155 | 14099 |
| Cembra Money Bank AG | 1269 | 156046 |
| Cham Swiss Properties AG | 598 | 16571 |
| Cicor Technologies, Ltd. (A) | 107 | 16251 |
| Cie Financiere Tradition SA, Bearer Shares | 319 | 86550 |
| Clariant AG (A) | 9474 | 106846 |
| Coltene Holding AG (A) | 87 | 7062 |
| CPH Group AG | 331 | 27850 |
| Daetwyler Holding AG, Bearer Shares | 307 | 44096 |

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50 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Switzerland (continued)** |  |  |
| DKSH Holding AG | 1548 | $120888 |
| DocMorris AG (A)(C) | 1532 | 15796 |
| dormakaba Holding AG | 138 | 122885 |
| EFG International AG (A) | 4072 | 72556 |
| Emmi AG | 94 | 95518 |
| Feintool International Holding AG (A)(C) | 613 | 8939 |
| Fenix Outdoor International AG | 352 | 21116 |
| Flughafen Zurich AG | 828 | 229750 |
| Forbo Holding AG | 43 | 44163 |
| Fundamenta Real Estate AG (A) | 2297 | 50391 |
| Galenica AG (D) | 2095 | 216991 |
| GAM Holding AG (A) | 32436 | 3926 |
| Georg Fischer AG | 3392 | 271444 |
| Glarner Kantonalbank | 403 | 10575 |
| Gurit Holding AG, Bearer Shares (A) | 349 | 7855 |
| Helvetia Holding AG | 1168 | 276862 |
| Hiag Immobilien Holding AG | 224 | 27620 |
| Huber + Suhner AG | 585 | 56619 |
| Hypothekarbank Lenzburg AG | 8 | 39306 |
| Implenia AG | 518 | 30491 |
| Inficon Holding AG | 770 | 90476 |
| International Workplace Group PLC | 35152 | 91348 |
| Interroll Holding AG | 31 | 75110 |
| Intershop Holding AG | 260 | 44018 |
| Investis Holding SA | 126 | 18752 |
| Jungfraubahn Holding AG | 203 | 48701 |
| Kardex Holding AG | 289 | 85785 |
| Komax Holding AG (A) | 156 | 21476 |
| Kongsberg Automotive ASA (A) | 53380 | 8447 |
| Kudelski SA, Bearer Shares (A) | 14739 | 20969 |
| Landis+Gyr Group AG (A) | 1010 | 63858 |
| LEM Holding SA | 25 | 22741 |
| Luzerner Kantonalbank AG | 769 | 63973 |
| Medacta Group SA (D) | 325 | 53396 |
| medmix AG (D) | 781 | 10062 |
| Metall Zug AG, B Shares | 10 | 12341 |
| Mikron Holding AG | 1356 | 27500 |
| Mobilezone Holding AG | 1807 | 25648 |
| Mobimo Holding AG | 327 | 126617 |
| Montana Aerospace AG (A)(D) | 545 | 12172 |
| Novavest Real Estate AG (A) | 391 | 18060 |
| OC Oerlikon Corp. AG | 9205 | 42495 |
| Orell Fuessli AG | 123 | 14264 |
| Phoenix Mecano AG | 26 | 14366 |
| Plazza AG, Class A | 106 | 49313 |
| PSP Swiss Property AG | 1919 | 337764 |
| Relief Therapeutics Holding AG (A) | 1591 | 4586 |
| Rieter Holding AG | 134 | 12493 |
| Schweiter Technologies AG | 42 | 20143 |
| SFS Group AG | 771 | 109341 |
| Siegfried Holding AG (A) | 1710 | 200973 |
| SIG Group AG (A) | 12877 | 263298 |
| SKAN Group AG | 584 | 50965 |
| Softwareone Holding AG | 4748 | 43558 |
| St. Galler Kantonalbank AG | 115 | 67692 |
| Stadler Rail AG | 2422 | 61628 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 51

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Switzerland (continued)** |  |  |
| Sulzer AG | 795 | $149983 |
| Swiss Prime Site AG | 1038 | 147617 |
| Swissquote Group Holding SA | 455 | 272771 |
| Tecan Group AG | 523 | 104289 |
| Temenos AG | 2410 | 179190 |
| The Swatch Group AG | 131 | 4526 |
| The Swatch Group AG, Bearer Shares | 400 | 67483 |
| TX Group AG | 121 | 30215 |
| u-blox Holding AG (A) | 324 | 36174 |
| Valiant Holding AG | 639 | 93904 |
| Varia US Properties AG | 525 | 11522 |
| Vaudoise Assurances Holding SA | 39 | 29126 |
| Vetropack Holding AG | 490 | 19278 |
| Vontobel Holding AG | 1173 | 88196 |
| VZ Holding AG | 753 | 159999 |
| V-ZUG Holding AG | 123 | 11090 |
| Walliser Kantonalbank | 548 | 85928 |
| Ypsomed Holding AG | 188 | 92998 |
| Zehnder Group AG | 328 | 25371 |
| Zueblin Immobilien Holding AG (A) | 198 | 8944 |
| Zug Estates Holding AG, B Shares | 43 | 113346 |
| Zuger Kantonalbank AG, Bearer Shares | 20 | 210001 |
| **Taiwan 0.0%** |  | **16898** |
| FIT Hon Teng, Ltd. (A)(C)(D) | 65000 | 16898 |
| **United Arab Emirates 0.0%** |  | **14654** |
| Gulf Marine Services PLC (A) | 34829 | 9308 |
| Shelf Drilling, Ltd. (A)(D) | 7922 | 5346 |
| **United Kingdom 10.7%** |  | **13196980** |
| 4imprint Group PLC | 1250 | 60066 |
| A.G. Barr PLC | 5139 | 48047 |
| Aberdeen Group PLC | 78175 | 182955 |
| Accesso Technology Group PLC (A) | 2271 | 15488 |
| Advanced Medical Solutions Group PLC | 9898 | 26406 |
| AJ Bell PLC | 14749 | 97575 |
| Alfa Financial Software Holdings PLC (D) | 6495 | 20857 |
| Allfunds Group PLC | 5800 | 36418 |
| Anglo-Eastern Plantations PLC (B) | 1474 | 15054 |
| AO World PLC (A) | 15948 | 21682 |
| Ashmore Group PLC | 20914 | 43606 |
| Ashtead Technology Holdings PLC | 3578 | 20495 |
| Aston Martin Lagonda Global Holdings PLC (A)(C)(D) | 11597 | 13171 |
| Auction Technology Group PLC (A) | 4548 | 27902 |
| Avon Technologies PLC | 2184 | 51664 |
| B&M European Value Retail SA | 6401 | 29534 |
| Babcock International Group PLC | 11415 | 144467 |
| Bakkavor Group PLC (D) | 11928 | 33580 |
| Balfour Beatty PLC | 23567 | 158745 |
| Beazley PLC | 9235 | 117682 |
| Begbies Traynor Group PLC | 17854 | 23427 |
| Bellway PLC | 5029 | 183775 |
| Benchmark Holdings PLC (A) | 779 | 252 |
| Bloomsbury Publishing PLC | 3726 | 26177 |
| Bodycote PLC | 7802 | 59453 |
| Boohoo Group PLC (A)(C) | 38367 | 12430 |
| BRAEMAR PLC | 5902 | 19023 |

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52 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Breedon Group PLC | 12446 | $76411 |
| Bridgepoint Group PLC (D) | 11010 | 42950 |
| Brooks Macdonald Group PLC | 548 | 11629 |
| Burberry Group PLC | 15024 | 210177 |
| Bytes Technology Group PLC | 10689 | 76060 |
| Camellia PLC (A) | 237 | 16859 |
| Capricorn Energy PLC (A) | 20521 | 71500 |
| Card Factory PLC | 13902 | 17858 |
| Carillion PLC (A)(B) | 114263 | 14764 |
| Carr's Group PLC | 6956 | 14124 |
| Castings PLC | 5053 | 18397 |
| Central Asia Metals PLC | 10225 | 22447 |
| Chesnara PLC | 7220 | 27452 |
| City of London Investment Group PLC | 2827 | 13169 |
| Clarkson PLC | 1375 | 61787 |
| Close Brothers Group PLC (A) | 6162 | 27685 |
| CMC Markets PLC (D) | 5177 | 19587 |
| Coats Group PLC | 71718 | 76252 |
| Cohort PLC | 1843 | 36676 |
| Computacenter PLC | 3154 | 110659 |
| Costain Group PLC | 10480 | 17499 |
| Cranswick PLC | 2397 | 171900 |
| Crest Nicholson Holdings PLC | 12489 | 30774 |
| Croda International PLC | 1902 | 78724 |
| Currys PLC (A) | 41807 | 68602 |
| CVS Group PLC | 3399 | 56942 |
| De La Rue PLC (A) | 9975 | 17284 |
| DFS Furniture PLC (A) | 12106 | 26668 |
| Dialight PLC (A)(C) | 8443 | 12095 |
| Direct Line Insurance Group PLC | 12282 | 49394 |
| DiscoverIE Group PLC | 2337 | 20011 |
| Domino's Pizza Group PLC | 15109 | 53139 |
| dotdigital Group PLC | 13959 | 15667 |
| Dowlais Group PLC | 36823 | 32988 |
| Dr. Martens PLC | 29266 | 23504 |
| Drax Group PLC | 15410 | 137712 |
| Dunelm Group PLC | 6263 | 100512 |
| EKF Diagnostics Holdings PLC (A) | 106847 | 36001 |
| Elementis PLC | 25515 | 49054 |
| Endeavour Mining PLC | 8667 | 265691 |
| Energean PLC | 7309 | 90516 |
| EnQuest PLC | 74284 | 11790 |
| Entain PLC | 17725 | 179715 |
| Epwin Group PLC | 19976 | 26645 |
| Essentra PLC | 10618 | 13805 |
| FD Technologies PLC (A) | 549 | 17906 |
| FDM Group Holdings PLC | 3584 | 10975 |
| Firstgroup PLC | 26434 | 67723 |
| Foresight Group Holdings, Ltd. | 3154 | 16192 |
| Forterra PLC (D) | 8108 | 21575 |
| Foxtons Group PLC | 13631 | 11670 |
| Frasers Group PLC (A) | 5113 | 50615 |
| Fuller Smith & Turner PLC, Class A | 975 | 8280 |
| Funding Circle Holdings PLC (A)(D) | 10617 | 15403 |
| Future PLC | 4520 | 40869 |
| Galliford Try Holdings PLC | 5230 | 28937 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 53

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Games Workshop Group PLC | 438 | $90497 |
| Gamma Communications PLC | 3941 | 62997 |
| GB Group PLC | 11014 | 40775 |
| Genel Energy PLC (A) | 9423 | 6736 |
| Genuit Group PLC | 10526 | 57147 |
| Gooch & Housego PLC | 2166 | 15445 |
| Goodwin PLC | 165 | 15367 |
| Grainger PLC | 32442 | 97326 |
| Greggs PLC | 4671 | 129988 |
| Gulf Keystone Petroleum, Ltd. | 9193 | 19685 |
| H&T Group PLC | 2445 | 20932 |
| Halfords Group PLC | 10065 | 22736 |
| Harbour Energy PLC | 25299 | 60697 |
| Hargreaves Services PLC | 890 | 8144 |
| Harworth Group PLC | 4316 | 9711 |
| Hays PLC | 72983 | 70851 |
| Headlam Group PLC (A) | 20453 | 25610 |
| Helical PLC | 6731 | 20245 |
| Helios Towers PLC (A) | 34536 | 55870 |
| Henry Boot PLC (C) | 13322 | 38302 |
| Hikma Pharmaceuticals PLC | 1062 | 30655 |
| Hill & Smith PLC | 3537 | 88125 |
| Hilton Food Group PLC | 3520 | 41213 |
| Hollywood Bowl Group PLC | 7763 | 27757 |
| Howden Joinery Group PLC | 24518 | 284517 |
| Hunting PLC | 6431 | 22298 |
| Ibstock PLC (D) | 18715 | 49377 |
| IDOX PLC (C) | 34314 | 26009 |
| IG Group Holdings PLC | 17435 | 263735 |
| IMI PLC | 3710 | 99526 |
| Impax Asset Management Group PLC | 2813 | 6991 |
| Inchcape PLC | 15867 | 145788 |
| Indivior PLC (A) | 4344 | 55447 |
| IntegraFin Holdings PLC | 12593 | 53960 |
| International Personal Finance PLC | 8675 | 18914 |
| iomart Group PLC | 13695 | 5320 |
| IP Group PLC (A) | 41776 | 25212 |
| IQE PLC (A) | 33970 | 5148 |
| ITV PLC | 149291 | 157275 |
| J.D. Wetherspoon PLC | 3989 | 39406 |
| James Fisher & Sons PLC (A) | 4768 | 20302 |
| James Halstead PLC (C) | 19317 | 41210 |
| JD Sports Fashion PLC | 115124 | 130566 |
| John Wood Group PLC (A)(B) | 30591 | 7600 |
| Johnson Matthey PLC | 6761 | 156848 |
| Johnson Service Group PLC | 17076 | 34152 |
| Jupiter Fund Management PLC | 22535 | 27656 |
| Just Group PLC | 44998 | 90837 |
| Kainos Group PLC | 4339 | 42780 |
| Keller Group PLC | 3109 | 64343 |
| Kier Group PLC | 19203 | 43766 |
| Kingfisher PLC | 1575 | 5896 |
| Kitwave Group PLC | 3781 | 16052 |
| Knights Group Holdings PLC | 2146 | 4439 |
| Lancashire Holdings, Ltd. | 10293 | 84103 |
| Lion Finance Group PLC | 1562 | 140611 |

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54 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Liontrust Asset Management PLC | 2874 | $14625 |
| LSL Property Services PLC | 3539 | 12869 |
| Luceco PLC (D) | 3832 | 7512 |
| M&G PLC | 45532 | 145468 |
| Macfarlane Group PLC | 6454 | 10171 |
| Man Group PLC | 53020 | 125295 |
| Marshalls PLC | 10086 | 37983 |
| Marston's PLC (A) | 27517 | 15501 |
| McBride PLC (A) | 7296 | 14704 |
| ME Group International PLC | 9442 | 27237 |
| Mears Group PLC | 3889 | 21871 |
| Metro Bank Holdings PLC (A) | 15668 | 24519 |
| Midwich Group PLC | 3611 | 9982 |
| Mitchells & Butlers PLC (A) | 11787 | 45409 |
| Mitie Group PLC | 57209 | 120592 |
| MJ Gleeson PLC | 4107 | 28782 |
| Mobico Group PLC (A) | 18059 | 7293 |
| Mondi PLC | 1849 | 30076 |
| MONY Group PLC | 23893 | 67218 |
| Moonpig Group PLC | 15064 | 50600 |
| Morgan Advanced Materials PLC | 11683 | 33386 |
| Morgan Sindall Group PLC | 2115 | 110451 |
| Mortgage Advice Bureau Holdings, Ltd. | 2499 | 27421 |
| MP Evans Group PLC | 1743 | 24563 |
| NCC Group PLC | 14323 | 30303 |
| Next 15 Group PLC | 3082 | 11404 |
| Ninety One PLC | 13605 | 29443 |
| Norcros PLC | 5040 | 17588 |
| Ocado Group PLC (A) | 23927 | 84932 |
| On the Beach Group PLC (D) | 5789 | 20437 |
| OSB Group PLC | 16274 | 107366 |
| Oxford Instruments PLC | 2546 | 61522 |
| Pagegroup PLC | 15250 | 55597 |
| Paragon Banking Group PLC | 8897 | 108392 |
| PayPoint PLC | 3018 | 28936 |
| Pennon Group PLC | 21246 | 146328 |
| Persimmon PLC | 13549 | 243555 |
| Pets at Home Group PLC | 19069 | 68492 |
| Phoenix Spree Deutschland, Ltd. (A) | 5180 | 11598 |
| Pinewood Technologies Group PLC (A) | 3194 | 16812 |
| Polar Capital Holdings PLC | 3722 | 21207 |
| Porvair PLC | 1658 | 18221 |
| Premier Foods PLC | 27084 | 76045 |
| PZ Cussons PLC | 11964 | 14111 |
| QinetiQ Group PLC | 22420 | 150819 |
| Quilter PLC (D) | 61256 | 121826 |
| Rathbones Group PLC | 2219 | 49329 |
| Reach PLC | 10947 | 11187 |
| Record PLC | 16553 | 12309 |
| Renew Holdings PLC | 3654 | 40509 |
| Robert Walters PLC | 5643 | 15764 |
| Rotork PLC | 37920 | 160829 |
| RS GROUP PLC | 21157 | 162552 |
| RWS Holdings PLC | 12808 | 13766 |
| S&U PLC | 1096 | 22452 |
| S4 Capital PLC (A) | 20976 | 7950 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 55

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Sabre Insurance Group PLC (D) | 9079 | $16138 |
| Saga PLC (A) | 3996 | 7730 |
| Savannah Energy PLC (A) | 53424 | 4823 |
| Savills PLC | 5824 | 76500 |
| Schroders PLC | 3112 | 14922 |
| Senior PLC | 17352 | 39793 |
| Serco Group PLC | 44259 | 111384 |
| Serica Energy PLC | 11681 | 24148 |
| Severfield PLC | 47529 | 22125 |
| Smiths News PLC | 9272 | 7669 |
| Softcat PLC | 5453 | 131909 |
| Spectris PLC | 4378 | 118391 |
| Spirax Group PLC | 314 | 24229 |
| Spire Healthcare Group PLC (D) | 12537 | 32711 |
| SSP Group PLC | 37352 | 82093 |
| St. James's Place PLC | 1205 | 18108 |
| SThree PLC | 5482 | 17407 |
| Studio Retail Group PLC (A)(B) | 18987 | 29419 |
| STV Group PLC | 8849 | 21147 |
| Synthomer PLC (A) | 3829 | 5387 |
| Tate & Lyle PLC | 17173 | 128155 |
| Tatton Asset Management PLC | 3627 | 30190 |
| Taylor Wimpey PLC | 151624 | 244431 |
| Telecom Plus PLC | 3151 | 85451 |
| The Berkeley Group Holdings PLC | 3838 | 217692 |
| The Gym Group PLC (A)(D) | 7912 | 15374 |
| The Vitec Group PLC (A) | 13182 | 13334 |
| THG PLC (A)(C) | 27250 | 8923 |
| Topps Tiles PLC | 56721 | 30489 |
| TORM PLC, Class A (C) | 2357 | 39442 |
| TP ICAP Group PLC | 32771 | 115830 |
| Trainline PLC (A)(D) | 19827 | 72272 |
| Travis Perkins PLC | 8824 | 75710 |
| Treatt PLC | 2029 | 7597 |
| Tribal Group PLC | 40 | 21 |
| Trifast PLC | 32847 | 30232 |
| TT Electronics PLC | 8959 | 11182 |
| Tullow Oil PLC (A)(C) | 43694 | 8342 |
| Vertu Motors PLC | 12077 | 10584 |
| Vesuvius PLC | 8365 | 40645 |
| Victorian Plumbing Group PLC | 4789 | 4903 |
| Victrex PLC | 3938 | 41704 |
| Vistry Group PLC (A) | 13697 | 116201 |
| Volex PLC (C) | 6570 | 25562 |
| Volution Group PLC | 9181 | 75397 |
| Vp PLC (C) | 1535 | 12206 |
| Watches of Switzerland Group PLC (A)(D) | 10192 | 58937 |
| WH Smith PLC | 5898 | 83219 |
| Whitbread PLC | 1213 | 47389 |
| Wickes Group PLC | 12514 | 37223 |
| Wilmington PLC | 5798 | 28402 |
| Xaar PLC (A) | 18133 | 30472 |
| XPS Pensions Group PLC | 9273 | 49606 |
| Young & Co's Brewery PLC | 1012 | 8796 |
| Young & Co's Brewery PLC, Class A | 1340 | 17548 |
| Zigup PLC | 9533 | 44682 |

---

56 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Zotefoams PLC | 1904 | $7649 |
| **United States 0.6%** |  | **768155** |
| Aura Minerals, Inc. | 1333 | 30286 |
| Brookfield Infrastructure Corp., Class A | 3948 | 156355 |
| Burford Capital, Ltd. | 8896 | 114377 |
| Diversified Energy Company PLC | 3010 | 42458 |
| Energy Fuels, Inc. (A)(C) | 9493 | 46484 |
| International Paper Company (C) | 1837 | 87652 |
| PureTech Health PLC (A) | 8232 | 15128 |
| PureTech Health PLC, ADR (A) | 179 | 3292 |
| Reliance Worldwide Corp., Ltd. | 36143 | 102721 |
| Samsonite Group SA (D) | 29400 | 55252 |
| SSR Mining, Inc. (A) | 9640 | 114147 |
| VAALCO Energy, Inc. | 1 | 3 |
| **Preferred securities 0.3%** |  | **$395860** |
| (Cost $250,184) |  |  |
| **Germany 0.3%** |  | **395860** |
| Draegerwerk AG & Company KGaA | 379 | 28881 |
| Einhell Germany AG | 534 | 47686 |
| FUCHS SE | 3106 | 156867 |
| Jungheinrich AG | 2220 | 89131 |
| Sixt SE | 821 | 56023 |
| STO SE & Company KGaA | 131 | 17272 |
| **Rights 0.0%** |  | **$6835** |
| (Cost $6,421) |  |  |
| Aperam SA (Expiration Date: 6-13-25) (A)(E) | 1840 | 1045 |
| Intercell AG (A)(B)(E) | 8699 | 0 |
| Melco International Development, Ltd. (Expiration Date: 6-10-25; Strike Price: HKD 1.03) (A) | 8000 | 2336 |
| Ridley Corp., Ltd. (Expiration Date: 6-2-25; Strike Price: AUD 2.12) (A) | 1744 | 652 |
| TAG Immobilien AG (Expiration Date: 6-3-25) (A)(E) | 8812 | 2802 |
| **Warrants 0.0%** |  | **$5161** |
| (Cost $0) |  |  |
| APAC Resources, Ltd. (Expiration Date: 12-15-27; Strike Price: HKD 1.00) (A) | 48436 | 988 |
| CSI Properties, Ltd. (Expiration Date: 4-7-27; Strike Price: HKD 0.22) (A) | 53316 | 109 |
| Webuild SpA (Expiration Date: 8-2-30) (A)(E) | 5704 | 4064 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Yield (%)** | **Shares** | **Value** |
| **Short-term investments 3.2%** |  |  | **$3963701** |
| (Cost $3,961,737) |  |  |  |
| **Short-term funds 3.2%** |  |  | **3963701** |
| John Hancock Collateral Trust (F) | 4.2439(G) | 396267 | 3963701 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $91,912,956) 99.7%** | **$123059523** |
| **Other assets and liabilities, net 0.3%** | **313563** |
| **Total net assets 100.0%** | **$123373086** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| **Currency Abbreviations** | **Currency Abbreviations** |
| AUD | Australian Dollar |
| HKD | Hong Kong Dollar |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| NYRS | New York Registry Shares |
| (A) | Non-income producing security. |
| (B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (C) | All or a portion of this security is on loan as of 5-31-25. The value of securities on loan amounted to $3,676,886. |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 57

------

(D) This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from
registration.

(E) Strike price and/or expiration date not available.

(F) Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending.

(G) The rate shown is the annualized seven-day yield as of 5-31-25.

The fund had the following sector composition as a percentage of net assets on 5-31-25:

---

| | |
|:---|:---|
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;23.6% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;13.7% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;12.8% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;12.1% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;8.1% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;5.4% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;5.3% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.4% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;4.0% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;3.7% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;3.4% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;3.5% |
| **TOTAL** | **100.0%** |

---

58 JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| Mini MSCI EAFE Index Futures | &nbsp;&nbsp;11 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2025 | &nbsp;&nbsp;$1390099 | &nbsp;&nbsp;$1432145 | &nbsp;&nbsp;&nbsp;$42046 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$42046** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND \| QUARTERLY REPORT 59

------

Notes to Fund's investments (unaudited)

**Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Valuation Policies and Procedures of the Advisor, John Hancock Investment Management LLC, the fund's valuation designee.**

In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

In certain instances, the Pricing Committee of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.

The fund uses a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor's assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the fund's investments as of May 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| **Common stocks** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia | **$7472059** | $125307 | $7283171 | $63581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2015344** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2001419** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2001419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**268531** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cambodia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19185** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13055744** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13008379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6369** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2911447** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3433018** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6347332** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6347332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**152109** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6857396** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6857396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9992** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greenland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27366** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1813253** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**678135** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Isle of Man | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**47897** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1553242** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4827719** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4827719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27583618** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27583618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| 60 | \| |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 5-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **(continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liechtenstein | **$64857** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $64857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**574789** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macau | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**37767** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7815** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Monaco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11689** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mongolia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16428** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2901678** | $286504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**565927** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**871234** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**59403** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**164504** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**585021** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1746412** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686817 | $35626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**255479** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3062098** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3732382** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8952621** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8952621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16898** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14654** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13196980** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12864452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**768155** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **395860** |  | 395860 |  |
| **Rights** | **6835** | 2336 | 4499 |  |
| **Warrants** | **5161** | 1097 | 4064 |  |
| **Short-term investments** | **3963701** | 3963701 |  |  |
| **Total investments in securities** | **$123059523** | **$18149112** | **$104724134** | **$186277** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | **$42046** | $42046 |  |  |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

**Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 396267 | $30369086 | $41250912 | $(67665132) | $13103 | $(4268) | $181243 |  | $3963701 |

---

For additional information on the fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.

---

| | |
|:---|:---|
| \| | 61 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** International Small Company Fund

- **b. EDGAR series identifier (if any):** S000009779

- **c. LEI of Series:** 549300ZLPFS7PKE41N82

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $123833541.50

**Total Liabilities:** $433561.25

**Net Assets:** $123399980.25

**Cash Not Reported:** $2447427.82

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026876 | 0.48%                | 4.88%                | 5.75%                |
| Class ID C000128520 | 0.38%                | 4.88%                | 5.65%                |
| Class ID C000128521 | 0.38%                | 4.86%                | 5.54%                |
| Class ID C000128522 | 0.38%                | 4.98%                | 5.66%                |
| Class ID C000128528 | 0.38%                | 4.96%                | 5.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24595700.87             | $-20800403.03                              |
| Month 2  | $-1230270.68             | $6481608.44                                |
| Month 3  | $753603.14               | $5223346.83                                |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Major Drilling Group International Inc.                                          | MAJOR DRILLING GROUP INTERNATI COMMON STOCK             | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               | CORP              | CA        |      4136 | NS      | $24351.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mainstreet Equity Corp.                                                          | MAINSTREET EQUITY CORP COMMON STOCK                     | CUSIP: 560915100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       307 | NS      | $43561.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Servcorp Limited                                                                 | SERVCORP LTD COMMON STOCK                               | CUSIP: 619689904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4905 | NS      | $17967.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizen Watch Co. Ltd.                                                           | CITIZEN WATCH CO LTD COMMON STOCK                       | CUSIP: 619730005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $55087.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BML Inc.                                                                         | BML INC COMMON STOCK                                    | CUSIP: 619787906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $20799.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Catapult Group International Ltd                                                 | CATAPULT GROUP INTERNATIONAL L COMMON STOCK             | CUSIP: 619897903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10926 | NS      | $41184.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichibanya Co. Ltd.                                                               | ICHIBANYA CO LTD COMMON STOCK                           | CUSIP: 620786905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $23338.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First National Financial Corporation                                             | FIRST NATIONAL FINANCIAL CORP COMMON STOCK              | CUSIP: 33564P103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       854 | NS      | $24182.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohashi Technica Inc.                                                             | OHASHI TECHNICA INC COMMON STOCK                        | CUSIP: 620795906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8319.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omni Bridgeway Limited                                                           | OMNI BRIDGEWAY LTD COMMON STOCK                         | CUSIP: 620974907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14064 | NS      | $13871.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 5N Plus Inc.                                                                     | 5N PLUS INC COMMON STOCK                                | CUSIP: 33833X101<br>LEI: 5493005GU1NFX4YB2S73 | Long             | EC               | CORP              | CA        |      4569 | NS      | $26834.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV plc                                                                          | ITV PLC COMMON STOCK GBP.1                              | CUSIP: 339864902<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    149291 | NS      | $157275.44    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Pantoro Gold Limited                                                             | PANTORO GOLD LTD COMMON STOCK                           | CUSIP: 621028901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14911 | NS      | $32910.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Finbar Group Limited                                                             | FINBAR GROUP LTD COMMON STOCK                           | CUSIP: 633721907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     25564 | NS      | $11787.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp.                                                             | FORTUNA MINING CORP COMMON STOCK                        | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     14343 | NS      | $83924.87     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Papiers Fraser Inc                                                               | FRASER PAPERS INC COM                                   | CUSIP: 355521105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Soken Chemical and Engineering Co. Ltd.                                          | SOKEN CHEMICAL and ENGINEERING C COMMON STOCK           | CUSIP: 633891908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $10843.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Company Limited                                                    | FIRST PACIFIC CO LTD COMMON STOCK USD.01                | CUSIP: 633987003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     88000 | NS      | $60414.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freehold Royalties Ltd.                                                          | FREEHOLD ROYALTIES LTD COMMON STOCK                     | CUSIP: 356500108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6909 | NS      | $60614.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GDI Integrated Facility Services Inc.                                            | GDI INTEGRATED FACILITY SERVIC COMMON STOCK             | CUSIP: 361569205<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       700 | NS      | $15654.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flight Centre Travel Group Limited                                               | FLIGHT CENTRE TRAVEL GROUP LTD COMMON STOCK             | CUSIP: 635214901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9143 | NS      | $78331.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freund Corporation                                                               | FREUND CORP COMMON STOCK                                | CUSIP: 635233901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $9973.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galiano Gold Inc.                                                                | GALIANO GOLD INC COMMON STOCK                           | CUSIP: 36352H100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11706 | NS      | $15865.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamehost Inc.                                                                    | GAMEHOST INC COMMON STOCK                               | CUSIP: 36468B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1900 | NS      | $15713.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fullcast Holdings Co. Ltd.                                                       | FULLCAST HOLDINGS CO LTD COMMON STOCK                   | CUSIP: 635240906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $11196.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelligent Wave Inc.                                                            | INTELLIGENT WAVE INC COMMON STOCK                       | CUSIP: 635241904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $4689.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H.I.S. Co. Ltd.                                                                  | HIS CO LTD COMMON STOCK                                 | CUSIP: 640043907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $25756.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Neo Performance Materials Inc.                                                   | NEO PERFORMANCE MATERIALS INC COMMON STOCK              | CUSIP: 64046G106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1600 | NS      | $11017.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| en Japan Inc.                                                                    | EN JAPAN INC COMMON STOCK                               | CUSIP: 635275902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $17880.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMS Integration Limited                                                          | UMS INTEGRATION LTD COMMON STOCK                        | CUSIP: 635336902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     23512 | NS      | $21279.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANEST IWATA Corporation                                                          | ANEST IWATA CORP COMMON STOCK                           | CUSIP: 646814004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $14661.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Steel Co. Ltd.                                                             | OSAKA STEEL CO LTD COMMON STOCK                         | CUSIP: 666209903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $8749.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mani Inc.                                                                        | MANI INC COMMON STOCK                                   | CUSIP: 635417900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $43387.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrotec Holdings Corporation                                                    | FERROTEC HOLDINGS CORP COMMON STOCK                     | CUSIP: 635427909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $36623.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Orchard Limited                                                         | FAR EAST ORCHARD LTD COMMON STOCK                       | CUSIP: 666288907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     31431 | NS      | $24586.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OUE Limited                                                                      | OUE LTD COMMON STOCK                                    | CUSIP: 666382007<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     25900 | NS      | $19674.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukoku Co.Ltd.                                                                   | FUKOKU CO LTD COMMON STOCK                              | CUSIP: 635462906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6956.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elders Limited                                                                   | ELDERS LTD COMMON STOCK                                 | CUSIP: 635785009<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9102 | NS      | $36959.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OYO Corporation                                                                  | OYO CORP COMMON STOCK                                   | CUSIP: 666506001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $15653.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northland Power Inc.                                                             | NORTHLAND POWER INC COMMON STOCK                        | CUSIP: 666511100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12878 | NS      | $191994.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amotiv Limited                                                                   | AMOTIV LTD COMMON STOCK                                 | CUSIP: 635800006<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5947 | NS      | $30348.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gakken Holdings Co. Ltd.                                                         | GAKKEN HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 635973001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $8574.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PS Construction Co. Ltd.                                                         | PS CONSTRUCTION CO LTD COMMON STOCK                     | CUSIP: 666562004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $10996.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Industrial Co. Ltd.                                                      | PACIFIC INDUSTRIAL CO LTD COMMON STOCK                  | CUSIP: 666620000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $17247.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dyno Nobel Limited                                                               | DYNO NOBEL LTD COMMON STOCK                             | CUSIP: 667304901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     21317 | NS      | $36818.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gakkyusha Co.Ltd.                                                                | GAKKYUSHA CO LTD COMMON STOCK                           | CUSIP: 635977903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $17178.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Agricultural Company Limited                                          | AUSTRALIAN AGRICULTURAL CO LTD COMMON STOCK             | CUSIP: 638228908<br>LEI: 549300Y00F9KT5JNIE98 | Long             | EC               | CORP              | AU        |     24814 | NS      | $22076.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Eagle Holdings Limited                                                     | GREAT EAGLE HOLDINGS LTD COMMON STOCK HKD.5             | CUSIP: 638740902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      9874 | NS      | $17426.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elecom Co. Ltd.                                                                  | ELECOM CO LTD COMMON STOCK                              | CUSIP: 638852905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $24858.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GWA Group Limited                                                                | GWA GROUP LTD COMMON STOCK                              | CUSIP: 639294909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10637 | NS      | $15768.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gun Ei Chemical Industry Co. Ltd.                                                | GUN-EI CHEMICAL INDUSTRY CO LT COMMON STOCK             | CUSIP: 639798008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $16317.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunze Limited                                                                    | GUNZE LTD COMMON STOCK                                  | CUSIP: 639870005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $37497.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSI Creos Corporation                                                            | GSI CREOS CORP COMMON STOCK                             | CUSIP: 639875004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7206.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hsin Chong Group Holdings Limited                                                | HSIN CHONG GROUP HOLDINGS LTD COMMON STOCK HKD.1        | CUSIP: 640013009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    736000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Takeuchi Mfg.Co. Ltd.                                                            | TAKEUCHI MANUFACTURING CO LTD COMMON STOCK              | CUSIP: 656503901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $51561.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenpos Holdings Co.Ltd.                                                          | TENPOS HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 656569902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $11850.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micronics Japan Co.Ltd.                                                          | MICRONICS JAPAN CO LTD COMMON STOCK                     | CUSIP: 656730900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $37566.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amiyaki Tei Co. Ltd.                                                             | AMIYAKI TEI CO LTD COMMON STOCK                         | CUSIP: 656756905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $7096.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North American Construction Group Ltd.                                           | NORTH AMERICAN CONSTRUCTION GR COMMON STOCK             | CUSIP: 656811106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1337 | NS      | $22992.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTF Services Limited                                                             | CTF SERVICES LTD COMMON STOCK HKD1.0                    | CUSIP: 656835907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     36000 | NS      | $33353.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marudai Food Co. Ltd.                                                            | MARUDAI FOOD CO LTD COMMON STOCK                        | CUSIP: 656944006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $12653.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruichi Steel Tube Ltd.                                                         | MARUICHI STEEL TUBE LTD COMMON STOCK                    | CUSIP: 656950003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $72067.23     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co. Ltd.                                                      | MARUZEN SHOWA UNYU CO LTD COMMON STOCK                  | CUSIP: 656962008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $21982.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marusan Securities Co. Ltd.                                                      | MARUSAN SECURITIES CO LTD COMMON STOCK                  | CUSIP: 656965001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1961 | NS      | $11969.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosei Corporation                                                                | TOSEI CORP COMMON STOCK                                 | CUSIP: 673582904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $26283.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Ethical Investment Limited                                            | AUSTRALIAN ETHICAL INVESTMENT COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4974 | NS      | $18902.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEX LNG Ltd                                                                     | FLEX LNG LTD COMMON STOCK USD.1                         | CUSIP: BYSYR9903<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      1364 | NS      | $32473.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coor Service Management Holding AB                                               | COOR SERVICE MANAGEMENT HOLDIN COMMON STOCK SEK1.0      | CUSIP: BYZG7C909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      4969 | NS      | $20185.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                                                   | SCANDINAVIAN TOBACCO GROUP A/S COMMON STOCK DKK1.0      | CUSIP: BYZGMM900<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      1792 | NS      | $23214.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakamoto Packs Co.Ltd.                                                           | NAKAMOTO PACKS CO LTD COMMON STOCK                      | CUSIP: BYZGMS907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9598.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Future plc                                                                       | FUTURE PLC COMMON STOCK GBP.15                          | CUSIP: BYZN90908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4520 | NS      | $40868.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamic Network Co.LTD                                                           | KANAMIC NETWORK CO LTD COMMON STOCK                     | CUSIP: BYZVVN905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $3713.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                                       | DEMANT A/S COMMON STOCK DKK.2                           | CUSIP: BZ01RF908<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      3920 | NS      | $153953.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nilfisk Holding A/S                                                              | NILFISK HOLDING A/S COMMON STOCK DKK20.0                | CUSIP: BZ01ZR903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       715 | NS      | $10025.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italmobiliare S.P.A.                                                             | ITALMOBILIARE SPA COMMON STOCK                          | CUSIP: BZ05RT909<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       604 | NS      | $18308.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                                                                     | EUROPRIS ASA COMMON STOCK NOK1.0                        | CUSIP: BZ0769902<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      6558 | NS      | $51066.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimak Group AB                                                                  | ALIMAK GROUP AB COMMON STOCK SEK.02                     | CUSIP: BZ0Y0T905<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      3000 | NS      | $43621.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atalaya Mining Copper SA                                                         | ATALAYA MINING COPPER SA COMMON STOCK GBP.075           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |      4379 | NS      | $25776.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Equasens                                                                         | EQUASENS COMMON STOCK EUR.2                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       198 | NS      | $11135.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midwich Group PLC                                                                | MIDWICH GROUP PLC COMMON STOCK GBP.01                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3611 | NS      | $9982.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                                               | TBC BANK GROUP PLC COMMON STOCK GBP.01                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GE        |      1933 | NS      | $116422.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Harworth Group plc                                                               | HARWORTH GROUP PLC COMMON STOCK GBP.1                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4316 | NS      | $9710.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Afcon Holdings Ltd.                                                              | AFCON HOLDINGS LTD COMMON STOCK ILS1.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       208 | NS      | $9483.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Gunma Bank Ltd.                                                              | GUNMA BANK LTD/THE COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $24841.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Care Supply Co. Ltd.                                                      | NIPPON CARE SUPPLY CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $9709.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana AB                                                                        | HUMANA AB COMMON STOCK SEK.022                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2096 | NS      | $7826.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volati AB                                                                        | VOLATI AB COMMON STOCK SEK.125                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1317 | NS      | $16754.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Munters Group AB                                                                 | MUNTERS GROUP AB COMMON STOCK SEK.03                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1360 | NS      | $18140.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fu Yu Corporation Limited                                                        | FU YU CORP LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    142200 | NS      | $10707.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADEUS FIRE AG                                                                  | AMADEUS FIRE AG COMMON STOCK                            | CUSIP: 562366906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       275 | NS      | $23330.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Mandalay Resources Corporation                                                   | MANDALAY RESOURCES CORP COMMON STOCK                    | CUSIP: 562568402<br>LEI: 549300NNKLN6ALO51Z90 | Long             | EC               | CORP              | CA        |      2900 | NS      | $10481.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bure Equity AB                                                                   | BURE EQUITY AB COMMON STOCK SEK6.6                      | CUSIP: 415265909<br>LEI: 5493000EHCBQ7QQBGX32 | Long             | EC               | CORP              | SE        |      1017 | NS      | $30623.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bang and Olufsen A/S                                                             | BANG and OLUFSEN A/S COMMON STOCK DKK5.0                | CUSIP: 416129906<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      4842 | NS      | $9651.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Anonyme des Bains de Mer et du Cercle des Etrangers a Monaco             | SOCIETE DES BAINS DE MER ET DU COMMON STOCK EUR1.0      | CUSIP: 418470001<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |       101 | NS      | $11688.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sopra Steria Group                                                               | SOPRA STERIA GROUP COMMON STOCK EUR1.0                  | CUSIP: 563361906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       686 | NS      | $147904.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitok Energy Inc.                                                              | MANITOK ENERGY INC COMMON STOCK                         | CUSIP: 563499102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       167 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Headwater Exploration Inc                                                        | HEADWATER EXPLORATION INC COMMON STOCK                  | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |     11968 | NS      | $54417.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Lotus Bakeries NV                                                                | LOTUS BAKERIES NV COMMON STOCK                          | CUSIP: 422499004<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |        17 | NS      | $176042.13    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                                  | THYSSENKRUPP AG COMMON STOCK                            | CUSIP: 563692904<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |     24064 | NS      | $234342.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan SA                                                                      | VISCOFAN SA COMMON STOCK EUR.7                          | CUSIP: 563828904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1641 | NS      | $118147.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlo Gavazzi Holding AG                                                         | CARLO GAVAZZI HOLDING AG COMMON STOCK CHF15.0           | CUSIP: 423830900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        56 | NS      | $14013.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli and C. Officine Meccaniche S.p.A.                                        | DANIELI and C OFFICINE MECCANICH COMMON STOCK EUR1.0    | CUSIP: 425335007<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       467 | NS      | $19057.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Basler Aktiengesellschaft                                                        | BASLER AG COMMON STOCK                                  | CUSIP: 564458909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2842 | NS      | $29798.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Maple Leaf Foods Inc.                                                            | MAPLE LEAF FOODS INC COMMON STOCK                       | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |      4273 | NS      | $84908.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtran Networks SE                                                               | ADTRAN NETWORKS SE COMMON STOCK                         | CUSIP: 565348901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       973 | NS      | $22762.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                                           | TUI AG COMMON STOCK                                     | CUSIP: 566629903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     17808 | NS      | $148912.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimaca Copper Corp.                                                            | MARIMACA COPPER CORP COMMON STOCK                       | CUSIP: 56783M106<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |      1900 | NS      | $6368.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Berner Kantonalbank AG                                                           | BERNER KANTONALBANK AG COMMON STOCK CHF20.0             | CUSIP: 567954904<br>LEI: 4T0J6O251JXNEB0VEZ08 | Long             | EC               | CORP              | CH        |       380 | NS      | $115207.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CA Immobilien Anlagen Aktiengesellschaft                                         | CA IMMOBILIEN ANLAGEN AG COMMON STOCK                   | CUSIP: 568104905<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1659 | NS      | $45571.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agfa-Gevaert N.V.                                                                | AGFA-GEVAERT NV COMMON STOCK                            | CUSIP: 568905905<br>LEI: 549300IHBDUTUNQJJB79 | Long             | EC               | CORP              | BE        |     10426 | NS      | $11175.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Future Corporation                                                               | FUTURE CORP COMMON STOCK                                | CUSIP: 622158905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $31282.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Gosei Co.Ltd.                                                               | TOYO GOSEI CO LTD COMMON STOCK                          | CUSIP: 622185908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $9614.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNeVision Holdings Ltd.                                                         | SUNEVISION HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: 622221901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     25000 | NS      | $21387.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CTI Engineering Co.Ltd.                                                          | CTI ENGINEERING CO LTD COMMON STOCK                     | CUSIP: 622237907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $17795.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Doshisha Co. Ltd.                                                                | DOSHISHA CO LTD COMMON STOCK                            | CUSIP: 623599909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $14330.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Food Empire Holdings Limited                                                     | FOOD EMPIRE HOLDINGS LTD COMMON STOCK                   | CUSIP: 624154902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      8900 | NS      | $11988.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonix Limited                                                                  | NOVONIX LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     24628 | NS      | $6660.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kaufman and Broad SA                                                             | KAUFMAN and BROAD SA COMMON STOCK EUR.26                | CUSIP: B138HB905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       641 | NS      | $24402.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Demae-Can Co. Ltd                                                                | DEMAE-CAN CO LTD COMMON STOCK                           | CUSIP: B13V38906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $6986.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zumtobel Group AG                                                                | ZUMTOBEL GROUP AG COMMON STOCK                          | CUSIP: B13WZ2902<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4462 | NS      | $24599.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon S.p.A.                                                                  | AMPLIFON SPA COMMON STOCK EUR.02                        | CUSIP: B14NJ7908<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |      5720 | NS      | $131483.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CMC Markets plc                                                                  | CMC MARKETS PLC COMMON STOCK GBP.25                     | CUSIP: B14SKR901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5177 | NS      | $19586.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings Limited                                                             | CSC HOLDINGS LTD/HK COMMON STOCK                        | CUSIP: B14VKP908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   4597500 | NS      | $12264.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Modern Times Group MTG AB                                                        | MODERN TIMES GROUP MTG AB COMMON STOCK SEK5.0           | CUSIP: B151P4905<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |      3783 | NS      | $42607.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Viva Energy Group Limited                                                        | VIVA ENERGY GROUP LTD COMMON STOCK                      | CUSIP: BYQM3N906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     52585 | NS      | $63389.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat plc                                                                      | SOFTCAT PLC COMMON STOCK GBP.0005                       | CUSIP: BYZDVK901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5453 | NS      | $131908.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CPH Group AG                                                                     | CPH GROUP AG COMMON STOCK CHF2.0                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       331 | NS      | $27850.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ProCredit Holding AG                                                             | PROCREDIT HOLDING AG COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       813 | NS      | $9698.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimekko Oyj                                                                    | MARIMEKKO OYJ COMMON STOCK EUR1.0                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      1190 | NS      | $18083.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gofore Oyj                                                                       | GOFORE OYJ COMMON STOCK NPV                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |       549 | NS      | $11507.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QualiTau Ltd.                                                                    | QUALITAU LTD COMMON STOCK ILS1.0                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       131 | NS      | $10994.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsero S.p.A                                                                     | ORSERO SPA COMMON STOCK NPV                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       433 | NS      | $6930.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG and Co. KGaA                                                      | DRAEGERWERK AG and CO KGAA COMMON STOCK                 | CUSIP: 428031900<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EC               | CORP              | DE        |       595 | NS      | $37305.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanders AB (publ)                                                               | ELANDERS AB COMMON STOCK SEK10.0                        | CUSIP: 429473903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1839 | NS      | $12050.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aucnet Inc.                                                                      | AUCNET INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $19239.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RHI Magnesita N.V.                                                               | RHI MAGNESITA NV COMMON STOCK EUR1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |       735 | NS      | $27544.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raisio Oyj                                                                       | RAISIO OYJ COMMON STOCK                                 | CUSIP: 544663909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3510 | NS      | $9767.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cicor Technologies Ltd.                                                          | CICOR TECHNOLOGIES LTD COMMON STOCK CHF10.0             | CUSIP: 545130908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       107 | NS      | $16250.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cegedim                                                                          | CEGEDIM SA COMMON STOCK EUR.9528                        | CUSIP: 545623902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1554 | NS      | $20092.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lindex Group Oyj                                                                 | LINDEX GROUP OYJ COMMON STOCK EUR2.0                    | CUSIP: 546239906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      4574 | NS      | $14541.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                                                    | SALZGITTER AG COMMON STOCK                              | CUSIP: 546535907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1262 | NS      | $30113.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vidrala S.A.                                                                     | VIDRALA SA COMMON STOCK EUR1.02                         | CUSIP: 546672908<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       945 | NS      | $101148.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebro Foods S.A.                                                                  | EBRO FOODS SA COMMON STOCK EUR.6                        | CUSIP: 546832908<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      2135 | NS      | $42698.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bavarian Nordic A/S                                                              | BAVARIAN NORDIC A/S COMMON STOCK DKK10.0                | CUSIP: 556461903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      3295 | NS      | $86873.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Haivision Systems Inc.                                                           | HAIVISION SYSTEMS INC COMMON STOCK                      | CUSIP: 40531F100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1500 | NS      | $4918.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Glanbia Public Limited Company                                                   | GLANBIA PLC COMMON STOCK EUR.06                         | CUSIP: 405862004<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7562 | NS      | $110017.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| All for One Group SE                                                             | ALL FOR ONE GROUP SE COMMON STOCK                       | CUSIP: 557444908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       143 | NS      | $9254.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiskars Oyj Abp                                                                  | FISKARS OYJ ABP COMMON STOCK                            | CUSIP: 557657905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1266 | NS      | $20832.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona S.A.                                                                     | ACCIONA SA COMMON STOCK EUR1.0                          | CUSIP: 557910908<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      1013 | NS      | $163224.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bijou Brigitte modische Accessoires Aktiengesellschaft                           | BIJOU BRIGITTE AG COMMON STOCK                          | CUSIP: 558816906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       317 | NS      | $16062.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arnoldo Mondadori Editore Spa                                                    | ARNOLDO MONDADORI EDITORE SPA COMMON STOCK EUR.26       | CUSIP: 408489904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      6646 | NS      | $16250.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bergman and Beving AB                                                            | BERGMAN and BEVING AB COMMON STOCK SEK2.0               | CUSIP: 409343001<br>LEI: 549300RC0HUZSJYJO751 | Long             | EC               | CORP              | SE        |       984 | NS      | $31943.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanfeng Evergreen Inc.                                                           | HANFENG EVERGREEN INC COMMON STOCK NPV                  | CUSIP: 410347108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3700 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cairo Communication S.P.A.                                                       | CAIRO COMMUNICATION SPA COMMON STOCK                    | CUSIP: 410351902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      3471 | NS      | $12295.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Popolare di Sondrio spa                                                    | BANCA POPOLARE DI SONDRIO SPA COMMON STOCK NPV          | CUSIP: 411522907<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | EC               | CORP              | IT        |     15518 | NS      | $209431.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco di Desio e della Brianza S.p.A.                                            | BANCO DI DESIO E DELLA BRIANZA COMMON STOCK EUR.52      | CUSIP: 411574908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1690 | NS      | $15082.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Aerospace Corporation                                                   | MAGELLAN AEROSPACE CORP COMMON STOCK                    | CUSIP: 558912200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1283 | NS      | $16164.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magic Software Enterprises Ltd.                                                  | MAGIC SOFTWARE ENTERPRISES LTD COMMON STOCK ILS.1       | CUSIP: 559166103<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       927 | NS      | $14894.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVN AG                                                                           | EVN AG COMMON STOCK                                     | CUSIP: 429537004<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1448 | NS      | $38929.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| High Liner Foods Incorporated                                                    | HIGH LINER FOODS INC COMMON STOCK                       | CUSIP: 429695109<br>LEI: 5493003THCPUJ8LV6J59 | Long             | EC               | CORP              | CA        |       793 | NS      | $10395.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixt SE                                                                          | SIXT SE PREFERENCE                                      | CUSIP: 527127906<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |       821 | NS      | $56022.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacquet Metals                                                                   | JACQUET METALS SACA COMMON STOCK                        | CUSIP: 528658909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       422 | NS      | $10856.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe B I C                                                                    | SOCIETE BIC SA COMMON STOCK EUR3.82                     | CUSIP: 529878902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1067 | NS      | $65910.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightstream Resources Ltd.                                                       | LIGHTSTREAM RESOURCES LTD COMMON STOCK                  | CUSIP: 53227K101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     75972 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alten                                                                            | ALTEN SA COMMON STOCK EUR1.05                           | CUSIP: 560891905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1415 | NS      | $117429.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Glass Co.Ltd.                                                            | CENTRAL GLASS CO LTD COMMON STOCK                       | CUSIP: 618430003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       786 | NS      | $15848.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Kogyo Bank Ltd.                                                        | CHIBA KOGYO BANK LTD/THE COMMON STOCK                   | CUSIP: 619058001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $17911.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Keiyo Bank Ltd.                                                              | KEIYO BANK LTD/THE COMMON STOCK                         | CUSIP: 619064009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $30742.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinese Estates Holdings Limited                                                 | CHINESE ESTATES HOLDINGS LTD COMMON STOCK HKD.1         | CUSIP: 619118003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     50000 | NS      | $8323.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Rietec Co. Ltd.                                                           | NIPPON RIETEC CO LTD COMMON STOCK                       | CUSIP: 619137904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6905.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiyoda Integre Co. Ltd.                                                         | CHIYODA INTEGRE CO LTD COMMON STOCK                     | CUSIP: 619182900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $39665.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chofu Seisakusho Co. Ltd.                                                        | CHOFU SEISAKUSHO CO LTD COMMON STOCK                    | CUSIP: 619277007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $11410.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chori Co. Ltd.                                                                   | CHORI CO LTD COMMON STOCK                               | CUSIP: 619350002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10627.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Sang Sang Holdings International Limited                                    | CHOW SANG SANG HOLDINGS INTERN COMMON STOCK HKD.25      | CUSIP: 619368004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      8000 | NS      | $8143.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Shiryo Co. Ltd.                                                            | CHUBU SHIRYO CO LTD COMMON STOCK                        | CUSIP: 619566904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $7420.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chudenko Corporation                                                             | CHUDENKO CORP COMMON STOCK                              | CUSIP: 619586001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $25435.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Marine Paints Ltd.                                                       | CHUGOKU MARINE PAINTS LTD COMMON STOCK                  | CUSIP: 619600000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $27687.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUKUDA CORPORATION                                                               | FUKUDA CORP COMMON STOCK                                | CUSIP: 635699002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $10425.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Fukui Bank Ltd.                                                              | FUKUI BANK LTD/THE COMMON STOCK                         | CUSIP: 635706005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       818 | NS      | $10216.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuyama Transporting Co. Ltd.                                                   | FUKUYAMA TRANSPORTING CO LTD COMMON STOCK               | CUSIP: 635712003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $15835.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HAZAMA ANDO CORPORATION                                                          | HAZAMA ANDO CORP COMMON STOCK                           | CUSIP: 668799901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $67328.49     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corporation                                                               | PIGEON CORP COMMON STOCK                                | CUSIP: 668808900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $77565.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fumakilla Limited                                                                | FUMAKILLA LTD COMMON STOCK                              | CUSIP: 635720907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $11501.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Funai Soken Holdings Incorporated                                                | FUNAI SOKEN HOLDINGS INC COMMON STOCK                   | CUSIP: 635736002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1830 | NS      | $30132.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Construction Co. Ltd.                                                      | TOKYU CONSTRUCTION CO LTD COMMON STOCK                  | CUSIP: 668935901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $27215.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Andes International Holdings Limited                                     | PACIFIC ANDES INTERNATIONAL HO COMMON STOCK HKD.1       | CUSIP: 669185902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   2171305 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Furukawa Co. Ltd.                                                                | FURUKAWA CO LTD COMMON STOCK                            | CUSIP: 635760002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15608.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Furuno Electric Co. Ltd.                                                         | FURUNO ELECTRIC CO LTD COMMON STOCK                     | CUSIP: 635761000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $21982.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saxa Holdings Inc.                                                               | SAXA INC COMMON STOCK                                   | CUSIP: 672897907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5392.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Leasing Company Ltd.                                                       | RICOH LEASING CO LTD COMMON STOCK                       | CUSIP: 672911906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $25212.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUTABA CORPORATION                                                               | FUTABA CORP COMMON STOCK                                | CUSIP: 635773005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2757 | NS      | $10446.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Futaba Industrial Co. Ltd.                                                       | FUTABA INDUSTRIAL CO LTD COMMON STOCK                   | CUSIP: 635774003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $11377.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGG Wrightson Limited                                                            | PGG WRIGHTSON LTD COMMON STOCK                          | CUSIP: 673065009<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      6900 | NS      | $8630.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rengo Co. Ltd.                                                                   | RENGO CO LTD COMMON STOCK                               | CUSIP: 673220000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $41242.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahresty Corporation                                                              | AHRESTY CORP COMMON STOCK                               | CUSIP: 635780000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $7473.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuso Pharmaceutical Industries Ltd.                                              | FUSO PHARMACEUTICAL INDUSTRIES COMMON STOCK             | CUSIP: 635782006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5967.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strike Energy Limited                                                            | STRIKE ENERGY LTD COMMON STOCK                          | CUSIP: B01NQF907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    119467 | NS      | $12708.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Group PLC                                                                    | NCC GROUP PLC COMMON STOCK GBP.01                       | CUSIP: B01QGK900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     14323 | NS      | $30302.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxvalu Tokai Co. Ltd.                                                           | MAXVALU TOKAI CO LTD COMMON STOCK                       | CUSIP: B01R69904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8744.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBM Development AG                                                               | UBM DEVELOPMENT AG COMMON STOCK                         | CUSIP: B01R9Y906<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       912 | NS      | $20475.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glorious Sun Enterprises Limited                                                 | GLORIOUS SUN ENTERPRISES LTD COMMON STOCK HKD.1         | CUSIP: 636175903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    146000 | NS      | $22880.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genki Global Dining Concepts Corporation                                         | GENKI GLOBAL DINING CONCEPTS C COMMON STOCK             | CUSIP: 636684904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13441.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Basin Shipping Limited                                                   | PACIFIC BASIN SHIPPING LTD COMMON STOCK USD.01          | CUSIP: B01RQM903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    178000 | NS      | $43872.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Co. Ltd.                                                                   | ASAHI CO LTD COMMON STOCK                               | CUSIP: B01WP2907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $6602.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Giken Ltd.                                                                       | GIKEN LTD COMMON STOCK                                  | CUSIP: 636861007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $978.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige International Inc.                                                      | PRESTIGE INTERNATIONAL INC COMMON STOCK                 | CUSIP: 637363904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $21653.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APG SGA SA                                                                       | APG SGA SA COMMON STOCK CHF2.6                          | CUSIP: B01Z4C901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        55 | NS      | $15653.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunfeng Financial Group Limited                                                  | YUNFENG FINANCIAL GROUP LTD COMMON STOCK                | CUSIP: B75H5S906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     46000 | NS      | $10235.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Syuppin Co. Ltd.                                                                 | SYUPPIN CO LTD COMMON STOCK                             | CUSIP: B92RW7909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $7691.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Limited                                                                    | TOWER LTD COMMON STOCK                                  | CUSIP: B96Z3H907<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     11070 | NS      | $10056.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PeptiDream Inc.                                                                  | PEPTIDREAM INC COMMON STOCK                             | CUSIP: B97SH9905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $60743.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoike Transport Co. Ltd.                                                       | KONOIKE TRANSPORT CO LTD COMMON STOCK                   | CUSIP: B99HH0906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $27589.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN SE COMMON STOCK                          | CUSIP: B9G6L8900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3589 | NS      | $304725.59    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Build King Holdings Limited                                                      | BUILD KING HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     50000 | NS      | $6503.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsui Securities Co. Ltd.                                                       | MATSUI SECURITIES CO LTD COMMON STOCK                   | CUSIP: 637389909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $26721.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glory Ltd.                                                                       | GLORY LTD COMMON STOCK                                  | CUSIP: 637422007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $42708.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline                                                                        | WORLDLINE SA/FRANCE COMMON STOCK EUR.68                 | CUSIP: BNFWR4906<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |      7752 | NS      | $46007.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                                                        | COFACE SA COMMON STOCK EUR2.0                           | CUSIP: BNFWV7904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4782 | NS      | $89452.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Godo Steel Ltd.                                                                  | GODO STEEL LTD COMMON STOCK                             | CUSIP: 637434002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13077.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partner Communications Company Ltd.                                              | PARTNER COMMUNICATIONS CO LTD COMMON STOCK ILS.01       | CUSIP: 637442906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5381 | NS      | $37123.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS SE                                                                         | FUCHS SE COMMON STOCK                                   | CUSIP: BNHRG7900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1207 | NS      | $45940.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS SE                                                                         | FUCHS SE PREFERENCE                                     | CUSIP: BNHRG8908<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      3106 | NS      | $156866.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Dydo Group Holdings Inc.                                                         | DYDO GROUP HOLDINGS INC COMMON STOCK                    | CUSIP: 637499906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13016.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ES-CON JAPAN Ltd.                                                                | ES-CON JAPAN LTD COMMON STOCK                           | CUSIP: 638064907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $14349.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandi Standard AB                                                               | SCANDI STANDARD AB COMMON STOCK SEK.01                  | CUSIP: BNJZRJ902<br>LEI: 5493006VHH78UQJVF844 | Long             | EC               | CORP              | SE        |      1331 | NS      | $12612.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                                                      | BEAZLEY PLC COMMON STOCK GBP.05                         | CUSIP: BYQ0JC901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7001 | NS      | $89214.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivne Real Estate (KD) Ltd                                                       | MIVNE REAL ESTATE KD LTD COMMON STOCK ILS1.0            | CUSIP: 641698907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $2.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparx Group Co. Ltd.                                                             | SPARX GROUP CO LTD COMMON STOCK                         | CUSIP: 641922901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       880 | NS      | $9210.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.com N.V.                                                       | JUST EAT TAKEAWAY.COM NV COMMON STOCK EUR.04            | CUSIP: BYQ7HZ907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5586 | NS      | $123513.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Honma Golf Limited                                                               | HONMA GOLF LTD COMMON STOCK USD.0000025                 | CUSIP: BYQ7J3906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30500 | NS      | $13168.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Corporation                                                                | HEIWA CORP COMMON STOCK                                 | CUSIP: 641958004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $37817.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Real Estate Co. Ltd.                                                       | HEIWA REAL ESTATE CO LTD COMMON STOCK                   | CUSIP: 641960000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $12353.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MH Development Limited                                                           | MH DEVELOPMENT LTD COMMON STOCK HKD.1                   | CUSIP: BYQHQT909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    124000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles S.A.                                  | CONSTRUCCIONES Y AUXILIAR DE F COMMON STOCK EUR.301     | CUSIP: BYX98X900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       868 | NS      | $48015.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The First Bank Of ToyamaLtd.                                                     | FIRST BANK OF TOYAMA LTD/THE COMMON STOCK               | CUSIP: BYXBL8905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $16926.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akatsuki Inc.                                                                    | AKATSUKI INC COMMON STOCK                               | CUSIP: BYXBLB908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10050.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwado Co. Ltd.                                                                 | HEIWADO CO LTD COMMON STOCK                             | CUSIP: 641961008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $26691.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourism Holdings Limited                                                         | TOURISM HOLDINGS LTD COMMON STOCK                       | CUSIP: 641964903<br>LEI: 549300V6QK7IM7HZ2F86 | Long             | EC               | CORP              | NZ        |     21499 | NS      | $17762.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibstock plc                                                                      | IBSTOCK PLC COMMON STOCK GBP.01                         | CUSIP: BYXJC2901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18715 | NS      | $49377.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                     | GRIFOLS SA COMMON STOCK EUR.25                          | CUSIP: BYY3DX906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     12103 | NS      | $130246.11    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Siltronic AG                                                                     | SILTRONIC AG COMMON STOCK                               | CUSIP: BYY597903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       736 | NS      | $30272.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKAN Group AG                                                                    | SKAN GROUP AG COMMON STOCK CHF.01                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       584 | NS      | $50964.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Glarner Kantonalbank                                                             | GLARNER KANTONALBANK COMMON STOCK CHF10.0               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       403 | NS      | $10575.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparekassen Sjaelland-Fyn A/S                                                    | SPAREKASSEN SJAELLAND-FYN A/S COMMON STOCK DKK10.0      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |       734 | NS      | $34657.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oryzon Genomics S.A.                                                             | ORYZON GENOMICS SA COMMON STOCK EUR.05                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |      1815 | NS      | $5568.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Taaleri Plc                                                                      | TAALERI PLC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |       614 | NS      | $4991.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epwin Group Plc                                                                  | EPWIN GROUP PLC COMMON STOCK GBP.0005                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     19976 | NS      | $26644.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatton Asset Management plc                                                      | TATTON ASSET MANAGEMENT PLC COMMON STOCK GBP.2          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3627 | NS      | $30190.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adgar Investment and Development Ltd.                                            | ADGAR INVESTMENT AND DEVELOPME COMMON STOCK ILS1.0      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     21013 | NS      | $27571.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwaki Co. Ltd.                                                                   | IWAKI CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $10680.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightspeed Commerce Inc.                                                         | LIGHTSPEED COMMERCE INC COMMON STOCK                    | CUSIP: 53229C107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6360 | NS      | $66503.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cembre S.P.A.                                                                    | CEMBRE SPA COMMON STOCK EUR.52                          | CUSIP: 532302908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       261 | NS      | $16517.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Tusyo Inc.                                                                | HIROSE TUSYO INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $9010.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTE AB                                                                          | NOTE AB COMMON STOCK SEK.5                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       941 | NS      | $15909.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HANZA AB                                                                         | HANZA AB COMMON STOCK SEK.1                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1474 | NS      | $12404.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                                                         | AMBEA AB COMMON STOCK SEK.024968                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      3687 | NS      | $41170.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Annehem Fastigheter AB                                                           | ANNEHEM FASTIGHETER AB COMMON STOCK SEK.00848           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      7517 | NS      | $12537.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanofilm Technologies International Limited                                      | NANOFILM TECHNOLOGIES INTERNAT COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     10800 | NS      | $4470.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linamar Corporation                                                              | LINAMAR CORP COMMON STOCK                               | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |      1999 | NS      | $91388.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient S.A.                                                                    | QUADIENT SA COMMON STOCK EUR1.0                         | CUSIP: 561709908<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |      1344 | NS      | $25120.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onward Holdings Co. Ltd.                                                         | ONWARD HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 648382000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $18305.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KYB Corporation                                                                  | KYB CORP COMMON STOCK                                   | CUSIP: 648500007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $32500.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Konishi Co. Ltd.                                                                 | KONISHI CO LTD COMMON STOCK                             | CUSIP: 648586907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $17635.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Piolax Inc.                                                                      | PIOLAX INC COMMON STOCK                                 | CUSIP: 648596906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $12363.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meren Energy Inc.                                                                | MEREN ENERGY INC COMMON STOCK                           | CUSIP: 588914101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18525 | NS      | $24297.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Properties Limited                                                         | KERRY PROPERTIES LTD COMMON STOCK HKD1.0                | CUSIP: 648631901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     21000 | NS      | $50347.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Corporation                                                                 | LIFE CORP COMMON STOCK                                  | CUSIP: 651582009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $23895.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RATIONAL AG                                                                      | RATIONAL AG COMMON STOCK                                | CUSIP: 591060900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       140 | NS      | $115112.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Allreal Holding AG                                                               | ALLREAL HOLDING AG COMMON STOCK CHF50.0                 | CUSIP: 591427901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       609 | NS      | $139388.76    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Arata Corporation                                                                | ARATA CORP COMMON STOCK                                 | CUSIP: 651751901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $23104.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomen Devices Corporation                                                        | TOMEN DEVICES CORP COMMON STOCK                         | CUSIP: 653029900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $7861.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Skellerup Holdings Limited                                                       | SKELLERUP HOLDINGS LTD COMMON STOCK                     | CUSIP: 653248906<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      7277 | NS      | $19983.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Medical Group Limited                                                    | THOMSON MEDICAL GROUP LTD COMMON STOCK                  | CUSIP: 653531905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    654600 | NS      | $21824.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings (International) Limited                                        | LUK FOOK HOLDINGS INTERNATIONA COMMON STOCK HKD.1       | CUSIP: 653615906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11000 | NS      | $25424.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Systena Corporation                                                              | SYSTENA CORP COMMON STOCK                               | CUSIP: 653788901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $34696.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                             | METHANEX CORP COMMON STOCK                              | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |      3337 | NS      | $109178.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                                            | CARL ZEISS MEDITEC AG COMMON STOCK                      | CUSIP: 592296909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       419 | NS      | $27101.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sienna Senior Living Inc.                                                        | SIENNA SENIOR LIVING INC COMMON STOCK                   | CUSIP: 82621K102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4581 | NS      | $62154.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Source Energy Services Ltd.                                                      | SOURCE ENERGY SERVICES LTD COMMON STOCK                 | CUSIP: 83615X407<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       900 | NS      | $7463.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATOSS Software SE                                                                | ATOSS SOFTWARE SE COMMON STOCK                          | CUSIP: 592735906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       489 | NS      | $72148.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaisala Oyj                                                                      | VAISALA OYJ COMMON STOCK                                | CUSIP: 593235906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       951 | NS      | $53982.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Proact IT Group AB                                                               | PROACT IT GROUP AB COMMON STOCK SEK1.14                 | CUSIP: 533477907<br>LEI: 549300HMPIC1B86ZHC96 | Long             | EC               | CORP              | SE        |       957 | NS      | $11690.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG S.p.A.                                                                       | ERG SPA COMMON STOCK EUR.1                              | CUSIP: 533709903<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2070 | NS      | $43775.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Spartan Delta Corp.                                                              | SPARTAN DELTA CORP COMMON STOCK                         | CUSIP: 84678A508<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3941 | NS      | $8844.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spin Master Corp.                                                                | SPIN MASTER CORP COMMON STOCK                           | CUSIP: 848510103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1654 | NS      | $28925.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bechtle Aktiengesellschaft                                                       | BECHTLE AG COMMON STOCK                                 | CUSIP: 593240906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3962 | NS      | $173003.07    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| q.beyond AG                                                                      | Q.BEYOND AG COMMON STOCK                                | CUSIP: 594431900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     10199 | NS      | $10306.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Peninsula Energy Limited                                                         | Peninsula Energy Ltd COMMON STOCK NPV                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11299 | NS      | $4515.67      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IVU Traffic Technologies AG                                                      | IVU TRAFFIC TECHNOLOGIES AG COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       693 | NS      | $14210.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WashTec AG                                                                       | WASHTEC AG COMMON STOCK                                 | CUSIP: 535543904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2677 | NS      | $122665.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Parken Sport and Entertainment A/S                                               | PARKEN SPORT and ENTERTAINMENT A COMMON STOCK DKK20.0   | CUSIP: 535954903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       305 | NS      | $7035.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbus A/S                                                                     | COLUMBUS A/S COMMON STOCK DKK1.25                       | CUSIP: 596091900<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     12678 | NS      | $19325.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viel et Cie                                                                      | VIEL and CIE SA COMMON STOCK EUR.2                      | CUSIP: 596241901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       518 | NS      | $9409.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TXT e-Solutions S.p.A.                                                           | TXT E-SOLUTIONS SPA COMMON STOCK EUR.5                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       328 | NS      | $13237.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knowit AB                                                                        | KNOW IT AB COMMON STOCK SEK1.0                          | CUSIP: 536488901<br>LEI: 549300CM6KSG2GY3HV62 | Long             | EC               | CORP              | SE        |       951 | NS      | $13038.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seche Environnement                                                              | SECHE ENVIRONNEMENT SACA COMMON STOCK EUR.2             | CUSIP: 536683907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       137 | NS      | $15215.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMAPA - Sociedade de Investimento e Gestao SGPS S.A.                            | SEMAPA-SOCIEDADE DE INVESTIMEN COMMON STOCK NPV         | CUSIP: 596293902<br>LEI: 549300HNGOW85KIOH584 | Long             | EC               | CORP              | PT        |       689 | NS      | $13803.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanoma Oyj                                                                       | SANOMA OYJ COMMON STOCK                                 | CUSIP: 596464909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3506 | NS      | $37986.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Peab AB                                                                          | PEAB AB COMMON STOCK SEK5.35                            | CUSIP: 440776904<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |      7377 | NS      | $63293.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fielmann Group AG                                                                | FIELMANN GROUP AG COMMON STOCK                          | CUSIP: 440920908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1235 | NS      | $78551.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Energiekontor AG                                                                 | ENERGIEKONTOR AG COMMON STOCK                           | CUSIP: 597098904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       367 | NS      | $17801.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                                                    | SONAE SGPS SA COMMON STOCK EUR1.0                       | CUSIP: 597399906<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |     32607 | NS      | $45196.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberger Druckmaschinen Aktiengesellschaft                                   | HEIDELBERGER DRUCKMASCHINEN AG COMMON STOCK             | CUSIP: 536722903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     11145 | NS      | $18366.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberpapel Gestion SA                                                             | IBERPAPEL GESTION SA COMMON STOCK EUR.6                 | CUSIP: 537095903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       985 | NS      | $21849.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komax Holding AG                                                                 | KOMAX HOLDING AG COMMON STOCK CHF.1                     | CUSIP: 597863901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       156 | NS      | $21476.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schweiter Technologies AG                                                        | SCHWEITER TECHNOLOGIES AG COMMON STOCK CHF1.0           | CUSIP: 598402907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        42 | NS      | $20143.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obrascon Huarte Lain S.A.                                                        | OBRASCON HUARTE LAIN SA COMMON STOCK EUR.6              | CUSIP: 537974909<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     21979 | NS      | $7965.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Audinate Group Limited                                                           | AUDINATE GROUP LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4592 | NS      | $23522.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaumont                                                                          | GAUMONT SA COMMON STOCK EUR8.0                          | CUSIP: 441216900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       282 | NS      | $27576.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                                                         | UNIQA INSURANCE GROUP AG COMMON STOCK                   | CUSIP: 442233904<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      5360 | NS      | $74364.81     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ependion AB                                                                      | EPENDION AB COMMON STOCK SEK.33                         | CUSIP: 598763902<br>LEI: 549300HBZGNQOTYZPJ54 | Long             | EC               | CORP              | SE        |      1320 | NS      | $15208.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television                                                             | METROPOLE TELEVISION SA COMMON STOCK EUR.4              | CUSIP: 599390903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1339 | NS      | $18860.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interparfums                                                                     | INTERPARFUMS SA COMMON STOCK EUR3.0                     | CUSIP: 443383906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       421 | NS      | $18009.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                             | HUDBAY MINERALS INC COMMON STOCK                        | CUSIP: 443628102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18203 | NS      | $162220.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRJ Group                                                                        | NRJ GROUP COMMON STOCK                                  | CUSIP: 599612900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1558 | NS      | $13517.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rieter Holding Ltd.                                                              | RIETER HOLDING AG COMMON STOCK CHF5.0                   | CUSIP: 599615903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       134 | NS      | $12492.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aica Kogyo Company Limited                                                       | AICA KOGYO CO LTD COMMON STOCK                          | CUSIP: 601004005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $63060.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Corporation                                                                | AICHI CORP COMMON STOCK                                 | CUSIP: 601009004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $9533.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Megaport Limited                                                                 | MEGAPORT LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      8001 | NS      | $69873.39     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nickel Industries Limited                                                        | NICKEL INDUSTRIES LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     82280 | NS      | $36322.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hypothekarbank Lenzburg AG                                                       | HYPOTHEKARBANK LENZBURG AG COMMON STOCK CHF260.0        | CUSIP: 443717905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |         8 | NS      | $39306.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                                                    | HUHTAMAKI OYJ COMMON STOCK                              | CUSIP: 444747000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |      3727 | NS      | $137644.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Steel Corporation                                                          | AICHI STEEL CORP COMMON STOCK                           | CUSIP: 601020001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $20697.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aida Engineering Ltd.                                                            | AIDA ENGINEERING LTD COMMON STOCK                       | CUSIP: 601032006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $12398.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sms Co. Ltd.                                                                     | SMS CO LTD COMMON STOCK                                 | CUSIP: B2PLYM907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $37909.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Monogatari Corporation                                                       | MONOGATARI CORP/THE COMMON STOCK                        | CUSIP: B2PWSL902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $34720.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg                                                                     | DERICHEBOURG SA COMMON STOCK EUR.25                     | CUSIP: 445708902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4516 | NS      | $30897.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trigano                                                                          | TRIGANO SA COMMON STOCK EUR4.2568                       | CUSIP: 445762909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       391 | NS      | $57277.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Aisan Industry Co. Ltd.                                                          | AISAN INDUSTRY CO LTD COMMON STOCK                      | CUSIP: 601064900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $20510.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Akebono Brake Industry Co. Ltd.                                                  | AKEBONO BRAKE INDUSTRY CO LTD COMMON STOCK              | CUSIP: 601120009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $7039.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Akita BankLtd.                                                               | AKITA BANK LTD/THE COMMON STOCK                         | CUSIP: 601165004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $14434.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capral Limited                                                                   | CAPRAL LTD COMMON STOCK                                 | CUSIP: 601397003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1755 | NS      | $12433.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ework Group AB                                                                   | EWORK GROUP AB COMMON STOCK SEK.13                      | CUSIP: B2R89B906<br>LEI: 549300WF2ILKHMGV9I45 | Long             | EC               | CORP              | SE        |      2107 | NS      | $22760.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RPMGlobal Holdings Limited                                                       | RPMGLOBAL HOLDINGS LTD COMMON STOCK                     | CUSIP: B2RK00902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10585 | NS      | $20947.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkane Resources Ltd                                                             | ALKANE RESOURCES LTD NEW SHR COMMON STOCK               | CUSIP: 601402001<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22206 | NS      | $11057.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinco Incorporated                                                              | ALINCO INC COMMON STOCK                                 | CUSIP: 601445901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $11860.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittoseiko Co. Ltd.                                                              | NITTO SEIKO CO LTD COMMON STOCK                         | CUSIP: 664185006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $6244.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissha Co. Ltd.                                                                  | NISSHA CO LTD COMMON STOCK                              | CUSIP: 664198009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $14327.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Web Travel Group Limited                                                         | WEB TRAVEL GROUP LTD COMMON STOCK                       | CUSIP: 601581903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16156 | NS      | $52627.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Machine Co. Ltd.                                                        | SHIBAURA MACHINE CO LTD COMMON STOCK                    | CUSIP: 689726008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $25519.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Neinor Homes SA                                                                  | NEINOR HOMES SA COMMON STOCK EUR5.14                    | CUSIP: BD9BPN901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1086 | NS      | $17456.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambu A/S                                                                         | AMBU A/S COMMON STOCK DKK.5                             | CUSIP: BD9G33908<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      8387 | NS      | $129548.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| EDP Renovaveis Sociedad Anonima                                                  | EDP RENOVAVEIS SA COMMON STOCK EUR5.0                   | CUSIP: B39GNW904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      7328 | NS      | $73964.69     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Metall Zug AG                                                                    | METALL ZUG AG COMMON STOCK CHF25.0                      | CUSIP: B39HW2908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        10 | NS      | $12340.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Plover Bay Technologies Limited                                                  | PLOVER BAY TECHNOLOGIES LTD COMMON STOCK HKD.01         | CUSIP: BD9GZW909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     16000 | NS      | $12069.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym S.p.A.                                                                 | TECHNOGYM SPA COMMON STOCK                              | CUSIP: BD9Y5C907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      5979 | NS      | $81007.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Basic-Fit N.V.                                                                   | BASIC-FIT NV COMMON STOCK EUR.06                        | CUSIP: BD9Y9B905<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2169 | NS      | $56909.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| IDP Education Limited                                                            | IDP EDUCATION LTD COMMON STOCK                          | CUSIP: BDB6DD904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13131 | NS      | $66054.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Value HR Co.Ltd.                                                                 | VALUE HR CO LTD COMMON STOCK                            | CUSIP: BDBXQK905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6675.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adesso SE                                                                        | ADESSO SE COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       198 | NS      | $19749.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARYZTA AG                                                                        | ARYZTA AG COMMON STOCK CHF.8                            | CUSIP: B39VJC900<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |      1033 | NS      | $106745.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SMA Solar Technology AG                                                          | SMA SOLAR TECHNOLOGY AG COMMON STOCK                    | CUSIP: B3B20H900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       757 | NS      | $16775.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX A/S                                                                          | RTX A/S COMMON STOCK DKK5.0                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |      1198 | NS      | $14762.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamar Petroleum Ltd                                                              | TAMAR PETROLEUM LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1656 | NS      | $16966.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emperor Watch and Jewellery Limited                                              | EMPEROR WATCH and JEWELLERY LTD COMMON STOCK            | CUSIP: B3BPX7905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    340000 | NS      | $19909.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli and C. S.p.A.                                                            | PIRELLI and C SPA COMMON STOCK                          | CUSIP: BZ5ZHK908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     17972 | NS      | $128705.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Crayon Group Holding ASA                                                         | CRAYON GROUP HOLDING ASA COMMON STOCK NOK1.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      3347 | NS      | $46578.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Softronic AB                                                                     | SOFTRONIC AB COMMON STOCK SEK.4                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      8843 | NS      | $20501.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Soitec                                                                           | SOITEC COMMON STOCK EUR2.0                              | CUSIP: BZ6T5C902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1362 | NS      | $67164.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Gym Group plc                                                                | GYM GROUP PLC COMMON STOCK GBP.0001                     | CUSIP: BZBX0P903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7912 | NS      | $15374.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inghams Group Limited                                                            | INGHAMS GROUP LTD COMMON STOCK                          | CUSIP: BZCNHW901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17084 | NS      | $41286.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues S.A.                                                   | BANCO COMERCIAL PORTUGUES SA COMMON STOCK               | CUSIP: BZCNN3908<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    343521 | NS      | $267963.67    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HORNBACH Holding AG and Co. KGaA                                                 | HORNBACH HOLDING AG and CO KGAA COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       468 | NS      | $47240.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Luceco plc                                                                       | LUCECO PLC COMMON STOCK GBP.0005                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3832 | NS      | $7512.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikkon Holdings Co. Ltd.                                                         | NIKKON HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 664220001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $88908.66     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Nippon Road Co.Ltd.                                                          | NIPPON ROAD CO LTD/THE COMMON STOCK                     | CUSIP: 664246006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $17406.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Shiga Bank Ltd.                                                              | SHIGA BANK LTD/THE COMMON STOCK                         | CUSIP: 680424009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $68272.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shun Tak Holdings Limited                                                        | SHUN TAK HOLDINGS LTD COMMON STOCK                      | CUSIP: 680663002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    129250 | NS      | $9710.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entrust Inc.                                                                     | ENTRUST INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $11198.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FSE Lifestyle Services Limited                                                   | FSE LIFESTYLE SERVICES LTD COMMON STOCK HKD.1           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     13000 | NS      | $9213.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spk Corporation                                                                  | SPK CORP COMMON STOCK                                   | CUSIP: 680670908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $22795.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumida Corporation                                                               | SUMIDA CORP COMMON STOCK                                | CUSIP: 680895000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $11896.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Finance Limited                                                       | HONG LEONG FINANCE LTD COMMON STOCK                     | CUSIP: 681176004<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     33800 | NS      | $65525.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sing Investments and Finance Limited                                             | SING INVESTMENTS and FINANCE LTD COMMON STOCK           | CUSIP: 681186904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     17100 | NS      | $14692.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTT Systems AB                                                                   | CTT SYSTEMS AB COMMON STOCK SEK1.0                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       541 | NS      | $11080.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodick Co. Ltd.                                                                  | SODICK CO LTD COMMON STOCK                              | CUSIP: 681883005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $10670.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SkyCity Entertainment Group Limited                                              | SKYCITY ENTERTAINMENT GROUP LT COMMON STOCK             | CUSIP: 682319900<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     30286 | NS      | $17160.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sk Kaken Co.Ltd.                                                                 | SK KAKEN CO LTD COMMON STOCK                            | CUSIP: 682657903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $29734.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onex Corporation                                                                 | ONEX CORP COMMON STOCK                                  | CUSIP: 68272K103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2883 | NS      | $214006.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimojima Co. Ltd.                                                               | SHIMOJIMA CO LTD COMMON STOCK                           | CUSIP: 682941901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $7620.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                            | OPEN TEXT CORP COMMON STOCK                             | CUSIP: 683715106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2495 | NS      | $70649.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel and Tube Holdings Limited                                                  | STEEL and TUBE HOLDINGS LTD COMMON STOCK                | CUSIP: 684382005<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     21933 | NS      | $8896.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Straits Trading Company Limited                                              | STRAITS TRADING CO LTD/SINGAPO COMMON STOCK             | CUSIP: 685352007<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     20723 | NS      | $22320.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbite Technologies Inc.                                                         | ORBITE TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 68558W102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    105500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Centurion Corporation Limited                                                    | CENTURION CORP LTD COMMON STOCK                         | CUSIP: 685680902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      6500 | NS      | $7341.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Enterprise Co. Ltd.                                                       | SUBARU ENTERPRISE CO LTD COMMON STOCK                   | CUSIP: 685690901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8848.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sugimoto and Co. Ltd.                                                            | SUGIMOTO and CO LTD COMMON STOCK                        | CUSIP: 685692907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $24340.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMINOE Co. Ltd.                                                                 | SUMINOE CO LTD COMMON STOCK                             | CUSIP: 685845000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       398 | NS      | $3202.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sumitomo Bakelite Company Limited                                                | SUMITOMO BAKELITE CO LTD COMMON STOCK                   | CUSIP: 685850000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $65210.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tachikawa Corporation                                                            | TACHIKAWA CORP COMMON STOCK                             | CUSIP: 686951005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $8336.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taihei Dengyo Kaisha Ltd.                                                        | TAIHEI DENGYO KAISHA LTD COMMON STOCK                   | CUSIP: 686994005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $21153.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taikisha Ltd.                                                                    | TAIKISHA LTD COMMON STOCK                               | CUSIP: 686995002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $47257.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takashima and Co.Ltd.                                                            | TAKASHIMA and CO LTD COMMON STOCK                       | CUSIP: 687026005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $8508.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takasago International Corporation                                               | TAKASAGO INTERNATIONAL CORP COMMON STOCK                | CUSIP: 687036004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $22855.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Holdings Inc.                                                             | TAKARA HOLDINGS INC COMMON STOCK                        | CUSIP: 687038000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $61128.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara and Company Ltd.                                                          | TAKARA and CO LTD COMMON STOCK                          | CUSIP: 687041004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $13471.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Immobel SA                                                                       | IMMOBEL SA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300GAV4HKKFJA8W67       | Long             | EC               | CORP              | BE        |      1166 | NS      | $24022.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Shizuoka Gas Co.Ltd.                                                             | SHIZUOKA GAS CO LTD COMMON STOCK                        | CUSIP: 641995907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $10637.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PAL GROUP Holdings CO.LTD                                                        | PAL GROUP HOLDINGS CO LTD COMMON STOCK                  | CUSIP: 642189906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $54067.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                                                | INDRA SISTEMAS SA COMMON STOCK EUR.2                    | CUSIP: 447621905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      3521 | NS      | $145068.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Kesko Oyj                                                                        | KESKO OYJ COMMON STOCK                                  | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     10859 | NS      | $262608.20    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Oyj                                                                      | CITYCON OYJ COMMON STOCK                                | CUSIP: 449109909<br>LEI: 549300P8N0P6KDGTJ206 | Long             | EC               | CORP              | FI        |      3663 | NS      | $15582.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KWS SAAT SE and Co. KGaA                                                         | KWS SAAT SE and CO KGAA COMMON STOCK EUR3.0             | CUSIP: 449504901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       476 | NS      | $30702.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KSB SE and Co. KGaA                                                              | KSB SE and CO KGAA COMMON STOCK                         | CUSIP: 449804004<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        42 | NS      | $40305.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TX Group AG                                                                      | TX GROUP AG COMMON STOCK CHF10.0                        | CUSIP: 449881903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       121 | NS      | $30215.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord A/S                                                                | GN STORE NORD AS COMMON STOCK DKK4.0                    | CUSIP: 450109905<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |      5788 | NS      | $85006.54     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Fleetwood Limited                                                                | FLEETWOOD LTD COMMON STOCK                              | CUSIP: 634185904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7050 | NS      | $12864.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kura SushiInc.                                                                   | KURA SUSHI INC COMMON STOCK                             | CUSIP: 634596902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $24299.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OUG Holdings Inc.                                                                | OUG HOLDINGS INC COMMON STOCK                           | CUSIP: 666187000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $18113.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Organic Chemical Industry Ltd.                                             | OSAKA ORGANIC CHEMICAL INDUSTR COMMON STOCK             | CUSIP: 666196001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $10341.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaki Electric Co. Ltd.                                                          | OSAKI ELECTRIC CO LTD COMMON STOCK                      | CUSIP: 666200001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $7699.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rock Field Co. Ltd.                                                              | ROCK FIELD CO LTD COMMON STOCK                          | CUSIP: 674574900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $8484.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rokko Butter Co. Ltd.                                                            | ROKKO BUTTER CO LTD COMMON STOCK                        | CUSIP: 674749007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $7818.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryobi Limited                                                                    | RYOBI LTD COMMON STOCK                                  | CUSIP: 676290000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $16620.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryoden Corporation                                                               | RYODEN CORP COMMON STOCK                                | CUSIP: 676300007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $11407.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sec Carbon Limited                                                               | SEC CARBON LTD COMMON STOCK                             | CUSIP: 676379902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8325.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seikagaku Corporation                                                            | SEIKAGAKU CORP COMMON STOCK                             | CUSIP: 676394000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $8949.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SandB Foods Inc.                                                                 | SandB FOODS INC COMMON STOCK                            | CUSIP: 676450000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $20586.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saibu Gas Holdings Co.Ltd.                                                       | SAIBU GAS HOLDINGS CO LTD COMMON STOCK                  | CUSIP: 676782006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $17328.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Moving Service Co.Ltd.                                                     | SAKAI MOVING SERVICE CO LTD COMMON STOCK                | CUSIP: 676843907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $19208.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Chemical Industry Co. Ltd.                                                 | SAKAI CHEMICAL INDUSTRY CO LTD COMMON STOCK             | CUSIP: 676940000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $14536.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAKATA SEED CORPORATION                                                          | SAKATA SEED CORP COMMON STOCK                           | CUSIP: 676981004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $23921.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata Inx Corporation                                                           | SAKATA INX CORP COMMON STOCK                            | CUSIP: 676983000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $21290.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shangri-La Asia Limited                                                          | SHANGRI-LA ASIA LTD COMMON STOCK HKD1.0                 | CUSIP: 677103905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     50000 | NS      | $27989.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| San-Ai Obbli Co.Ltd.                                                             | SAN-AI OBBLI CO LTD COMMON STOCK                        | CUSIP: 677280000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $30108.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The San-In Godo Bank Ltd.                                                        | SAN-IN GODO BANK LTD/THE COMMON STOCK                   | CUSIP: 677285009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $59288.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Electric Railway Co.Ltd.                                                   | SANYO ELECTRIC RAILWAY CO LTD COMMON STOCK              | CUSIP: 677295008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $11151.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ck San-Etsu Co.Ltd.                                                              | CK-SAN-ETSU CO LTD COMMON STOCK                         | CUSIP: 677320905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $7524.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sangetsu Corporation                                                             | SANGETSU CORP COMMON STOCK                              | CUSIP: 677465007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $43768.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanken Electric Co. Ltd.                                                         | SANKEN ELECTRIC CO LTD COMMON STOCK                     | CUSIP: 677478000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       387 | NS      | $20186.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanki Engineering Co. Ltd.                                                       | SANKI ENGINEERING CO LTD COMMON STOCK                   | CUSIP: 677482002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $44698.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZNEXT Corporation                                                             | RAIZNEXT CORP COMMON STOCK                              | CUSIP: 677498008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $12948.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Seiko Co. Ltd.                                                            | SANKYO SEIKO CO LTD COMMON STOCK                        | CUSIP: 677536005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $23849.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyu Inc.                                                                      | SANKYU INC COMMON STOCK                                 | CUSIP: 677538001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $96198.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanoh Industrial Co. Ltd.                                                        | SANOH INDUSTRIAL CO LTD COMMON STOCK                    | CUSIP: 677580904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $4746.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanshin Electronics Co. Ltd.                                                     | SANSHIN ELECTRONICS CO LTD COMMON STOCK                 | CUSIP: 677636003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7867.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Chemical Industries Ltd.                                                   | SANYO CHEMICAL INDUSTRIES LTD COMMON STOCK              | CUSIP: 677680001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $12796.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Shokai Ltd.                                                                | SANYO SHOKAI LTD COMMON STOCK                           | CUSIP: 677688004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8005.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Denki Co. Ltd.                                                             | SANYO DENKI CO LTD COMMON STOCK                         | CUSIP: 677697005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $35188.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomato Bank Ltd.                                                                 | TOMATO BANK LTD COMMON STOCK                            | CUSIP: 677715005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $2473.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sato Corporation                                                                 | SATO CORP COMMON STOCK                                  | CUSIP: 677757007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $16882.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scope Metals Group Ltd.                                                          | SCOPE METALS GROUP LTD COMMON STOCK ILS.01              | CUSIP: 678007907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       292 | NS      | $11551.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GuocoLand Limited                                                                | GUOCOLAND LTD COMMON STOCK                              | CUSIP: 678673005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     14700 | NS      | $16176.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Step Co.Ltd.                                                                     | STEP CO LTD COMMON STOCK                                | CUSIP: 679199901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $18681.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SEED CO.LTD.                                                                     | SEED CO LTD/TOKYO COMMON STOCK                          | CUSIP: 679213900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $4566.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seika Corporation                                                                | SEIKA CORP COMMON STOCK                                 | CUSIP: 679330001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $13096.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seikitokyu Kogyo Co. Ltd.                                                        | SEIKITOKYU KOGYO CO LTD COMMON STOCK                    | CUSIP: 679335000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $11019.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiren Co. Ltd.                                                                  | SEIREN CO LTD COMMON STOCK                              | CUSIP: 679352005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $39575.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Seika Chemicals Company Limited.                                        | SUMITOMO SEIKA CHEMICALS CO LT COMMON STOCK             | CUSIP: 679360008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $9385.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotetsu Holdings Inc.                                                            | SOTETSU HOLDINGS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $58190.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Metals Co. Ltd.                                                          | PACIFIC METALS CO LTD COMMON STOCK                      | CUSIP: 666634001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7242.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park24 Co. Ltd.                                                                  | PARK24 CO LTD COMMON STOCK                              | CUSIP: 666773908<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |      6000 | NS      | $83394.69     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Paladin Energy Ltd                                                               | PALADIN ENERGY LTD COMMON STOCK                         | CUSIP: 666846902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     18000 | NS      | $72387.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan-United Corporation Ltd                                                       | PAN-UNITED CORP LTD COMMON STOCK                        | CUSIP: 666981907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     25550 | NS      | $14742.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratorios Farmaceuticos ROVI S.A.                                             | LABORATORIOS FARMACEUTICOS ROV COMMON STOCK EUR.06      | CUSIP: B29F9S903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       846 | NS      | $52300.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP                                                                              | VGP NV COMMON STOCK EUR55.0                             | CUSIP: B29L88905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |       553 | NS      | $53006.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Perion Network Ltd.                                                              | PERION NETWORK LTD COMMON STOCK ILS.03                  | CUSIP: B29NPD901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1681 | NS      | $17958.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Or Holdings Ltd                                                             | MEGA OR HOLDINGS LTD COMMON STOCK ILS.01                | CUSIP: B2N78D909<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       904 | NS      | $34177.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                                                        | PARAGON BANKING GROUP PLC COMMON STOCK GBP1.0           | CUSIP: B2NGPM900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8897 | NS      | $108392.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Flush Co.Ltd.                                                              | NIHON FLUSH CO LTD COMMON STOCK                         | CUSIP: B2NJ3J905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $8015.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SJM Holdings Limited                                                             | SJM HOLDINGS LTD COMMON STOCK                           | CUSIP: B2NR3Y904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    113000 | NS      | $33359.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Young and Co.'s Brewery P.L.C.                                                   | YOUNG and CO'S BREWERY PLC COMMON STOCK GBP.125         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1340 | NS      | $17548.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Young and Co.'s Brewery P.L.C.                                                   | YOUNG and CO'S BREWERY PLC COMMON STOCK GBP.125         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1012 | NS      | $8795.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sho-Bond Holdings Co. Ltd.                                                       | SHO-BOND HOLDINGS CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $44116.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasure Factory Co.LTD.                                                         | TREASURE FACTORY CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $6743.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitou BF                                                                       | MANITOU BF SA COMMON STOCK EUR1.0                       | CUSIP: 572404903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       505 | NS      | $12014.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Profilo S.p.A.                                                             | BANCA PROFILO SPA COMMON STOCK                          | CUSIP: 572458909<br>LEI: RRAN7P32P0W0YY4XQW79 | Long             | EC               | CORP              | IT        |     39986 | NS      | $8038.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Acea SpA                                                                         | ACEA SPA COMMON STOCK EUR5.16                           | CUSIP: 572812907<br>LEI: 549300Q3448N041CTH56 | Long             | EC               | CORP              | IT        |      1991 | NS      | $47979.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Azkoyen SA                                                                       | AZKOYEN SA COMMON STOCK EUR.6                           | CUSIP: 573032901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1201 | NS      | $12401.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Martinrea International Inc.                                                     | MARTINREA INTERNATIONAL INC COMMON STOCK                | CUSIP: 573459104<br>LEI: 5493004U3PUN21MLJG41 | Long             | EC               | CORP              | CA        |      3380 | NS      | $20762.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1and1 AG                                                                         | 1and1 AG COMMON STOCK                                   | CUSIP: 573467909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1760 | NS      | $36480.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TAG Immobilien AG                                                                | TAG IMMOBILIEN AG COMMON STOCK                          | CUSIP: 573563905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8812 | NS      | $148960.35    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Melia Hotels International S.A.                                                  | MELIA HOTELS INTERNATIONAL SA COMMON STOCK EUR.2        | CUSIP: 573829900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      4274 | NS      | $32784.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STO SE and Co. KGaA                                                              | STO SE and CO KGAA PREFERENCE                           | CUSIP: 574038907<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |       131 | NS      | $17271.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cewe Stiftung and Co. KGaA                                                       | CEWE STIFTUNG and CO KGAA COMMON STOCK                  | CUSIP: 574080909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       239 | NS      | $27104.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amper S.A.                                                                       | AMPER SA COMMON STOCK EUR.05                            | CUSIP: 574422903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     54530 | NS      | $8867.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspo Oyj                                                                         | ASPO OYJ COMMON STOCK                                   | CUSIP: 578549909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3641 | NS      | $21742.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bittium Oyj                                                                      | BITTIUM OYJ COMMON STOCK                                | CUSIP: 579298902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1254 | NS      | $9942.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assystem                                                                         | ASSYSTEM SA COMMON STOCK EUR1.0                         | CUSIP: 579792904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       283 | NS      | $13331.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WithSecure Oyj                                                                   | WITHSECURE OYJ COMMON STOCK                             | CUSIP: 580685907<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      9477 | NS      | $11143.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak N.V.                                                           | KONINKLIJKE VOPAK NV COMMON STOCK EUR.5                 | CUSIP: 580942902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2516 | NS      | $115253.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bekaert SA                                                                       | BEKAERT SA COMMON STOCK                                 | CUSIP: 582743902<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1328 | NS      | $53948.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Facilities Corporation                                                   | MEDICAL FACILITIES CORP COMMON STOCK                    | CUSIP: 58457V503<br>LEI: 549300KHW6BB8F1NXK22 | Long             | EC               | CORP              | CA        |      1330 | NS      | $15312.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Melcor Developments Ltd.                                                         | MELCOR DEVELOPMENTS LTD COMMON STOCK                    | CUSIP: 585467103<br>LEI: 549300RYMI0PJCFQBB05 | Long             | EC               | CORP              | CA        |      1200 | NS      | $12163.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG and Co. KGaA                                                      | CTS EVENTIM AG and CO KGAA COMMON STOCK                 | CUSIP: 588185900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1192 | NS      | $144585.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilot Corporation                                                                | PILOT CORP COMMON STOCK                                 | CUSIP: 642536908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $35994.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon House Holdings Co. Ltd.                                                    | NIHON HOUSE HOLDINGS CO LTD COMMON STOCK                | CUSIP: 642551006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $18512.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta-Ocean Construction Co. Ltd.                                                | PENTA-OCEAN CONSTRUCTION CO LT COMMON STOCK             | CUSIP: 668080005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $109543.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| First Juken Co. Ltd.                                                             | FIRST JUKEN CO LTD COMMON STOCK                         | CUSIP: 668098908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $6957.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corporation Limited                                                     | NEW HOPE CORP LTD COMMON STOCK                          | CUSIP: 668196900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23673 | NS      | $56746.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Perpetual Limited                                                                | PERPETUAL LTD EX PDL COMMON STOCK                       | CUSIP: 668239007<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |      4562 | NS      | $52052.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprott Inc.                                                                      | SPROTT INC COMMON STOCK                                 | CUSIP: 852066208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1099 | NS      | $63704.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Civmec Australia Limited                                                         | CIVMEC AUSTRALIA LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12000 | NS      | $7878.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuix Pty Ltd                                                                     | NUIX LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10501 | NS      | $16778.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Judo Capital Holdings Limited                                                    | JUDO CAPITAL HOLDINGS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     26561 | NS      | $24401.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air New Zealand Limited                                                          | AIR NEW ZEALAND LTD COMMON STOCK                        | CUSIP: 642648901<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     58727 | NS      | $21074.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes OYJ                                                                   | KONECRANES OYJ COMMON STOCK EUR.5                       | CUSIP: B11WFP905<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |      2624 | NS      | $205020.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Eckert and Ziegler SE                                                            | ECKERT and ZIEGLER SE COMMON STOCK                      | CUSIP: 568985907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       746 | NS      | $52404.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schouw and Co.                                                                   | SCHOUW and CO A/S COMMON STOCK DKK10.0                  | CUSIP: 569085905<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       510 | NS      | $45333.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmos Semiconductor SE                                                           | ELMOS SEMICONDUCTOR SE COMMON STOCK                     | CUSIP: 569542905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       349 | NS      | $26853.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                                                 | WACKER CHEMIE AG COMMON STOCK                           | CUSIP: B11Y56904<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |       877 | NS      | $62426.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Alconix Corporation                                                              | ALCONIX CORP COMMON STOCK                               | CUSIP: B121L6907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $15315.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                        | KESKO OYJ COMMON STOCK                                  | CUSIP: 569805906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3169 | NS      | $75037.79     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PVA TePla AG                                                                     | PVA TEPLA AG COMMON STOCK                               | CUSIP: 569928906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1166 | NS      | $22526.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Wienerberger AG                                                                  | WIENERBERGER AG COMMON STOCK                            | CUSIP: 569937907<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4761 | NS      | $176449.57    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezra Holdings Limited                                                            | EZRA HOLDINGS LTD COMMON STOCK                          | CUSIP: 667442909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    438996 | NS      | $936.03       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Equital Ltd.                                                                     | EQUITAL LTD COMMON STOCK ILS1.0                         | CUSIP: 667735906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       399 | NS      | $14960.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Nice (International) Holdings Limited                                      | EAGLE NICE INTERNATIONAL HOLDI COMMON STOCK HKD.01      | CUSIP: 667823900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     46000 | NS      | $22052.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Techno Medica Co. Ltd.                                                           | TECHNO MEDICA CO LTD COMMON STOCK                       | CUSIP: 667984900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $10046.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seria Co. Ltd.                                                                   | SERIA CO LTD COMMON STOCK                               | CUSIP: 668071905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $38477.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuhoku Financial Group Inc.                                                    | HOKUHOKU FINANCIAL GROUP INC COMMON STOCK               | CUSIP: 668359904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $82879.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Minerals Limited                                                         | GENESIS MINERALS LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     47950 | NS      | $146925.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cettire Limited                                                                  | CETTIRE LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     16737 | NS      | $4258.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                                    | WHITBREAD PLC COMMON STOCK GBP.767974                   | CUSIP: B1KJJ4906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1213 | NS      | $47388.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Humm Group Limited                                                               | HUMM GROUP LTD COMMON STOCK                             | CUSIP: B1L2QW902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     21009 | NS      | $6159.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                            | UBISOFT ENTERTAINMENT SA COMMON STOCK EUR.0775          | CUSIP: B1L3CS904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4131 | NS      | $47317.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paz Retail and Energy Ltd                                                        | PAZ RETAIL AND ENERGY LTD COMMON STOCK ILS5.0           | CUSIP: B1L3K6903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $129.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syrah Resources Limited                                                          | SYRAH RESOURCES LTD COMMON STOCK                        | CUSIP: B23HV2907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     47009 | NS      | $9237.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEKO AB                                                                          | MEKO AB COMMON STOCK SEK2.5                             | CUSIP: B23PWD904<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |      1699 | NS      | $20297.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellcom Israel Ltd.                                                              | CELLCOM ISRAEL LTD COMMON STOCK ILS.01                  | CUSIP: B23WQK900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4033 | NS      | $28873.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Priortech Ltd.                                                                   | PRIORTECH LTD COMMON STOCK ILS1.0                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       416 | NS      | $18454.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyram Plastic Industries Ltd                                                   | POLYRAM PLASTIC INDUSTRIES LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3900 | NS      | $12156.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercos S.P.A.                                                                  | INTERCOS SPA COMMON STOCK NPV                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      1990 | NS      | $32298.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kibun Foods Inc.                                                                 | KIBUN FOODS INC COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $8165.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Simplex HoldingsInc.                                                             | SIMPLEX HOLDINGS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $33768.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNI Group Ltd.                                                                   | GNI GROUP LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $35656.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Purus ASA                                                                | HEXAGON PURUS ASA COMMON STOCK NOK.1                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     13675 | NS      | $2014.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sedana Medical AB                                                                | SEDANA MEDICAL AB COMMON STOCK SEK.025                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      4487 | NS      | $5619.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ponsse Plc                                                                       | PONSSE OYJ COMMON STOCK                                 | CUSIP: B125V7905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       508 | NS      | $17226.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirakawa Hewtech Corp.                                                           | HIRAKAWA HEWTECH CORP COMMON STOCK                      | CUSIP: B1272V900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       630 | NS      | $6536.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IP Group plc                                                                     | IP GROUP PLC COMMON STOCK GBP.02                        | CUSIP: B128J4900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     41776 | NS      | $25211.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atea ASA                                                                         | ATEA ASA COMMON STOCK NOK1.0                            | CUSIP: B12TR1901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      2898 | NS      | $41307.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep N.V.                                                       | KONINKLIJKE BAM GROEP NV COMMON STOCK EUR.1             | CUSIP: B12W5Y906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     12199 | NS      | $101997.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ratos AB                                                                         | RATOS AB COMMON STOCK SEK3.15                           | CUSIP: B130WD901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8778 | NS      | $35381.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dios Fastigheter AB                                                              | DIOS FASTIGHETER AB COMMON STOCK SEK2.0                 | CUSIP: B1323T904<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |      4522 | NS      | $31348.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Calida Holding AG                                                                | CALIDA HOLDING AG COMMON STOCK CHF.1                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       100 | NS      | $2073.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hawesko Holding SE                                                               | HAWESKO HOLDING SE COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       828 | NS      | $23951.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SFC Energy AG                                                                    | SFC ENERGY AG COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       541 | NS      | $13429.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Infotel                                                                          | INFOTEL SA COMMON STOCK EUR.4                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       553 | NS      | $26189.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HandT Group plc                                                                  | HandT GROUP PLC COMMON STOCK GBP.05                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2445 | NS      | $20931.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Motor Bus Company Limited                                                  | CHINA MOTOR BUS CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      1800 | NS      | $12365.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIR SpA-Compagnie Industriali                                                    | CIR SPA-COMPAGNIE INDUSTRIALI COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |     19890 | NS      | $13839.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli and C. Officine Meccaniche S.p.A.                                        | DANIELI and C OFFICINE MECCANICH PREFERRED STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      1630 | NS      | $52180.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HIMACSLtd.                                                                       | HIMACS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $6545.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                     | BAUSCH HEALTH COS INC COMMON STOCK                      | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |     10755 | NS      | $48745.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baytex Energy Corp.                                                              | BAYTEX ENERGY CORP COMMON STOCK                         | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |     34145 | NS      | $55483.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carillion PLC                                                                    | CARILLION PLC COMMON STOCK GBP.5                        | CUSIP: 073655904<br>LEI: 6SNZTEXLR1M5211YYB89 | Long             | EC               | CORP              | GB        |    114263 | NS      | $14763.97     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Close Brothers Group plc                                                         | CLOSE BROTHERS GROUP PLC COMMON STOCK GBP.25            | CUSIP: 076680008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6162 | NS      | $27684.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place PLC                                                            | ST JAMES'S PLACE PLC COMMON STOCK GBP.15                | CUSIP: 076693902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1205 | NS      | $18108.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Senior plc                                                                       | SENIOR PLC COMMON STOCK GBP.1                           | CUSIP: 079582003<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |     17352 | NS      | $39793.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group plc                                                                  | SERCO GROUP PLC COMMON STOCK GBP.02                     | CUSIP: 079737003<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |     44259 | NS      | $111384.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group PLC                                                         | MORGAN SINDALL GROUP PLC COMMON STOCK GBP.05            | CUSIP: 080856008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2115 | NS      | $110451.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuda Denshi Co. Ltd.                                                           | FUKUDA DENSHI CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $32023.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co. Ltd.                                                       | FURUKAWA ELECTRIC CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $104489.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Johns Lyng Group Limited                                                         | JOHNS LYNG GROUP LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     14927 | NS      | $24545.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Firefinch Limited                                                                | FIREFINCH LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    160759 | NS      | $20725.05     | 0.02%             |  |  |  | No            |                  3 | On Loan: —       |
| Dalrymple Bay Infrastructure Limited                                             | DALRYMPLE BAY INFRASTRUCTURE L STAPLED SECURITY         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5007 | NS      | $13073.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Financial Group Limited                                                  | LIBERTY FINANCIAL GROUP LTD STAPLED SECURITY            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3600 | NS      | $7222.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PEXA Group Limited                                                               | PEXA GROUP LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5663 | NS      | $46340.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Financial GateInc.                                                           | GMO FINANCIAL GATE INC COMMON STOCK                     | CUSIP: BKPTHH900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $8085.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AZ-COM MARUWA Holdings Inc.                                                      | AZ-COM MARUWA HOLDINGS INC COMMON STOCK                 | CUSIP: BKRC09901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $20624.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuit Group PLC                                                                 | GENUIT GROUP PLC COMMON STOCK GBP.001                   | CUSIP: BKRC5K901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10526 | NS      | $57146.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediterranean Towers Ltd                                                         | MEDITERRANEAN TOWERS LTD COMMON STOCK ILS.01            | CUSIP: BKRCD0906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3827 | NS      | $11998.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec                                                                        | VALLOUREC SACA COMMON STOCK EUR.02                      | CUSIP: BLGWF9901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7756 | NS      | $131308.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SiteMinder Limited                                                               | SITEMINDER LTD COMMON STOCK                             | CUSIP: BLH35X902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7431 | NS      | $22025.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Irish Continental Group Public Limited Company                                   | IRISH CONTINENTAL GROUP PLC UNIT EUR.65                 | CUSIP: BLP585906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5579 | NS      | $33195.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H. Lundbeck A/S                                                                  | H LUNDBECK A/S COMMON STOCK DKK1.0                      | CUSIP: BMGTJR902<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |      2286 | NS      | $10548.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 7C Solarparken AG                                                                | 7C SOLARPARKEN AG COMMON STOCK EUR1.0                   | CUSIP: BNJZSP907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6787 | NS      | $15391.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Healthcare Group plc                                                       | SPIRE HEALTHCARE GROUP PLC COMMON STOCK GBP.01          | CUSIP: BNLPYF901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12537 | NS      | $32711.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Olam Group Limited                                                               | OLAM GROUP LTD COMMON STOCK                             | CUSIP: BNM1NQ901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     11600 | NS      | $8073.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                                         | ACCELLERON INDUSTRIES AG COMMON STOCK CHF.01            | CUSIP: BNM73Q900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4142 | NS      | $239191.60    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group plc                                                                 | PENNON GROUP PLC COMMON STOCK GBP.6105                  | CUSIP: BNNTLN908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21246 | NS      | $146327.74    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jm Holdings Co. Ltd.                                                             | JM HOLDINGS CO LTD COMMON STOCK                         | CUSIP: BYM6DQ907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $10158.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Per Aarsleff Holding A/S                                                         | PER AARSLEFF HOLDING A/S COMMON STOCK DKK2.0            | CUSIP: BYMM00903<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |       747 | NS      | $67696.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Group plc                                                         | DOMINO'S PIZZA GROUP PLC COMMON STOCK GBP.005208        | CUSIP: BYN591908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15109 | NS      | $53139.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiber Holdings Limited                                                          | SWIBER HOLDINGS LTD COMMON STOCK                        | CUSIP: BYN5C4908<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    128250 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China Star Entertainment Limited                                                 | CHINA STAR ENTERTAINMENT LTD COMMON STOCK HKD.01        | CUSIP: BYNRWG901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    488000 | NS      | $88765.17     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold-Finance Holdings Limited                                                    | GOLD-FINANCE HOLDINGS LTD COMMON STOCK HKD.001          | CUSIP: BYNWKG903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    214000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dexerials Corporation                                                            | DEXERIALS CORP COMMON STOCK                             | CUSIP: BYP97J901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $77083.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bjorn Borg AB                                                                    | BJORN BORG AB COMMON STOCK SEK.3125                     | CUSIP: BYPBPZ900<br>LEI: 549300UIPGM58Z67Z634 | Long             | EC               | CORP              | SE        |      1059 | NS      | $6376.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Superloop Limited                                                                | SUPERLOOP LTD COMMON STOCK                              | CUSIP: BYPC6V908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20975 | NS      | $36512.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Montana Aerospace AG                                                             | MONTANA AEROSPACE AG COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       545 | NS      | $12172.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltalia SA                                                                      | VOLTALIA SA COMMON STOCK EUR5.7                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1419 | NS      | $14214.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Liontrust Asset Management PLC                                                   | LIONTRUST ASSET MANAGEMENT PLC COMMON STOCK GBP.01      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2874 | NS      | $14624.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M.P. Evans Group PLC                                                             | MP EVANS GROUP PLC COMMON STOCK GBP.1                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1743 | NS      | $24563.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SandU plc                                                                        | SandU PLC COMMON STOCK GBP.125                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1096 | NS      | $22451.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Technology Holdings plc                                                  | ASHTEAD TECHNOLOGY HOLDINGS PL COMMON STOCK GBP.05      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3578 | NS      | $20495.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Foresight Group Holdings Limited                                                 | FORESIGHT GROUP HOLDINGS LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3154 | NS      | $16192.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danya Cebus Ltd.                                                                 | DANYA CEBUS LTD COMMON STOCK ILS1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       399 | NS      | $12199.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veridis Environment Ltd                                                          | VERIDIS ENVIRONMENT LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1982 | NS      | $13045.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIKUN and BINUI SOLTEC RENEWABL COMMON STOCK                                    | SHIKUN and BINUI SOLTEC RENEWABL COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     14902 | NS      | $10929.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiit S.P.A.                                                                      | WIIT SPA COMMON STOCK NPV                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       390 | NS      | $7597.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group PLC                                                                | TP ICAP GROUP PLC COMMON STOCK GBP.25                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     32771 | NS      | $115830.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRONEER Holdings Inc.                                                          | INFRONEER HOLDINGS INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8300 | NS      | $67687.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyber Security Cloud Inc.                                                        | CYBER SECURITY CLOUD INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $5468.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Juroku Financial GroupInc.                                                       | JUROKU FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $47766.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PHC Holdings Corporation                                                         | PHC HOLDINGS CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $8365.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkoku Financial Holdings Inc.                                                  | HOKKOKU FINANCIAL HOLDINGS INC COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $27459.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamae Group Holdings Co.Ltd.                                                     | YAMAE GROUP HOLDINGS CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $3246.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yukiguni Factory Co. Ltd.                                                        | YUKIGUNI FACTORY CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $6813.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LA Holdings Co.Ltd.                                                              | LA HOLDINGS CO LTD/JAPAN COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $13729.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGO Properties N.V.                                                             | ARGO PROPERTIES NV COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |       742 | NS      | $25124.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kid ASA                                                                          | KID ASA COMMON STOCK NOK1.2                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      1073 | NS      | $15655.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rana Gruber ASA                                                                  | RANA GRUBER ASA COMMON STOCK NOK.25                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      1036 | NS      | $7202.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elopak ASA                                                                       | ELOPAK ASA COMMON STOCK NOK1.4                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      5433 | NS      | $23794.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoegh Autoliners ASA                                                             | HOEGH AUTOLINERS ASA COMMON STOCK NOK1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      2982 | NS      | $24820.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RVRC Holding AB                                                                  | RVRC HOLDING AB COMMON STOCK SEK.01                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2594 | NS      | $12136.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighetsbolaget Emilshus AB                                                    | FASTIGHETSBOLAGET EMILSHUS AB COMMON STOCK SEK2.0       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       980 | NS      | $4762.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truecaller AB                                                                    | TRUECALLER AB COMMON STOCK SEK.002                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1906 | NS      | $12852.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                                  | BABCOCK INTERNATIONAL GROUP PL COMMON STOCK GBP.6       | CUSIP: 096970900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11415 | NS      | $144467.39    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                  | BOMBARDIER INC COMMON STOCK                             | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      1952 | NS      | $136605.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bonterra Energy Corp.                                                            | BONTERRA ENERGY CORP COMMON STOCK                       | CUSIP: 098546104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1314 | NS      | $3446.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Synthomer PLC                                                                    | SYNTHOMER PLC COMMON STOCK GBP.1                        | CUSIP: 098874001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3829 | NS      | $5386.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogeco Inc.                                                                      | COGECO INC COMMON STOCK                                 | CUSIP: 19238T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       192 | NS      | $9176.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Communications Inc.                                                       | COGECO COMMUNICATIONS INC COMMON STOCK                  | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |       730 | NS      | $36756.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc.                                                | COLLIERS INTERNATIONAL GROUP I COMMON STOCK             | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       100 | NS      | $12062.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Modelling Group Ltd.                                                    | COMPUTER MODELLING GROUP LTD COMMON STOCK               | CUSIP: 205249105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4133 | NS      | $20238.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conifex Timber Inc.                                                              | CONIFEX TIMBER INC COMMON STOCK                         | CUSIP: 207324104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4700 | NS      | $1095.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corby Spirit and Wine Limited                                                    | CORBY SPIRIT AND WINE LTD COMMON STOCK                  | CUSIP: 218349108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       744 | NS      | $7318.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Culico Metals Inc.                                                               | CULICO METALS INC COMMON STOCK                          | CUSIP: 22989Q101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11968 | NS      | $1133.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Definity Financial Corporation                                                   | DEFINITY FINANCIAL CORP COMMON STOCK                    | CUSIP: 24477T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4316 | NS      | $234363.19    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| dentalcorp Holdings Ltd.                                                         | DENTALCORP HOLDINGS LTD COMMON STOCK                    | CUSIP: 24874B108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1097 | NS      | $7098.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexterra Group Inc.                                                              | DEXTERRA GROUP INC COMMON STOCK                         | CUSIP: 252371109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1434 | NS      | $8871.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Docebo Inc.                                                                      | DOCEBO INC COMMON STOCK                                 | CUSIP: 25609L105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       600 | NS      | $16395.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innergex Renewable Energy Inc.                                                   | INNERGEX RENEWABLE ENERGY INC COMMON STOCK              | CUSIP: 45790B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9141 | NS      | $90987.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interfor Corporation                                                             | INTERFOR CORP COMMON STOCK                              | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |      2514 | NS      | $22971.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nolato AB                                                                        | NOLATO AB COMMON STOCK SEK.5                            | CUSIP: 458971900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8801 | NS      | $54369.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corporation                                              | INTERNATIONAL PETROLEUM CORP COMMON STOCK               | CUSIP: 46016U108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3359 | NS      | $47264.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OC Oerlikon Corporation AG Pfaffikon                                             | OC OERLIKON CORP AG PFAFFIKON COMMON STOCK CHF1.0       | CUSIP: 461275901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9205 | NS      | $42494.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Olvi Oyj                                                                         | OLVI OYJ COMMON STOCK EUR2.0                            | CUSIP: 462216904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       660 | NS      | $26123.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Borussia Dortmund GmbH and Co. Kommanditgesellschaft auf Aktien                  | BORUSSIA DORTMUND GMBH + CO KG COMMON STOCK             | CUSIP: 462719907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2982 | NS      | $12919.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria AG                                                               | TELEKOM AUSTRIA AG COMMON STOCK                         | CUSIP: 463508903<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      3780 | NS      | $41885.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Aktiebolag                                                                   | NCC AB COMMON STOCK SEK8.0                              | CUSIP: 464574003<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      3654 | NS      | $69218.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Composites ASA                                                           | HEXAGON COMPOSITES ASA COMMON STOCK NOK.1               | CUSIP: 518600903<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      5104 | NS      | $8851.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Laurentian Bank of Canada                                                        | LAURENTIAN BANK OF CANADA COMMON STOCK                  | CUSIP: 51925D106<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | EC               | CORP              | CA        |      2081 | NS      | $46401.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interroll Holding AG                                                             | INTERROLL HOLDING AG COMMON STOCK CHF1.0                | CUSIP: 520662909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        31 | NS      | $75109.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedap N.V.                                                                       | NEDAP NV COMMON STOCK EUR.1                             | CUSIP: 522861905<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       185 | NS      | $13338.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad N.V.                                                                    | RANDSTAD NV COMMON STOCK EUR.1                          | CUSIP: 522865906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      4536 | NS      | $190146.54    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Gimv NV                                                                          | GIMV NV COMMON STOCK                                    | CUSIP: 524908902<br>LEI: 549300UFHGFY5IOON989 | Long             | EC               | CORP              | BE        |      1130 | NS      | $57060.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixt SE                                                                          | SIXT SE COMMON STOCK                                    | CUSIP: 526076906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       628 | NS      | $59617.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jensen-Group NV                                                                  | JENSEN-GROUP NV COMMON STOCK                            | CUSIP: 526268909<br>LEI: 549300VL91FV2CP8L882 | Long             | EC               | CORP              | BE        |       343 | NS      | $21059.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLSmidth and Co. A/S                                                             | FLSMIDTH and CO A/S COMMON STOCK DKK20.0                | CUSIP: 526357900<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      1797 | NS      | $103836.95    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Atria Oyj                                                                        | ATRIA OYJ COMMON STOCK                                  | CUSIP: 526428909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       813 | NS      | $11680.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leon's Furniture Limited                                                         | LEON'S FURNITURE LTD COMMON STOCK                       | CUSIP: 526682109<br>LEI: 549300L1VH4AT8EH7A33 | Long             | EC               | CORP              | CA        |      1054 | NS      | $21159.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Nanto Bank Ltd.                                                              | NANTO BANK LTD/THE COMMON STOCK                         | CUSIP: 662152008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $34022.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Narasaki Sangyo Co.Ltd.                                                          | NARASAKI SANGYO CO LTD COMMON STOCK                     | CUSIP: 662230002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $11116.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec Inc.                                                                       | MODEC INC COMMON STOCK                                  | CUSIP: 662280908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $83798.79     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox S.A.                                                                    | ACERINOX SA COMMON STOCK EUR.25                         | CUSIP: B01ZVZ900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      7525 | NS      | $88887.49     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Limited                                                           | PERSEUS MINING LTD COMMON STOCK                         | CUSIP: B02FBC906<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |     61332 | NS      | $154808.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Metals X Limited                                                                 | METALS X LTD COMMON STOCK                               | CUSIP: B02HJ5909<br>LEI: 549300PYQIA9NE598013 | Long             | EC               | CORP              | AU        |     26350 | NS      | $9002.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Leasing Company Limited                                                   | MIZUHO LEASING CO LTD COMMON STOCK                      | CUSIP: B02QLW907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $46062.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPoint Plc                                                                     | PAYPOINT PLC COMMON STOCK GBP.003333333                 | CUSIP: B02QND907<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |      3018 | NS      | $28935.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ypsomed Holding AG                                                               | YPSOMED HOLDING AG COMMON STOCK CHF14.15                | CUSIP: B02SWN901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       188 | NS      | $92997.64     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hs Holdings Co. Ltd.                                                             | HS HOLDINGS CO LTD COMMON STOCK                         | CUSIP: B02T4H903<br>LEI: 549300QL9Z6XV46RXT40 | Long             | EC               | CORP              | JP        |      2200 | NS      | $14774.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kappa Create CO. LTD.                                                            | KAPPA CREATE CO LTD COMMON STOCK                        | CUSIP: 648032902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $10298.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                                                   | CLAS OHLSON AB COMMON STOCK SEK1.25                     | CUSIP: B033YF900<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |      1752 | NS      | $48127.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AFI Properties Ltd                                                               | AFI PROPERTIES LTD COMMON STOCK ILS1.0                  | CUSIP: B034CL909<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         0 | NS      | $5.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co. Ltd.                                                        | KAGA ELECTRONICS CO LTD COMMON STOCK                    | CUSIP: 648075000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $29460.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kadoya Sesame Mills Incorporated                                                 | KADOYA SESAME MILLS INC COMMON STOCK                    | CUSIP: 648082907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $9988.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexity                                                                           | NEXITY SA COMMON STOCK EUR5.0                           | CUSIP: B037JC905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1740 | NS      | $19788.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S COMMON STOCK DKK10.0                     | CUSIP: B0386J902<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |      1823 | NS      | $171288.99    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| As One Corporation                                                               | AS ONE CORP COMMON STOCK                                | CUSIP: 648092906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $44788.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kameda Seika Co. Ltd.                                                            | KAMEDA SEIKA CO LTD COMMON STOCK                        | CUSIP: 648237006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $21042.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delfi Limited                                                                    | DELFI LTD COMMON STOCK                                  | CUSIP: B03944905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     15900 | NS      | $8982.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Frontier Fudousan Co. Ltd.                                                   | SUN FRONTIER FUDOUSAN CO LTD COMMON STOCK               | CUSIP: B03BJB908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $21488.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ns Tool Co.Ltd.                                                                  | NS TOOL CO LTD COMMON STOCK                             | CUSIP: B03CMX904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $22961.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LNA Sante                                                                        | LNA SANTE SA COMMON STOCK EUR2.0                        | CUSIP: B03GCV900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       534 | NS      | $14613.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamei Corporation                                                                | KAMEI CORP COMMON STOCK                                 | CUSIP: 648255008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9796.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamoto Co. Ltd.                                                                | KANAMOTO CO LTD COMMON STOCK                            | CUSIP: 648290005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $27417.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Kigenso Kagaku-Kogyo Co. Ltd                                             | DAIICHI KIGENSO KAGAKU-KOGYO C COMMON STOCK             | CUSIP: B03KX1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $11458.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiseki Eco.Solution Co. Ltd.                                                    | DAISEKI ECO. SOLUTION CO LTD COMMON STOCK               | CUSIP: B03P2D901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $4538.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanagawa Chuo Kotsu Co. Ltd.                                                     | KANAGAWA CHUO KOTSU CO LTD COMMON STOCK                 | CUSIP: 648328003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $28120.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaneka Corporation                                                               | KANEKA CORP COMMON STOCK                                | CUSIP: 648336006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $54325.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyo General Lease Co. Ltd.                                                      | FUYO GENERAL LEASE CO LTD COMMON STOCK                  | CUSIP: B03P2F906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $82886.44     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KYORIN Pharmaceutical Co. Ltd.                                                   | KYORIN PHARMACEUTICAL CO LTD COMMON STOCK               | CUSIP: B0YZFP904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $20892.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamatane Corporation                                                             | YAMATANE CORP COMMON STOCK                              | CUSIP: 687570002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9453.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malam - Team Ltd                                                                 | MALAM - TEAM LTD COMMON STOCK ILS1.0                    | CUSIP: 687592907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       219 | NS      | $5325.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deceuninck NV                                                                    | DECEUNINCK NV COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300R6YGQQ24P6WW72       | Long             | EC               | CORP              | BE        |      3244 | NS      | $8000.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tonnellerie Francois Freres                                                      | TFF GROUP COMMON STOCK EUR.4                            | CUSIP: BF2RW1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       371 | NS      | $9601.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Towa Corporation                                                                 | TOWA CORP COMMON STOCK                                  | CUSIP: 687866905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $28629.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teijin Limited                                                                   | TEIJIN LTD COMMON STOCK                                 | CUSIP: 688050004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $61821.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tayca Corporation                                                                | TAYCA CORP COMMON STOCK                                 | CUSIP: 688086008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $22269.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tpr Co. Ltd.                                                                     | TPR CO LTD COMMON STOCK                                 | CUSIP: 688092907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $10922.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brembo N.V.                                                                      | BREMBO NV COMMON STOCK EUR.01                           | CUSIP: BF3798902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      7042 | NS      | $64448.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mikron Holding AG                                                                | MIKRON HOLDING AG COMMON STOCK CHF.1                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      1356 | NS      | $27499.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Teikoku Sen-I Co.Ltd.                                                            | TEIKOKU SEN-I CO LTD COMMON STOCK                       | CUSIP: 688098003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $14979.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teikoku Tsushin Kogyo Co.Ltd.                                                    | TEIKOKU TSUSHIN KOGYO CO LTD COMMON STOCK               | CUSIP: 688102003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12386.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Incap Oyj                                                                        | INCAP OYJ COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |       895 | NS      | $10995.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zotefoams plc                                                                    | ZOTEFOAMS PLC COMMON STOCK GBP.05                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1904 | NS      | $7648.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEKKEN CORPORATION                                                               | TEKKEN CORP COMMON STOCK                                | CUSIP: 688116003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7417.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Pack Corporation                                                             | PACK CORP/THE COMMON STOCK                              | CUSIP: 688782903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $15264.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Begbies Traynor Group plc                                                        | BEGBIES TRAYNOR GROUP PLC COMMON STOCK GBP.05           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     17854 | NS      | $23427.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes Public Limited Company                                               | CAIRN HOMES PLC COMMON STOCK EUR.001                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     25373 | NS      | $62959.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Theme International Holdings Limited                                             | THEME INTERNATIONAL HOLDINGS L COMMON STOCK HKD.0025    | CUSIP: 688949908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    170000 | NS      | $10489.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Development Of Nimrodi Group Ltd                                            | LAND DEVELOPMENT NIMRODI GROUP COMMON STOCK ILS.01      | CUSIP: 688970904<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1196 | NS      | $10552.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNM S.p.A.                                                                       | FNM SPA COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |     11718 | NS      | $5859.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Bio Inc.                                                                  | TAKARA BIO INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $14798.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Riko Company Limited                                                    | SUMITOMO RIKO CO LTD COMMON STOCK                       | CUSIP: 689391001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $17927.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Carbon Co. Ltd.                                                            | TOKAI CARBON CO LTD COMMON STOCK                        | CUSIP: 689400000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $67344.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nankai Electric Railway Co. Ltd.                                                 | NANKAI ELECTRIC RAILWAY CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4600 | NS      | $69535.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Midac Holdings Co. Ltd.                                                          | MIDAC HOLDINGS CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $8699.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Rika Co. Ltd.                                                              | TOKAI RIKA CO LTD COMMON STOCK                          | CUSIP: 689402006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $35037.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Topcon Corporation                                                               | TOPCON CORP COMMON STOCK                                | CUSIP: 689424000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $107941.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Seimitsu Co. Ltd.                                                          | TOKYO SEIMITSU CO LTD COMMON STOCK                      | CUSIP: 689430007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $105363.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Sangyo Co. Ltd.                                                            | TOKYO SANGYO CO LTD COMMON STOCK                        | CUSIP: 689434009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $6805.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI Corp.                                                                      | TOKAI CORP/GIFU COMMON STOCK                            | CUSIP: 689435006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $13713.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corporation                                                                  | TOA CORP/HYOGO COMMON STOCK                             | CUSIP: 689443000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $37394.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toagosei Co. Ltd.                                                                | TOAGOSEI CO LTD COMMON STOCK                            | CUSIP: 689446003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $37838.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOA CORPORATION                                                                  | TOA CORP/TOKYO COMMON STOCK                             | CUSIP: 689450005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $26925.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Tokyo Financial Holdings Inc.                                              | TOKAI TOKYO FINANCIAL HOLDINGS COMMON STOCK             | CUSIP: 689487007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $29226.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOENEC CORPORATION                                                               | TOENEC CORP COMMON STOCK                                | CUSIP: 689562007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $20490.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Tokyo Sales Holdings Co.Ltd.                                              | NISSAN TOKYO SALES HOLDINGS CO COMMON STOCK             | CUSIP: 689574002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $6622.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokuyama Corporation                                                             | TOKUYAMA CORP COMMON STOCK                              | CUSIP: 689576007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $58438.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Steel Manufacturing Co. Ltd.                                               | TOKYO STEEL MANUFACTURING CO L COMMON STOCK             | CUSIP: 689587004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $27737.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ENERGY and SYSTEMS INC.                                                    | TOKYO ENERGY and SYSTEMS INC COMMON STOCK               | CUSIP: 689604007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $5909.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyotokeiba Co. Ltd.                                                            | TOKYOTOKEIBA CO LTD COMMON STOCK                        | CUSIP: 689606002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $18708.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Totetsu Kogyo Co. Ltd.                                                           | TOTETSU KOGYO CO LTD COMMON STOCK                       | CUSIP: 689744001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $24171.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Towa Bank Ltd.                                                               | TOWA BANK LTD/THE COMMON STOCK                          | CUSIP: 689790004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $7376.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKEN CORPORATION                                                                | TOKEN CORP COMMON STOCK                                 | CUSIP: 689844900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       450 | NS      | $41814.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Hasegawa Co. Ltd.                                                             | T HASEGAWA CO LTD COMMON STOCK                          | CUSIP: 689926905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $30293.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co. Ltd.                                                     | TOWA PHARMACEUTICAL CO LTD COMMON STOCK                 | CUSIP: 689958908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $27540.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Engineering Corporation                                                     | TOYO ENGINEERING CORP COMMON STOCK                      | CUSIP: 689971000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $5811.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Kanetsu K.K.                                                                | TOYO KANETSU KK COMMON STOCK                            | CUSIP: 689980001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5193.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO INNOVEX Co.Ltd.                                                             | TOYO INNOVEX CO LTD COMMON STOCK                        | CUSIP: 689984003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $13713.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T.RAD Co. Ltd.                                                                   | T RAD CO LTD COMMON STOCK                               | CUSIP: 689992006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $6635.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TANABE ENGINEERING CORPORATION                                                   | TANABE ENGINEERING CORP COMMON STOCK                    | CUSIP: 689995900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $21875.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Totech Corporation                                                               | TOTECH CORP COMMON STOCK                                | CUSIP: 690009907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $26348.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                                                     | RTL GROUP SA COMMON STOCK                               | CUSIP: B1BK20909<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      1847 | NS      | $70823.91     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Mixi Inc.                                                                        | MIXI INC COMMON STOCK                                   | CUSIP: B1BSCX909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $37004.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jac Recruitment Co. Ltd.                                                         | JAC RECRUITMENT CO LTD COMMON STOCK                     | CUSIP: B1CC1X905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $20816.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dunelm Group PLC                                                                 | DUNELM GROUP PLC COMMON STOCK GBP.01                    | CUSIP: B1CKQ7907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6263 | NS      | $100512.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMA Group Limited                                                                | AMA GROUP LTD COMMON STOCK                              | CUSIP: B1CND9901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    619496 | NS      | $40013.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| StarHub Ltd.                                                                     | STARHUB LTD COMMON STOCK                                | CUSIP: B1CNDB906<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     25800 | NS      | $22797.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Furuya Metal Co. Ltd.                                                            | FURUYA METAL CO LTD COMMON STOCK                        | CUSIP: B1CP13902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $15225.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRA HoldingsInc.                                                                 | SRA HOLDINGS COMMON STOCK                               | CUSIP: B1D3PK906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $16119.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon MandA Center Holdings Inc.                                                 | NIHON MandA CENTER HOLDINGS INC COMMON STOCK            | CUSIP: B1DN46906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $70254.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mie Kotsu Group Holdings Inc.                                                    | MIE KOTSU GROUP HOLDINGS INC COMMON STOCK               | CUSIP: B1DRQC900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $8262.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvar Limited                                                                   | SOLVAR LTD COMMON STOCK                                 | CUSIP: B1FCYL902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17591 | NS      | $18659.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifull Co. Ltd.                                                                  | LIFULL CO LTD COMMON STOCK                              | CUSIP: B1FM48902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $5110.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Sembawang Estates Limited                                                  | BUKIT SEMBAWANG ESTATES LTD COMMON STOCK                | CUSIP: B1FMSL907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      9900 | NS      | $29940.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                        | METSO OYJ COMMON STOCK                                  | CUSIP: B1FN8X901<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     13229 | NS      | $160097.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE COMMON STOCK EUR7.876972                        | CUSIP: B1LB9P906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6645 | NS      | $219378.64    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Artnature Inc.                                                                   | ARTNATURE INC COMMON STOCK                              | CUSIP: B1N2ZG905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $18920.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ad-Sol Nissin Corporation                                                        | AD-SOL NISSIN CORP COMMON STOCK                         | CUSIP: B1N919903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $9137.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Square Real Estate Ltd.                                                     | BLUE SQUARE REAL ESTATE LTD COMMON STOCK ILS1.0         | CUSIP: B1NV2H905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       249 | NS      | $23986.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ts Tech Co. Ltd.                                                                 | TS TECH CO LTD COMMON STOCK                             | CUSIP: B1P1JR909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $42440.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Infrastructure Trust                                                      | KEPPEL INFRASTRUCTURE TRUST UNIT                        | CUSIP: B1P31B909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    675038 | NS      | $204106.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| The United Laboratories International Holdings Limited                           | UNITED LABORATORIES INTERNATIO COMMON STOCK HKD.01      | CUSIP: B1P70H908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     38500 | NS      | $71603.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma S.A.                                                                  | FAES FARMA SA COMMON STOCK EUR.1                        | CUSIP: B1PQHS904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     12559 | NS      | $62260.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eguarantee Inc.                                                                  | EGUARANTEE INC COMMON STOCK                             | CUSIP: B1QGV4902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $18656.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc.                                                   | SKY PERFECT JSAT HOLDINGS INC COMMON STOCK              | CUSIP: B1TK23904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $69646.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Holding AG                                                                    | VZ HOLDING AG COMMON STOCK CHF.25                       | CUSIP: B1TSL1900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       753 | NS      | $159999.47    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ut Group Co. Ltd.                                                                | UT GROUP CO LTD COMMON STOCK                            | CUSIP: B1V04K905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $22622.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Food Group plc                                                            | HILTON FOOD GROUP PLC COMMON STOCK GBP.1                | CUSIP: B1V9NW909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3520 | NS      | $41213.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Telecom International Holdings Limited                                     | CITIC TELECOM INTERNATIONAL HO COMMON STOCK             | CUSIP: B1VKZ8904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     63000 | NS      | $18221.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valuetronics Holdings Limited                                                    | VALUETRONICS HOLDINGS LTD COMMON STOCK HKD.1            | CUSIP: B1VNRV906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11350 | NS      | $6192.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group plc                                                                   | DRAX GROUP PLC COMMON STOCK GBP.1155172                 | CUSIP: B1VNSX901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15410 | NS      | $137711.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel                                                                            | REXEL SA COMMON STOCK EUR5.0                            | CUSIP: B1VP0K904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      9810 | NS      | $275548.65    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sligro Food Group N.V.                                                           | SLIGRO FOOD GROUP NV COMMON STOCK EUR.06                | CUSIP: B1VV9V908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       927 | NS      | $14424.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermador Groupe                                                                 | THERMADOR GROUPE COMMON STOCK EUR8.0                    | CUSIP: BFMGL6901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       195 | NS      | $15055.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGG Inc.                                                                         | IGG INC COMMON STOCK USD.0000025                        | CUSIP: BFRB2W901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     26000 | NS      | $11694.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                                                             | CEMBRA MONEY BANK AG COMMON STOCK CHF1.0                | CUSIP: BFSSBH906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1269 | NS      | $156045.86    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Zigexn Co. Ltd.                                                                  | ZIGEXN CO LTD COMMON STOCK                              | CUSIP: BFWH6R909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $8665.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSP Group plc                                                                    | SSP GROUP PLC COMMON STOCK GBP.01085                    | CUSIP: BFWK4V905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     37352 | NS      | $82093.45     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Netcompany Group A/S                                                             | NETCOMPANY GROUP A/S COMMON STOCK DKK1.0                | CUSIP: BFYDWS905<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      2563 | NS      | $118610.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                       | KOJAMO OYJ COMMON STOCK                                 | CUSIP: BFYR8L906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5487 | NS      | $65864.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dermapharm Holding SE                                                            | DERMAPHARM HOLDING SE COMMON STOCK                      | CUSIP: BFYTTC909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       855 | NS      | $34026.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitrolife AB                                                                     | VITROLIFE AB COMMON STOCK SEK1.02                       | CUSIP: BFZCSN902<br>LEI: 5493001WDZMONMSPPR49 | Long             | EC               | CORP              | SE        |       975 | NS      | $15784.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mutares SE and Co. KGaA                                                          | MUTARES SE and CO KGAA COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       642 | NS      | $24060.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Instone Real Estate Group SE                                                     | INSTONE REAL ESTATE GROUP SE COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      2798 | NS      | $28558.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TCM Group A/S                                                                    | TCM GROUP A/S COMMON STOCK DKK.1                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |      1441 | NS      | $17231.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Better Collective A/S                                                            | BETTER COLLECTIVE A/S COMMON STOCK EUR.01               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |      1405 | NS      | $18669.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Harvia Oyj                                                                       | HARVIA OYJ COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |       732 | NS      | $39963.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Knights Group Holdings plc                                                       | KNIGHTS GROUP HOLDINGS PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2146 | NS      | $4438.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telsys Ltd.                                                                      | TELSYS LTD COMMON STOCK ILS1.0                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       142 | NS      | $8895.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itmedia Inc.                                                                     | ITMEDIA INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $7732.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asax Co. Ltd.                                                                    | ASAX CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $12994.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaken Pharmaceutical Co. Ltd.                                                    | KAKEN PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $23974.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kagome Co. Ltd.                                                                  | KAGOME CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3800 | NS      | $78352.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CareNetInc.                                                                      | CARENET INC/JAPAN COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $9082.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daishi Hokuetsu Financial Group Inc.                                             | DAISHI HOKUETSU FINANCIAL GROU COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $73577.82     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Avant Group Corporation                                                          | AVANT GROUP CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $13844.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Premium Group Co. Ltd.                                                           | PREMIUM GROUP CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $22493.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Corporation                                                               | VERTEX CORP/JAPAN COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       920 | NS      | $13452.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORIROKU Co LTD.                                                                 | MORIROKU CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $10800.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Yonkyu Co.Ltd.                                                               | YONKYU CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $18348.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boralex Inc.                                                                     | BORALEX INC COMMON STOCK                                | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      4296 | NS      | $98826.63     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Group Services Inc.                                                         | BOYD GROUP SERVICES INC COMMON STOCK                    | CUSIP: 103310108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1139 | NS      | $170117.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanaGold Corporation                                                           | OCEANAGOLD CORP COMMON STOCK                            | CUSIP: 675222103<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |     33548 | NS      | $149362.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Hat Ltd.                                                                  | YELLOW HAT LTD COMMON STOCK                             | CUSIP: 675359905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $37825.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Financial Group Limited                                                     | BELL FINANCIAL GROUP LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     20180 | NS      | $15547.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chrysos Corporation Limited                                                      | CHRYSOS CORP LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2323 | NS      | $7730.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zip Co Limited                                                                   | ZIP CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     60654 | NS      | $77485.49     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Value Partners Group Limited                                                     | VALUE PARTNERS GROUP LTD COMMON STOCK HKD.1             | CUSIP: B28XTQ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     41000 | NS      | $7335.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| nib holdings limited                                                             | NIB HOLDINGS LTD/AUSTRALIA COMMON STOCK                 | CUSIP: B28ZM6903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     32126 | NS      | $139257.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pasona Group Inc.                                                                | PASONA GROUP INC COMMON STOCK                           | CUSIP: B291KH905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15792.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Limited                                                          | FIRST RESOURCES LTD COMMON STOCK                        | CUSIP: B2927P900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     20200 | NS      | $22172.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink S.E.                                                                     | GETLINK SE COMMON STOCK EUR.4                           | CUSIP: B292JQ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7815 | NS      | $149483.27    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Renta 4 Banco S.A.                                                               | RENTA 4 BANCO SA COMMON STOCK EUR.45                    | CUSIP: B292RS902<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1156 | NS      | $18630.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| G8 Education Limited                                                             | G8 EDUCATION LTD COMMON STOCK                           | CUSIP: B29631908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33530 | NS      | $26478.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Cross Electrical Engineering Limited                                    | SOUTHERN CROSS ELECTRICAL ENGI COMMON STOCK             | CUSIP: B29633904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10872 | NS      | $12617.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| De La Rue PLC                                                                    | DE LA RUE PLC COMMON STOCK GBP.4486857                  | CUSIP: B3DGH8909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9975 | NS      | $17284.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamabiko Corporation                                                             | YAMABIKO CORP COMMON STOCK                              | CUSIP: B3FD1T905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $17523.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GREE Holdings Inc.                                                               | GREE HOLDINGS INC COMMON STOCK                          | CUSIP: B3FJNX909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $11976.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mongolian Mining Corporation                                                     | MONGOLIAN MINING CORP COMMON STOCK USD.1                | CUSIP: B4N0VG907<br>LEI: N/A                  | Long             | EC               | CORP              | MN        |     21000 | NS      | $16428.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsonite Group S.A.                                                             | SAMSONITE GROUP SA COMMON STOCK USD.01                  | CUSIP: B4Q153900<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | US        |     29400 | NS      | $55251.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ID Logistics Group                                                               | ID LOGISTICS GROUP SACA COMMON STOCK EUR.5              | CUSIP: B4RFDT902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       156 | NS      | $74311.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Holdings Co. Ltd.                                                          | ROYAL HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 675458004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $26198.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Jushi Corporation                                                        | SEKISUI JUSHI CORP COMMON STOCK                         | CUSIP: 679384008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $15997.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Kasei Co. Ltd.                                                           | SEKISUI KASEI CO LTD COMMON STOCK                       | CUSIP: 679386003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $3538.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENKO Group Holdings Co.Ltd.                                                     | SENKO GROUP HOLDINGS CO LTD COMMON STOCK                | CUSIP: 679520007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $81951.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Senshukai Co. Ltd.                                                               | SENSHUKAI CO LTD COMMON STOCK                           | CUSIP: 679547000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $10131.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Senshu Electric Co.Ltd.                                                          | SENSHU ELECTRIC CO LTD COMMON STOCK                     | CUSIP: 679561902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $19819.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Electronics Co.Ltd.                                                     | SHIBAURA ELECTRONICS CO LTD COMMON STOCK                | CUSIP: 680397908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $24735.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINNIHON CORPORATION                                                            | SHINNIHON CORP COMMON STOCK                             | CUSIP: 680401908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $13506.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Shikoku Bank Ltd.                                                            | SHIKOKU BANK LTD/THE COMMON STOCK                       | CUSIP: 680414000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $11926.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The 77 Bank Ltd.                                                                 | 77 BANK LTD/THE COMMON STOCK                            | CUSIP: 680416005<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |      2800 | NS      | $94538.10     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Mechatronics Corporation                                                | SHIBAURA MECHATRONICS CORP COMMON STOCK                 | CUSIP: 680418001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $33684.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibuya Corporation                                                              | SHIBUYA CORP COMMON STOCK                               | CUSIP: 680423001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $18400.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EML Payments Limited                                                             | EML PAYMENTS LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12270 | NS      | $8940.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Byggmax Group AB                                                                 | BYGGMAX GROUP AB COMMON STOCK SEK.33                    | CUSIP: B5BLGL907<br>LEI: 549300MPJPYQB0KCNH03 | Long             | EC               | CORP              | SE        |      2826 | NS      | $15406.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panoro Energy ASA                                                                | PANORO ENERGY ASA COMMON STOCK NOK.05                   | CUSIP: B5BR90908<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      3959 | NS      | $9316.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Cross Media Group Limited                                               | SOUTHERN CROSS MEDIA GROUP LTD COMMON STOCK             | CUSIP: B5M737901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34149 | NS      | $14836.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORMA Group SE                                                                   | NORMA GROUP SE COMMON STOCK                             | CUSIP: B4RLNR902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1569 | NS      | $22099.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinepolis Group NV                                                               | KINEPOLIS GROUP NV COMMON STOCK                         | CUSIP: N/A<br>LEI: 5493002BJQRO0S06F161       | Long             | EC               | CORP              | BE        |       590 | NS      | $23292.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allot Ltd                                                                        | ALLOT LTD COMMON STOCK USD.01                           | CUSIP: B5MN8M908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1502 | NS      | $12532.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| John Wood Group P.L.C.                                                           | JOHN WOOD GROUP PLC COMMON STOCK GBP.042857             | CUSIP: B5N0P8909<br>LEI: 549300PLYY6I10B6S323 | Long             | EC               | CORP              | GB        |     30591 | NS      | $7600.35      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Oat Agrio Co. Ltd.                                                               | OAT AGRIO CO LTD COMMON STOCK                           | CUSIP: BN3YXS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5667.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volution Group plc                                                               | VOLUTION GROUP PLC COMMON STOCK GBP.01                  | CUSIP: BN3ZZ5900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9181 | NS      | $75397.06     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                                       | ENTAIN PLC COMMON STOCK EUR.01                          | CUSIP: B5VQMV905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     17725 | NS      | $179715.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Salvatore Ferragamo S.p.A.                                                       | SALVATORE FERRAGAMO SPA COMMON STOCK EUR.1              | CUSIP: B5VZ05906<br>LEI: 5493005GRP0FEE3NRI35 | Long             | EC               | CORP              | IT        |      2723 | NS      | $17699.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Elior Group                                                                      | ELIOR GROUP SA COMMON STOCK EUR.01                      | CUSIP: BN40H6904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4276 | NS      | $15119.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost S.A.                                                                      | INPOST SA COMMON STOCK EUR.01                           | CUSIP: BN4N9C900<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     10009 | NS      | $164504.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Bed Holdings Co. Ltd.                                                  | PARAMOUNT BED HOLDINGS CO LTD COMMON STOCK              | CUSIP: B5W8JJ905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $29335.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Wah Holdings Limited                                                         | MAN WAH HOLDINGS LTD COMMON STOCK HKD.4                 | CUSIP: B6083Z909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     60000 | NS      | $31717.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunel International N.V.                                                        | BRUNEL INTERNATIONAL NV COMMON STOCK EUR.03             | CUSIP: BN573R907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       687 | NS      | $7040.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Acciona Energias Renovables S.A.                                     | CORP ACCIONA ENERGIAS RENOVABL COMMON STOCK             | CUSIP: BP7L89904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      2278 | NS      | $49831.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnac Darty                                                                       | FNAC DARTY SA COMMON STOCK EUR1.0                       | CUSIP: B7VQL4902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       529 | NS      | $18252.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesuvius PLC                                                                     | VESUVIUS PLC COMMON STOCK GBP.1                         | CUSIP: B82YXW900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8365 | NS      | $40645.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate and Lyle Public Limited Company                                             | TATE and LYLE PLC COMMON STOCK GBP.2916667              | CUSIP: BP92CJ907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     17173 | NS      | $128154.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                                    | SCHRODERS PLC COMMON STOCK GBP.2                        | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3112 | NS      | $14921.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zug Estates Holding AG                                                           | ZUG ESTATES HOLDING AG COMMON STOCK CHF25.0             | CUSIP: B842LC905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        43 | NS      | $113345.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Colopl Inc.                                                                      | COLOPL INC COMMON STOCK                                 | CUSIP: B84B5K905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $14031.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JOST Werke SE                                                                    | JOST WERKE SE COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       564 | NS      | $32592.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inmocemento SA                                                                   | INMOCEMENTO SA COMMON STOCK EUR.5                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |      5274 | NS      | $19403.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Victory Supermarket Chain Ltd.                                                   | VICTORY SUPERMARKET CHAIN LTD COMMON STOCK ILS.01       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2130 | NS      | $28981.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIUS HOLDINGS Co.Ltd.                                                          | MEDIUS HOLDINGS CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $17145.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Record plc                                                                       | RECORD PLC COMMON STOCK GBP.00025                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     16553 | NS      | $12309.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Menif - Financial Services Ltd                                                   | MENIF - FINANCIAL SERVICES LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1196 | NS      | $7342.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roland Corporation                                                               | ROLAND CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $16346.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Densan System Holdings Co. Ltd.                                                  | DENSAN SYSTEM HOLDINGS CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $5229.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifedrink Company Inc.                                                           | LIFEDRINK CO INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $22460.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| d'Amico International Shipping S.A.                                              | D'AMICO INTERNATIONAL SHIPPING COMMON STOCK             | CUSIP: N/A<br>LEI: 2221005IWV4R4EP4D553       | Long             | EC               | CORP              | LU        |      2687 | NS      | $10071.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ariston Holding N.V.                                                             | ARISTON HOLDING NV COMMON STOCK EUR.01                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      5649 | NS      | $30700.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SmartCraft ASA                                                                   | SMARTCRAFT ASA COMMON STOCK NOK.1                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      4154 | NS      | $9329.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparebanken Moere                                                                | SPAREBANKEN MORE COMMON STOCK NOK100.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      1433 | NS      | $14356.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| K-Fast Holding AB                                                                | K-FAST HOLDING AB COMMON STOCK SEK.27                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     15216 | NS      | $18001.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynavox Group AB                                                                 | DYNAVOX GROUP AB COMMON STOCK SEK.0047687               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      4519 | NS      | $49642.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Instalco AB                                                                      | INSTALCO AB COMMON STOCK SEK.005                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     10746 | NS      | $27404.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Momentum Group AB                                                                | MOMENTUM GROUP AB COMMON STOCK SEK.033                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       975 | NS      | $17752.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XANO Industri AB                                                                 | XANO INDUSTRI AB COMMON STOCK SEK1.25                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      3940 | NS      | $23739.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marco Polo Marine Ltd.                                                           | MARCO POLO MARINE LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    220600 | NS      | $7357.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomoe Engineering Co. Ltd. (Tomoe Kogyo Co. Ltd.)                                | TOMOE ENGINEERING CO LTD COMMON STOCK                   | CUSIP: 689095909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $9358.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tigers Polymer Corporation                                                       | TIGERS POLYMER CORP COMMON STOCK                        | CUSIP: 689130904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $8952.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Tottori Bank Ltd.                                                            | TOTTORI BANK LTD/THE COMMON STOCK                       | CUSIP: 689217909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $7871.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Corporation                                                                  | TKC CORP COMMON STOCK                                   | CUSIP: 689266005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $35334.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Tohoku Bank Ltd.                                                             | TOHOKU BANK LTD/THE COMMON STOCK                        | CUSIP: 689297901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $8894.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toc Co. Ltd.                                                                     | TOC CO LTD COMMON STOCK                                 | CUSIP: 689349009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $6460.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Tochigi Bank Ltd.                                                            | TOCHIGI BANK LTD/THE COMMON STOCK                       | CUSIP: 689355006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $7957.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toho Bank Ltd.                                                               | TOHO BANK LTD/THE COMMON STOCK                          | CUSIP: 689380004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $20966.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toda Corporation                                                                 | TODA CORP COMMON STOCK                                  | CUSIP: 689388007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $61966.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Lithium Ltd                                                                 | CORE LITHIUM LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     89718 | NS      | $5202.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Mines Limited                                                             | SILVER MINES LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    120084 | NS      | $7700.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banyan Tree Holdings Limited                                                     | BANYAN TREE HOLDINGS LTD COMMON STOCK                   | CUSIP: B168CV903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     78000 | NS      | $21438.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnicas Reunidas S.A.                                                           | TECNICAS REUNIDAS SA COMMON STOCK EUR.1                 | CUSIP: B16FTB903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      2235 | NS      | $47173.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kloeckner and Co SE                                                              | KLOECKNER and CO SE SHS COMMON STOCK                    | CUSIP: B170DQ909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       974 | NS      | $6951.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burckhardt Compression Holding AG                                                | BURCKHARDT COMPRESSION HOLDING COMMON STOCK CHF2.5      | CUSIP: B17641901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       150 | NS      | $111144.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec plc                                                                     | INVESTEC PLC COMMON STOCK GBP.0002                      | CUSIP: B17BBQ907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     24578 | NS      | $175507.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COLTENE Holding AG                                                               | COLTENE HOLDING AG COMMON STOCK CHF.1                   | CUSIP: B17N6G909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        87 | NS      | $7061.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraser and Neave Limited.                                                        | FRASER AND NEAVE LTD COMMON STOCK                       | CUSIP: B17NLV909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     12700 | NS      | $12270.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corporation                                                                | ORION OYJ COMMON STOCK                                  | CUSIP: B17NXG909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       978 | NS      | $65518.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corporation                                                                | ORION OYJ COMMON STOCK EUR.65                           | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      4234 | NS      | $287263.02    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriola Oyj                                                                       | ORIOLA OYJ COMMON STOCK                                 | CUSIP: B17NY9904<br>LEI: 549300UWB1AIR85BM957 | Long             | EC               | CORP              | FI        |      8937 | NS      | $11182.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LSL Property Services plc                                                        | LSL PROPERTY SERVICES PLC COMMON STOCK GBP.002          | CUSIP: B1G5HX909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3539 | NS      | $12868.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vetoquinol SA                                                                    | VETOQUINOL SA COMMON STOCK EUR2.5                       | CUSIP: B1GN29909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       212 | NS      | $18053.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duskin Co. Ltd.                                                                  | DUSKIN CO LTD COMMON STOCK                              | CUSIP: B1GVJ7907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10407.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HIRATA Corporation                                                               | HIRATA CORP COMMON STOCK                                | CUSIP: B1GZ9S903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $19576.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoei Steel Ltd.                                                                 | KYOEI STEEL LTD COMMON STOCK                            | CUSIP: B1HHF4908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $9427.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariane SE                                                                      | CLARIANE SE COMMON STOCK EUR.01                         | CUSIP: B1HKRM908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5266 | NS      | $22580.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali S.p.A.                                                            | BANCA GENERALI SPA COMMON STOCK EUR1.0                  | CUSIP: B1HKSV907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2699 | NS      | $157506.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lindab International AB                                                          | LINDAB INTERNATIONAL AB COMMON STOCK SEK1.0             | CUSIP: B1HP07909<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |      3281 | NS      | $73601.06     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Comture Corporation                                                              | COMTURE CORP COMMON STOCK                               | CUSIP: B1RMMB902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $14354.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freebit Co. Ltd.                                                                 | FREEBIT CO LTD COMMON STOCK                             | CUSIP: B1RMMJ905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6460.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ait Corporation                                                                  | AIT CORP COMMON STOCK                                   | CUSIP: B1RMMM908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6047.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil Refineries Ltd                                                               | OIL REFINERIES LTD COMMON STOCK ILS1.0                  | CUSIP: B1S058905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     98046 | NS      | $25252.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| freenet AG                                                                       | FREENET AG COMMON STOCK                                 | CUSIP: B1SK0S902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5819 | NS      | $192208.34    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Urbanet Corporation Co.Ltd.                                                      | URBANET CORP CO LTD COMMON STOCK                        | CUSIP: B1SM87906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $5540.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ai Holdings Corporation                                                          | AI HOLDINGS CORP COMMON STOCK                           | CUSIP: B1TK20900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $25528.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokushu Tokai Paper Co.Ltd.                                                      | TOKUSHU TOKAI PAPER CO LTD COMMON STOCK                 | CUSIP: B1TK21908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $12560.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Selvaag Bolig ASA                                                                | SELVAAG BOLIG ASA COMMON STOCK NOK2.0                   | CUSIP: B4V6DD902<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      1578 | NS      | $5358.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiken Medical Co.Ltd.                                                           | DAIKEN MEDICAL CO LTD COMMON STOCK                      | CUSIP: B4W9ND904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $8870.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ercros S.A.                                                                      | ERCROS SA COMMON STOCK EUR.3                            | CUSIP: B4WHFN903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     20973 | NS      | $70321.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                                                       | CURRYS PLC COMMON STOCK GBP.001                         | CUSIP: B4Y7R1908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     41807 | NS      | $68602.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yashima Denki Co.Ltd.                                                            | YASHIMA DENKI CO LTD COMMON STOCK                       | CUSIP: B4YRGK904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9868.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                                      | BRENNTAG SE COMMON STOCK                                | CUSIP: B4YVF5909<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      1977 | NS      | $133986.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Myer Holdings Limited                                                            | MYER HOLDINGS LTD COMMON STOCK                          | CUSIP: B50YPZ900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     58047 | NS      | $25822.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gesco SE                                                                         | GESCO SE COMMON STOCK EUR1.0                            | CUSIP: B51PVR909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       619 | NS      | $12658.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Light Metal Holdings Company Ltd.                                         | NIPPON LIGHT METAL HOLDINGS CO COMMON STOCK             | CUSIP: B51WP2906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2420 | NS      | $27133.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vital Ksk Holdings Inc.                                                          | VITAL KSK HOLDINGS INC COMMON STOCK                     | CUSIP: B60DQY906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $12251.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Are Holdings Inc.                                                                | ARE HOLDINGS INC COMMON STOCK                           | CUSIP: B60DQZ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $47327.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paltac Corporation                                                               | PALTAC CORP COMMON STOCK                                | CUSIP: B61BG9905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $40569.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMAXYZ Holdings Inc.                                                           | SIGMAXYZ HOLDINGS INC COMMON STOCK                      | CUSIP: BH0VS0904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $26383.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Platzer Fastigheter Holding AB (publ)                                            | PLATZER FASTIGHETER HOLDING AB COMMON STOCK SEK.1       | CUSIP: BH0WHG909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2741 | NS      | $21588.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fundamenta Real Estate AG                                                        | FUNDAMENTA REAL ESTATE AG COMMON STOCK CHF6.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      2297 | NS      | $50391.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Polar Capital Holdings plc                                                       | POLAR CAPITAL HOLDINGS PLC COMMON STOCK GBP.025         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3722 | NS      | $21207.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertu Motors plc                                                                 | VERTU MOTORS PLC COMMON STOCK GBP.1                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     12077 | NS      | $10584.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group plc                                                                  | COATS GROUP PLC COMMON STOCK GBP.05                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     71718 | NS      | $76251.58     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Maint Holdings Co.Ltd.                                                      | SHIN MAINT HOLDINGS CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $13172.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jdc Corporation                                                                  | JDC CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $6160.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lime Technologies AB                                                             | LIME TECHNOLOGIES AB COMMON STOCK SEK.04                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       474 | NS      | $19659.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mugen Estate Co.Ltd.                                                             | MUGEN ESTATE CO LTD COMMON STOCK                        | CUSIP: BMVKJL907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8584.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                                        | MONDI PLC COMMON STOCK EUR.2                            | CUSIP: BMWC6P909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1849 | NS      | $30075.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| secunet Security Networks Aktiengesellschaft                                     | SECUNET SECURITY NETWORKS AG COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |        82 | NS      | $19107.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auction Technology Group PLC                                                     | AUCTION TECHNOLOGY GROUP PLC COMMON STOCK GBP.0001      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4548 | NS      | $27902.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Npr-Riken Corporation                                                            | NPR-RIKEN CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       868 | NS      | $14521.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micro Systemation AB                                                             | MICRO SYSTEMATION AB COMMON STOCK SEK.2                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       896 | NS      | $4477.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Issta Ltd                                                                        | ISSTA LTD COMMON STOCK ILS1.0                           | CUSIP: 645874900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       393 | NS      | $10686.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imuraya Group Co. Ltd.                                                           | IMURAYA GROUP CO LTD COMMON STOCK                       | CUSIP: 645914904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $13472.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Denkisangyo Co. Ltd.                                                       | INABA DENKI SANGYO CO LTD COMMON STOCK                  | CUSIP: 645921909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $64474.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nawi Group Ltd                                                                   | NAWI GROUP LTD COMMON STOCK ILS1.0                      | CUSIP: 646041905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2899 | NS      | $51914.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iriso Electronics Co. Ltd.                                                       | IRISO ELECTRONICS CO LTD COMMON STOCK                   | CUSIP: 646112904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $14467.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| I-Net Corp.                                                                      | I-NET CORP/KANAGAWA COMMON STOCK                        | CUSIP: 646139907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5188.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isras Investment Company Ltd.                                                    | ISRAS INVESTMENT CO LTD COMMON STOCK ILS1.0             | CUSIP: 646149906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        35 | NS      | $8137.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inabata and Co. Ltd.                                                             | INABATA and CO LTD COMMON STOCK                         | CUSIP: 646160002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $41739.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaneko Seeds Co. Ltd.                                                            | KANEKO SEEDS CO LTD COMMON STOCK                        | CUSIP: 648340909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $16370.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corporation                                                            | KANEMATSU CORP COMMON STOCK                             | CUSIP: 648346005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $73733.89     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanto Denka Kogyo Co. Ltd.                                                       | KANTO DENKA KOGYO CO LTD COMMON STOCK                   | CUSIP: 648362002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $11694.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kier Group plc                                                                   | KIER GROUP PLC COMMON STOCK GBP.01                      | CUSIP: 049156904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19203 | NS      | $43766.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura Minerals Inc.                                                               | AURA MINERALS INC COMMON STOCK                          | CUSIP: 05152Q305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1333 | NS      | $30285.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Cannabis Inc.                                                             | AURORA CANNABIS INC COMMON STOCK                        | CUSIP: 05156X850<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1116 | NS      | $5911.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoCanada Inc.                                                                  | AUTOCANADA INC COMMON STOCK                             | CUSIP: 05277B209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1082 | NS      | $17258.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Howden Joinery Group Plc                                                         | HOWDEN JOINERY GROUP PLC COMMON STOCK GBP.1             | CUSIP: 055768006<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     24518 | NS      | $284516.73    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc.                                                                         | BRP INC COMMON STOCK                                    | CUSIP: 05577W200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1400 | NS      | $61667.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mears Group PLC                                                                  | MEARS GROUP PLC COMMON STOCK GBP.01                     | CUSIP: 056304900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3889 | NS      | $21870.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group Aktiengesellschaft                                                     | GEA GROUP AG COMMON STOCK                               | CUSIP: 455710905<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      3351 | NS      | $224438.04    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTZ AG                                                                         | DEUTZ AG COMMON STOCK                                   | CUSIP: 455784900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6014 | NS      | $50493.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayr-Melnhof Karton AG                                                           | MAYR MELNHOF KARTON AG COMMON STOCK                     | CUSIP: 456364900<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       639 | NS      | $54317.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Information Services Corporation                                                 | INFORMATION SERVICES CORP COMMON STOCK                  | CUSIP: 45676A105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1500 | NS      | $32713.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AKWEL                                                                            | AKWEL SADIR COMMON STOCK EUR.8                          | CUSIP: 456953900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2482 | NS      | $21108.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Miquel y Costas and Miquel S.A.                                                  | MIQUEL Y COSTAS + MIQUEL SA COMMON STOCK EUR2.0         | CUSIP: 459306908<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1797 | NS      | $28458.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Chemical Industrial Co.Ltd.                                               | NIPPON CHEMICAL INDUSTRIAL CO COMMON STOCK              | CUSIP: 664031002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6873.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Company                                                      | INTERNATIONAL PAPER CO COMMON STOCK USD1.0              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1837 | NS      | $87652.14     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| technotrans SE                                                                   | TECHNOTRANS SE COMMON STOCK                             | CUSIP: 541370904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1617 | NS      | $34814.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Densetsu Kogyo Co. Ltd.                                                   | NIPPON DENSETSU KOGYO CO LTD COMMON STOCK               | CUSIP: 664032000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $28306.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Denko Co.Ltd.                                                             | NIPPON DENKO CO LTD COMMON STOCK                        | CUSIP: 664036001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $5783.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabaf S.p.A.                                                                     | SABAF SPA COMMON STOCK EUR1.0                           | CUSIP: 542883905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2646 | NS      | $44622.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsukishima Holdings Co. Ltd.                                                     | TSUKISHIMA HOLDINGS CO LTD COMMON STOCK                 | CUSIP: 690682000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $18275.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Kayaku Co. Ltd.                                                           | NIPPON KAYAKU CO LTD COMMON STOCK                       | CUSIP: 664042009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $56029.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Parkerizing Co. Ltd.                                                       | NIHON PARKERIZING CO LTD COMMON STOCK                   | CUSIP: 664052008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $36060.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsumura and Co.                                                                  | TSUMURA and CO COMMON STOCK                             | CUSIP: 690691001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $54541.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsurumi Manufacturing Co. Ltd.                                                   | TSURUMI MANUFACTURING CO LTD COMMON STOCK               | CUSIP: 690693007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $17595.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co. Ltd.                                                         | NIPPON SHINYAKU CO LTD COMMON STOCK                     | CUSIP: 664056009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $61714.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Soda Co. Ltd.                                                             | NIPPON SODA CO LTD COMMON STOCK                         | CUSIP: 664058005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $38976.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuzuki Denki Co. Ltd.                                                           | TSUZUKI DENKI CO LTD COMMON STOCK                       | CUSIP: 690697008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7702.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsutsumi Jewelry Co. Ltd.                                                        | TSUTSUMI JEWELRY CO LTD COMMON STOCK                    | CUSIP: 690715008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $21750.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Carbide Industries Company Incorporated                                   | NIPPON CARBIDE INDUSTRIES CO I COMMON STOCK             | CUSIP: 664064003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7364.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Beet Sugar Manufacturing Co. Ltd.                                         | NIPPON BEET SUGAR MANUFACTURIN COMMON STOCK             | CUSIP: 664066008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $8060.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Felt Company Limited                                                      | NIPPON FELT CO LTD COMMON STOCK                         | CUSIP: 664072006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $12535.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corporation                                                                | NIPPN CORP COMMON STOCK                                 | CUSIP: 664074002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $30266.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YURTEC CORPORATION                                                               | YURTEC CORP COMMON STOCK                                | CUSIP: 689467009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $19030.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissui Corporation                                                               | NISSUI CORP COMMON STOCK                                | CUSIP: 664092004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $74995.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishimatsu Construction Co. Ltd.                                                 | NISHIMATSU CONSTRUCTION CO LTD COMMON STOCK             | CUSIP: 664098001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $16767.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittetsu Mining Co. Ltd.                                                         | NITTETSU MINING CO LTD COMMON STOCK                     | CUSIP: 664102001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $19363.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Nisshin Oillio Group Ltd.                                                    | NISSHIN OILLIO GROUP LTD/THE COMMON STOCK               | CUSIP: 664104007<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |      1300 | NS      | $43544.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Boseki Co. Ltd.                                                            | NITTO BOSEKI CO LTD COMMON STOCK                        | CUSIP: 664108008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $32305.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PILLAR Corporation                                                               | PILLAR CORP /JAPAN COMMON STOCK                         | CUSIP: 664113008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $18165.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichias Corporation                                                              | NICHIAS CORP COMMON STOCK                               | CUSIP: 664114006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $89816.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Carbon Co. Ltd.                                                           | NIPPON CARBON CO LTD COMMON STOCK                       | CUSIP: 664116001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $15036.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Fine Chemical Co. Ltd.                                                    | NIPPON FINE CHEMICAL CO LTD COMMON STOCK                | CUSIP: 664129004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $17032.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sheet Glass Company Limited                                               | NIPPON SHEET GLASS CO LTD COMMON STOCK                  | CUSIP: 664144003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $14473.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritake Co. Limited                                                             | NORITAKE CO LTD COMMON STOCK                            | CUSIP: 664152006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $18057.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd.                                                                         | NSK LTD COMMON STOCK                                    | CUSIP: 664154002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $42268.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yakin Kogyo Co. Ltd.                                                      | NIPPON YAKIN KOGYO CO LTD COMMON STOCK                  | CUSIP: 664156007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       520 | NS      | $14081.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nipro Corporation                                                                | NIPRO CORP COMMON STOCK                                 | CUSIP: 664159001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $59837.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sharyo Ltd.                                                               | NIPPON SHARYO LTD COMMON STOCK                          | CUSIP: 664250008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7266.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Signal Company Limited                                                    | NIPPON SIGNAL CO LTD COMMON STOCK                       | CUSIP: 664252004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $16838.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Seiki Co. Ltd.                                                            | NIPPON SEIKI CO LTD COMMON STOCK                        | CUSIP: 664253002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $21416.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Seisen Co.Ltd.                                                            | NIPPON SEISEN CO LTD COMMON STOCK                       | CUSIP: 664254901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $6064.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBE Corporation                                                                  | UBE CORP COMMON STOCK                                   | CUSIP: 691070007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $65792.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Uchida Yoko Co. Ltd.                                                             | UCHIDA YOKO CO LTD COMMON STOCK                         | CUSIP: 691096002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $24938.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co. Ltd.                                                   | NIPPON ELECTRIC GLASS CO LTD COMMON STOCK               | CUSIP: 664266004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $64570.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Shatai Co. Ltd.                                                           | NISSAN SHATAI CO LTD COMMON STOCK                       | CUSIP: 664290004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $27610.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc.                                                          | NISSHINBO HOLDINGS INC COMMON STOCK                     | CUSIP: 664292000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6857 | NS      | $43976.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Railroad Co. Ltd.                                                   | NISHI-NIPPON RAILROAD CO LTD COMMON STOCK               | CUSIP: 664296001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $59178.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UEKI CORPORATION                                                                 | UEKI CORP COMMON STOCK                                  | CUSIP: 691106009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $15999.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Land Group Limited                                                     | SINGAPORE LAND GROUP LTD COMMON STOCK                   | CUSIP: 691653000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     18000 | NS      | $28013.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Corporation                                                               | NISSIN CORP COMMON STOCK                                | CUSIP: 664302007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $22489.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Kogyo Corporation                                                          | NITTO KOGYO CORP COMMON STOCK                           | CUSIP: 664328002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $27231.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mizrahi Tefahot Ltd.                                                        | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1             | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |         1 | NS      | $38.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Insurance Limited                                                | UNITED OVERSEAS INSURANCE LTD COMMON STOCK              | CUSIP: 691701908<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      2400 | NS      | $14531.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinity Industrial Corporation                                                   | TRINITY INDUSTRIAL CORP COMMON STOCK                    | CUSIP: 664340007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $9463.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hi-Lex Corporation                                                               | HI-LEX CORP COMMON STOCK                                | CUSIP: 664347002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $12498.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Thompson Co. Ltd.                                                         | NIPPON THOMPSON CO LTD COMMON STOCK                     | CUSIP: 664356003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $5752.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valqua Ltd.                                                                      | VALQUA LTD COMMON STOCK                                 | CUSIP: 664362001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $14893.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OKUMA Corporation                                                                | OKUMA CORP COMMON STOCK                                 | CUSIP: 665778007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1852 | NS      | $46688.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OKUMURA CORPORATION                                                              | OKUMURA CORP COMMON STOCK                               | CUSIP: 665780003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $38464.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamoto Machine Tool WorksLtd.                                                   | OKAMOTO MACHINE TOOL WORKS LTD COMMON STOCK             | CUSIP: 665782009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5596.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corporation                                                              | OKAMURA CORP COMMON STOCK                               | CUSIP: 665784005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $35064.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Okura Industrial Co.Ltd.                                                         | OKURA INDUSTRIAL CO LTD COMMON STOCK                    | CUSIP: 665788006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $8844.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okasan Securities Group Inc.                                                     | OKASAN SECURITIES GROUP INC COMMON STOCK                | CUSIP: 665794004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $29950.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Van de Velde NV                                                                  | VAN DE VELDE NV COMMON STOCK                            | CUSIP: N/A<br>LEI: 5493009LLUCOLP3YH507       | Long             | EC               | CORP              | BE        |       846 | NS      | $32097.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Impax Asset Management Group plc                                                 | IMPAX ASSET MANAGEMENT GROUP P COMMON STOCK GBP.01      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2813 | NS      | $6990.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okuwa Co. Ltd.                                                                   | OKUWA CO LTD COMMON STOCK                               | CUSIP: 665795001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $8129.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Okinawa Electric Power Company Incorporated                                  | OKINAWA ELECTRIC POWER CO INC/ COMMON STOCK             | CUSIP: 665805008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2064 | NS      | $12741.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Renew Holdings PLC                                                               | RENEW HOLDINGS PLC COMMON STOCK GBP.1                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3654 | NS      | $40509.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Macfarlane Group PLC                                                             | MACFARLANE GROUP PLC COMMON STOCK GBP.25                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      6454 | NS      | $10170.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Onoken Co. Ltd.                                                                  | ONOKEN CO LTD COMMON STOCK                              | CUSIP: 665919908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $4920.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hyakugo Bank Ltd.                                                            | HYAKUGO BANK LTD/THE COMMON STOCK                       | CUSIP: 665966008<br>LEI: 549300BYCCERC5EKUX15 | Long             | EC               | CORP              | JP        |      9100 | NS      | $44581.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hyakujushi Bank Ltd.                                                         | HYAKUJUSHI BANK LTD/THE COMMON STOCK                    | CUSIP: 665970000<br>LEI: 5493009ZQOZS8JYRQN62 | Long             | EC               | CORP              | JP        |       900 | NS      | $25126.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Fuji Flour Milling Co.Ltd.                                                 | NITTO FUJI FLOUR MILLING CO LT COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $10288.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Cement Corporation                                                      | TAIHEIYO CEMENT CORP COMMON STOCK                       | CUSIP: 666020003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10232.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Kogyo Co.Ltd.                                                        | TSUBAKIMOTO KOGYO CO LTD COMMON STOCK                   | CUSIP: 690668009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9542.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co.                                                            | TSUBAKIMOTO CHAIN CO COMMON STOCK                       | CUSIP: 690670005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $40347.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsugami Corporation                                                              | TSUGAMI CORP COMMON STOCK                               | CUSIP: 690676002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $27098.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Yamanashi Chuo Bank Ltd.                                                     | YAMANASHI CHUO BANK LTD/THE COMMON STOCK                | CUSIP: 698536000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1251 | NS      | $21881.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMATO CORPORATION                                                               | YAMATO CORP COMMON STOCK                                | CUSIP: 698546009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $7843.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazen Corporation                                                              | YAMAZEN CORP COMMON STOCK                               | CUSIP: 698558004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $20925.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaichi Electronics Co.Ltd.                                                     | YAMAICHI ELECTRONICS CO LTD COMMON STOCK                | CUSIP: 698567906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $16360.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipres Corporation                                                              | UNIPRES CORP COMMON STOCK                               | CUSIP: 698569902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $12316.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaoko Co. Ltd                                                                    | YAOKO CO LTD COMMON STOCK                               | CUSIP: 698589900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $13028.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yodogawa Steel Works Ltd.                                                        | YODOGAWA STEEL WORKS LTD COMMON STOCK                   | CUSIP: 698636008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       765 | NS      | $29465.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitron ASA                                                                       | KITRON ASA COMMON STOCK NOK.1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      6564 | NS      | $37908.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Transcity Corporation                                                      | JAPAN TRANSCITY CORP COMMON STOCK                       | CUSIP: 698638004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $12291.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Bridge Holdings Corp.                                                   | YOKOGAWA BRIDGE HOLDINGS CORP COMMON STOCK              | CUSIP: 698640000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $24748.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokorei Co.Ltd.                                                                  | YOKOREI CO LTD COMMON STOCK                             | CUSIP: 698648003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $13324.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokowo Co.Ltd.                                                                   | YOKOWO CO LTD COMMON STOCK                              | CUSIP: 698672003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $7739.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Supremex Inc.                                                                    | SUPREMEX INC COMMON STOCK                               | CUSIP: 86863R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4000 | NS      | $11367.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surge Energy Inc.                                                                | SURGE ENERGY INC COMMON STOCK                           | CUSIP: 86880Y877<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5000 | NS      | $19382.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tamarack Valley Energy Ltd.                                                      | TAMARACK VALLEY ENERGY LTD COMMON STOCK                 | CUSIP: 87505Y409<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     24474 | NS      | $77933.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                                                         | NEXXEN INTERNATIONAL LTD COMMON STOCK                   | CUSIP: 89484T104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9371 | NS      | $108891.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trican Well Service Ltd.                                                         | TRICAN WELL SERVICE LTD COMMON STOCK                    | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |     10010 | NS      | $31291.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiducian Group Limited                                                           | FIDUCIAN GROUP LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1107 | NS      | $6912.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westgold Resources Limited                                                       | WESTGOLD RESOURCES LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     43644 | NS      | $84276.31     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Webjet Group Limited                                                             | WEBJET GROUP LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     18392 | NS      | $10499.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ridley Corporation Limited                                                       | RIDLEY CORP LTD RIGHT                                   | CUSIP: N/A<br>LEI: 549300UQM21UZW8DVW82       | Long             | EC               | CORP              | AU        |      1744 | NS      | $652.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSI Properties Limited                                                           | CSI PROPERTIES LTD WARRANTS CALL EXP 07APR27            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     53316 | NS      | $108.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granges AB                                                                       | GRANGES AB COMMON STOCK SEK1.339775                     | CUSIP: BRJ3BP907<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |      4424 | NS      | $55910.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT Inc.                                                                       | SHIFT INC COMMON STOCK                                  | CUSIP: BRJQJX901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $102906.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Carr's Group plc                                                                 | CARR'S GROUP PLC COMMON STOCK GBP.025                   | CUSIP: BRK010907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6956 | NS      | $14123.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior PLC                                                                     | INDIVIOR PLC COMMON STOCK USD.5                         | CUSIP: BRS65X900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4344 | NS      | $55447.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandatum Oyj                                                                     | MANDATUM OYJ COMMON STOCK                               | CUSIP: BRX9C0902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     18099 | NS      | $106367.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IPH Limited                                                                      | IPH LTD COMMON STOCK                                    | CUSIP: BS7K5S901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12538 | NS      | $40060.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Technopro Holdings Inc.                                                          | TECHNOPRO HOLDINGS INC   UNS COMMON STOCK               | CUSIP: BSM8SQ900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $138412.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| U-NEXT HOLDINGS Co.Ltd.                                                          | U-NEXT HOLDINGS CO LTD COMMON STOCK                     | CUSIP: BSN5BP905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $43602.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marklines Co. Ltd.                                                               | MARKLINES CO LTD COMMON STOCK                           | CUSIP: BSN5BQ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $9749.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metawater Co. Ltd.                                                               | METAWATER CO LTD COMMON STOCK                           | CUSIP: BSTJDT909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $19313.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| oOh!media Limited                                                                | OOH!MEDIA LTD COMMON STOCK                              | CUSIP: BSXN8D906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23086 | NS      | $24959.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Watahan and Co. Ltd.                                                             | WATAHAN and CO LTD COMMON STOCK                         | CUSIP: BSZM2P905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $25020.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NP3 Fastigheter AB                                                               | NP3 FASTIGHETER AB COMMON STOCK SEK3.5                  | CUSIP: BT6SSF906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1431 | NS      | $38672.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Appen Limited                                                                    | APPEN LTD COMMON STOCK                                  | CUSIP: BTPJH2906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8733 | NS      | $6742.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter plc                                                                | COMPUTACENTER PLC COMMON STOCK GBP.075555               | CUSIP: BV9FP3906<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |      3154 | NS      | $110658.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| andDo Holdings Co.Ltd.                                                           | andDO HOLDINGS CO LTD COMMON STOCK                      | CUSIP: BVF9ZF905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $6122.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keeper Technical Laboratory Co. Ltd.                                             | KEEPER TECHNICAL LABORATORY CO COMMON STOCK             | CUSIP: BVFNJ6902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $16691.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork P.L.C.                                                                    | ROTORK PLC COMMON STOCK GBP.005                         | CUSIP: BVFNZH900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     37920 | NS      | $160829.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoist Finance AB                                                                 | HOIST FINANCE AB COMMON STOCK SEK.3333333               | CUSIP: BVFZND905<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2153 | NS      | $20635.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jig-Saw Inc.                                                                     | JIG-SAW INC COMMON STOCK                                | CUSIP: BVGGXP908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5720.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis                                                                             | ELIS SA COMMON STOCK EUR1.0                             | CUSIP: BVSS79904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10787 | NS      | $293618.91    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Gmo Financial Holdings Inc.                                                      | GMO FINANCIAL HOLDINGS INC COMMON STOCK                 | CUSIP: BVVQ8T909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $8399.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EcoGreen International Group Limited                                             | ECOGREEN INTERNATIONAL GROUP L COMMON STOCK HKD.1       | CUSIP: BVYG3Q909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     76000 | NS      | $16574.21     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Enento Group Plc                                                                 | ENENTO GROUP OYJ COMMON STOCK                           | CUSIP: BVYPCH909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       625 | NS      | $12061.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nnit A/S                                                                         | NNIT A/S COMMON STOCK DKK10.0                           | CUSIP: BVZHXJ909<br>LEI: 549300KM8QVF7WR40664 | Long             | EC               | CORP              | DK        |       762 | NS      | $7954.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Hiscox Ltd                                                                       | HISCOX LTD COMMON STOCK GBP.065                         | CUSIP: BVZHXQ903<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     14836 | NS      | $252680.13    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OVS SpA                                                                          | OVS SPA COMMON STOCK NPV                                | CUSIP: BW0D7R905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      6762 | NS      | $29004.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Soundwill Holdings Limited                                                       | SOUNDWILL HOLDINGS LTD COMMON STOCK HKD.1               | CUSIP: BWX551905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     24500 | NS      | $17428.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Unibrew A/S                                                                | ROYAL UNIBREW A/S COMMON STOCK DKK2.0                   | CUSIP: BX8ZX2902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      2139 | NS      | $177717.67    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Talgo S.A.                                                                       | TALGO SA COMMON STOCK EUR.301                           | CUSIP: BX9C1J900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      2721 | NS      | $10215.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Promotora de Informaciones S.A.                                                  | PROMOTORA DE INFORMACIONES SA COMMON STOCK EUR.1        | CUSIP: BXC8GV902<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     66046 | NS      | $29514.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PureTech Health PLC                                                              | PURETECH HEALTH PLC COMMON STOCK GBP.01                 | CUSIP: BY2Z0H909<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8232 | NS      | $15128.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group plc                                                  | DIRECT LINE INSURANCE GROUP PL COMMON STOCK GBP.1090909 | CUSIP: BY9D0Y904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12282 | NS      | $49394.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Information Technologies Corporation                                     | DIGITAL INFORMATION TECHNOLOGI COMMON STOCK             | CUSIP: BYL7K4907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $6898.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Menicon Co. Ltd.                                                                 | MENICON CO LTD COMMON STOCK                             | CUSIP: BYL7K8908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $24077.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CW Group Holdings Limited                                                        | CW GROUP HOLDINGS LTD COMMON STOCK HKD.01               | CUSIP: BYM0ZN903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    135000 | NS      | $3181.70      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| On the Beach Group plc                                                           | ON THE BEACH GROUP PLC COMMON STOCK GBP.01              | CUSIP: BYM1K7902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5789 | NS      | $20436.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DEUTSCHE PFANDBRIEFBANK AG COMMON STOCK                 | CUSIP: BYM691907<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | EC               | CORP              | DE        |      6733 | NS      | $44029.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Einhell Germany AG                                                               | EINHELL GERMANY AG PREFERENCE                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | DE        |       534 | NS      | $47686.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalmar Oyj                                                                       | KALMAR OYJ COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      1300 | NS      | $45849.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe LDC                                                                      | SOCIETE LDC SADIR COMMON STOCK EUR.2                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       228 | NS      | $21747.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MJ Gleeson plc                                                                   | MJ GLEESON PLC COMMON STOCK GBP.02                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4107 | NS      | $28781.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RWS Holdings plc                                                                 | RWS HOLDINGS PLC COMMON STOCK GBP.01                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     12808 | NS      | $13765.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco International Development Limited                                          | MELCO INTERNATIONAL DEVELOPMEN RIGHT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      8000 | NS      | $2336.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| doValue S.p.A.                                                                   | DOVALUE SPA COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      7564 | NS      | $20038.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Phoenix Spree Deutschland Limited                                                | PHOENIX SPREE DEUTSCHLAND LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      5180 | NS      | $11598.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gltechno Holdings Inc.                                                           | GLTECHNO HOLDINGS INC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $7826.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOBISHIMA HOLDINGS Inc.                                                          | TOBISHIMA HOLDINGS INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       920 | NS      | $11969.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryoyo Ryosan Holdings Inc.                                                       | RYOYO RYOSAN HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1126 | NS      | $19668.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aperam S.A.                                                                      | APERAM SA                                               | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               | CORP              | LU        |      1840 | NS      | $1044.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstad Maritime Holding AS                                                      | SOLSTAD MARITIME HOLDING AS COMMON STOCK NOK.2          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      3426 | NS      | $7382.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Humble Group AB                                                                  | HUMBLE GROUP AB COMMON STOCK SEK.22                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     14752 | NS      | $13016.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stendorren Fastigheter AB                                                        | STENDORREN FASTIGHETER AB COMMON STOCK SEK.6            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       683 | NS      | $13472.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AQ Group AB                                                                      | AQ GROUP AB COMMON STOCK SEK.4                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2663 | NS      | $48215.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koatsu Gas Kogyo Co. Ltd.                                                        | KOATSU GAS KOGYO CO LTD COMMON STOCK                    | CUSIP: 649596004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $7859.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Electric Railway Co.Ltd.                                                    | KOBE ELECTRIC RAILWAY CO LTD COMMON STOCK               | CUSIP: 649599008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12527.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Achilles Corporation                                                             | ACHILLES CORP COMMON STOCK                              | CUSIP: 649604006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $27630.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co. Ltd.                                                                  | KOMERI CO LTD COMMON STOCK                              | CUSIP: 649625001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $23972.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kokuyo Co. Ltd.                                                                  | KOKUYO CO LTD COMMON STOCK                              | CUSIP: 649650009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       873 | NS      | $18466.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU MATERE Co.Ltd.                                                           | KOMATSU MATERE CO LTD COMMON STOCK                      | CUSIP: 649661006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $8628.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoshima Chemical Co.Ltd.                                                       | KONOSHIMA CHEMICAL CO LTD COMMON STOCK                  | CUSIP: 649662004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $2786.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komori Corporation                                                               | KOMORI CORP COMMON STOCK                                | CUSIP: 649665007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2024 | NS      | $20180.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konica Minolta Inc.                                                              | KONICA MINOLTA INC COMMON STOCK                         | CUSIP: 649670007<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |     20900 | NS      | $63774.51     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JTEKT Corporation                                                                | JTEKT CORP COMMON STOCK                                 | CUSIP: 649708005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $51083.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumagai Gumi Co. Ltd.                                                            | KUMAGAI GUMI CO LTD COMMON STOCK                        | CUSIP: 649756004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $42972.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DiscoverIE Group PLC                                                             | DISCOVERIE GROUP PLC COMMON STOCK GBP.05                | CUSIP: 000558007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2337 | NS      | $20011.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGF Management Limited                                                           | AGF MANAGEMENT LTD COMMON STOCK                         | CUSIP: 001092105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3293 | NS      | $28074.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ag Growth International Inc.                                                     | AG GROWTH INTERNATIONAL INC COMMON STOCK                | CUSIP: 001181106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       725 | NS      | $20016.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corporation                                                                  | ATS CORP COMMON STOCK                                   | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      4379 | NS      | $126741.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo-Eastern Plantations Plc                                                    | ANGLO-EASTERN PLANTATIONS PLC COMMON STOCK GBP.25       | CUSIP: 003657905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1474 | NS      | $15053.79     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Acadian Timber Corp.                                                             | ACADIAN TIMBER CORP COMMON STOCK                        | CUSIP: 004272100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       934 | NS      | $12230.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACT Energy Technologies Ltd.                                                     | ACT ENERGY TECHNOLOGIES LTD COMMON STOCK                | CUSIP: 004959102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1779 | NS      | $6429.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Braemar Plc                                                                      | BRAEMAR PLC COMMON STOCK GBP.1                          | CUSIP: 006009906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5902 | NS      | $19023.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altus Group Limited                                                              | ALTUS GROUP LTD/CANADA COMMON STOCK                     | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |      2336 | NS      | $92769.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cranswick plc                                                                    | CRANSWICK PLC COMMON STOCK GBP.1                        | CUSIP: 023188006<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |      2397 | NS      | $171900.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Halows Co.Ltd.                                                                   | HALOWS CO LTD COMMON STOCK                              | CUSIP: 653970905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $16339.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Good Resources Holdings Limited                                                  | GOOD RESOURCES HOLDINGS LTD COMMON STOCK HKD.1          | CUSIP: 653987909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    270000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NIFCO INC.                                                                       | NIFCO INC/JAPAN COMMON STOCK                            | CUSIP: 654101104<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $69521.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox-Wizel Ltd.                                                                   | FOX WIZEL LTD COMMON STOCK ILS.01                       | CUSIP: 654174903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       361 | NS      | $30571.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementis plc                                                                    | ELEMENTIS PLC COMMON STOCK GBP.05                       | CUSIP: 024185902<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |     25515 | NS      | $49054.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC Public Limited Company                                                       | DCC PLC COMMON STOCK EUR.25                             | CUSIP: 024249906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       245 | NS      | $15316.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amerigo Resources Ltd.                                                           | AMERIGO RESOURCES LTD COMMON STOCK                      | CUSIP: 03074G109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9400 | NS      | $12397.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RS Group plc                                                                     | RS GROUP PLC COMMON STOCK GBP.1                         | CUSIP: 030964001<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     21157 | NS      | $162551.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectris plc                                                                     | SPECTRIS PLC COMMON STOCK GBP.05                        | CUSIP: 033086000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4378 | NS      | $118390.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| James Fisher and Sons Public Limited Company                                     | JAMES FISHER and SONS PLC COMMON STOCK GBP.25           | CUSIP: 033950007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4768 | NS      | $20301.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Retail Partners Co. Ltd.                                                         | RETAIL PARTNERS CO LTD COMMON STOCK                     | CUSIP: 656978004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $11098.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jk Holdings Co. Ltd.                                                             | JK HOLDINGS CO LTD COMMON STOCK                         | CUSIP: 657018909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $38459.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Andlauer Healthcare Group Inc.                                                   | ANDLAUER HEALTHCARE GROUP INC COMMON STOCK              | CUSIP: 034223107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1046 | NS      | $40739.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstGroup plc                                                                   | FIRSTGROUP PLC COMMON STOCK GBP.05                      | CUSIP: 034521906<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |     26434 | NS      | $67723.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuda Sangyo Co. Ltd.                                                          | MATSUDA SANGYO CO LTD COMMON STOCK                      | CUSIP: 657059903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       520 | NS      | $11958.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsui Construction Co. Ltd.                                                     | MATSUI CONSTRUCTION CO LTD COMMON STOCK                 | CUSIP: 657244000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $23933.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Games Workshop Group PLC                                                         | GAMES WORKSHOP GROUP PLC COMMON STOCK GBP.05            | CUSIP: 037184900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       438 | NS      | $90496.83     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group Public Limited Company                                           | GREENCORE GROUP PLC COMMON STOCK GBP.01                 | CUSIP: 038641908<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     20317 | NS      | $61193.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Matsushima Holdings Co. Ltd.                                              | MITSUI MATSUSHIMA HOLDINGS CO COMMON STOCK              | CUSIP: 657264008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $10118.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuya Foods Holdings Co. Ltd.                                                  | MATSUYAFOODS HOLDINGS CO LTD COMMON STOCK               | CUSIP: 657298907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $11703.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aritzia Inc.                                                                     | ARITZIA INC COMMON STOCK                                | CUSIP: 04045U102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4307 | NS      | $209018.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hays plc                                                                         | HAYS PLC COMMON STOCK GBP.01                            | CUSIP: 041610007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     72983 | NS      | $70850.69     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Co.Ltd.                                                                  | MARUZEN CO LTD/TAITO WARD COMMON STOCK                  | CUSIP: 657349908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $16843.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW Limited                                                                     | PCCW LTD COMMON STOCK                                   | CUSIP: 657407904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     48000 | NS      | $31938.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Co. Ltd.                                                                     | MAX CO LTD COMMON STOCK                                 | CUSIP: 657422002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $22791.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meidensha Corporation                                                            | MEIDENSHA CORP COMMON STOCK                             | CUSIP: 657590006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1617 | NS      | $48689.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Headlam Group plc                                                                | HEADLAM GROUP PLC COMMON STOCK GBP.05                   | CUSIP: 041700006<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     20453 | NS      | $25609.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill and Smith PLC                                                               | HILL and SMITH PLC COMMON STOCK GBP.25                  | CUSIP: 042703009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3537 | NS      | $88125.20     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial (Holdings) Limited                                           | YUE YUEN INDUSTRIAL HOLDINGS L COMMON STOCK HKD.25      | CUSIP: 658653902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     29000 | NS      | $43571.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Limited                                                       | RAMELIUS RESOURCES LTD COMMON STOCK                     | CUSIP: 658687900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     54536 | NS      | $101939.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascot Resources Ltd.                                                             | ASCOT RESOURCES LTD COMMON STOCK                        | CUSIP: 04364G106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     44475 | NS      | $2592.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iwatani  Corporation                                                             | IWATANI CORP COMMON STOCK                               | CUSIP: 646820001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $38135.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Device Limited                                                    | TOKYO ELECTRON DEVICE LTD COMMON STOCK                  | CUSIP: 658840905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $17512.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Dengi Co. Ltd.                                                             | NIHON DENGI CO LTD COMMON STOCK                         | CUSIP: 658972906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $11103.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Corporation                                                                 | CORE CORP COMMON STOCK                                  | CUSIP: 659103907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $20724.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuburaya Fields Holdings Inc.                                                   | TSUBURAYA FIELDS HOLDINGS INC COMMON STOCK              | CUSIP: 659147904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $21235.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JSP Corporation                                                                  | JSP CORP COMMON STOCK                                   | CUSIP: 646835900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $12797.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JACCS Co. Ltd.                                                                   | JACCS CO LTD COMMON STOCK                               | CUSIP: 646862003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $28020.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars Group Holdings Corporation                                                  | MARS GROUP HOLDINGS CORP COMMON STOCK                   | CUSIP: 659255905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7866.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Miroku Jyoho Service Co. Ltd.                                                    | MIROKU JYOHO SERVICE CO LTD COMMON STOCK                | CUSIP: 659435002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $12300.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Pulp And Paper Company Limited                                             | JAPAN PULP and PAPER CO LTD COMMON STOCK                | CUSIP: 647030006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $16061.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Aviation Electronics Industry Limited                                      | JAPAN AVIATION ELECTRONICS IND COMMON STOCK             | CUSIP: 647035005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $36369.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitani Sangyo Co.Ltd.                                                            | MITANI SANGYO CO LTD COMMON STOCK                       | CUSIP: 659625909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $11870.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitani Sekisan Co. Ltd.                                                          | MITANI SEKISAN CO LTD COMMON STOCK                      | CUSIP: 659629000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $20101.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Miramar Hotel and Investment Company Limited                                     | MIRAMAR HOTEL and INVESTMENT COMMON STOCK               | CUSIP: 659645006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     23000 | NS      | $28611.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsuboshi Belting Ltd.                                                          | MITSUBOSHI BELTING LTD COMMON STOCK                     | CUSIP: 659698005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $14871.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Materials Corporation                                                 | MITSUBISHI MATERIALS CORP COMMON STOCK                  | CUSIP: 659708002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $87091.73     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Kakoki Kaisha Ltd.                                                    | MITSUBISHI KAKOKI KAISHA LTD COMMON STOCK               | CUSIP: 659711006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $12026.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Steel Mfg.Co. Ltd.                                                    | MITSUBISHI STEEL MANUFACTURING COMMON STOCK             | CUSIP: 659720007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5245.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Construction Co. Ltd.                                            | SUMITOMO MITSUI CONSTRUCTION C COMMON STOCK             | CUSIP: 659724009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2360 | NS      | $9727.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Foundation Engineering Co. Ltd.                                            | JAPAN FOUNDATION ENGINEERING C COMMON STOCK             | CUSIP: 647042001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $4726.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organo Corporation                                                               | ORGANO CORP COMMON STOCK                                | CUSIP: 647052000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $58801.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Mining And Smelting Company Limited                                       | MITSUI MINING and SMELTING CO LT COMMON STOCK           | CUSIP: 659734008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $85266.37     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui EandS Co. Ltd.                                                            | MITSUI EandS CO LTD COMMON STOCK                        | CUSIP: 659738009<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |      4700 | NS      | $76109.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui High-Tec Inc.                                                             | MITSUI HIGH-TEC INC COMMON STOCK                        | CUSIP: 659743009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $31038.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui DM Sugar Co.Ltd.                                                          | MITSUI DM SUGAR CO LTD COMMON STOCK                     | CUSIP: 659756001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $13017.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JEOL Ltd.                                                                        | JEOL LTD COMMON STOCK                                   | CUSIP: 647054006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $58357.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gooch and Housego PLC                                                            | GOOCH and HOUSEGO PLC COMMON STOCK GBP.2                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2166 | NS      | $15445.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui-Soko Holdings Co. Ltd.                                                    | MITSUI-SOKO HOLDINGS CO LTD COMMON STOCK                | CUSIP: 659764005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $71237.91     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corporation                                                               | MIZUNO CORP COMMON STOCK                                | CUSIP: 659796007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $57181.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mito Securities Co. Ltd.                                                         | MITO SECURITIES CO LTD COMMON STOCK                     | CUSIP: 659797005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $9383.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mochida Pharmaceutical Co. Ltd.                                                  | MOCHIDA PHARMACEUTICAL CO LTD COMMON STOCK              | CUSIP: 659800007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $16584.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leopalace21 Corporation                                                          | LEOPALACE21 CORP COMMON STOCK                           | CUSIP: 659842009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $38671.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meshulam Levinstein Contracting and Engineering Ltd                              | MESHULAM LEVINSTEIN CONTRACTIN COMMON STOCK ILS1.0      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         0 | NS      | $18.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunting PLC                                                                      | HUNTING PLC COMMON STOCK GBP.25                         | CUSIP: 044788008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6431 | NS      | $22298.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group Plc                                                                  | MITIE GROUP PLC COMMON STOCK GBP.025                    | CUSIP: 046574901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     57209 | NS      | $120591.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ATCO Ltd.                                                                        | ATCO LTD/CANADA COMMON STOCK                            | CUSIP: 046789400<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3757 | NS      | $140933.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Athabasca Oil Corporation                                                        | ATHABASCA OIL CORP COMMON STOCK                         | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |     25857 | NS      | $97221.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keller Group plc                                                                 | KELLER GROUP PLC COMMON STOCK GBP.1                     | CUSIP: 048662902<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |      3109 | NS      | $64342.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Jitsugyo Co.Ltd.                                                           | EBARA JITSUGYO CO LTD COMMON STOCK                      | CUSIP: 613125905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $7239.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argo Graphics Inc.                                                               | ARGO GRAPHICS INC COMMON STOCK                          | CUSIP: 613368901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $28072.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Musashi Seimitsu Industry Co. Ltd.                                               | MUSASHI SEIMITSU INDUSTRY CO L COMMON STOCK             | CUSIP: 613522903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $41280.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grange Resources Limited                                                         | GRANGE RESOURCES LTD COMMON STOCK                       | CUSIP: 613587906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     69887 | NS      | $8566.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Austal Limited                                                                   | AUSTAL LTD COMMON STOCK                                 | CUSIP: 613716901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16329 | NS      | $58118.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifestyle Communities Limited                                                    | LIFESTYLE COMMUNI NEW SHARES COMMON STOCK               | CUSIP: 613719905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4875 | NS      | $21524.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zeria Pharmaceutical Co. Ltd.                                                    | ZERIA PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 613773902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $19625.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gmo Internet Group Inc.                                                          | GMO INTERNET GROUP INC COMMON STOCK                     | CUSIP: 617016902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $80205.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daitron Co.Ltd.                                                                  | DAITRON CO LTD COMMON STOCK                             | CUSIP: 617104906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10299.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Electronics Inc.                                                           | CANON ELECTRONICS INC COMMON STOCK                      | CUSIP: 617239009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13369.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eco's Co.Ltd.                                                                    | ECO'S CO LTD/JAPAN COMMON STOCK                         | CUSIP: 617343900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $6638.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HIDAY HIDAKA Corp.                                                               | HIDAY HIDAKA CORP COMMON STOCK                          | CUSIP: 617385901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $31129.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siix Corporation                                                                 | SIIX CORP COMMON STOCK                                  | CUSIP: 617455902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $12834.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colowide Co. Ltd.                                                                | COLOWIDE CO LTD COMMON STOCK                            | CUSIP: 617461900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $55383.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella Chemifa Corporation                                                       | STELLA CHEMIFA CORP COMMON STOCK                        | CUSIP: 617558903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10452.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDOX plc                                                                         | IDOX PLC COMMON STOCK GBP.01                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     34314 | NS      | $26009.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Goodwin PLC                                                                      | GOODWIN PLC COMMON STOCK GBP.1                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       165 | NS      | $15367.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morguard Corporation                                                             | MORGUARD CORP COMMON STOCK                              | CUSIP: 617577101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       349 | NS      | $28418.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DFI Retail Group Holdings Limited                                                | DFI RETAIL GROUP HOLDINGS LTD COMMON STOCK USD.0555     | CUSIP: 618027908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11000 | NS      | $30298.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iomart Group plc                                                                 | IOMART GROUP PLC COMMON STOCK GBP.01                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     13695 | NS      | $5320.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan African Resources PLC                                                        | PAN AFRICAN RESOURCES PLC COMMON STOCK GBP.01           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     88547 | NS      | $55373.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Woods Properties Limited                                                   | CEDAR WOODS PROPERTIES LTD COMMON STOCK                 | CUSIP: 618228902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5818 | NS      | $24363.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corona Corporation                                                               | CORONA CORP COMMON STOCK                                | CUSIP: 618330906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $20540.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Ro Co. Ltd.                                                               | CHUGAI RO CO LTD COMMON STOCK                           | CUSIP: 619632003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $4841.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuo Spring Co. Ltd.                                                             | CHUO SPRING CO LTD COMMON STOCK                         | CUSIP: 619657000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6783.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ho Bee Land Limited                                                              | HO BEE LAND LTD COMMON STOCK                            | CUSIP: 619935901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     15000 | NS      | $20701.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosel Co. Ltd.                                                                   | COSEL CO LTD COMMON STOCK                               | CUSIP: 619974900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $11433.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Izumi Co. Ltd.                                                                   | IZUMI CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $36377.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwatsuka Confectionery Co.Ltd.                                                   | IWATSUKA CONFECTIONERY CO LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $36915.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleanup Corporation                                                              | CLEANUP CORP COMMON STOCK                               | CUSIP: 620351007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $18547.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boustead Singapore Limited                                                       | BOUSTEAD SINGAPORE LTD COMMON STOCK                     | CUSIP: 620707901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     25020 | NS      | $21523.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansen Technologies Limited                                                      | HANSEN TECHNOLOGIES LTD COMMON STOCK                    | CUSIP: 624325908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9863 | NS      | $32445.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SATS Ltd.                                                                        | SATS LTD COMMON STOCK                                   | CUSIP: 624358909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      1400 | NS      | $3346.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIA Engineering Company Limited                                                  | SIA ENGINEERING CO LTD COMMON STOCK                     | CUSIP: 624359907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     11000 | NS      | $23007.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Round One Corporation                                                            | ROUND ONE CORP COMMON STOCK                             | CUSIP: 624836904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10200 | NS      | $78367.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ain Holdings Inc.                                                                | AIN HOLDINGS INC COMMON STOCK                           | CUSIP: 624912903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $50769.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Financial Holdings Limited                                              | DAH SING FINANCIAL HOLDINGS LT COMMON STOCK             | CUSIP: 624979001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      6344 | NS      | $23709.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Jitsugyo Co. Ltd.                                                        | DAIICHI JITSUGYO CO LTD COMMON STOCK                    | CUSIP: 625018007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12349.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enplas Corporation                                                               | ENPLAS CORP COMMON STOCK                                | CUSIP: 625029004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5308.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihatsu Infinearth Mfg.Co.Ltd.                                                  | DAIHATSU INFINEARTH MFG CO LTD COMMON STOCK             | CUSIP: 625033006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7763.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIHO CORPORATION                                                                | DAIHO CORP COMMON STOCK                                 | CUSIP: 625036009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $11495.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEDY Corporation                                                                | EXEDY CORP COMMON STOCK                                 | CUSIP: 625041900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $38756.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Technology Group Limited                                               | MACQUARIE TECHNOLOGY GROUP LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       688 | NS      | $26703.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Temple and Webster Group Ltd                                                     | TEMPLE and WEBSTER GROUP LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       308 | NS      | $4368.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of London Investment Group PLC                                              | CITY OF LONDON INVESTMENT GROU COMMON STOCK GBP.01      | CUSIP: B104RS909<br>LEI: 549300BV85TFYXK2Y635 | Long             | EC               | CORP              | GB        |      2827 | NS      | $13169.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stadler Rail AG                                                                  | STADLER RAIL AG COMMON STOCK CHF.2                      | CUSIP: BJ7HN1907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2422 | NS      | $61628.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Pacific Current Group Limited                                                    | PACIFIC CURRENT GROUP LTD COMMON STOCK                  | CUSIP: BZ15T9900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1444 | NS      | $10384.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PWR Holdings Limited                                                             | PWR HOLDINGS LTD COMMON STOCK                           | CUSIP: BZ168Z903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4586 | NS      | $19778.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravida Holding AB                                                               | BRAVIDA HOLDING AB COMMON STOCK SEK.02                  | CUSIP: BZ1DP2902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8833 | NS      | $81893.13     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                   | BAWAG GROUP AG COMMON STOCK                             | CUSIP: BZ1GZ0908<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      3309 | NS      | $412268.28    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Attendo AB                                                                       | ATTENDO AB COMMON STOCK                                 | CUSIP: BZ1N26906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      4240 | NS      | $27260.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HMS Networks AB                                                                  | HMS NETWORKS AB COMMON STOCK SEK.025                    | CUSIP: BZ30ML909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1472 | NS      | $67383.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                              | JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245            | CUSIP: BZ4BQC900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6761 | NS      | $156848.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Grenergy Renovables SA                                                           | GRENERGY RENOVABLES SA COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |       473 | NS      | $37525.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Medical Solutions Group plc                                             | ADVANCED MEDICAL SOLUTIONS GRO COMMON STOCK GBP.05      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9898 | NS      | $26406.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Service Group PLC                                                        | JOHNSON SERVICE GROUP PLC COMMON STOCK GBP.1            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     17076 | NS      | $34151.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Watches of Switzerland Group PLC                                                 | WATCHES OF SWITZERLAND GROUP P COMMON STOCK GBP.0125    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     10192 | NS      | $58936.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meitav Investment House Ltd.                                                     | MEITAV INVESTMENT HOUSE LTD COMMON STOCK ILS1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1418 | NS      | $24070.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Giftee Inc.                                                                      | GIFTEE INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $6068.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relo Group Inc.                                                                  | RELO GROUP INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4500 | NS      | $53656.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MedCap AB (publ)                                                                 | MEDCAP AB COMMON STOCK SEK.04                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       655 | NS      | $29744.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boozt AB                                                                         | BOOZT AB COMMON STOCK SEK.0833                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2647 | NS      | $23587.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Karnov Group AB                                                                  | KARNOV GROUP AB COMMON STOCK SEK.015385                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2339 | NS      | $22951.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EganaGoldpfeil (Holdings) Limited                                                | EGANAGOLDPFEIL HOLDINGS LTD COMMON STOCK HKD.01         | CUSIP: 654192905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    131750 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cota Co. Ltd.                                                                    | COTA CO LTD COMMON STOCK                                | CUSIP: 654274901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1001 | NS      | $10045.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairwood Holdings Limited                                                        | FAIRWOOD HOLDINGS LTD COMMON STOCK HKD1.0               | CUSIP: 654304906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     30500 | NS      | $19746.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Arts Inc.                                                                | DIGITAL ARTS INC COMMON STOCK                           | CUSIP: 654358902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $20139.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Br.Holdings Corporation                                                          | BR HOLDINGS CORP COMMON STOCK                           | CUSIP: 654375906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $22408.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Hokkaido Corporation                                                        | AEON HOKKAIDO CORP COMMON STOCK                         | CUSIP: 654475904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $13479.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UOB-Kay Hian Holdings Limited                                                    | UOB-KAY HIAN HOLDINGS LTD COMMON STOCK                  | CUSIP: 629438904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     13626 | NS      | $18894.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKUL Corporation                                                                | ASKUL CORP COMMON STOCK                                 | CUSIP: 629449901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $30059.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Soken Inc.                                                                | DENTSU SOKEN INC COMMON STOCK                           | CUSIP: 629597907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $14139.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagers Automotive Limited                                                        | EAGERS AUTOMOTIVE LTD COMMON STOCK                      | CUSIP: 629620907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6710 | NS      | $75076.24     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Geo Holdings Corporation                                                         | GEO HOLDINGS CORP COMMON STOCK                          | CUSIP: 629655903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $12465.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Industry Co. Ltd.                                                          | EAGLE INDUSTRY CO LTD COMMON STOCK                      | CUSIP: 629670902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13297.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iress Limited                                                                    | IRESS LTD COMMON STOCK                                  | CUSIP: 629749904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8960 | NS      | $50000.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Adastria Co. Ltd.                                                                | ADASTRIA CO LTD COMMON STOCK                            | CUSIP: 630001907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1340 | NS      | $26019.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| V Technology Co. Ltd.                                                            | V TECHNOLOGY CO LTD COMMON STOCK                        | CUSIP: 630198901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8748.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiko Electronics Co. Ltd.                                                       | MEIKO ELECTRONICS CO LTD COMMON STOCK                   | CUSIP: 630245900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $39799.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Real Estate Holdings Ltd.                                                 | SUMMIT REAL ESTATE HOLDINGS LT REIT ILS1.0              | CUSIP: 630497907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1388 | NS      | $21154.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pizza Pizza Royalty Corp.                                                        | PIZZA PIZZA ROYALTY CORP COMMON STOCK                   | CUSIP: 72585V103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1176 | NS      | $12579.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gefran S.p.A.                                                                    | GEFRAN SPA COMMON STOCK EUR1.0                          | CUSIP: 726594906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1600 | NS      | $19355.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneteau                                                                         | BENETEAU SACA COMMON STOCK EUR.1                        | CUSIP: 730928900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2128 | NS      | $20387.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Polaris Renewable Energy Inc.                                                    | POLARIS RENEWABLE ENERGY INC COMMON STOCK               | CUSIP: 73108L101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1143 | NS      | $10077.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokmanni Group Oyj                                                               | TOKMANNI GROUP CORP COMMON STOCK NPV                    | CUSIP: ACI0M4CS8<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1793 | NS      | $22492.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Worldwide Corporation Limited                                           | RELIANCE WORLDWIDE CORP LTD COMMON STOCK                | CUSIP: ACI0M9F88<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36143 | NS      | $102720.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VP Bank AG                                                                       | VP BANK AG COMMON STOCK CHF10.0                         | CUSIP: ACI0MBJ97<br>LEI: MI3TLH1I0D58ORE24Q14 | Long             | EC               | CORP              | LI        |       159 | NS      | $16107.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enav S.p.A.                                                                      | ENAV SPA COMMON STOCK                                   | CUSIP: ACI0NKS62<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     11900 | NS      | $56966.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alleanza Holdings Co.Ltd.                                                        | ALLEANZA HOLDINGS CO LTD COMMON STOCK                   | CUSIP: ACI0P12V5<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $6403.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Financial Holdings Inc.                                             | NISHI-NIPPON FINANCIAL HOLDING COMMON STOCK             | CUSIP: ACI0PMHS0<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $75984.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kusuri No Aoki Holdings Co. Ltd.                                                 | KUSURI NO AOKI HOLDINGS CO LTD COMMON STOCK             | CUSIP: ACI0QHNK0<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $58769.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravura Solutions Limited                                                        | BRAVURA SOLUTIONS LTD COMMON STOCK                      | CUSIP: ACI0QQ462<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14226 | NS      | $23420.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Mines Limited                                                            | JUPITER MINES LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     56497 | NS      | $7644.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Immutep Limited                                                                  | IMMUTEP LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     78611 | NS      | $14409.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PeopleIN Limited                                                                 | PEOPLEIN LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4015 | NS      | $1708.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                                                              | GEORGIA CAPITAL PLC COMMON STOCK GBP.01                 | CUSIP: BF4HYV900<br>LEI: N/A                  | Long             | EC               | CORP              | GE        |      1414 | NS      | $35687.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                                               | ABERDEEN GROUP PLC COMMON STOCK GBP.1396825             | CUSIP: BF8Q6K901<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |     78175 | NS      | $182954.94    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Vista Group International Limited                                                | VISTA GROUP INTERNATIONAL LTD COMMON STOCK              | CUSIP: BFBDCC907<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      8795 | NS      | $19334.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nyfosa AB                                                                        | NYFOSA AB COMMON STOCK SEK.5                            | CUSIP: BFD2NK909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      7921 | NS      | $72019.96     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OFX Group Limited                                                                | OFX GROUP LTD COMMON STOCK                              | CUSIP: BFG1Q5908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13547 | NS      | $6292.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederman Holding AB                                                              | NEDERMAN HOLDING AB COMMON STOCK SEK.03                 | CUSIP: BFXY8F905<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1923 | NS      | $38173.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 2020 Bulkers Ltd.                                                                | 2020 BULKERS LTD COMMON STOCK USD1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |       973 | NS      | $11527.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkavor Group Plc                                                               | BAKKAVOR GROUP PLC COMMON STOCK GBP.02                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     11928 | NS      | $33579.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmanutra S.p.A.                                                               | PHARMANUTRA SPA COMMON STOCK NPV                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       179 | NS      | $10159.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raksul Inc.                                                                      | RAKSUL INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $6699.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heartland Group Holdings Limited                                                 | HEARTLAND GROUP HOLDINGS LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |    151314 | NS      | $71369.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Netlink NBN Trust                                                                | NETLINK NBN TRUST UNIT                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    109100 | NS      | $73187.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ReadyTech Holdings Limited                                                       | READYTECH HOLDINGS LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7093 | NS      | $10888.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ora Banda Mining Limited                                                         | ORA BANDA MINING LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17090 | NS      | $12705.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Robert Walters plc                                                               | ROBERT WALTERS PLC COMMON STOCK GBP.2                   | CUSIP: 084750900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5643 | NS      | $15763.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ME Group International PLC                                                       | ME GROUP INTERNATIONAL PLC COMMON STOCK GBP.005         | CUSIP: 084812908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9442 | NS      | $27237.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TT Electronics plc                                                               | TT ELECTRONICS PLC COMMON STOCK GBP.25                  | CUSIP: 087117008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8959 | NS      | $11182.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                                | TAYLOR WIMPEY PLC COMMON STOCK GBP.01                   | CUSIP: 087823001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    151624 | NS      | $244431.34    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus PLC                                                                 | TELECOM PLUS PLC COMMON STOCK                           | CUSIP: 087947909<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |      3151 | NS      | $85451.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Trifast plc                                                                      | TRIFAST PLC COMMON STOCK GBP.05                         | CUSIP: 088839907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     32847 | NS      | $30232.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reach PLC                                                                        | REACH PLC COMMON STOCK GBP.1                            | CUSIP: 090399007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10947 | NS      | $11186.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Mountain Resources Ltd.                                                    | BIRCH MOUNTAIN RESOURCES LTD COMMON STOCK NPV           | CUSIP: 09066X109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11200 | NS      | $0.82         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Birchcliff Energy Ltd.                                                           | BIRCHCLIFF ENERGY LTD COMMON STOCK                      | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |     12209 | NS      | $57648.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Construction Inc.                                                           | BIRD CONSTRUCTION INC COMMON STOCK                      | CUSIP: 09076P104<br>LEI: 549300P1WGG3QPKID017 | Long             | EC               | CORP              | CA        |      2785 | NS      | $54874.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Group Limited                                                      | BLACK DIAMOND GROUP LTD COMMON STOCK                    | CUSIP: 09202D207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2417 | NS      | $17083.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vp plc                                                                           | VP PLC COMMON STOCK GBP.05                              | CUSIP: 092869007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1535 | NS      | $12205.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Deterra Royalties Limited                                                        | DETERRA ROYALTIES LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4707 | NS      | $11525.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International Plc                                                          | CRODA INTERNATIONAL PLC COMMON STOCK GBP.1060976        | CUSIP: BJFFLV908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1204 | NS      | $49833.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Victrex plc                                                                      | VICTREX PLC COMMON STOCK GBP.01                         | CUSIP: 092922905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3938 | NS      | $41703.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Videndum plc                                                                     | VIDENDUM PLC COMMON STOCK GBP.2                         | CUSIP: 092966001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13182 | NS      | $13333.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volex plc                                                                        | VOLEX PLC COMMON STOCK GBP.25                           | CUSIP: 093900009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6570 | NS      | $25561.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Wilmington plc                                                                   | WILMINGTON PLC COMMON STOCK GBP.05                      | CUSIP: 096923909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5798 | NS      | $28402.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Power Corporation                                                        | CAPITAL POWER CORP COMMON STOCK                         | CUSIP: 14042M102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6843 | NS      | $274398.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Capstone Copper Corp.                                                            | CAPSTONE COPPER CORP COMMON STOCK                       | CUSIP: 14071L108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     28202 | NS      | $152893.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Energy Ltd.                                                             | CARDINAL ENERGY LTD COMMON STOCK                        | CUSIP: 14150G400<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6463 | NS      | $28963.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cargojet Inc.                                                                    | CARGOJET INC COMMON STOCK                               | CUSIP: 14179V503<br>LEI: 549300C4GBBANCBT3K72 | Long             | EC               | CORP              | CA        |       440 | NS      | $29958.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascades Inc.                                                                    | CASCADES INC COMMON STOCK                               | CUSIP: 146900105<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | EC               | CORP              | CA        |      3932 | NS      | $25328.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrizia SE                                                                      | PATRIZIA SE COMMON STOCK                                | CUSIP: 15089R102<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2172 | NS      | $20285.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica Inc.                                                                   | CELESTICA INC COMMON STOCK                              | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       999 | NS      | $115685.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc.                                                               | CENTERRA GOLD INC COMMON STOCK                          | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |     10016 | NS      | $71451.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ninety One PLC                                                                   | NINETY ONE PLC COMMON STOCK                             | CUSIP: BJHPLV904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13605 | NS      | $29442.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MandG plc                                                                        | MandG PLC COMMON STOCK GBP.05                           | CUSIP: BKFB1C908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     45532 | NS      | $145467.78    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Torex Semiconductor Ltd.                                                         | TOREX SEMICONDUCTOR LTD COMMON STOCK                    | CUSIP: BKHNK1903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $5616.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                                          | ISS A/S COMMON STOCK DKK1.0                             | CUSIP: BKJ9RT904<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      6279 | NS      | $168762.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinch AB                                                                         | SINCH AB COMMON STOCK SEK.1                             | CUSIP: BKP8Q1901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     30887 | NS      | $81909.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group N.V.                                                                 | IVECO GROUP NV COMMON STOCK EUR.01                      | CUSIP: BKPGF5906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      8098 | NS      | $161254.48    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyro Payments Limited                                                            | TYRO PAYMENTS LTD COMMON STOCK                          | CUSIP: BL0KWK900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19910 | NS      | $11358.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy Limited                                                           | GENESIS ENERGY LTD COMMON STOCK                         | CUSIP: BL10N2903<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     18237 | NS      | $24741.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wickes Group PLC                                                                 | WICKES GROUP PLC COMMON STOCK GBP.1                     | CUSIP: BL6C20909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12514 | NS      | $37223.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AlzChem Group AG                                                                 | ALZCHEM GROUP AG COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       275 | NS      | $38943.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DO and CO Aktiengesellschaft                                                     | DO and CO AG COMMON STOCK                               | CUSIP: 549234904<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       356 | NS      | $69382.13     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AO World Plc                                                                     | AO WORLD PLC COMMON STOCK GBP.0025                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     15948 | NS      | $21682.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galliford Try Holdings PLC                                                       | GALLIFORD TRY HOLDINGS PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      5230 | NS      | $28936.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lucara Diamond Corp.                                                             | LUCARA DIAMOND CORP COMMON STOCK                        | CUSIP: 54928Q108<br>LEI: 549300GGHEV7KQEE8R10 | Long             | EC               | CORP              | CA        |     97930 | NS      | $17483.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| A2a S.P.A.                                                                       | A2A SPA COMMON STOCK EUR.52                             | CUSIP: 549913903<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     71181 | NS      | $184819.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfeiffer Vacuum Technology AG                                                    | PFEIFFER VACUUM TECHNOLOGY AG COMMON STOCK              | CUSIP: 549923902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        32 | NS      | $5798.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sacyr S.A.                                                                       | SACYR SA COMMON STOCK EUR1.0                            | CUSIP: 550478903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     23422 | NS      | $94796.19     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                                                                        | KRONES AG COMMON STOCK                                  | CUSIP: 552388902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       687 | NS      | $108209.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                                 | MEG ENERGY CORP COMMON STOCK                            | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |     12222 | NS      | $213919.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MDA Space Ltd.                                                                   | MDA SPACE LTD COMMON STOCK                              | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5671 | NS      | $117316.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MTY Food Group Inc.                                                              | MTY FOOD GROUP INC COMMON STOCK                         | CUSIP: 55378N107<br>LEI: 5493004BLYNZ8OWF5Z08 | Long             | EC               | CORP              | CA        |      1015 | NS      | $31669.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jungheinrich Aktiengesellschaft                                                  | JUNGHEINRICH AG PREFERENCE                              | CUSIP: 554567909<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      2220 | NS      | $89130.55     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Automotive Products Ltd.                                                 | CENTRAL AUTOMOTIVE PRODUCTS LT COMMON STOCK             | CUSIP: 618392906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $25765.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dalata Hotel Group plc                                                           | DALATA HOTEL GROUP PLC COMMON STOCK EUR.01              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      7258 | NS      | $47384.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Finance of Direct Group (2006) Ltd                                        | DIRECT FINANCE OF DIRECT GROUP COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |        82 | NS      | $12298.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bannerman Energy Ltd                                                             | BANNERMAN ENERGY LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      8776 | NS      | $16213.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maytronics Ltd                                                                   | MAYTRONICS LTD COMMON STOCK ILS.1                       | CUSIP: B034DS903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1544 | NS      | $2085.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmi AG                                                                          | EMMI AG COMMON STOCK CHF10.0                            | CUSIP: B03PQZ906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        94 | NS      | $95517.75     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Capital Solutions Limited                                                    | NEC CAPITAL SOLUTIONS LTD COMMON STOCK                  | CUSIP: B05KJP905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13151.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlorenzo S.P.A.                                                                | SANLORENZO SPA/AMEGLIA COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       728 | NS      | $25198.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NewPrinces S.p.A.                                                                | NEWPRINCES SPA COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       878 | NS      | $18167.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DeNA Co. Ltd.                                                                    | DENA CO LTD COMMON STOCK                                | CUSIP: B05L36902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $26998.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS Aktiengesellschaft                                                       | LANXESS AG COMMON STOCK                                 | CUSIP: B05M8B904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4029 | NS      | $124588.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Anges Inc.                                                                       | ANGES INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6300 | NS      | $2925.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amvis Holdings Inc.                                                              | AMVIS HOLDINGS INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $6906.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ship Healthcare Holdings Inc.                                                    | SHIP HEALTHCARE HOLDINGS INC COMMON STOCK               | CUSIP: B05MTR906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $51678.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Techmatrix Corporation                                                           | TECHMATRIX CORP COMMON STOCK                            | CUSIP: B05MTT902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $24984.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SRE Holdings Corporation                                                         | SRE HOLDINGS CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $13469.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technoflex Corporation                                                           | TECHNOFLEX CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $6274.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Limited                                                     | XINYI GLASS HOLDINGS LTD COMMON STOCK HKD.1             | CUSIP: B05NXN908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     29700 | NS      | $28195.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Pro-Ship Incorporated                                                            | PRO-SHIP INC COMMON STOCK                               | CUSIP: B05NZM908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $11997.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirogin Holdings Inc.                                                            | HIROGIN HOLDINGS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10300 | NS      | $89082.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pareto Bank ASA                                                                  | PARETO BANK ASA COMMON STOCK NOK12.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      1686 | NS      | $13680.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                                        | NORDEX SE COMMON STOCK                                  | CUSIP: B06CF7906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6049 | NS      | $122807.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIA PILE HOLDINGS CORPORATION                                                   | ASIA PILE HOLDINGS CORP COMMON STOCK                    | CUSIP: B06D3N902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $9796.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sats ASA                                                                         | SATS ASA COMMON STOCK NOK2.125                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      4302 | NS      | $15222.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Napier Port Holdings Limited                                                     | NAPIER PORT HOLDINGS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      4702 | NS      | $8492.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                                                       | SYDBANK AS COMMON STOCK DKK10.0                         | CUSIP: B06JSP907<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |      2100 | NS      | $140405.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Securities Co. Ltd.                                                      | KYOKUTO SECURITIES CO LTD COMMON STOCK                  | CUSIP: B06MW5909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $11981.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                                            | IG GROUP HOLDINGS PLC COMMON STOCK GBP.00005            | CUSIP: B06QFB906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15159 | NS      | $229306.06    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcreate Holdings Corp.                                                        | SOFTCREATE HOLDINGS CORP COMMON STOCK                   | CUSIP: B06T2M900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $11273.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| John Mattson Fastighetsforetagen AB (publ)                                       | JOHN MATTSON FASTIGHETSFORETAG COMMON STOCK SEK.33      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1705 | NS      | $11055.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Logistic Property AB                                                     | SWEDISH LOGISTIC PROPERTY AB COMMON STOCK SEK.006667    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      5423 | NS      | $21745.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Essentra plc                                                                     | ESSENTRA PLC COMMON STOCK GBP.25                        | CUSIP: B07443904<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |     10618 | NS      | $13805.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Limited                                                                  | METCASH LTD COMMON STOCK                                | CUSIP: B0744W900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     48316 | NS      | $105276.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Norion Bank AB                                                                   | NORION BANK AB COMMON STOCK SEK100.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2771 | NS      | $13392.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokian Renkaat Oyj                                                               | NOKIAN RENKAAT OYJ COMMON STOCK                         | CUSIP: B07G37909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      4775 | NS      | $35594.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Iwaicosmo Holdings Inc.                                                          | IWAICOSMO HOLDINGS INC COMMON STOCK                     | CUSIP: B0WGLX904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $14736.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Feintool International Holding AG                                                | FEINTOOL INTERNATIONAL HOLDING COMMON STOCK CHF10.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       613 | NS      | $8939.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| eQ Oyj                                                                           | EQ OYJ COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      1165 | NS      | $14078.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brooks Macdonald Group plc                                                       | BROOKS MACDONALD GROUP PLC COMMON STOCK GBP.01          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       548 | NS      | $11628.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Traders Holdings Co. Ltd.                                                        | TRADERS HOLDINGS CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       820 | NS      | $6089.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Helgeland                                                            | SPAREBANK 1 HELGELAND COMMON STOCK NOK10.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |       791 | NS      | $13876.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INVISIO AB                                                                       | INVISIO AB COMMON STOCK SEK1.0                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |      1715 | NS      | $64156.40     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Doman Building Materials Group Ltd.                                              | DOMAN BUILDING MATERIALS GROUP COMMON STOCK             | CUSIP: 25703L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3455 | NS      | $21147.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Internet AG                                                               | UNITED INTERNET AG COMMON STOCK                         | CUSIP: 435413901<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |      3543 | NS      | $92381.65     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Savencia SA                                                                      | SAVENCIA SA COMMON STOCK EUR1.0                         | CUSIP: 435692900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       323 | NS      | $26038.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recticel SA                                                                      | RECTICEL SA COMMON STOCK                                | CUSIP: 436349005<br>LEI: 549300R8K43AXHYP5M15 | Long             | EC               | CORP              | BE        |      1784 | NS      | $22835.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Technology Venture Company Limited                                     | HONG KONG TECHNOLOGY VENTURE C ADR                      | CUSIP: 43858G107<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1717 | NS      | $6301.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Algoma Central Corporation                                                       | ALGOMA CENTRAL CORP COMMON STOCK                        | CUSIP: 015644107<br>LEI: 5493002QOPYX7P96FG25 | Long             | EC               | CORP              | CA        |      1952 | NS      | $22658.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Algoma Steel Group Inc                                                           | ALGOMA STEEL GROUP INC COMMON STOCK                     | CUSIP: 015658107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4454 | NS      | $23562.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xaar plc                                                                         | XAAR PLC COMMON STOCK GBP.1                             | CUSIP: 015708902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18133 | NS      | $30471.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                                              | ALGONQUIN POWER and UTILITIES CO COMMON STOCK           | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     36763 | NS      | $201448.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| J D Wetherspoon plc                                                              | J D WETHERSPOON PLC COMMON STOCK GBP.02                 | CUSIP: 016389900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3989 | NS      | $39405.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Castings P.L.C.                                                                  | CASTINGS PLC COMMON STOCK GBP.1                         | CUSIP: 017956905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5053 | NS      | $18396.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                                                 | VISTRY GROUP PLC COMMON STOCK GBP.5                     | CUSIP: 018592907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13697 | NS      | $116200.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                                                     | CLARKSON PLC COMMON STOCK GBP.25                        | CUSIP: 020183000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1375 | NS      | $61787.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rathbones Group PLC                                                              | RATHBONES GROUP PLC COMMON STOCK GBP.05                 | CUSIP: 021483904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2219 | NS      | $49328.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yoshinoya Holdings Co. Ltd.                                                      | YOSHINOYA HOLDINGS CO LTD COMMON STOCK                  | CUSIP: 621185909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $73430.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toukei Computer Co.Ltd.                                                          | TOUKEI COMPUTER CO LTD COMMON STOCK                     | CUSIP: 621190909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $16416.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITFOR Inc.                                                                       | ITFOR INC COMMON STOCK                                  | CUSIP: 621342906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $12312.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computer Engineering and Consulting Ltd.                                         | COMPUTER ENGINEERING and CONSULT COMMON STOCK           | CUSIP: 621531904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $22266.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rhythm Co. Ltd.                                                                  | RHYTHM CO LTD COMMON STOCK                              | CUSIP: 673714002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5148.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ridley Corporation Limited                                                       | RIDLEY CORP LTD COMMON STOCK                            | CUSIP: 673892006<br>LEI: 549300UQM21UZW8DVW82 | Long             | EC               | CORP              | AU        |     15318 | NS      | $26655.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Limited                                                       | SANDFIRE RESOURCES LTD COMMON STOCK                     | CUSIP: 673973905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10982 | NS      | $81767.98     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Riken Keiki Co. Ltd.                                                             | RIKEN KEIKI CO LTD COMMON STOCK                         | CUSIP: 673984902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $32007.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Riken Technos Corporation                                                        | RIKEN TECHNOS CORP COMMON STOCK                         | CUSIP: 673990008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $11249.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Riken Vitamin Co. Ltd.                                                           | RIKEN VITAMIN CO LTD COMMON STOCK                       | CUSIP: 673994000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $10584.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Coke and Engineering Company Limited                                      | NIPPON COKE and ENGINEERING CO L COMMON STOCK           | CUSIP: 674034905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $7124.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ringer Hut Co. Ltd.                                                              | RINGER HUT CO LTD COMMON STOCK                          | CUSIP: 674063904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $3116.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rion Co.Ltd.                                                                     | RION CO LTD COMMON STOCK                                | CUSIP: 674306907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5071.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| France Bed Holdings Co. Ltd.                                                     | FRANCE BED HOLDINGS CO LTD COMMON STOCK                 | CUSIP: 674405907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $11389.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Yuasa Corporation                                                             | GS YUASA CORP COMMON STOCK                              | CUSIP: 674425905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $63765.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Shokuhin Co. Ltd.                                                     | MITSUBISHI SHOKUHIN CO LTD COMMON STOCK                 | CUSIP: 674454905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $39437.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktia Bank Plc                                                                   | AKTIA BANK OYJ COMMON STOCK NPV                         | CUSIP: ACI06BJ61<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1934 | NS      | $21015.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlit Co. Ltd.                                                                  | CARLIT CO LTD COMMON STOCK                              | CUSIP: ACI06Q365<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $7999.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Drilling Ltd.                                                            | ODFJELL DRILLING LTD COMMON STOCK USD.01                | CUSIP: ACI06RBW7<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      3325 | NS      | $20704.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corbion                                                                          | CORBION NV COMMON STOCK EUR.25                          | CUSIP: ACI070452<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2141 | NS      | $46235.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KLN Logistics Group Limited                                                      | KLN LOGISTICS GROUP LTD COMMON STOCK HKD.5              | CUSIP: ACI07C1F7<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     14500 | NS      | $14493.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KandO Energy Group Inc.                                                          | KandO ENERGY GROUP INC COMMON STOCK                     | CUSIP: ACI07CF96<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $14214.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| F.I.L.A - Fabbrica Italiana Lapis ed Affini - Societa per Azioni                 | FILA SPA COMMON STOCK                                   | CUSIP: ACI07FM59<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1509 | NS      | $16440.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz                                                        | GAZTRANSPORT ET TECHNIGAZ SA COMMON STOCK EUR.01        | CUSIP: ACI07W296<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1670 | NS      | $310332.39    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruha Nichiro Corporation                                                       | MARUHA NICHIRO CORP COMMON STOCK                        | CUSIP: ACI07YZS4<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1881 | NS      | $40636.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OEM International AB                                                             | OEM INTERNATIONAL AB COMMON STOCK SEK.556               | CUSIP: ACI085J21<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      4420 | NS      | $64662.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bossard Holding AG                                                               | BOSSARD HOLDING AG COMMON STOCK CHF5.0                  | CUSIP: ACI087035<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       252 | NS      | $58638.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boss Energy Ltd                                                                  | BOSS ENERGY LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13958 | NS      | $35822.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogstate Limited                                                                 | COGSTATE LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10580 | NS      | $8905.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronado Global Resources Inc.                                                   | CORONADO GLOBAL RESOURCES INC CDI                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     50218 | NS      | $3558.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ioneer Ltd                                                                       | IONEER LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     95411 | NS      | $7378.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Mader Group Limited                                                              | MADER GROUP LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3232 | NS      | $12711.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Praemium Limited                                                                 | PRAEMIUM LTD COMMON STOCK                               | CUSIP: B13YTQ902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14121 | NS      | $6639.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altri SGPS S.A.                                                                  | ALTRI SGPS SA COMMON STOCK EUR.125                      | CUSIP: B13ZSL901<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |      3289 | NS      | $19849.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JM AB                                                                            | JM AB COMMON STOCK SEK1.0                               | CUSIP: B142FZ906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2448 | NS      | $37309.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Up Group Inc.                                                               | OPEN UP GROUP INC COMMON STOCK                          | CUSIP: B1XC02901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $31521.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Platinum Asset Management Limited                                                | PLATINUM ASSET MANAGEMENT LTD COMMON STOCK              | CUSIP: B1XK7G905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20282 | NS      | $7189.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Limited                                                          | WHITEHAVEN COAL LTD COMMON STOCK                        | CUSIP: B1XQXC902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     36663 | NS      | $131363.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Zignago Vetro S.p.A.                                                             | ZIGNAGO VETRO SPA COMMON STOCK EUR.1                    | CUSIP: B1Y0SZ903<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       353 | NS      | $3337.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grieg Seafood ASA                                                                | GRIEG SEAFOOD ASA COMMON STOCK NOK4.0                   | CUSIP: B1Y1P6908<br>LEI: 5967007LIEEXZXH5VC37 | Long             | EC               | CORP              | NO        |      1472 | NS      | $9745.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Koshidaka Holdings Co. Ltd.                                                      | KOSHIDAKA HOLDINGS CO LTD COMMON STOCK                  | CUSIP: B1Y3VL904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $17021.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                                  | GERRESHEIMER AG COMMON STOCK                            | CUSIP: B1Y47Y901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1643 | NS      | $118221.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Moltiply Group S.p.A.                                                            | MOLTIPLY GROUP SPA COMMON STOCK                         | CUSIP: B1Y6V6900<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       744 | NS      | $41483.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie des Alpes                                                              | CIE DES ALPES COMMON STOCK                              | CUSIP: B1YBWR902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       752 | NS      | $15590.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atenor Group SA                                                                  | ATENOR COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300ZIL1V7D7F3YH40       | Long             | EC               | CORP              | BE        |      4444 | NS      | $14232.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AJ Bell plc                                                                      | AJ BELL PLC COMMON STOCK GBP.000125                     | CUSIP: BFZNLB901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     14749 | NS      | $97574.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MercariInc.                                                                      | MERCARI INC COMMON STOCK                                | CUSIP: BG0GM1903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $67762.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                       | FDJ UNITED COMMON STOCK                                 | CUSIP: BG0SC1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4906 | NS      | $180045.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco S.A.                                                               | UNICAJA BANCO SA COMMON STOCK EUR.25                    | CUSIP: BH4H4H900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     42140 | NS      | $92627.91     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Orora Limited                                                                    | ORORA LTD COMMON STOCK                                  | CUSIP: BH4TCW902<br>LEI: 549300WFEQJK35VDF789 | Long             | EC               | CORP              | AU        |     61079 | NS      | $73649.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                                                       | VALMET OYJ COMMON STOCK                                 | CUSIP: BH6XZT903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5529 | NS      | $180656.67    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Camellia Plc                                                                     | CAMELLIA PLC COMMON STOCK GBP.1                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       237 | NS      | $16858.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| accesso Technology Group PLC                                                     | ACCESSO TECHNOLOGY GROUP PLC COMMON STOCK GBP.01        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2271 | NS      | $15488.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S4 Capital PLC                                                                   | S4 CAPITAL PLC COMMON STOCK GBP.25                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     20976 | NS      | $7950.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Funding Circle Holdings plc                                                      | FUNDING CIRCLE HOLDINGS PLC COMMON STOCK GBP.001        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     10617 | NS      | $15403.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean plc                                                                     | ENERGEAN PLC COMMON STOCK GBP.01                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      7309 | NS      | $90516.26     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Globrands Ltd                                                                    | GLOBRANDS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |        85 | NS      | $13404.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carel Industries S.P.A.                                                          | CAREL INDUSTRIES SPA COMMON STOCK NPV                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       553 | NS      | $12997.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garofalo Health Care S.P.A.                                                      | GAROFALO HEALTH CARE SPA COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      4839 | NS      | $28685.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| I'Ll Inc                                                                         | I'LL INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $12707.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WingArc1st Inc.                                                                  | WINGARC1ST INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $20964.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfen Beheer B.V.                                                                | ALFEN N.V. COMMON STOCK EUR.1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      1033 | NS      | $13376.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bouvet ASA                                                                       | BOUVET ASA                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      3040 | NS      | $22955.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmera Group ASA                                                                 | ELMERA GROUP ASA COMMON STOCK NOK.3                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      4322 | NS      | $14176.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elkem ASA                                                                        | ELKEM ASA COMMON STOCK NOK5.0                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     11372 | NS      | $21920.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp.                                                       | CES ENERGY SOLUTIONS CORP COMMON STOCK                  | CUSIP: 15713J104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11298 | NS      | $51453.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| China Gold International Resources Corp. Ltd.                                    | CHINA GOLD INTERNATIONAL RESOU COMMON STOCK             | CUSIP: 16890P103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     34582 | NS      | $263834.69    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Cipher Pharmaceuticals Inc.                                                      | CIPHER PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 17253X105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1000 | NS      | $9108.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dye and Durham Limited                                                           | DYE and DURHAM LTD COMMON STOCK                         | CUSIP: 267488104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2718 | NS      | $20043.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynacor Group Inc                                                                | DYNACOR GROUP INC COMMON STOCK                          | CUSIP: 26780B106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1500 | NS      | $5213.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E-L Financial Corporation Limited                                                | E-L FINANCIAL CORP LTD COMMON STOCK                     | CUSIP: 268575107<br>LEI: 5493008YS2NMV2UCI287 | Long             | EC               | CORP              | CA        |       174 | NS      | $210471.09    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EQB Inc.                                                                         | EQB INC COMMON STOCK                                    | CUSIP: 26886R104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1312 | NS      | $90478.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corporation                                                        | ELDORADO GOLD CORP COMMON STOCK                         | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |      9559 | NS      | $192872.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Oil Transportation Co. Ltd.                                                | JAPAN OIL TRANSPORTATION CO LT COMMON STOCK             | CUSIP: 647082007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10476.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jafco Group Co. Ltd.                                                             | JAFCO GROUP CO LTD COMMON STOCK                         | CUSIP: 647143007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $42177.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JBCC Holdings Inc.                                                               | JBCC HOLDINGS INC COMMON STOCK                          | CUSIP: 647295005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $30698.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jgc Holdings Corporation                                                         | JGC HOLDINGS CORP COMMON STOCK                          | CUSIP: 647346006<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |     10300 | NS      | $86503.98     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Limited                                                          | REGIS RESOURCES LTD COMMON STOCK                        | CUSIP: 647654904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     31722 | NS      | $104240.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Financial Holdings Limited                                                | PUBLIC FINANCIAL HOLDINGS LTD COMMON STOCK HKD.1        | CUSIP: 647749001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    126000 | NS      | $20177.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Joshin Denki Co. Ltd.                                                            | JOSHIN DENKI CO LTD COMMON STOCK                        | CUSIP: 647960004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $11058.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kureha Corporation                                                               | KUREHA CORP COMMON STOCK                                | CUSIP: 649790003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $34936.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurimoto Ltd.                                                                    | KURIMOTO LTD COMMON STOCK                               | CUSIP: 649794005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $15308.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krosaki Harima Corporation                                                       | KROSAKI HARIMA CORP COMMON STOCK                        | CUSIP: 649800000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $16117.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyodo Printing Co. Ltd.                                                          | KYODO PRINTING CO LTD COMMON STOCK                      | CUSIP: 649830007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $10561.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Boeki Kaisha Limited                                                     | KYOKUTO BOEKI KAISHA LTD COMMON STOCK                   | CUSIP: 649865003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5214.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuyo Co. Ltd.                                                                 | KYOKUYO CO LTD COMMON STOCK                             | CUSIP: 649870003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $15512.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Wall Industry Co. Ltd.                                                   | KOMATSU WALL INDUSTRY CO LTD COMMON STOCK               | CUSIP: 649876000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $41295.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co. Ltd.                                                  | KYOKUTO KAIHATSU KOGYO CO LTD COMMON STOCK              | CUSIP: 649908001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $21321.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyosan Electric Manufacturing Co. Ltd.                                           | KYOSAN ELECTRIC MANUFACTURING COMMON STOCK              | CUSIP: 649916004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $5015.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Department Store Co. Ltd.                                               | KINTETSU DEPARTMENT STORE CO L COMMON STOCK             | CUSIP: 649929908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $8847.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeo Group Inc.                                                                  | EXEO GROUP INC COMMON STOCK                             | CUSIP: 649942000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $115980.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyudenko Corporation                                                             | KYUDENKO CORP COMMON STOCK                              | CUSIP: 649996006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $69815.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| K.R.S.Corporation                                                                | KRS CORP COMMON STOCK                                   | CUSIP: 650266901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8998.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohnan Shoji Co. Ltd.                                                            | KOHNAN SHOJI CO LTD COMMON STOCK                        | CUSIP: 650437908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $20611.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corporation Limited                                                    | LENDLEASE GROUP STAPLED SECURITY                        | CUSIP: 651200008<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     29282 | NS      | $110203.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EDION Corporation                                                                | EDION CORP COMMON STOCK                                 | CUSIP: 651271900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $46293.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J-Oil Mills Inc.                                                                 | J-OIL MILLS INC COMMON STOCK                            | CUSIP: 651274904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $10922.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Lamick Group Head Quarter and Innovation Co.Ltd.                          | TAISEI LAMICK GROUP HEAD QUART COMMON STOCK             | CUSIP: 651522906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $13623.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplitude Energy Limited                                                         | AMPLITUDE ENERGY LTD COMMON STOCK                       | CUSIP: 651561904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     98280 | NS      | $12356.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sala Corporation                                                                 | SALA CORP COMMON STOCK                                  | CUSIP: 652060906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $15517.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jumbo Interactive Limited                                                        | JUMBO INTERACTIVE LTD COMMON STOCK                      | CUSIP: 652447905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2773 | NS      | $17517.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubun Corporation                                                              | MARUBUN CORP COMMON STOCK                               | CUSIP: 652650904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $6276.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Limited                                                          | VSTECS HOLDINGS LTD COMMON STOCK HKD.1                  | CUSIP: 652703901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     26400 | NS      | $20978.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Logisnext Co. Ltd.                                                    | MITSUBISHI LOGISNEXT CO LTD COMMON STOCK                | CUSIP: 664364007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $24210.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nohmi Bosai Ltd.                                                                 | NOHMI BOSAI LTD COMMON STOCK                            | CUSIP: 664368008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $15328.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritz Corporation                                                               | NORITZ CORP COMMON STOCK                                | CUSIP: 664389004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $17096.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Tec Corporation                                                          | TOSHIBA TEC CORP COMMON STOCK                           | CUSIP: 689488005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $26605.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Topre Corporation                                                                | TOPRE CORP COMMON STOCK                                 | CUSIP: 689492007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $22295.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tekko Co. Ltd.                                                             | TOKYO TEKKO CO LTD COMMON STOCK                         | CUSIP: 689506004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $11674.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toei Company Ltd.                                                                | TOEI CO LTD COMMON STOCK                                | CUSIP: 689518009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $6702.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Gas Co. Ltd.                                                                | TOHO GAS CO LTD COMMON STOCK                            | CUSIP: 689522001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $11180.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Holdings Co.Ltd.                                                            | TOHO HOLDINGS CO LTD COMMON STOCK                       | CUSIP: 689555001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $66353.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomoku Co. Ltd.                                                                  | TOMOKU CO LTD COMMON STOCK                              | CUSIP: 689631000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $9805.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Torii Pharmaceutical Co. Ltd.                                                    | TORII PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 689689008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $30775.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Torishima Pump Mfg.Co. Ltd.                                                      | TORISHIMA PUMP MANUFACTURING C COMMON STOCK             | CUSIP: 689692002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $9433.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Topy Industries Limited                                                          | TOPY INDUSTRIES LTD COMMON STOCK                        | CUSIP: 689712008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7904.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI Europe AG.                                                                   | CPI EUROPE AG COMMON STOCK                              | CUSIP: ACI13DHX1<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1518 | NS      | $30783.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Bellevue Gold Limited                                                            | BELLEVUE GOLD LTD COMMON STOCK                          | CUSIP: ACI144GL7<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     68070 | NS      | $43770.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                                | BELIMO HOLDING AG COMMON STOCK CHF.05                   | CUSIP: ACI1WXBL7<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       428 | NS      | $414134.64    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group plc                                                               | ALLFUNDS GROUP PLC COMMON STOCK EUR.0025                | CUSIP: ACI1X66Q0<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5800 | NS      | $36418.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro N.V.                                                                       | FUGRO NV COMMON STOCK EUR.05                            | CUSIP: ACI1XXT37<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      4983 | NS      | $63218.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                             | ENDEAVOUR MINING PLC COMMON STOCK USD.01                | CUSIP: ACI1YMWL6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8667 | NS      | $265690.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AB Electrolux                                                                    | ELECTROLUX AB COMMON STOCK SEK5.0                       | CUSIP: ACI204B42<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |      1602 | NS      | $10445.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medmix GmbH                                                                      | MEDMIX AG COMMON STOCK CHF.01                           | CUSIP: ACI20MVH1<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       781 | NS      | $10061.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alleima AB                                                                       | ALLEIMA AB COMMON STOCK SEK1.0                          | CUSIP: ACI24LL72<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8400 | NS      | $68856.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Saipem S.P.A.                                                                    | SAIPEM SPA COMMON STOCK                                 | CUSIP: ACI268XP6<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |     57708 | NS      | $143113.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                           | BANCA MONTE DEI PASCHI DI SIEN COMMON STOCK             | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     21808 | NS      | $180237.97    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| EuroTeleSites AG                                                                 | EUROTELESITES AG COMMON STOCK EUR1.0                    | CUSIP: ACI2JSM21<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      8126 | NS      | $47962.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pluxee N.V.                                                                      | PLUXEE NV COMMON STOCK EUR.01                           | CUSIP: ACI2MK9J2<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5981 | NS      | $134437.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deep Yellow Limited                                                              | DEEP YELLOW LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     43108 | NS      | $37405.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfortdelgro Corporation Limited                                                | COMFORTDELGRO CORP LTD COMMON STOCK                     | CUSIP: 660373903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     76700 | NS      | $84387.89     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Niitaka Co. Ltd.                                                                 | NIITAKA CO LTD COMMON STOCK                             | CUSIP: 660380908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8830.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caja de Ahorros del Mediterraneo                                                 | CAJA DE AHORROS DEL MEDITERRAN COMMON STOCK EUR2.0      | CUSIP: B3BWWB902<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1684 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd.                              | RAMI LEVY CHAIN STORES HASHIKM COMMON STOCK ILS.01      | CUSIP: B3CR16907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       371 | NS      | $31079.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacom Co. Ltd.                                                                   | WACOM CO LTD COMMON STOCK                               | CUSIP: 660392903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $4447.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshidori International Holdings Limited                                          | OSHIDORI INTERNATIONAL HOLDING COMMON STOCK HKD.05      | CUSIP: 660541905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    139200 | NS      | $7377.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elecnor S.A.                                                                     | ELECNOR SA COMMON STOCK EUR.1                           | CUSIP: B3CTJS906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1408 | NS      | $38068.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STV Group plc                                                                    | STV GROUP PLC COMMON STOCK GBP.5                        | CUSIP: B3CX36902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8849 | NS      | $21146.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3D-GOLD Jewellery Holdings Limited                                               | 3D-GOLD JEWELLERY HOLDINGS LTD COMMON STOCK HKD.1       | CUSIP: 660614900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    310000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Singapore Post Limited                                                           | SINGAPORE POST LTD COMMON STOCK                         | CUSIP: 660947904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     53600 | NS      | $23029.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JVCKENWOOD Corporation                                                           | JVCKENWOOD CORP COMMON STOCK                            | CUSIP: B3CY5L905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7028 | NS      | $57458.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumiseki Holdings Inc.                                                           | SUMISEKI HOLDINGS INC COMMON STOCK                      | CUSIP: B3CY74901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $4608.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murakami Corporation                                                             | MURAKAMI CORP COMMON STOCK                              | CUSIP: 661023903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $12575.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Musashino Bank Ltd.                                                          | MUSASHINO BANK LTD/THE COMMON STOCK                     | CUSIP: 661144006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $24853.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bodycote PLC                                                                     | BODYCOTE PLC COMMON STOCK GBP.17273                     | CUSIP: B3FLWH909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7802 | NS      | $59453.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloetta AB                                                                       | CLOETTA AB COMMON STOCK SEK5.0                          | CUSIP: B3K5QQ905<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |      7855 | NS      | $28345.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Co. Ltd.                                                                  | NOJIMA CORP COMMON STOCK                                | CUSIP: 661687905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $53418.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Obsidian Energy Ltd.                                                             | OBSIDIAN ENERGY LTD COMMON STOCK                        | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               | CORP              | CA        |      1764 | NS      | $8444.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group PLC                                                                  | OCADO GROUP PLC COMMON STOCK GBP.02                     | CUSIP: B3MBS7900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     23927 | NS      | $84932.39     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Anicom Holdings Inc.                                                             | ANICOM HOLDINGS INC COMMON STOCK                        | CUSIP: B3PQXL907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $13680.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERNER KANTONALBANK AG COMMON STOCK CHF3.7            | CUSIP: 705227908<br>LEI: 549300C2XKS86VQDGV41 | Long             | EC               | CORP              | CH        |       769 | NS      | $63972.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| St. Galler Kantonalbank AG                                                       | ST GALLER KANTONALBANK AG COMMON STOCK CHF80.0          | CUSIP: 705826907<br>LEI: 549300GFRG6OK00RG957 | Long             | EC               | CORP              | CH        |       115 | NS      | $67691.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporate Travel Management Limited                                              | CORPORATE TRAVEL MANAGEMENT LT COMMON STOCK             | CUSIP: B3R1D5907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5584 | NS      | $49233.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 74Software                                                                       | 74SOFTWARE SA COMMON STOCK                              | CUSIP: B3S0TP907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2056 | NS      | $89571.87     | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Sodexo S.A.                                                                      | SODEXO SA COMMON STOCK EUR4.0                           | CUSIP: 706271905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       825 | NS      | $56976.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Crit                                                                      | GROUPE CRIT SA COMMON STOCK EUR.36                      | CUSIP: 707177903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       694 | NS      | $54234.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Scanfil Oyj                                                                      | SCANFIL OYJ COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      1153 | NS      | $11011.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lapidoth Capital Ltd                                                             | LAPIDOTH CAPITAL LTD COMMON STOCK ILS1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       684 | NS      | $12641.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                                          | NKT A/S COMMON STOCK DKK20.0                            | CUSIP: 710635905<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      2237 | NS      | $191708.50    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                                  | FRAPORT AG FRANKFURT AIRPORT S COMMON STOCK             | CUSIP: 710755901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1684 | NS      | $116920.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Prashkovsky Investments and Construction Ltd                                     | PRASHKOVSKY INVESTMENTS AND CO COMMON STOCK ILS1.0      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       339 | NS      | $8297.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neto Malinda Trading Ltd.                                                        | NETO MALINDA TRADING LTD COMMON STOCK ILS1.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       481 | NS      | $16664.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pollard Banknote Limited                                                         | POLLARD BANKNOTE LTD COMMON STOCK                       | CUSIP: 73150R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       690 | NS      | $10372.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Propel Holdings Inc.                                                             | PROPEL HOLDINGS INC COMMON STOCK                        | CUSIP: 74349D106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1288 | NS      | $30230.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRANA Beteiligungs-Aktiengesellschaft                                           | AGRANA BETEILIGUNGS AG COMMON STOCK                     | CUSIP: 744373903<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       671 | NS      | $8995.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PureTech Health PLC                                                              | PURETECH HEALTH PLC ADR USD.01                          | CUSIP: 746237106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       179 | NS      | $3291.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quarterhill Inc.                                                                 | QUARTERHILL INC COMMON STOCK                            | CUSIP: 747713105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11408 | NS      | $11637.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quebecor Inc.                                                                    | QUEBECOR INC COMMON STOCK                               | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7795 | NS      | $219306.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valiant Holding AG                                                               | VALIANT HOLDING AG COMMON STOCK CHF.5                   | CUSIP: 751789900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       639 | NS      | $93904.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Addnode Group AB                                                                 | ADDNODE GROUP AB COMMON STOCK SEK12.0                   | CUSIP: 756432902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      5942 | NS      | $63681.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHOELLER-BLECKMANN OILFIELD EQUIPMENT Aktiengesellschaft                        | SCHOELLER-BLECKMANN OILFIELD E COMMON STOCK EUR1.0      | CUSIP: 757130901<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |       369 | NS      | $12792.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RaySearch Laboratories AB                                                        | RAYSEARCH LABORATORIES AB COMMON STOCK SEK.5            | CUSIP: 759123904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1157 | NS      | $36872.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera S.p.A.                                                                      | HERA SPA COMMON STOCK EUR1.0                            | CUSIP: 759800907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     36782 | NS      | $182798.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Generation Development Group Limited                                             | GENERATION DEVELOPMENT GROUP L COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13603 | NS      | $48565.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Emeco Holdings Limited                                                           | EMECO HOLDINGS LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10968 | NS      | $5233.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duratec Limited                                                                  | DURATEC LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      8824 | NS      | $8553.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SBM Offshore N.V.                                                                | SBM OFFSHORE NV COMMON STOCK EUR.25                     | CUSIP: B156T5907<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |      5646 | NS      | $129542.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VBG Group AB                                                                     | VBG GROUP AB COMMON STOCK                               | CUSIP: B156Y1900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       828 | NS      | $21637.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oesterreichische Post AG                                                         | OESTERREICHISCHE POST AG COMMON STOCK                   | CUSIP: B1577G905<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1593 | NS      | $54410.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE Automotive S.A.                                                              | CIE AUTOMOTIVE SA COMMON STOCK EUR.25                   | CUSIP: B15CL9904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1784 | NS      | $49119.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Piaggio and C. S.p.A.                                                            | PIAGGIO and C SPA COMMON STOCK                          | CUSIP: B15CPD901<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      6937 | NS      | $14324.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Gold Road Resources Limited                                                      | GOLD ROAD RESOURCES LTD COMMON STOCK                    | CUSIP: B15F5K900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     53059 | NS      | $116796.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TT Hellenic Postbank S.A.                                                        | TT HELLENIC POSTBANK SA COMMON STOCK EUR3.7             | CUSIP: B15MTB909<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |     20725 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Samse                                                                            | SAMSE SACA COMMON STOCK EUR1.0                          | CUSIP: B15RWD900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        79 | NS      | $13724.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North Media A/S                                                                  | NORTH MEDIA A/S COMMON STOCK DKK5.0                     | CUSIP: 599975901<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       955 | NS      | $5897.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMPT Limited                                                                    | ASMPT LTD COMMON STOCK HKD.1                            | CUSIP: 600245005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     11200 | NS      | $75206.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands New Zealand Limited                                            | RESTAURANT BRANDS NEW ZEALAND COMMON STOCK              | CUSIP: 600298905<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      5357 | NS      | $9856.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sa Sa International Holdings Limited                                             | SA SA INTERNATIONAL HOLDINGS L COMMON STOCK HKD.1       | CUSIP: 600340905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     72000 | NS      | $5763.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pronexus Inc.                                                                    | PRONEXUS INC COMMON STOCK                               | CUSIP: 600702906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $18349.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakiyasu Honten Co. Ltd.                                                         | KAKIYASU HONTEN CO LTD COMMON STOCK                     | CUSIP: 600828909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5671.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON Credit Service (Asia) Company Limited                                       | AEON CREDIT SERVICE ASIA CO LT COMMON STOCK             | CUSIP: 600832901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     10000 | NS      | $8095.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Diamond Industrial Co. Ltd.                                                | ASAHI DIAMOND INDUSTRIAL CO LT COMMON STOCK             | CUSIP: 605478007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $10136.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adeka Corporation                                                                | ADEKA CORP COMMON STOCK                                 | CUSIP: 605490002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3591 | NS      | $66226.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kogyosha Co. Ltd.                                                          | ASAHI KOGYOSHA CO LTD COMMON STOCK                      | CUSIP: 605524008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $10652.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Yukizai Corporation                                                        | ASAHI YUKIZAI CORP COMMON STOCK                         | CUSIP: 605536002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13519.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASANUMA CORPORATION                                                              | ASANUMA CORP COMMON STOCK                               | CUSIP: 605590009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $13787.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Limited                                                                  | PERENTI LTD COMMON STOCK                                | CUSIP: 605991900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34414 | NS      | $34956.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Autobacs Seven Co. Ltd.                                                          | AUTOBACS SEVEN CO LTD COMMON STOCK                      | CUSIP: 606842003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $33133.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Azorim Investment Development and Construction Company Ltd.                      | AZORIM-INVESTMENT DEVELOPMENT COMMON STOCK ILS1.0       | CUSIP: 606852903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3189 | NS      | $15496.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Kohki Co.Ltd.                                                              | NITTO KOHKI CO LTD COMMON STOCK                         | CUSIP: 662589902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $17498.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dorel Industries Inc.                                                            | DOREL INDUSTRIES INC COMMON STOCK                       | CUSIP: 25822C205<br>LEI: 549300BB7CUPIUJSMH15 | Long             | EC               | CORP              | CA        |      3700 | NS      | $3774.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Unlimited Corp.                                                            | DREAM UNLIMITED CORP COMMON STOCK                       | CUSIP: 26153M507<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1365 | NS      | $18390.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neturen Co. Ltd.                                                                 | NETUREN CO LTD COMMON STOCK                             | CUSIP: 662954007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $9825.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Air Conditioning Services Co. Ltd.                                        | NIPPON AIR CONDITIONING SERVIC COMMON STOCK             | CUSIP: 663166908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $6863.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The North West Company Inc.                                                      | NORTH WEST CO INC/THE COMMON STOCK                      | CUSIP: 663278208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2430 | NS      | $101389.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Channel Infrastructure NZ Limited                                                | CHANNEL INFRASTRUCTURE NZ LTD COMMON STOCK              | CUSIP: 663452001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     10877 | NS      | $13859.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nicca Chemical Co.Ltd.                                                           | NICCA CHEMICAL CO LTD COMMON STOCK                      | CUSIP: 663786903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $6321.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NICHIDEN Corporation                                                             | NICHIDEN CORP COMMON STOCK                              | CUSIP: 663797900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13273.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura Investments Ltd.                                                            | AURA INVESTMENTS LTD COMMON STOCK ILS.05                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       802 | NS      | $3969.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intelligence Service Co.Ltd.                                               | ASAHI INTELLIGENCE SERVICE CO COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $8805.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Workman Co.Ltd.                                                                  | WORKMAN CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $30581.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dundee Precious Metals Inc.                                                      | DUNDEE PRECIOUS METALS INC COMMON STOCK                 | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      8333 | NS      | $128424.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enghouse Systems Limited                                                         | ENGHOUSE SYSTEMS LTD COMMON STOCK                       | CUSIP: 292949104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2178 | NS      | $41882.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altech Corporation                                                               | ALTECH CORP COMMON STOCK                                | CUSIP: 602956906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       630 | NS      | $12086.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Limited                                                     | HANG LUNG PROPERTIES LTD COMMON STOCK                   | CUSIP: 603050006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     67522 | NS      | $53175.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajis Co.Ltd.                                                                     | AJIS CO LTD COMMON STOCK                                | CUSIP: 603407909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5687.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Denkei Co.Ltd                                                              | NIHON DENKEI CO LTD COMMON STOCK                        | CUSIP: 663799906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $19915.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosaido Holdings Co. Ltd.                                                        | KOSAIDO HOLDINGS CO LTD COMMON STOCK                    | CUSIP: 603649906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $11100.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takamatsu Construction Group Co. Ltd.                                            | TAKAMATSU CONSTRUCTION GROUP C COMMON STOCK             | CUSIP: 608313904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $11690.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishio Holdings Co. Ltd.                                                         | NISHIO HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 663832004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $24643.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiha Corporation                                                              | NICHIHA CORP COMMON STOCK                               | CUSIP: 663833903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $21217.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Seal International Inc.                                                     | FUJI SEAL INTERNATIONAL INC COMMON STOCK                | CUSIP: 608370904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $35646.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Energy Limited                                                             | BEACH ENERGY LTD COMMON STOCK                           | CUSIP: 608820007<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |     68593 | NS      | $59449.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiban Co. Ltd.                                                                | NICHIBAN CO LTD COMMON STOCK                            | CUSIP: 663842003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $23218.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Corporation                                                                 | NICE CORP COMMON STOCK                                  | CUSIP: 663848000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $19092.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| C. Uyemura and Co. Ltd.                                                          | C UYEMURA and CO LTD COMMON STOCK                       | CUSIP: 608901906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $38166.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Belc Co. Ltd.                                                                    | BELC CO LTD COMMON STOCK                                | CUSIP: 609891908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $24501.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichicon Corporation                                                             | NICHICON CORP COMMON STOCK                              | CUSIP: 663854008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1773 | NS      | $14553.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichireki Group Co. Ltd.                                                         | NICHIREKI GROUP CO LTD COMMON STOCK                     | CUSIP: 663868008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $20905.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nsd Co. Ltd.                                                                     | NSD CO LTD COMMON STOCK                                 | CUSIP: 663960003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3012 | NS      | $74391.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zeon Corporation                                                                 | ZEON CORP COMMON STOCK                                  | CUSIP: 664401007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $63367.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Limited                                                                | GRAINCORP LTD COMMON STOCK                              | CUSIP: 610233900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9408 | NS      | $46568.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashimoto Sogyo Holdings Co.Ltd.                                                 | HASHIMOTO SOGYO HOLDINGS CO LT COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $21223.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissei Asb Machine Co. Ltd.                                                      | NISSEI ASB MACHINE CO LTD COMMON STOCK                  | CUSIP: 664497906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $12017.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittoku Co. Ltd.                                                                 | NITTOKU CO LTD COMMON STOCK                             | CUSIP: 664624004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6536.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitta Corporation                                                                | NITTA CORP COMMON STOCK                                 | CUSIP: 664668902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $23628.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishikawa Rubber Co.Ltd.                                                         | NISHIKAWA RUBBER CO LTD COMMON STOCK                    | CUSIP: 664686904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $23804.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissei Plastic Industrial Co. Ltd.                                               | NISSEI PLASTIC INDUSTRIAL CO L COMMON STOCK             | CUSIP: 664689908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $9031.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NSW Inc.                                                                         | NSW INC/JAPAN COMMON STOCK                              | CUSIP: 664876901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7221.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritsu Koki Co. Ltd.                                                            | NORITSU KOKI CO LTD COMMON STOCK                        | CUSIP: 664878907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $28019.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ntn Corporation                                                                  | NTN CORP COMMON STOCK                                   | CUSIP: 665118006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22000 | NS      | $32942.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohmoto Gumi Co.Ltd.                                                              | OHMOTO GUMI CO LTD COMMON STOCK                         | CUSIP: 665352902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $16365.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oiles Corporation                                                                | OILES CORP COMMON STOCK                                 | CUSIP: 665753901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1072 | NS      | $15554.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Oita Bank Ltd.                                                               | OITA BANK LTD/THE COMMON STOCK                          | CUSIP: 665754008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $14979.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oki Electric Industry Company Limited                                            | OKI ELECTRIC INDUSTRY CO LTD COMMON STOCK               | CUSIP: 665768008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $39123.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamoto Industries Inc.                                                          | OKAMOTO INDUSTRIES INC COMMON STOCK                     | CUSIP: 665776001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $14260.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Meat Packers Ltd.                                                          | PRIMA MEAT PACKERS LTD COMMON STOCK                     | CUSIP: 670340009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $17344.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinox Gold Corp.                                                               | EQUINOX GOLD CORP COMMON STOCK                          | CUSIP: 29446Y502<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18391 | NS      | $122084.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp.                                                                 | ERO COPPER CORP COMMON STOCK                            | CUSIP: 296006109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4956 | NS      | $69987.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVista Energy Ltd.                                                              | NUVISTA ENERGY LTD COMMON STOCK                         | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |      7805 | NS      | $78598.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissance Incorporated                                                         | RENAISSANCE INC COMMON STOCK                            | CUSIP: 670994904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $5646.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Iron Limited                                                            | CHAMPION IRON LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     18742 | NS      | $52355.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Strategic Materials Limited                                           | AUSTRALIAN STRATE NEW SHARES COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     29708 | NS      | $9981.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coast Entertainment Holdings Limited                                             | COAST ENTERTAINMENT HOLDINGS L COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     53630 | NS      | $14346.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barco N.V.                                                                       | BARCO NV COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300N17QCD827TII61       | Long             | EC               | CORP              | BE        |      2473 | NS      | $36287.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bapcor Limited                                                                   | BAPCOR LIMITED COMMON STOCK                             | CUSIP: BLD2CY908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17059 | NS      | $57494.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| eDreams ODIGEO S.A.                                                              | EDREAMS ODIGEO SA COMMON STOCK EUR.1                    | CUSIP: BLG2YZ908<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     18118 | NS      | $159460.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| G-Resources Group Limited                                                        | G-RESOURCES GROUP LTD COMMON STOCK HKD.01               | CUSIP: BM9VMX908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     25080 | NS      | $26789.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THG PLC                                                                          | THG PLC COMMON STOCK GBP.005                            | CUSIP: BMTV73909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     27250 | NS      | $8923.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Vetropack Holding AG                                                             | VETROPACK HOLDING AG COMMON STOCK CHF1.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       490 | NS      | $19277.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| V-ZUG Holding AG                                                                 | V-ZUG HOLDING AG COMMON STOCK CHF.27                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       123 | NS      | $11090.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knaus Tabbert AG                                                                 | KNAUS TABBERT AG COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       265 | NS      | $4012.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Puuilo Oyj                                                                       | PUUILO OYJ COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      3154 | NS      | $46651.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IAMGOLD Corporation                                                              | IAMGOLD CORP COMMON STOCK                               | CUSIP: 450913108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     27194 | NS      | $186267.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSB Group PLC                                                                    | OSB GROUP PLC COMMON STOCK GBP.01                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     16274 | NS      | $107365.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Retailors Ltd                                                                    | RETAILORS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       642 | NS      | $11295.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenzing Aktiengesellschaft                                                       | LENZING AG COMMON STOCK                                 | CUSIP: 451233001<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       853 | NS      | $25584.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemira Oyj                                                                       | KEMIRA OYJ COMMON STOCK                                 | CUSIP: 451361901<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      4428 | NS      | $97365.31     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kvutzat Acro Ltd.                                                                | KVUTZAT ACRO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1237 | NS      | $16530.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild S.P.A.                                                                   | WEBUILD SPA WARRANTS CALL EXP 02AUG30                   | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |      5704 | NS      | $4064.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Metals Corporation                                                      | IMPERIAL METALS CORP COMMON STOCK                       | CUSIP: 452892102<br>LEI: 549300WQSPLDYCC4Z755 | Long             | EC               | CORP              | CA        |      6408 | NS      | $21572.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricer Aktiebolag                                                                | PRICER AB COMMON STOCK SEK1.0                           | CUSIP: 466802907<br>LEI: 5493000MATG2DYK19F35 | Long             | EC               | CORP              | SE        |      6089 | NS      | $3920.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INFICON HOLDING AG                                                               | INFICON HOLDING AG COMMON STOCK CHF5.0                  | CUSIP: 468172903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       770 | NS      | $90475.69     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascom Holding AG                                                                 | ASCOM HOLDING AG COMMON STOCK CHF.5                     | CUSIP: 469737902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2021 | NS      | $9160.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jamieson Wellness Inc.                                                           | JAMIESON WELLNESS INC COMMON STOCK                      | CUSIP: 470748104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2163 | NS      | $56378.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau                                                                   | REMY COINTREAU SA COMMON STOCK EUR1.6                   | CUSIP: 474171006<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |      1241 | NS      | $66495.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aska Pharmaceutical Holdings Co. Ltd.                                            | ASKA PHARMACEUTICAL HOLDINGS C COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $11339.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Curves Holdings Co. Ltd.                                                         | CURVES HOLDINGS CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $11348.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sawai Group Holdings Co. Ltd.                                                    | SAWAI GROUP HOLDINGS CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4700 | NS      | $58287.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Socionext Inc.                                                                   | SOCIONEXT INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6300 | NS      | $92459.70     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rottneros AB                                                                     | ROTTNEROS AB COMMON STOCK SEK1.0                        | CUSIP: 475383907<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     17694 | NS      | $8337.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                                             | DEUTSCHE EUROSHOP AG COMMON STOCK                       | CUSIP: 475497905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       677 | NS      | $15194.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiei Kankyo Co. Ltd.                                                            | DAIEI KANKYO CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $29456.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LITALICO Inc.                                                                    | LITALICO INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $11065.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iren S.p.A.                                                                      | IREN SPA COMMON STOCK EUR1.0                            | CUSIP: 478321904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     28639 | NS      | $89171.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB S.A.                                                                         | SEB SA COMMON STOCK EUR1.0                              | CUSIP: 479213001<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1199 | NS      | $118951.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP N.V.                                                                         | CTP NV COMMON STOCK EUR.16                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      5683 | NS      | $108179.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope N.V.                                                          | MFE-MEDIAFOREUROPE NV COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      8624 | NS      | $31712.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Journey Energy Inc.                                                              | JOURNEY ENERGY INC COMMON STOCK                         | CUSIP: 48113W102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6200 | NS      | $7499.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Interpump Group S.p.A.                                                           | INTERPUMP GROUP SPA COMMON STOCK EUR.52                 | CUSIP: 516140902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1695 | NS      | $66111.88     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stillfront Group AB                                                              | STILLFRONT GROUP AB COMMON STOCK SEK.07                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     21386 | NS      | $17710.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heba Fastighets Aktiebolag                                                       | HEBA FASTIGHETS AB COMMON STOCK SEK.833                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2732 | NS      | $9027.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Largo Inc.                                                                       | LARGO INC COMMON STOCK                                  | CUSIP: 517097101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6650 | NS      | $8625.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lassonde Industries Inc.                                                         | LASSONDE INDUSTRIES INC COMMON STOCK                    | CUSIP: 517907101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       300 | NS      | $48175.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micro-Mechanics (Holdings) Ltd.                                                  | MICRO-MECHANICS HOLDINGS LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |      5200 | NS      | $6373.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                                                       | AIXTRON SE COMMON STOCK                                 | CUSIP: 546834904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2336 | NS      | $32282.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jenoptik Aktiengesellschaft                                                      | JENOPTIK AG COMMON STOCK                                | CUSIP: 547055905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2545 | NS      | $55918.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BioGaia AB                                                                       | BIOGAIA AB COMMON STOCK SEK.2                           | CUSIP: 547312900<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |      4659 | NS      | $48133.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA COMMON STOCK EUR.3                         | CUSIP: 547400903<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      8929 | NS      | $114877.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                                                    | TIETOEVRY OYJ COMMON STOCK                              | CUSIP: 547970905<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |      4132 | NS      | $75390.06     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Emak S.p.A.                                                                      | EMAK SPA COMMON STOCK EUR.26                            | CUSIP: 548058908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     21737 | NS      | $22955.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mersen                                                                           | MERSEN SA COMMON STOCK EUR2.0                           | CUSIP: 548120906<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |      1018 | NS      | $23645.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PostNL N.V.                                                                      | POSTNL NV COMMON STOCK EUR.08                           | CUSIP: 548155902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     13687 | NS      | $14857.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bonduelle                                                                        | BONDUELLE SCA COMMON STOCK EUR1.75                      | CUSIP: 548198902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       643 | NS      | $6026.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                                       | AURUBIS AG COMMON STOCK                                 | CUSIP: 548552900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1457 | NS      | $128103.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| LISI                                                                             | LISI SA COMMON STOCK EUR.4                              | CUSIP: 548991900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       824 | NS      | $30603.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOL S.P.A.                                                                       | SOL SPA COMMON STOCK EUR.52                             | CUSIP: 549068906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1890 | NS      | $98277.96     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Propel Funeral Partners Limited                                                  | PROPEL FUNERAL PARTNERS LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3961 | NS      | $11457.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties S.A.                                                       | GRAND CITY PROPERTIES SA COMMON STOCK EUR.1             | CUSIP: B8K9X7900<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      3690 | NS      | $46858.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Concept Corporation                                                       | NIPPON CONCEPT CORP COMMON STOCK                        | CUSIP: B8N6N8902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6108.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geo Energy Resources Limited                                                     | GEO ENERGY RESOURCES LTD COMMON STOCK                   | CUSIP: B8QXRM905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     22100 | NS      | $6588.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharming Group N.V.                                                              | PHARMING GROUP NV COMMON STOCK EUR.01                   | CUSIP: B8RC74902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     32227 | NS      | $35975.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Crest Nicholson Holdings plc                                                     | CREST NICHOLSON HOLDINGS PLC COMMON STOCK GBP.05        | CUSIP: B8VZXT902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12489 | NS      | $30773.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                                                             | CAPRICORN METALS LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     18555 | NS      | $117345.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DocMorris AG                                                                     | DOCMORRIS AG COMMON STOCK CHF.01                        | CUSIP: B92M6T901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1532 | NS      | $15795.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ZENKOKU HOSHO Co.Ltd.                                                            | ZENKOKU HOSHO CO LTD COMMON STOCK                       | CUSIP: B92MT1907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $57567.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COG Financial Services Limited                                                   | COG FINANCIAL SERVICES LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     14035 | NS      | $13621.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB24 Limited                                                                    | HUB24 LTD DEFERRED EX OPTION COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       632 | NS      | $34078.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                       | SCOUT24 SE COMMON STOCK                                 | CUSIP: BYT934904<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       150 | NS      | $20438.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Econocom Group SE                                                                | ECONOCOM GROUP SA/NV COMMON STOCK                       | CUSIP: BYTPCY902<br>LEI: 5493006G5O9JP185PU76 | Long             | EC               | CORP              | BE        |     20406 | NS      | $46029.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaver Shop Group Limited                                                        | SHAVER SHOP GROUP LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     21893 | NS      | $18971.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                                                                | KARDEX HOLDING AG COMMON STOCK CHF.45                   | CUSIP: B00ZC7904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       289 | NS      | $85785.02     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharma Mar S.A.                                                                  | PHARMA MAR SA COMMON STOCK EUR.6                        | CUSIP: BYV0MC901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       850 | NS      | $81986.12     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Integral Diagnostics Limited                                                     | INTEGRAL DIAGNOSTICS LTD COMMON STOCK                   | CUSIP: BYV2ZK905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15277 | NS      | $23794.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Keystone Petroleum Limited                                                  | GULF KEYSTONE PETROLEUM LTD COMMON STOCK USD1.0         | CUSIP: BYVGFL904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9193 | NS      | $19685.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Workplace Group PLC                                                | INTERNATIONAL WORKPLACE GROUP COMMON STOCK USD.01       | CUSIP: BYVQYS906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     35152 | NS      | $91347.55     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SES S.A.                                                                         | SES SA RECEIPT                                          | CUSIP: B00ZQQ907<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |     20265 | NS      | $115542.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| China Solar Energy Holdings Limited                                              | CHINA SOLAR ENERGY HOLDINGS LT COMMON STOCK HKD.01      | CUSIP: B986Z2907<br>LEI: 549300IQ4VPWSH3VFM30 | Long             | EC               | CORP              | HK        |    127000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HelloFresh SE                                                                    | HELLOFRESH SE COMMON STOCK                              | CUSIP: BYWH8S904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7160 | NS      | $84994.05     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Insurance Group plc                                                        | SABRE INSURANCE GROUP PLC COMMON STOCK GBP.001          | CUSIP: BYWVDP903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9079 | NS      | $16138.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                                    | KION GROUP AG COMMON STOCK                              | CUSIP: BB22L9907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3283 | NS      | $152847.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Maire S.p.A.                                                                     | MAIRE SPA COMMON STOCK                                  | CUSIP: BBGTNT907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      7328 | NS      | $93595.27     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pihlajalinna Oyj                                                                 | PIHLAJALINNA OYJ COMMON STOCK NPV                       | CUSIP: BYZFLR902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       739 | NS      | $12250.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG and Co. KGaA                                                      | DRAEGERWERK AG and CO KGAA PREFERENCE                   | CUSIP: N/A<br>LEI: 5493005UFVHY0PPNKD75       | Long             | EP               | CORP              | DE        |       379 | NS      | $28881.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| bpost SA                                                                         | BPOST SA COMMON STOCK                                   | CUSIP: BBH7K6907<br>LEI: 5493008AAX0BESN9WN06 | Long             | EC               | CORP              | BE        |      3968 | NS      | $8590.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Group plc                                                                   | JUST GROUP PLC COMMON STOCK GBP.1                       | CUSIP: BCRX1J900<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |     44998 | NS      | $90836.90     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                                                          | PROSIEBENSAT.1 MEDIA SE COMMON STOCK                    | CUSIP: BCZM1B902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6424 | NS      | $51632.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| I.D.I. Insurance Company Ltd                                                     | IDI INSURANCE CO LTD COMMON STOCK ILS.01                | CUSIP: BD04HH908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       385 | NS      | $21423.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leifheit Aktiengesellschaft                                                      | LEIFHEIT AG COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       762 | NS      | $17636.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| flatexDEGIRO AG                                                                  | FLATEXDEGIRO AG COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      4113 | NS      | $114313.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamakura Shinsho Ltd.                                                            | KAMAKURA SHINSHO LTD COMMON STOCK                       | CUSIP: BD09G7900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $6104.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hollywood Bowl Group plc                                                         | HOLLYWOOD BOWL GROUP PLC COMMON STOCK GBP.01            | CUSIP: BD0NVK903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7763 | NS      | $27757.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LU-VE S.p.A.                                                                     | LU-VE SPA COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       469 | NS      | $16277.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Premium Water HoldingsInc.                                                       | PREMIUM WATER HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $12282.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insource Co. Ltd.                                                                | INSOURCE CO LTD COMMON STOCK                            | CUSIP: BD1JSR900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $18813.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                                | BRANICKS GROUP AG COMMON STOCK                          | CUSIP: BD1NML900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5103 | NS      | $10394.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank of Ireland Group plc                                                        | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0           | CUSIP: BD1RP6901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1578 | NS      | $21664.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Accent Group Limited                                                             | ACCENT GROUP LTD COMMON STOCK                           | CUSIP: BD20RS909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19051 | NS      | $23326.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Catella AB                                                                       | CATELLA AB COMMON STOCK SEK2.0                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1643 | NS      | $4998.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRC Asia Limited                                                                 | BRC ASIA LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     11100 | NS      | $27049.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas S.p.A.                                                                   | ITALGAS SPA COMMON STOCK                                | CUSIP: BD2Z8S903<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     21863 | NS      | $179867.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Raffles Medical Group Ltd                                                        | RAFFLES MEDICAL GROUP LTD COMMON STOCK                  | CUSIP: BD3CFT903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     35418 | NS      | $27155.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG Group AB                                                                     | BHG GROUP AB COMMON STOCK SEK.03                        | CUSIP: BD4535902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      7065 | NS      | $18293.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                                     | SIG GROUP AG COMMON STOCK CHF.01                        | CUSIP: BD5GN6903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     12877 | NS      | $263297.97    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NZME Limited                                                                     | NZME LTD COMMON STOCK                                   | CUSIP: BD5W4X900<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     16775 | NS      | $11620.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Strike Company Limited                                                           | STRIKE CO LTD COMMON STOCK                              | CUSIP: BD6C2P902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10025.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investis Holding SA                                                              | INVESTIS HOLDING SA COMMON STOCK CHF.1                  | CUSIP: BDC7B9902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       126 | NS      | $18752.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quilter PLC                                                                      | QUILTER PLC COMMON STOCK GBP.08167                      | CUSIP: BDCXV2908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     61256 | NS      | $121825.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Azelis Group NV                                                                  | AZELIS GROUP NV COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BE        |      6570 | NS      | $108835.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| H. Lundbeck A/S                                                                  | H LUNDBECK A/S COMMON STOCK DKK1.0                      | CUSIP: BMGTJT908<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     12218 | NS      | $67806.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bytes Technology Group plc                                                       | BYTES TECHNOLOGY GROUP PLC COMMON STOCK                 | CUSIP: BMH18Q906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10689 | NS      | $76059.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HIAG Immobilien Holding AG                                                       | HIAG IMMOBILIEN HOLDING AG COMMON STOCK CHF1.0          | CUSIP: BMM1ZD909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       224 | NS      | $27620.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novavest Real Estate AG                                                          | NOVAVEST REAL ESTATE AG COMMON STOCK CHF22.75           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       391 | NS      | $18059.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| F-Secure Oyj                                                                     | F-SECURE OYJ COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      5513 | NS      | $12329.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ekinops                                                                          | EKINOPS SAS COMMON STOCK EUR.5                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      3234 | NS      | $14081.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Foxtons Group plc                                                                | FOXTONS GROUP PLC COMMON STOCK GBP.01                   | CUSIP: N/A<br>LEI: 5493001HCMG6R1MYKC59       | Long             | EC               | CORP              | GB        |     13631 | NS      | $11670.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IntegraFin Holdings plc                                                          | INTEGRAFIN HOLDINGS PLC COMMON STOCK GBP.01             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     12593 | NS      | $53959.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| XPS Pensions Group plc                                                           | XPS PENSIONS GROUP PLC COMMON STOCK GBP.0005            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9273 | NS      | $49606.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Burford Capital Limited                                                          | BURFORD CAPITAL LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8896 | NS      | $114377.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Co. Ltd.                                                            | NISSIN FOODS CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      8000 | NS      | $7076.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Doral Group Renewable Energy Resources Ltd                                       | DORAL GROUP RENEWABLE ENERGY R COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3667 | NS      | $15039.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greens Co. Ltd.                                                                  | GREENS CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $6235.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koa Shoji Holdings Co. Ltd.                                                      | KOA SHOJI HOLDINGS CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $5330.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Change Holdings Inc.                                                             | CHANGE HOLDINGS INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $12386.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Management Solutions Co. Ltd.                                                    | MANAGEMENT SOLUTIONS CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $7716.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okeanis Eco Tankers Corp.                                                        | OKEANIS ECO TANKERS CORP COMMON STOCK USD.001           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GR        |       427 | NS      | $9953.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Zaptec ASA                                                                       | ZAPTEC ASA COMMON STOCK NOK.015                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      3983 | NS      | $7635.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovzon AB                                                                         | OVZON AB COMMON STOCK SEK.1                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2437 | NS      | $9903.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets Aktiebolaget Trianon                                                  | FASTIGHETS AB TRIANON COMMON STOCK SEK2.5               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     10940 | NS      | $20292.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                    | JH COLLATERAL                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    357279 | NS      | $3573718.18   | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearView Wealth Limited                                                         | CLEARVIEW WEALTH LTD/AUSTRALIA COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     27803 | NS      | $8874.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GR Engineering Services Limited                                                  | GR ENGINEERING SERVICES LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3528 | NS      | $6367.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape plc                                                                     | INCHCAPE PLC COMMON STOCK GBP.1                         | CUSIP: B61TVQ901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15867 | NS      | $145787.83    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Pharmaceutical Co.Ltd.                                                     | DAITO PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: B6293R903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1390 | NS      | $9495.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED SE COMMON STOCK EUR2.0                          | CUSIP: B62G1B904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3862 | NS      | $120647.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EnQuest PLC                                                                      | ENQUEST PLC COMMON STOCK GBP.05                         | CUSIP: B635TG906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     74284 | NS      | $11789.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomony Holdings Inc.                                                             | TOMONY HOLDINGS INC COMMON STOCK                        | CUSIP: B6391L907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $29475.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                                                       | GREGGS PLC COMMON STOCK GBP.02                          | CUSIP: B63QSB902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4671 | NS      | $129987.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirait One Corporation                                                           | MIRAIT ONE CORP COMMON STOCK                            | CUSIP: B64KR6906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3720 | NS      | $65660.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Costain Group PLC                                                                | COSTAIN GROUP PLC COMMON STOCK GBP.01                   | CUSIP: B64NSP907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10480 | NS      | $17499.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheng Siong Group Ltd.                                                           | SHENG SIONG GROUP LTD COMMON STOCK                      | CUSIP: B657MH905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     35200 | NS      | $49405.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Collins Foods Limited                                                            | COLLINS FOODS LTD COMMON STOCK                          | CUSIP: B6QCFP901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7058 | NS      | $35326.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PC Partner Group Limited                                                         | PC PARTNER GROUP LTD COMMON STOCK HKD.1                 | CUSIP: B6RRLG900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      8000 | NS      | $6560.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Retail Food Group Limited                                                        | RETAIL FOOD GROUP LTD COMMON STOCK                      | CUSIP: B15SCH901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6734 | NS      | $7630.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Neuson SE                                                                 | WACKER NEUSON SE COMMON STOCK                           | CUSIP: B17R24901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1470 | NS      | $37311.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| A.G. BARR p.l.c.                                                                 | AG BARR PLC COMMON STOCK GBP.04167                      | CUSIP: B6XZKY907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5139 | NS      | $48046.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUSS MicroTec SE                                                                 | SUSS MICROTEC SE COMMON STOCK                           | CUSIP: B6YT19906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       937 | NS      | $40745.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding Ltd.                                                                | DKSH HOLDING AG COMMON STOCK CHF.1                      | CUSIP: B71QPM901<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |      1548 | NS      | $120887.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsys Inc.                                                                      | CELSYS INC COMMON STOCK                                 | CUSIP: B71ST6908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $9003.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Energy PLC                                                             | CAPRICORN ENERGY PLC COMMON STOCK GBP.016154            | CUSIP: B74CDH903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     20521 | NS      | $71499.73     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Asia Metals plc                                                          | CENTRAL ASIA METALS PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     10225 | NS      | $22446.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evertz Technologies Limited                                                      | EVERTZ TECHNOLOGIES LTD COMMON STOCK                    | CUSIP: 30041N107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1617 | NS      | $14080.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exchange Income Corporation                                                      | EXCHANGE INCOME CORP COMMON STOCK                       | CUSIP: 301283107<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |      1091 | NS      | $45767.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Katakura Industries Co. Ltd.                                                     | KATAKURA INDUSTRIES CO LTD COMMON STOCK                 | CUSIP: 648384006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15192.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kato Sangyo Co. Ltd.                                                             | KATO SANGYO CO LTD COMMON STOCK                         | CUSIP: 648418002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $36704.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| K'S Holdings Corporation                                                         | K'S HOLDINGS CORP COMMON STOCK                          | CUSIP: 648427003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $55797.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawai Musical Instruments Manufacturing Co.Ltd.                                  | KAWAI MUSICAL INSTRUMENTS MANU COMMON STOCK             | CUSIP: 648446003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7186.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| G-Tekt Corporation                                                               | G-TEKT CORP COMMON STOCK                                | CUSIP: 648707909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13202.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keihanshin Building Co. Ltd.                                                     | KEIHANSHIN BUILDING CO LTD COMMON STOCK                 | CUSIP: 648720001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $14562.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keihan Holdings Co.Ltd.                                                          | KEIHAN HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 648723005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $19608.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keikyu Corporation                                                               | KEIKYU CORP COMMON STOCK                                | CUSIP: 648730000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $28775.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ku Holdings Co.Ltd.                                                              | KU HOLDINGS CO LTD COMMON STOCK                         | CUSIP: 648737906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $6038.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerur Holdings Ltd                                                               | KERUR HOLDINGS LTD COMMON STOCK ILS1.0                  | CUSIP: 648884906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       826 | NS      | $18652.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotobuki Spirits Co. Ltd.                                                        | KOTOBUKI SPIRITS CO LTD COMMON STOCK                    | CUSIP: 648946903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $50002.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumiai Chemical Industry Co.Ltd.                                                 | KUMIAI CHEMICAL INDUSTRY CO LT COMMON STOCK             | CUSIP: 649760006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3390 | NS      | $19004.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurabo Industries Ltd.                                                           | KURABO INDUSTRIES LTD COMMON STOCK                      | CUSIP: 649765005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $24649.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumco Corporation                                                                | SUMCO CORP COMMON STOCK                                 | CUSIP: B0M0C8905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $40555.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                                        | ELEKTA AB COMMON STOCK SEK.5                            | CUSIP: B0M42T902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      6368 | NS      | $33529.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat Communications                                                          | EUTELSAT COMMUNICATIONS SACA COMMON STOCK EUR1.0        | CUSIP: B0M7KJ907<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |      5665 | NS      | $21097.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| AUB Group Limited                                                                | AUB GROUP LTD COMMON STOCK                              | CUSIP: B0MBNC900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5198 | NS      | $115732.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Safilo Group S.p.A.                                                              | SAFILO GROUP SPA COMMON STOCK                           | CUSIP: B0N64J906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      6738 | NS      | $6864.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ Corporation                                                                 | UACJ CORP COMMON STOCK                                  | CUSIP: B0N9WZ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1571 | NS      | $53110.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamburi Investment Partners S.p.A.                                               | TAMBURI INVESTMENT PARTNERS SP COMMON STOCK NPV         | CUSIP: B0NN17908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      4244 | NS      | $38798.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grandy House Corporation                                                         | GRANDY HOUSE CORP COMMON STOCK                          | CUSIP: B0NSG9907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $3274.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Like Inc.                                                                        | LIKE INC COMMON STOCK                                   | CUSIP: B0NZTN906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $5834.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tubos Reunidos S.A.                                                              | TUBOS REUNIDOS SA COMMON STOCK EUR.02                   | CUSIP: B0PP3G909<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      9343 | NS      | $6425.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Limited                                                      | LANCASHIRE HOLDINGS LTD COMMON STOCK USD.5              | CUSIP: B0PYHC904<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | GB        |     10293 | NS      | $84103.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Paladin Energy Ltd                                                               | PALADIN ENERGY LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10370 | NS      | $41031.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galapagos NV                                                                     | GALAPAGOS NV COMMON STOCK                               | CUSIP: B07Q2V905<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |      1754 | NS      | $50641.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Enterprises Limited                                               | DOMINO'S PIZZA ENTERPRISES LTD COMMON STOCK             | CUSIP: B07SFG900<br>LEI: 54930034RFI409JZ3179 | Long             | EC               | CORP              | AU        |      3424 | NS      | $51738.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Fuels Inc.                                                                | ENERGY FUELS INC/CANADA COMMON STOCK                    | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9493 | NS      | $46484.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerflex Ltd.                                                                    | ENERFLEX LTD COMMON STOCK                               | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |      6235 | NS      | $43933.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Extendicare Inc.                                                                 | EXTENDICARE INC COMMON STOCK                            | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               | CORP              | CA        |      3460 | NS      | $36381.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PageGroup plc                                                                    | PAGEGROUP PLC COMMON STOCK GBP.01                       | CUSIP: 302323902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15250 | NS      | $55597.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atresmedia Corporacion de Medios de Comunicacion S.A.                            | ATRESMEDIA CORP DE MEDIOS DE C COMMON STOCK EUR.75      | CUSIP: B07VZ9907<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      3834 | NS      | $25895.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bucher Industries AG                                                             | BUCHER INDUSTRIES AG COMMON STOCK CHF.2                 | CUSIP: B07ZBW903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       280 | NS      | $135011.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                              | SWISS PRIME SITE AG COMMON STOCK CHF2.0                 | CUSIP: B083BH906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1038 | NS      | $147616.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Frencken Group Limited                                                           | FRENCKEN GROUP LTD COMMON STOCK                         | CUSIP: B088VB906<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      8800 | NS      | $7815.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sword Group Se                                                                   | SWORD GROUP COMMON STOCK EUR1.0                         | CUSIP: B089JF909<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       315 | NS      | $12138.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takamiya Co.Ltd.                                                                 | TAKAMIYA CO LTD COMMON STOCK                            | CUSIP: B08G97902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $14695.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVS Broadcast Equipment S.A.                                                     | EVS BROADCAST EQUIPMENT SA COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300J0AJACIPKLTD62       | Long             | EC               | CORP              | BE        |       589 | NS      | $22694.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Catana Group                                                                     | CATANA GROUP COMMON STOCK EUR.5                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1562 | NS      | $6123.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| cBrain A/S                                                                       | CBRAIN A/S COMMON STOCK DKK.25                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |       432 | NS      | $11136.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQE plc                                                                          | IQE PLC COMMON STOCK GBP.01                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     33970 | NS      | $5147.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avex Inc.                                                                        | AVEX INC COMMON STOCK                                   | CUSIP: 612907907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $11447.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Security Patrols Co.Ltd.                                                 | CENTRAL SECURITY PATROLS CO LT COMMON STOCK             | CUSIP: 618478903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $10337.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arakawa Chemical Industries Ltd.                                                 | ARAKAWA CHEMICAL INDUSTRIES LT COMMON STOCK             | CUSIP: 618583900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $20858.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Riso Kyoiku Co. Ltd.                                                             | RISO KYOIKU CO LTD COMMON STOCK                         | CUSIP: 618749907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $7522.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iluka Resources Limited                                                          | ILUKA RESOURCES LTD COMMON STOCK                        | CUSIP: 695757005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     28116 | NS      | $66537.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WARABEYA NICHIYO HOLDINGS CO.LTD.                                                | WARABEYA NICHIYO HOLDINGS CO COMMON STOCK               | CUSIP: 696188903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9411.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mount Gibson Iron Limited                                                        | MOUNT GIBSON IRON LTD COMMON STOCK                      | CUSIP: 696374909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4913 | NS      | $918.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wing Tai Holdings Limited                                                        | WING TAI HOLDINGS LTD COMMON STOCK                      | CUSIP: 697238004<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     30717 | NS      | $29062.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xebio Holdings Co.Ltd.                                                           | XEBIO HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 698494002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $7129.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yahagi Construction Co. Ltd.                                                     | YAHAGI CONSTRUCTION CO LTD COMMON STOCK                 | CUSIP: 698503000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $14035.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun-Wa Technos Corporation                                                       | SUN-WA TECHNOS CORP COMMON STOCK                        | CUSIP: 698515905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7982.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Yamagata Bank Ltd.                                                           | YAMAGATA BANK LTD/THE COMMON STOCK                      | CUSIP: 698524006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $12455.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yonex Co. Ltd.                                                                   | YONEX CO LTD COMMON STOCK                               | CUSIP: 699378907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $55336.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc.                                                             | PAREX RESOURCES INC COMMON STOCK                        | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      4514 | NS      | $44635.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corporation                                                             | PARKLAND CORP COMMON STOCK                              | CUSIP: 70137W108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6958 | NS      | $196417.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr. Hoenle Aktiengesellschaft                                                    | DR HOENLE AG COMMON STOCK                               | CUSIP: 701758906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       554 | NS      | $6321.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Navigator Company                                                            | NAVIGATOR CO SA/THE COMMON STOCK NPV                    | CUSIP: 701855900<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |      9428 | NS      | $36919.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mota-Engil SGPS S.A.                                                             | MOTA-ENGIL SGPS SA COMMON STOCK EUR1.0                  | CUSIP: 702547902<br>LEI: 549300L6RR1203WN9F57 | Long             | EC               | CORP              | PT        |      4909 | NS      | $25115.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Pason Systems Inc.                                                               | PASON SYSTEMS INC COMMON STOCK                          | CUSIP: 702925108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3955 | NS      | $34871.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo                                                                          | EURAZEO SE COMMON STOCK                                 | CUSIP: 704239904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1804 | NS      | $126156.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| dormakaba Holding AG                                                             | DORMAKABA HOLDING AG COMMON STOCK CHF.1                 | CUSIP: 705041903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       138 | NS      | $122885.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lassila and Tikanoja Plc                                                         | LASSILA and TIKANOJA OYJ COMMON STOCK                   | CUSIP: 705122901<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1292 | NS      | $13587.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                  | ADECCO GROUP AG COMMON STOCK CHF.1                      | CUSIP: 711072900<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |      6750 | NS      | $188533.49    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group Ltd.                                                                 | TECAN GROUP AG COMMON STOCK CHF.1                       | CUSIP: 711090902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       523 | NS      | $104288.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                                      | CLARIANT AG COMMON STOCK CHF1.34                        | CUSIP: 711399907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9474 | NS      | $106846.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kudelski SA                                                                      | KUDELSKI SA COMMON STOCK CHF8.0                         | CUSIP: 712125905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     14739 | NS      | $20969.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontobel Holding AG                                                              | VONTOBEL HOLDING AG COMMON STOCK CHF1.0                 | CUSIP: 712310903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1173 | NS      | $88195.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                                               | BALOISE HOLDING AG COMMON STOCK CHF.1                   | CUSIP: 712459908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1128 | NS      | $267700.47    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans                                                                           | NEXANS SA COMMON STOCK EUR1.0                           | CUSIP: 713083905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1546 | NS      | $177831.10    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbonia AG                                                                       | ARBONIA AG COMMON STOCK CHF.2                           | CUSIP: 713273902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2518 | NS      | $18265.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO GlobalSign Holdings K.K.                                                     | GMO GLOBALSIGN HOLDINGS KK GMO GLOBALSIGN HOLDINGS  KK  | CUSIP: B0Q3FT906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $4422.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia Ltd.                                                                    | IMPLENIA AG COMMON STOCK CHF1.02                        | CUSIP: B10DQJ900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       518 | NS      | $30491.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUBER+SUHNER AG                                                                  | HUBER + SUHNER AG COMMON STOCK CHF.25                   | CUSIP: 713283901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       585 | NS      | $56619.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano S.p.A.                                                          | CREDITO EMILIANO SPA COMMON STOCK EUR1.0                | CUSIP: 713525905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      3688 | NS      | $50681.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE COMMON STOCK                                | CUSIP: 713666907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4402 | NS      | $75557.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                                       | TEMENOS AG COMMON STOCK CHF5.0                          | CUSIP: 714789906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2410 | NS      | $179190.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Raccoon Holdings Inc.                                                            | RACCOON HOLDINGS INC COMMON STOCK                       | CUSIP: B10QRZ904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $6320.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Aviation Oil (Singapore) Corporation Ltd                                   | CHINA AVIATION OIL SINGAPORE C COMMON STOCK             | CUSIP: B10SYQ902<br>LEI: 79GWRL7CPDKLUJ3L0772 | Long             | EC               | CORP              | SG        |     12600 | NS      | $8209.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cementir Holding N.V.                                                            | CEMENTIR HOLDING NV COMMON STOCK EUR1.0                 | CUSIP: 714862901<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2330 | NS      | $36909.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GL Events                                                                        | GL EVENTS SACA COMMON STOCK EUR4.0                      | CUSIP: 715410908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       361 | NS      | $10302.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pet Valu Holdings Ltd.                                                           | PET VALU HOLDINGS LTD COMMON STOCK                      | CUSIP: 71584R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2193 | NS      | $49297.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Init Innovation in Traffic Systems SE                                            | INIT INNOVATION IN TRAFFIC SYS COMMON STOCK             | CUSIP: 716289905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       283 | NS      | $12729.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Peyto Exploration and Development Corp.                                          | PEYTO EXPLORATION and DEVELOPMEN COMMON STOCK           | CUSIP: 717046106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9622 | NS      | $129709.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| The Swatch Group AG                                                              | SWATCH GROUP AG/THE COMMON STOCK CHF2.25                | CUSIP: 718472905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       400 | NS      | $67482.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Atreyu Capital Markets Ltd                                                       | ATREYU CAPITAL MARKETS LTD COMMON STOCK ILS.0001        | CUSIP: B116X2903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       323 | NS      | $7698.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YIT Oyj                                                                          | YIT OYJ COMMON STOCK                                    | CUSIP: B11BQV906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5888 | NS      | $18132.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                                              | SWATCH GROUP AG/THE COMMON STOCK CHF.45                 | CUSIP: 718473903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       131 | NS      | $4525.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pine Cliff Energy Ltd.                                                           | PINE CLIFF ENERGY LTD COMMON STOCK                      | CUSIP: 722524105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     23500 | NS      | $9760.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TUI AG                                                                           | TUI AG COMMON STOCK                                     | CUSIP: B11LJN900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4460 | NS      | $37261.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSO Holding AG                                                                  | ALSO HOLDING AG COMMON STOCK CHF1.0                     | CUSIP: B11TD8902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       243 | NS      | $76689.71     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Billerud Aktiebolag                                                              | BILLERUD AKTIEBOLAG COMMON STOCK SEK7.38                | CUSIP: 724037908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2475 | NS      | $26958.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Ifis S.P.A.                                                                | BANCA IFIS SPA COMMON STOCK EUR1.0                      | CUSIP: 724208905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1120 | NS      | $29476.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Qol Holdings Co. Ltd.                                                            | QOL HOLDINGS CO LTD COMMON STOCK                        | CUSIP: B11V89901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13222.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Richelieu Hardware Ltd.                                                          | RICHELIEU HARDWARE LTD COMMON STOCK                     | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |      2654 | NS      | $66874.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                                               | TELECOM ITALIA SPA/MILANO COMMON STOCK                  | CUSIP: 763439908<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    719467 | NS      | $307783.06    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Air Shuttle ASA                                                        | NORWEGIAN AIR SHUTTLE ASA COMMON STOCK NOK10.0          | CUSIP: 774212906<br>LEI: 549300IEUH2FEM2Y6B51 | Long             | EC               | CORP              | NO        |     34842 | NS      | $48789.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Sugar Inc.                                                                | ROGERS SUGAR INC COMMON STOCK                           | CUSIP: 77519R102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5920 | NS      | $24329.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jungfraubahn Holding AG                                                          | JUNGFRAUBAHN HOLDING AG COMMON STOCK CHF1.5             | CUSIP: 778896902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       203 | NS      | $48700.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc.                                                               | RUSSEL METALS INC COMMON STOCK                          | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |      2786 | NS      | $83375.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc.                                                                  | SSR MINING INC COMMON STOCK                             | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |      9640 | NS      | $114147.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandstorm Gold Ltd.                                                              | SANDSTORM GOLD LTD COMMON STOCK                         | CUSIP: 80013R206<br>LEI: 549300QWJPV45VQF1B33 | Long             | EC               | CORP              | CA        |     13080 | NS      | $115421.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Savaria Corporation                                                              | SAVARIA CORP COMMON STOCK                               | CUSIP: 805112109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3177 | NS      | $44309.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seabridge Gold Inc.                                                              | SEABRIDGE GOLD INC COMMON STOCK                         | CUSIP: 811916105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4151 | NS      | $50966.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Waste Infrastructure Corp.                                                | SECURE WASTE INFRASTRUCTURE CO COMMON STOCK             | CUSIP: 813921103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9876 | NS      | $110249.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chalice Mining Limited                                                           | CHALICE MINING LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     15055 | NS      | $11232.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORIDOLL Holdings Corporation                                                    | TORIDOLL HOLDINGS CORP COMMON STOCK                     | CUSIP: B0WHPP905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $57444.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group plc                                                                | QINETIQ GROUP PLC COMMON STOCK GBP.01                   | CUSIP: B0WMWD903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     22420 | NS      | $150819.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| West Holdings Corporation                                                        | WEST HOLDINGS CORP COMMON STOCK                         | CUSIP: B0YQ5X908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1009 | NS      | $11051.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                               | DEUTSCHE WOHNEN SE COMMON STOCK                         | CUSIP: B0YZ0Z908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1545 | NS      | $40202.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wdb Holdings Co. Ltd.                                                            | WDB HOLDINGS CO LTD COMMON STOCK                        | CUSIP: B0YZFQ902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5353.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pico Far East Holdings Limited                                                   | PICO FAR EAST HOLDINGS LTD COMMON STOCK HKD.05          | CUSIP: B0Z1B7902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     56000 | NS      | $14912.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIM S.A.                                                                        | PRIM SA COMMON STOCK EUR.25                             | CUSIP: B0Z338905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1047 | NS      | $12773.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema                                                                           | ARKEMA SA COMMON STOCK EUR10.0                          | CUSIP: B0Z5YZ906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2538 | NS      | $181353.88    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Airport City Ltd.                                                                | AIRPORT CITY LTD COMMON STOCK ILS.01                    | CUSIP: B0Z7M2908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $8.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpen Co. Ltd.                                                                   | ALPEN CO LTD COMMON STOCK                               | CUSIP: B0ZGMK908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $14587.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tanso Co. Ltd.                                                              | TOYO TANSO CO LTD COMMON STOCK                          | CUSIP: B0ZV9X902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $17601.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Savills plc                                                                      | SAVILLS PLC COMMON STOCK GBP.025                        | CUSIP: B135BJ900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5824 | NS      | $76499.99     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Revenio Group Oyj                                                                | REVENIO GROUP OYJ COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |       778 | NS      | $23808.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohort plc                                                                       | COHORT PLC COMMON STOCK GBP.1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1843 | NS      | $36675.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoham Yonekyu Holdings Inc.                                                     | ITOHAM YONEKYU HOLDINGS INC COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1120 | NS      | $38978.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yushin Company                                                                   | YUSHIN CO COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $12713.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valuecommerce Co. Ltd.                                                           | VALUECOMMERCE CO LTD COMMON STOCK                       | CUSIP: B17SZJ900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $4988.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths News PLC                                                                  | SMITHS NEWS PLC COMMON STOCK GBP.05                     | CUSIP: B17WCR908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9272 | NS      | $7669.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exco Technologies Limited                                                        | EXCO TECHNOLOGIES LTD COMMON STOCK                      | CUSIP: 30150P109<br>LEI: SYNTCKFOJZ0PX99NLV15 | Long             | EC               | CORP              | CA        |      1790 | NS      | $8791.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca S.p.A.                                                                | BPER BANCA SPA COMMON STOCK                             | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      8617 | NS      | $76541.79     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibersol SGPS S.A.                                                                | IBERSOL SGPS SA COMMON STOCK EUR1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PT        |      2866 | NS      | $32480.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsos                                                                            | IPSOS SA COMMON STOCK EUR.25                            | CUSIP: B188NJ906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1608 | NS      | $82034.53     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Catalana Occidente S.A.                                                    | GRUPO CATALANA OCCIDENTE SA COMMON STOCK EUR.3          | CUSIP: B188XC900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1785 | NS      | $99400.04     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JINS HOLDINGS Inc.                                                               | JINS HOLDINGS INC COMMON STOCK                          | CUSIP: B18D6G900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $29468.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Topps Tiles Plc                                                                  | TOPPS TILES PLC COMMON STOCK GBP.0333333                | CUSIP: B18P5K905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     56721 | NS      | $30488.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeudan A/S                                                                       | JEUDAN A/S COMMON STOCK DKK20.0                         | CUSIP: 430107003<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       978 | NS      | $30502.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Esso Societe Anonyme Francaise                                                   | ESSO SA FRANCAISE COMMON STOCK EUR7.65                  | CUSIP: 432098002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       133 | NS      | $20444.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomart Corporation                                                             | INFOMART CORP COMMON STOCK                              | CUSIP: B18RC0907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $26244.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bic Camera Inc.                                                                  | BIC CAMERA INC COMMON STOCK                             | CUSIP: B194YN903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $48888.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PZ Cussons Plc                                                                   | PZ CUSSONS PLC COMMON STOCK GBP.01                      | CUSIP: B19Z14902<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |     11964 | NS      | $14111.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dcm Holdings Co.Ltd.                                                             | DCM HOLDINGS CO LTD COMMON STOCK                        | CUSIP: B1B0V3905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4520 | NS      | $41218.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DATA MODUL Aktiengesellschaft Produktion und Vertrieb von elektronischen Systeme | DATA MODUL AG PRODUKTION UND V COMMON STOCK             | CUSIP: 432695906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       285 | NS      | $7570.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| F.B.D. Holdings Public Limited Company                                           | FBD HOLDINGS PLC COMMON STOCK EUR.6                     | CUSIP: 433023900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1674 | NS      | $24771.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitchells and Butlers PLC                                                        | MITCHELLS and BUTLERS PLC COMMON STOCK GBP.0854167      | CUSIP: B1FP6H903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11787 | NS      | $45408.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NagaCorp Ltd.                                                                    | NAGACORP LTD COMMON STOCK USD.0125                      | CUSIP: B1FSSM902<br>LEI: N/A                  | Long             | EC               | CORP              | KH        |     40534 | NS      | $19185.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining PLC                                                            | HOCHSCHILD MINING PLC COMMON STOCK GBP.01               | CUSIP: B1FW50906<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | PE        |     15311 | NS      | $56915.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Riverstone Holdings Limited                                                      | RIVERSTONE HOLDINGS LTD COMMON STOCK                    | CUSIP: B1G16Z905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     22200 | NS      | $11764.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd.                                                                 | AOZORA BANK LTD COMMON STOCK                            | CUSIP: B1G185909<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |      4600 | NS      | $66995.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre S.A.                                                                      | MAPFRE SA COMMON STOCK EUR.1                            | CUSIP: B1G40S901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     37535 | NS      | $141977.59    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hino Motors Ltd.                                                                 | HINO MOTORS LTD COMMON STOCK                            | CUSIP: 433406105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14200 | NS      | $45889.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alm. Brand A/S                                                                   | ALM BRAND A/S COMMON STOCK DKK1.0                       | CUSIP: 435002902<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |     37417 | NS      | $92557.44     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Matas A/S                                                                        | MATAS A/S COMMON STOCK DKK2.5                           | CUSIP: BBL4QM908<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      1502 | NS      | $30935.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Paradise Entertainment Limited                                                   | PARADISE ENTERTAINMENT LTD COMMON STOCK HKD.001         | CUSIP: BBM55V907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     24000 | NS      | $5633.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forbo Holding AG                                                                 | FORBO HOLDING AG COMMON STOCK CHF.1                     | CUSIP: 435003900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        43 | NS      | $44163.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Semperit Aktiengesellschaft Holding                                              | SEMPERIT AG HOLDING COMMON STOCK                        | CUSIP: 576028906<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       660 | NS      | $10577.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTAGE Co.Ltd.                                                                  | NEXTAGE CO LTD COMMON STOCK                             | CUSIP: BBQ2ZC909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $24018.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                                              | LANDIS+GYR GROUP AG COMMON STOCK CHF10.0                | CUSIP: BF41XY900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1010 | NS      | $63857.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group PLC                                                           | LION FINANCE GROUP PLC COMMON STOCK GBP.01              | CUSIP: BF4HYT905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1562 | NS      | $140611.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| boohoo Group PLC                                                                 | BOOHOO GROUP PLC COMMON STOCK GBP.01                    | CUSIP: BG6L72901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     38367 | NS      | $12430.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CENIT Aktiengesellschaft                                                         | CENIT AG COMMON STOCK                                   | CUSIP: 576151906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       725 | NS      | $7303.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat                                                                            | VICAT SACA COMMON STOCK EUR4.0                          | CUSIP: 576320907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       657 | NS      | $42746.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National United Resources Holdings Limited                                       | NATIONAL UNITED RESOURCES HOLD COMMON STOCK             | CUSIP: BGHPW0906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    109000 | NS      | $627.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                                          | IMI PLC COMMON STOCK GBP.2857                           | CUSIP: BGLP8L902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3710 | NS      | $99526.15     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis N.V.                                                                     | ARCADIS NV COMMON STOCK EUR.02                          | CUSIP: 576920904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      3089 | NS      | $159528.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKKT AG                                                                         | TAKKT AG COMMON STOCK                                   | CUSIP: 576947907<br>LEI: 549300AZ0JTVTW3IZY37 | Long             | EC               | CORP              | DE        |      1300 | NS      | $10352.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Will Group Inc.                                                                  | WILL GROUP INC COMMON STOCK                             | CUSIP: BGLY5R903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $5127.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co. Holdings Limited                                          | NINE ENTERTAINMENT CO HOLDINGS COMMON STOCK             | CUSIP: BGQV18900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     58463 | NS      | $60915.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CTT - Correios de Portugal S.A.                                                  | CTT-CORREIOS DE PORTUGAL SA COMMON STOCK EUR.17         | CUSIP: BGQYC4901<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |      3146 | NS      | $26476.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbio SE                                                                        | VERBIO SE COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       819 | NS      | $8686.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Wuestenrot and Wuerttembergische AG                                              | WUESTENROT and WUERTTEMBERGISCHE COMMON STOCK           | CUSIP: 577091903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1008 | NS      | $15862.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattr Corp.                                                                      | MATTR CORP COMMON STOCK                                 | CUSIP: 57722Y102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3159 | NS      | $21729.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Group A/S                                                                     | SP GROUP A/S COMMON STOCK DKK2.0                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |       386 | NS      | $18045.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTG Nordic Transport Group A/S                                                   | NTG NORDIC TRANSPORT GROUP A/S COMMON STOCK DKK20.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |       491 | NS      | $15328.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANCOM SE                                                                        | CANCOM SE COMMON STOCK                                  | CUSIP: 577262900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1245 | NS      | $39825.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Digia Oyj                                                                        | DIGIA OYJ COMMON STOCK EUR.1                            | CUSIP: 577436900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1325 | NS      | $10845.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Audax Renovables S.A.                                                            | AUDAX RENOVABLES SA COMMON STOCK EUR.1                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |      7223 | NS      | $13317.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terveystalo Plc                                                                  | TERVEYSTALO OYJ COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      4077 | NS      | $56016.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi SpA                                                                        | BUZZI SPA COMMON STOCK                                  | CUSIP: 578220907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1853 | NS      | $95331.60     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Suedzucker AG                                                                    | SUEDZUCKER AG COMMON STOCK                              | CUSIP: 578446908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2861 | NS      | $36618.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia SA                                                                      | VERALLIA SA COMMON STOCK EUR3.38                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      3515 | NS      | $111589.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Holdings plc                                                           | BENCHMARK HOLDINGS PLC COMMON STOCK GBP.001             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       779 | NS      | $252.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treatt PLC                                                                       | TREATT PLC COMMON STOCK GBP.02                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2029 | NS      | $7596.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lerthai Group Limited                                                            | LERTHAI GROUP LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     18000 | NS      | $2043.08      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fujibo Holdings Inc.                                                             | FUJIBO HOLDINGS INC COMMON STOCK                        | CUSIP: 635660004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $18143.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc.                                                         | H.U. GROUP HOLDINGS INC COMMON STOCK                    | CUSIP: 635661002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $51527.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                                                      | PLUS500 LTD COMMON STOCK ILS.01                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3378 | NS      | $155093.02    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI ARUHI Corporation                                                            | SBI ARUHI CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $6851.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gift Holdings Inc.                                                               | GIFT HOLDINGS INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $12450.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Forum Engineering Inc.                                                           | FORUM ENGINEERING INC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $9770.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mos Food Services Inc.                                                           | MOS FOOD SERVICES INC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $12717.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loadstar Capital K.K.                                                            | LOADSTAR CAPITAL KK COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $9271.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Oil Co. Ltd.                                                                | FUJI OIL CO LTD /OSAKA COMMON STOCK                     | CUSIP: 635684004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $40964.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujita Kanko Inc.                                                                | FUJITA KANKO INC COMMON STOCK                           | CUSIP: 635692007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $26477.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonheur ASA                                                                      | BONHEUR ASA                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |       615 | NS      | $14124.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNO ASA                                                                          | DNO ASA COMMON STOCK NOK.25                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     14819 | NS      | $17648.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klaveness Combination Carriers ASA                                               | KLAVENESS COMBINATION CARRIERS COMMON STOCK NOK1.0      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      1122 | NS      | $6824.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norske Skog ASA                                                                  | NORSKE SKOG ASA COMMON STOCK NOK4.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      2321 | NS      | $5086.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| MIPS AB                                                                          | MIPS AB COMMON STOCK SEK.1                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1292 | NS      | $55441.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujiya Co. Ltd.                                                                  | FUJIYA CO LTD COMMON STOCK                              | CUSIP: 635696008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9920.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quick Co.Ltd.                                                                    | QUICK CO LTD COMMON STOCK                               | CUSIP: 640674909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $6240.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Group Limited                                                          | HANG LUNG GROUP LTD COMMON STOCK                        | CUSIP: 640835005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28000 | NS      | $40155.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O Retailing Corporation                                                        | H2O RETAILING CORP COMMON STOCK                         | CUSIP: 640870002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $57397.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwa Co. Ltd.                                                                   | HANWA CO LTD COMMON STOCK                               | CUSIP: 640882007<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |      1700 | NS      | $61692.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc.                                                             | AXIAL RETAILING INC COMMON STOCK                        | CUSIP: 640897005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $22976.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danakali Limited                                                                 | DANAKALI LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17023 | NS      | $592.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiluna Mining Corporation Limited                                                | WILUNA MINING CORP LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10005 | NS      | $264.42       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STRABAG SE                                                                       | STRABAG SE COMMON STOCK                                 | CUSIP: B28DT4900<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1931 | NS      | $170042.02    | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| Eastnine AB                                                                      | EASTNINE AB COMMON STOCK                                | CUSIP: B28KPZ909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     10837 | NS      | $53194.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                                                | U-BLOX HOLDING AG COMMON STOCK CHF10.5                  | CUSIP: B28PS9903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       324 | NS      | $36174.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Harima Chemicals Group Inc.                                                      | HARIMA CHEMICALS GROUP INC COMMON STOCK                 | CUSIP: 640983003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $16387.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Mining Limited                                                          | RESOLUTE MINING LTD COMMON STOCK                        | CUSIP: 641063904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    100964 | NS      | $41259.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra S.A.                                                                     | FLUIDRA SA COMMON STOCK EUR1.0                          | CUSIP: B28V44907<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      4036 | NS      | $99058.54     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Inrom Construction Industries Ltd                                                | INROM CONSTRUCTION INDUSTRIES COMMON STOCK              | CUSIP: BN7ZFB905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3942 | NS      | $19752.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Smartgroup Corporation Ltd                                                       | SMARTGROUP CORP LTD COMMON STOCK                        | CUSIP: BNB5WS900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6777 | NS      | $31857.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontex Group NV                                                                   | ONTEX GROUP NV COMMON STOCK                             | CUSIP: BNBNNH905<br>LEI: 549300AQESC6JJOPW253 | Long             | EC               | CORP              | BE        |      2812 | NS      | $25072.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corporation                                                          | SEIKO GROUP CORP COMMON STOCK                           | CUSIP: 641480009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $36698.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Haw Par Corporation Limited                                                      | HAW PAR CORP LTD COMMON STOCK                           | CUSIP: 641552005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      5700 | NS      | $52185.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Technip Energies N.V.                                                            | TECHNIP ENERGIES NV COMMON STOCK EUR.01                 | CUSIP: BNC011903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6065 | NS      | $229566.85    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Linea Directa Aseguradora Sociedad Anonima Compania de Seguros y Reaseguros      | LINEA DIRECTA ASEGURADORA SA C COMMON STOCK             | CUSIP: BNC0LH906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     22325 | NS      | $34715.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Visional Inc.                                                                    | VISIONAL INC COMMON STOCK                               | CUSIP: BNC53Q905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $75259.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint Group plc                                                            | BRIDGEPOINT GROUP PLC COMMON STOCK GBP.00005            | CUSIP: BND88V902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11010 | NS      | $42950.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIENTIFIC SE COMMON STOCK EUR.1               | CUSIP: BNDPYV905<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      1283 | NS      | $85574.46     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify N.V.                                                                     | SIGNIFY NV COMMON STOCK EUR.01                          | CUSIP: BYY7VY905<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5420 | NS      | $132456.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Maisons du Monde                                                                 | MAISONS DU MONDE SA COMMON STOCK EUR3.24                | CUSIP: BYY8LS907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4620 | NS      | $13108.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hostelworld Group Plc                                                            | HOSTELWORLD GROUP PLC COMMON STOCK EUR.01               | CUSIP: BYYN42900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     12270 | NS      | $19931.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adairs Limited                                                                   | ADAIRS LTD COMMON STOCK                                 | CUSIP: BYYT7Q901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8366 | NS      | $14675.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Forterra plc                                                                     | FORTERRA PLC COMMON STOCK                               | CUSIP: BYYW3C909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8108 | NS      | $21574.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kogan.com Ltd                                                                    | KOGAN.COM LTD COMMON STOCK                              | CUSIP: BYYY33905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3969 | NS      | $9999.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellsystem24 Holdings Inc.                                                       | BELL SYSTEM24 HOLDINGS INC COMMON STOCK                 | CUSIP: BYYZH6900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $11245.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ki-Star Real Estate Co. Ltd                                                      | KI-STAR REAL ESTATE CO LTD COMMON STOCK                 | CUSIP: BYZ0S7902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $16866.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vision Inc.                                                                      | VISION INC/TOKYO JAPAN COMMON STOCK                     | CUSIP: BYZ0SJ906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $14855.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Shiraishi Corporation                                                   | ORIENTAL SHIRAISHI CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6300 | NS      | $16038.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COVER Corporation                                                                | COVER CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $21457.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmo Pharmaceuticals N.V.                                                       | COSMO PHARMACEUTICALS NV COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       349 | NS      | $24177.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| engcon AB                                                                        | ENGCON AB COMMON STOCK SEK.14                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2359 | NS      | $22223.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hioki E.E.Corporation                                                            | HIOKI EE CORP COMMON STOCK                              | CUSIP: 642844906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $19795.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirano Tecseed Co.Ltd.                                                           | HIRANO TECSEED CO LTD/KINZOKU COMMON STOCK              | CUSIP: 642864003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6253.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H-One Co.Ltd.                                                                    | H-ONE CO LTD COMMON STOCK                               | CUSIP: 642866909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $6077.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagase and Co. Ltd.                                                              | NAGASE and CO LTD COMMON STOCK                          | CUSIP: 661982009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $70263.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                                         | NAGOYA RAILROAD CO LTD COMMON STOCK                     | CUSIP: 661986000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $99407.92     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nachi-Fujikoshi Corp.                                                            | NACHI-FUJIKOSHI CORP COMMON STOCK                       | CUSIP: 661990002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $12711.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank Of Nagoya Ltd.                                                          | BANK OF NAGOYA LTD/THE COMMON STOCK                     | CUSIP: 662009000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $27920.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagawa Co. Ltd                                                                   | NAGAWA CO LTD COMMON STOCK                              | CUSIP: 662035005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $4263.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakabayashi Co.Ltd.                                                              | NAKABAYASHI CO LTD COMMON STOCK                         | CUSIP: 662057009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $20714.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ushio Inc.                                                                       | USHIO INC COMMON STOCK                                  | CUSIP: 691898001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $42032.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valor Holdings Co. Ltd.                                                          | VALOR HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 692655905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $27096.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corporation Limited                                                      | VENTURE CORP LTD COMMON STOCK                           | CUSIP: 692737000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      9600 | NS      | $82287.37     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitasoy International Holdings Limited                                           | VITASOY INTERNATIONAL HOLDINGS COMMON STOCK             | CUSIP: 692759905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28000 | NS      | $32373.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella-Jones Inc.                                                                | STELLA-JONES INC COMMON STOCK                           | CUSIP: 85853F105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2516 | NS      | $142249.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StorageVault Canada Inc.                                                         | STORAGEVAULT CANADA INC COMMON STOCK                    | CUSIP: 86212H105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12223 | NS      | $36873.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Plus Corp.                                                              | SUPERIOR PLUS CORP COMMON STOCK                         | CUSIP: 86828P103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11508 | NS      | $65323.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochiki Corporation                                                              | HOCHIKI CORP COMMON STOCK                               | CUSIP: 643006000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $9813.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuriku Electrical Construction Co. Ltd.                                        | HOKURIKU ELECTRICAL CONSTRUCTI COMMON STOCK             | CUSIP: 643327901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       740 | NS      | $6161.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trisura Group Ltd.                                                               | TRISURA GROUP LTD COMMON STOCK                          | CUSIP: 89679A209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2293 | NS      | $67569.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                                               | VAALCO ENERGY INC COMMON STOCK USD.1                    | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |         1 | NS      | $3.17         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peace Mark (Holdings) Limited                                                    | PEACE MARK HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: 643377906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    180000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hong Kong Ferry (Holdings) Company Limited                                       | HONG KONG FERRY HOLDINGS CO LT COMMON STOCK             | CUSIP: 643583008<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     21000 | NS      | $11733.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeura Energy Inc.                                                              | VALEURA ENERGY INC COMMON STOCK                         | CUSIP: 919144402<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4984 | NS      | $23969.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vecima Networks Inc.                                                             | VECIMA NETWORKS INC COMMON STOCK                        | CUSIP: 92241Y101<br>LEI: 549300L8DMJG6F2WB423 | Long             | EC               | CORP              | CA        |      1797 | NS      | $13290.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibiya Engineering Ltd.                                                          | HIBIYA ENGINEERING LTD COMMON STOCK                     | CUSIP: 643797905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $7075.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hogy Medical Co. Ltd.                                                            | HOGY MEDICAL CO LTD COMMON STOCK                        | CUSIP: 643904006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $15973.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Limited                                                                      | IGO LTD COMMON STOCK                                    | CUSIP: 643956907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     28260 | NS      | $70748.66     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corporation                                                              | HOSIDEN CORP COMMON STOCK                               | CUSIP: 643981004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $30118.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosokawa Micron Corporation                                                      | HOSOKAWA MICRON CORP COMMON STOCK                       | CUSIP: 643987001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13763.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howa Machinery Ltd.                                                              | HOWA MACHINERY LTD COMMON STOCK                         | CUSIP: 644128001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $4955.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                                    | NEW GOLD INC COMMON STOCK                               | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |     39001 | NS      | $173356.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cts Co. Ltd.                                                                     | CTS CO LTD COMMON STOCK                                 | CUSIP: 644731903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $6668.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirarth Holdings Inc.                                                            | MIRARTH HOLDINGS INC COMMON STOCK                       | CUSIP: 641635909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $8628.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabasoft AG                                                                      | FABASOFT AG COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |       962 | NS      | $18729.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Titanium Technologies Co. Ltd.                                             | OSAKA TITANIUM TECHNOLOGIES CO COMMON STOCK             | CUSIP: 644771909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $13021.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Company Limited                                                | HYSAN DEVELOPMENT CO LTD COMMON STOCK                   | CUSIP: 644962003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     21000 | NS      | $34504.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc.                                                            | VERMILION ENERGY INC COMMON STOCK                       | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |      4186 | NS      | $27250.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VersaBank                                                                        | VERSABANK COMMON STOCK                                  | CUSIP: 92512J106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1300 | NS      | $14967.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Ltd                                                                 | IES HOLDINGS LTD COMMON STOCK ILS1.0                    | CUSIP: 645039900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       554 | NS      | $36855.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tuan Sing Holdings Limited                                                       | TUAN SING HOLDINGS LTD COMMON STOCK                     | CUSIP: 645068909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     30137 | NS      | $5482.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIZO Corporation                                                                 | EIZO CORP COMMON STOCK                                  | CUSIP: 645181900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $20070.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichinen Holdings Co.Ltd.                                                         | ICHINEN HOLDINGS CO LTD COMMON STOCK                    | CUSIP: 645552902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $11324.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Victoria Gold Corp.                                                              | VICTORIA GOLD CORP/VANCOUVER COMMON STOCK               | CUSIP: 92625W507<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       333 | NS      | $99.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VitalHub Corp.                                                                   | VITALHUB CORP COMMON STOCK                              | CUSIP: 92847V501<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2471 | NS      | $18203.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ito En Ltd.  Preferred Securities                                                | ITO EN LTD COMMON STOCK                                 | CUSIP: 645578907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $57034.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Isb Corporation                                                                  | ISB CORP COMMON STOCK                                   | CUSIP: 645598004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $6573.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ise Chemicals Corporation                                                        | ISE CHEMICALS CORP COMMON STOCK                         | CUSIP: 645601907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $34568.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Ichikoh Industries Ltd.                                                          | ICHIKOH INDUSTRIES LTD COMMON STOCK                     | CUSIP: 645644006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $6831.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eureka Group Holdings Limited                                                    | EUREKA GROUP HOLDINGS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     27360 | NS      | $9693.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanmore Resources Limited                                                       | STANMORE RESOURCES LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12261 | NS      | $15480.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West African Resources Limited                                                   | WEST AFRICAN RESOURCES LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     53002 | NS      | $97423.55     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Financial Group Limited                                                 | MAGELLAN FINANCIAL GROUP LTD COMMON STOCK               | CUSIP: B015YX908<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |      7956 | NS      | $42923.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding S.P.A.                                                            | AZIMUT HOLDING SPA COMMON STOCK                         | CUSIP: B019M6902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      5158 | NS      | $150688.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilat Satellite Networks Ltd.                                                    | GILAT SATELLITE NETWORKS LTD COMMON STOCK ILS.2         | CUSIP: B01BZ3900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2597 | NS      | $14758.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOEI CO.LTD.                                                                    | SHOEI CO LTD COMMON STOCK                               | CUSIP: B01C25909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $29080.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Retail Group Limited                                                       | SUPER RETAIL GROUP LTD COMMON STOCK                     | CUSIP: B01C7R906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7142 | NS      | $65906.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Midas Holdings Limited                                                           | MIDAS HOLDINGS LTD COMMON STOCK                         | CUSIP: B01CK5909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    249000 | NS      | $31507.50     | 0.03%             |  |  |  | No            |                  3 | On Loan: —       |
| Dah Sing Banking Group Limited                                                   | DAH SING BANKING GROUP LTD COMMON STOCK                 | CUSIP: B01G0P908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     13248 | NS      | $15001.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aoyama Zaisan Networks CompanyLimited                                            | AOYAMA ZAISAN NETWORKS CO LTD COMMON STOCK              | CUSIP: B01GKP906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $12579.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tazmo Co. Ltd.                                                                   | TAZMO CO LTD COMMON STOCK                               | CUSIP: B01GKS900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6614.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuriyama Holdings Corporation                                                    | KURIYAMA HOLDINGS CORP COMMON STOCK                     | CUSIP: B03VK8909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $19679.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Bank Ltd.                                                                  | SEVEN BANK LTD COMMON STOCK                             | CUSIP: B2NT8S908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29900 | NS      | $57518.29     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Smith PLC                                                                     | WH SMITH PLC COMMON STOCK GBP.22                        | CUSIP: B2PDGW903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5898 | NS      | $83219.32     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Stroeer SE and Co. KGaA                                                          | STROEER SE and CO KGAA COMMON STOCK                     | CUSIP: B3S3S5906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1697 | NS      | $98305.64     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawada TechnologiesInc.                                                          | KAWADA TECHNOLOGIES INC COMMON STOCK                    | CUSIP: B3V2W3904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $17574.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREATE SD HOLDINGS CO.LTD.                                                       | CREATE SD HOLDINGS CO LTD COMMON STOCK                  | CUSIP: B3V2XQ902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $26332.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Guotai Junan International Holdings Limited                                      | GUOTAI JUNAN INTERNATIONAL HOL COMMON STOCK             | CUSIP: B3W133907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    107600 | NS      | $15824.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Research InstituteInc.                                                | MITSUBISHI RESEARCH INSTITUTE COMMON STOCK              | CUSIP: B3WPWZ901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $12831.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidea Holdings Co. Ltd.                                                          | FIDEA HOLDINGS CO LTD COMMON STOCK                      | CUSIP: B3X091906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       740 | NS      | $7628.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dicker Data Limited                                                              | DICKER DATA LTD COMMON STOCK                            | CUSIP: B3YPKQ902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4043 | NS      | $21448.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Megmilk Snow Brand Co. Ltd.                                                      | MEGMILK SNOW BRAND CO LTD COMMON STOCK                  | CUSIP: B3ZC07904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $42999.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Restar Corporation                                                               | RESTAR CORP COMMON STOCK                                | CUSIP: B3ZGHJ901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $18878.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Senshu Ikeda Holdings Inc.                                                       | SENSHU IKEDA HOLDINGS INC COMMON STOCK                  | CUSIP: B40T3T902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $35024.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zigup PLC                                                                        | ZIGUP PLC COMMON STOCK GBP.5                            | CUSIP: B41H73900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9533 | NS      | $44682.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MyState Limited                                                                  | MYSTATE LTD COMMON STOCK                                | CUSIP: B41XHK906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5483 | NS      | $14488.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                               | HARBOUR ENERGY PLC COMMON STOCK GBP.00002               | CUSIP: B43G05902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     25299 | NS      | $60697.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Noevir Holdings Co. Ltd.                                                         | NOEVIR HOLDINGS CO LTD COMMON STOCK                     | CUSIP: B45889902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $29732.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energix Renewable Energies Ltd.                                                  | ENERGIX-RENEWABLE ENERGIES LTD COMMON STOCK             | CUSIP: B469X4902<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $2.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Limited                                                               | WYNN MACAU LTD COMMON STOCK HKD.001                     | CUSIP: B4JSTL903<br>LEI: N/A                  | Long             | EC               | CORP              | MO        |     56400 | NS      | $37766.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Material Co. Ltd.                                                          | JAPAN MATERIAL CO LTD COMMON STOCK                      | CUSIP: B4KGDQ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $33683.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electra Consumer Products (1970) Ltd                                             | ELECTRA CONSUMER PRODUCTS 1970 COMMON STOCK ILS1.0      | CUSIP: B536CY905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       559 | NS      | $16145.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Fund Management plc                                                      | JUPITER FUND MANAGEMENT PLC COMMON STOCK GBP.02         | CUSIP: B53P20908<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |     22535 | NS      | $27655.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Financial Partners Group Co. Ltd.                                                | FINANCIAL PARTNERS GROUP CO LT COMMON STOCK             | CUSIP: B54LCZ908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $48195.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Smart Securities and Commodities Group Limited                            | BRIGHT SMART SECURITIES and COMM COMMON STOCK HKD.3     | CUSIP: B54X3L903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     26000 | NS      | $24012.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bega Cheese Limited                                                              | BEGA CHEESE LTD COMMON STOCK                            | CUSIP: B56CQJ907<br>LEI: 549300P1H1GM5BXPB476 | Long             | EC               | CORP              | AU        |     11579 | NS      | $40663.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sesa S.p.A.                                                                      | SESA SPA COMMON STOCK                                   | CUSIP: B56RD6906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       372 | NS      | $34555.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KMD Brands Limited                                                               | KMD BRANDS LTD COMMON STOCK                             | CUSIP: B56S7X902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     88047 | NS      | $16015.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hutchison Port Holdings Trust                                                    | HUTCHISON PORT HOLDINGS TRUST UNIT                      | CUSIP: B56ZM7906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    141500 | NS      | $22468.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aperam S.A.                                                                      | APERAM SA COMMON STOCK                                  | CUSIP: B58C6H901<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |      1840 | NS      | $55920.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| m-up holdingsInc.                                                                | M-UP HOLDINGS INC COMMON STOCK                          | CUSIP: B77P01900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $21965.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Perfect Medical Health Management Limited                                        | PERFECT MEDICAL HEALTH MANAGEM COMMON STOCK HKD.1       | CUSIP: B7F0L0905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     15000 | NS      | $4490.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| istyle Inc.                                                                      | ISTYLE INC COMMON STOCK                                 | CUSIP: B7JCJZ901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $9695.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VECTOR INC.                                                                      | VECTOR INC COMMON STOCK                                 | CUSIP: B7MTYY906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $10401.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                                                | PREMIER FOODS PLC COMMON STOCK GBP.1                    | CUSIP: B7N0K0907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     27084 | NS      | $76045.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech plc                                                                     | PLAYTECH PLC COMMON STOCK                               | CUSIP: B7S9G9909<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |     10637 | NS      | $45501.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubaki Nakashima Co. Ltd.                                                       | TSUBAKI NAKASHIMA CO LTD COMMON STOCK                   | CUSIP: B7T6PP908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $4465.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Trading Co. Ltd.                                                           | SANYO TRADING CO LTD COMMON STOCK                       | CUSIP: B7THKT901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $12030.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tama Home Co. Ltd.                                                               | TAMA HOME CO LTD COMMON STOCK                           | CUSIP: B7TV4G906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $17276.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North Pacific BankLtd.                                                           | NORTH PACIFIC BANK LTD COMMON STOCK                     | CUSIP: B7VKZP903<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     11000 | NS      | $43484.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS SA/NV COMMON STOCK                                | CUSIP: B86S2N903<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1052 | NS      | $68694.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Broadcasts Limited                                                    | TELEVISION BROADCASTS LTD COMMON STOCK                  | CUSIP: B87ZDH907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     15200 | NS      | $6199.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Studio Retail Group PLC                                                          | STUDIO RETAIL GROUP PLC COMMON STOCK GBP.1              | CUSIP: B8B4R0903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18987 | NS      | $29419.36     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Borregaard ASA                                                                   | BORREGAARD ASA COMMON STOCK NOK1.0                      | CUSIP: B8B6WX900<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |       305 | NS      | $5601.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paper Industries Co. Ltd.                                                 | NIPPON PAPER INDUSTRIES CO LTD COMMON STOCK             | CUSIP: B8B8PJ905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $34736.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Q and M Dental Group (Singapore) Limited                                         | QandM DENTAL GROUP SINGAPORE LTD COMMON STOCK           | CUSIP: B8BXJQ901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     57720 | NS      | $15904.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IBJ Inc.                                                                         | IBJ INC COMMON STOCK                                    | CUSIP: B8FY49909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $5858.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAUTY GARAGE Inc.                                                               | BEAUTY GARAGE INC COMMON STOCK                          | CUSIP: B8H96X907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $4422.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Sistema S.p.A.                                                             | BANCA SISTEMA SPA COMMON STOCK NPV                      | CUSIP: BYQR9B905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      3020 | NS      | $5960.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baby Bunting Group Limited                                                       | BABY BUNTING GROUP LTD COMMON STOCK                     | CUSIP: BYRJS5904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8357 | NS      | $9318.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandic Hotels Group AB                                                          | SCANDIC HOTELS GROUP AB COMMON STOCK SEK.25             | CUSIP: BYSXJH906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      6532 | NS      | $52338.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Varia US Properties AG                                                           | VARIA US PROPERTIES AG COMMON STOCK CHF1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       525 | NS      | $11522.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medios AG                                                                        | MEDIOS AG COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       856 | NS      | $11378.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DFDS A/S                                                                         | DFDS A/S COMMON STOCK DKK20.0                           | CUSIP: N/A<br>LEI: 549300JZVW1Y1UZ5UK38       | Long             | EC               | CORP              | DK        |      1311 | NS      | $20944.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| dotdigital Group Plc                                                             | DOTDIGITAL GROUP PLC COMMON STOCK GBP.005               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     13959 | NS      | $15667.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardan Real Estate Enterprise and Development Ltd                                | KARDAN REAL ESTATE ENTERPRISE COMMON STOCK ILS1.0       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      8936 | NS      | $13981.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genel Energy plc                                                                 | GENEL ENERGY PLC COMMON STOCK GBP.1                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9423 | NS      | $6736.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charm Care Corporation                                                           | CHARM CARE CORP KK COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $9958.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Dry-Chemical Co. Ltd.                                                     | NIPPON DRY-CHEMICAL CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $6614.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| House Foods Group Inc.                                                           | HOUSE FOODS GROUP INC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $47552.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Medistim ASA                                                                     | MEDISTIM ASA COMMON STOCK NOK.25                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |       855 | NS      | $16541.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rejlers AB                                                                       | REJLERS AB COMMON STOCK SEK2.0                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       701 | NS      | $14298.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMP Limited                                                                      | AMP LTD COMMON STOCK                                    | CUSIP: 670995901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    107821 | NS      | $86840.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co. Ltd.                                             | JAPAN PETROLEUM EXPLORATION CO COMMON STOCK             | CUSIP: 671169902<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |      6100 | NS      | $42256.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Codan Limited                                                                    | CODAN LTD COMMON STOCK                                  | CUSIP: 671261907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4999 | NS      | $57972.40     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nafco Co. Ltd.                                                                   | NAFCO CO LTD COMMON STOCK                               | CUSIP: 671281905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $8518.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikokutenbussan Co. Ltd.                                                        | DAIKOKUTENBUSSAN CO LTD COMMON STOCK                    | CUSIP: 671318905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $10575.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Honeys Holdings Co. Ltd.                                                         | HONEYS HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 671320901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       760 | NS      | $8028.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBS HoldingsInc.                                                                 | SBS HOLDINGS INC COMMON STOCK                           | CUSIP: 671322907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $15039.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                         | NEXI SPA COMMON STOCK                                   | CUSIP: ACI19ZTM7<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     21539 | NS      | $129600.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                                              | HELVETIA HOLDING AG COMMON STOCK CHF.02                 | CUSIP: ACI1BV515<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1168 | NS      | $276861.75    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Trainline PLC                                                                    | TRAINLINE PLC COMMON STOCK GBP.01                       | CUSIP: ACI1CS974<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19827 | NS      | $72272.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| The Tel Aviv Stock Exchange Ltd.                                                 | TEL AVIV STOCK EXCHANGE LTD COMMON STOCK                | CUSIP: ACI1DMSD2<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1746 | NS      | $28774.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer SE                                                                    | TEAMVIEWER SE COMMON STOCK                              | CUSIP: ACI1FRJB3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7205 | NS      | $84022.06     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professional AB                                                       | ELECTROLUX PROFESSIONAL AB COMMON STOCK SEK.1           | CUSIP: ACI1KV879<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     10751 | NS      | $72988.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cham Swiss Properties AG                                                         | CHAM SWISS PROPERTIES AG COMMON STOCK CHF.03            | CUSIP: ACI1KWGS2<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       598 | NS      | $16570.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pexip Holding ASA                                                                | PEXIP HOLDING ASA COMMON STOCK NOK.015                  | CUSIP: ACI1M6QT4<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      2031 | NS      | $11829.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                                        | BANQUE CANTONALE VAUDOISE COMMON STOCK CHF10.0          | CUSIP: ACI1MH6Q8<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      1126 | NS      | $130455.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Arafura Rare Earths Limited                                                      | ARAFURA RARE EARTHS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     94710 | NS      | $10061.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVZ Minerals Limited                                                             | AVZ MINERALS LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    322880 | NS      | $24351.02     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Nanosonics Limited                                                               | NANOSONICS LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5185 | NS      | $14836.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe                             | VIENNA INSURANCE GROUP AG WIEN COMMON STOCK             | CUSIP: B0BKSS902<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |      1539 | NS      | $75482.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaudoise Assurances Holding SA                                                   | VAUDOISE ASSURANCES HOLDING SA COMMON STOCK CHF25.0     | CUSIP: B0BV7Y908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        39 | NS      | $29126.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobimo Holding AG                                                                | MOBIMO HOLDING AG COMMON STOCK CHF3.4                   | CUSIP: B0BV89902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       327 | NS      | $126616.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Miraial Co. Ltd.                                                                 | MIRAIAL CO LTD COMMON STOCK                             | CUSIP: B0C3TN909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $15734.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSC ASA                                                                         | AMSC ASA COMMON STOCK NOK10.0                           | CUSIP: B0D596902<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      2693 | NS      | $395.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom                                                                           | ALSTOM SA COMMON STOCK EUR7.0                           | CUSIP: B0DJ8Q909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5892 | NS      | $133191.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Up Energy Development Group Limited                                              | UP ENERGY DEVELOPMENT GROUP LT COMMON STOCK HKD.2       | CUSIP: B0DZ0L902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    898000 | NS      | $1477.37      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Wave Group AB                                                                | NEW WAVE GROUP AB COMMON STOCK SEK3.0                   | CUSIP: B0FLGQ903<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |      3870 | NS      | $47052.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Helical PLC                                                                      | HELICAL PLC REIT GBP.01                                 | CUSIP: B0FYMT902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6731 | NS      | $20245.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arad Ltd.                                                                        | ARAD LTD COMMON STOCK ILS.1                             | CUSIP: B0G7VP908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2244 | NS      | $34172.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| create restaurants holdings inc.                                                 | CREATE RESTAURANTS HOLDINGS IN COMMON STOCK             | CUSIP: B0J2LC906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $57294.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Electric Industries Co.Ltd.                                                | MEIJI ELECTRIC INDUSTRIES CO L COMMON STOCK             | CUSIP: B0JQTH904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6458.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SThree plc                                                                       | STHREE PLC COMMON STOCK GBP.01                          | CUSIP: B0KM9T907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5482 | NS      | $17406.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                                     | HIKMA PHARMACEUTICALS PLC COMMON STOCK GBP.1            | CUSIP: B0LCW0905<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      1062 | NS      | $30654.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sims Limited                                                                     | SIMS LTD COMMON STOCK                                   | CUSIP: B0LCW7900<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |      7622 | NS      | $74376.09     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEM Holding SA                                                                   | LEM HOLDING SA COMMON STOCK CHF.5                       | CUSIP: B0LDD8907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        25 | NS      | $22741.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EFG International AG                                                             | EFG INTERNATIONAL AG COMMON STOCK CHF.5                 | CUSIP: B0LF18905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4072 | NS      | $72556.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradelink Electronic Commerce Limited                                            | TRADELINK ELECTRONIC COMMERCE COMMON STOCK              | CUSIP: B0MSY1905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    162000 | NS      | $18999.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group Plc                                                                | FRASERS GROUP PLC COMMON STOCK GBP.1                    | CUSIP: B1QH8P909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5113 | NS      | $50615.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mimaki Engineering Co.Ltd.                                                       | MIMAKI ENGINEERING CO LTD COMMON STOCK                  | CUSIP: B1RBTV905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $11662.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kendrion N.V.                                                                    | KENDRION NV COMMON STOCK EUR2.0                         | CUSIP: B1VYCB902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       847 | NS      | $11020.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nobia AB                                                                         | NOBIA AB COMMON STOCK SEK.33                            | CUSIP: B1W6PY908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     15747 | NS      | $6791.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts N.V.                                                                    | AALBERTS NV COMMON STOCK EUR.25                         | CUSIP: B1W8P1906<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      4182 | NS      | $145930.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TKH Group N.V.                                                                   | TKH GROUP NV DUTCH CERT EUR.25                          | CUSIP: B1WFDQ908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1793 | NS      | $77378.92     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GAM Holding AG                                                                   | GAM HOLDING AG COMMON STOCK CHF.05                      | CUSIP: B1WHVV903<br>LEI: 549300GGVID7ZGDMX291 | Long             | EC               | CORP              | CH        |     32436 | NS      | $3925.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Textiles Holdings Limited                                                | PACIFIC TEXTILES HOLDINGS LTD COMMON STOCK HKD.001      | CUSIP: B1WMLF908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     38000 | NS      | $6189.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dampskibsselskabet Norden A/S                                                    | D/S NORDEN A/S COMMON STOCK DKK1.0                      | CUSIP: B1WP65900<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       900 | NS      | $27338.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Andritz AG                                                                       | ANDRITZ AG COMMON STOCK                                 | CUSIP: B1WVF6905<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      3044 | NS      | $210610.64    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                                                      | SWISSQUOTE GROUP HOLDING SA COMMON STOCK CHF.2          | CUSIP: B1X3KP908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       455 | NS      | $272770.68    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Tri Chemical Laboratories Inc.                                                   | TRI CHEMICAL LABORATORIES INC COMMON STOCK              | CUSIP: B1Z8XW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $27421.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG Critical Materials N.V.                                                      | AMG CRITICAL MATERIALS NV COMMON STOCK EUR.02           | CUSIP: B1Z95S904<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      1149 | NS      | $24455.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dear Life Co.Ltd.                                                                | DEAR LIFE CO LTD COMMON STOCK                           | CUSIP: B1Z9SZ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $8703.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONY Group PLC                                                                   | MONY GROUP PLC COMMON STOCK GBP.0002                    | CUSIP: B1ZBKY909<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |     23893 | NS      | $67217.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Maeda Kosen Co. Ltd.                                                             | MAEDA KOSEN CO LTD COMMON STOCK                         | CUSIP: B1ZBYD900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $26511.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS S.A.                                      | REN - REDES ENERGETICAS NACION COMMON STOCK EUR1.0      | CUSIP: B233HR909<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |     16689 | NS      | $55766.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAF-Holland SE                                                                   | SAF-HOLLAND SE COMMON STOCK EUR.01                      | CUSIP: B2352K905<br>LEI: 222100QJQLUJHWREL058 | Long             | EC               | CORP              | DE        |      2270 | NS      | $42061.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand India Trust                                                           | CAPITALAND INDIA TRUST UNIT                             | CUSIP: B23DMQ903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     30092 | NS      | $22988.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SRG Global Limited                                                               | SRG GLOBAL LTD COMMON STOCK                             | CUSIP: B23DN3903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     26380 | NS      | $25597.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Caisse Regionale de Credit Agricole Mutuel du Languedoc                          | CAISSE REGIONALE DE CREDIT AGR COMMON STOCK EUR10.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       121 | NS      | $8382.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Serica Energy plc                                                                | SERICA ENERGY PLC COMMON STOCK USD.1                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     11681 | NS      | $24148.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| James Halstead Plc                                                               | JAMES HALSTEAD PLC COMMON STOCK GBP.05                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     19317 | NS      | $41210.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Hargreaves Services plc                                                          | HARGREAVES SERVICES PLC COMMON STOCK GBP.1              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       890 | NS      | $8144.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terasaki Electric Co.Ltd.                                                        | TERASAKI ELECTRIC CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $6166.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueNord ASA                                                                     | BLUENORD ASA COMMON STOCK NOK10.0                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |       369 | NS      | $21292.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Cie d'Entreprises CFE SA                                                         | CIE D'ENTREPRISES CFE COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493003N7PPOYDZI1G90       | Long             | EC               | CORP              | BE        |      2358 | NS      | $22707.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Permanent TSB Group Holdings Public Limited Company                              | PERMANENT TSB GROUP HOLDINGS P COMMON STOCK EUR.5       | CUSIP: BWB8X5903<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8840 | NS      | $17764.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Artience Co. Ltd.                                                                | ARTIENCE CO LTD COMMON STOCK                            | CUSIP: 690010004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $30939.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corporation                                                            | TOYO TIRE CORP COMMON STOCK                             | CUSIP: 690018007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $22829.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOLI Corporation                                                                 | TOLI CORP COMMON STOCK                                  | CUSIP: 690034004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $5409.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyobo Co. Ltd.                                                                  | TOYOBO CO LTD COMMON STOCK                              | CUSIP: 690050000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3406 | NS      | $21249.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei Co. Ltd.                                                            | TOYODA GOSEI CO LTD COMMON STOCK                        | CUSIP: 690055009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $48419.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| transcosmos inc.                                                                 | TRANSCOSMOS INC COMMON STOCK                            | CUSIP: 690095906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $27949.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroz Hartleys Group Limited                                                     | EUROZ HARTLEYS GROUP LTD COMMON STOCK                   | CUSIP: 690320908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27136 | NS      | $15296.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tadiran Group Ltd                                                                | TADIRAN GROUP LTD COMMON STOCK ILS1.0                   | CUSIP: 690489901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       163 | NS      | $7145.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TobaInc.                                                                         | TOBA INC COMMON STOCK                                   | CUSIP: 690578901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $19656.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VICOM Ltd                                                                        | VICOM LTD COMMON STOCK                                  | CUSIP: 692837909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     13300 | NS      | $14855.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Watami Co. Ltd.                                                                  | WATAMI CO LTD COMMON STOCK                              | CUSIP: 692847908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $11041.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Limited                                                           | VTECH HOLDINGS LTD COMMON STOCK USD.05                  | CUSIP: 692856909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      6000 | NS      | $39877.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wakachiku Construction Co. Ltd.                                                  | WAKACHIKU CONSTRUCTION CO LTD COMMON STOCK              | CUSIP: 693260002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $25023.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wakita and Co. Ltd.                                                              | WAKITA and CO LTD COMMON STOCK                          | CUSIP: 693373003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $16948.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHX Energy Services Corp.                                                        | PHX ENERGY SERVICES CORP COMMON STOCK                   | CUSIP: 69338U101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1519 | NS      | $8799.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Warehouse Group Limited                                                      | WAREHOUSE GROUP LTD/THE COMMON STOCK                    | CUSIP: 693962904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     25288 | NS      | $14354.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven West Media Limited                                                         | SEVEN WEST MEDIA LTD COMMON STOCK                       | CUSIP: 694943903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    112013 | NS      | $11904.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd.                                                            | ADVANTAGE ENERGY LTD COMMON STOCK                       | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |      8208 | NS      | $66867.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA COMMON STOCK                                 | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |      7842 | NS      | $109714.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimia Inc.                                                                       | AIMIA INC COMMON STOCK                                  | CUSIP: 00900Q103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9133 | NS      | $18234.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bellway p.l.c.                                                                   | BELLWAY PLC COMMON STOCK GBP.125                        | CUSIP: 009049909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5029 | NS      | $183774.63    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty PLC                                                               | BALFOUR BEATTY PLC COMMON STOCK GBP.5                   | CUSIP: 009616004<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |     23567 | NS      | $158744.79    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Boot PLC                                                                   | HENRY BOOT PLC COMMON STOCK GBP.1                       | CUSIP: 011100005<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13322 | NS      | $38302.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Tullow Oil PLC                                                                   | TULLOW OIL PLC COMMON STOCK GBP.1                       | CUSIP: 015008907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     43694 | NS      | $8341.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bull-Dog Sauce Co.Ltd.                                                           | BULL-DOG SAUCE CO LTD COMMON STOCK                      | CUSIP: 615200003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6077.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunka Shutter Co. Ltd.                                                           | BUNKA SHUTTER CO LTD COMMON STOCK                       | CUSIP: 615246006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $37130.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teikoku Electric Mfg. Co. Ltd.                                                   | TEIKOKU ELECTRIC MANUFACTURING COMMON STOCK             | CUSIP: 615582905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $15331.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yasuda Logistics Corporation                                                     | YASUDA LOGISTICS CORP COMMON STOCK                      | CUSIP: 615584901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6454.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burwill Holdings Limited                                                         | BURWILL HOLDINGS LTD COMMON STOCK HKD.1                 | CUSIP: 615594009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1216000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Business Brain Showa-ota Inc.                                                    | BUSINESS BRAIN SHOWA-OTA INC COMMON STOCK               | CUSIP: 615657905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7118.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Breville Group Limited                                                           | BREVILLE GROUP LTD COMMON STOCK                         | CUSIP: 615870904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4660 | NS      | $87769.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HKR International Limited                                                        | HKR INTERNATIONAL LTD COMMON STOCK HKD.25               | CUSIP: 615967007<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    101040 | NS      | $11653.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CKD Corporation                                                                  | CKD CORP COMMON STOCK                                   | CUSIP: 616005005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $43070.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CMK CORPORATION                                                                  | CMK CORP COMMON STOCK                                   | CUSIP: 616016002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $8413.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cafe de Coral Holdings Limited                                                   | CAFE DE CORAL HOLDINGS LTD COMMON STOCK HKD.1           | CUSIP: 616095006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     12000 | NS      | $10639.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daicel Corporation                                                               | DAICEL CORP COMMON STOCK                                | CUSIP: 625054002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $45192.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Steel Co. Ltd.                                                             | DAIDO STEEL CO LTD COMMON STOCK                         | CUSIP: 625062005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $40540.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dks Co. Ltd.                                                                     | DKS CO LTD COMMON STOCK                                 | CUSIP: 625068002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $9802.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Toryo Company Limited                                                 | DAI NIPPON TORYO CO LTD COMMON STOCK                    | CUSIP: 625088000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $8156.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dainichiseika Color and Chemicals Mfg.Co. Ltd.                                   | DAINICHISEIKA COLOR and CHEMICAL COMMON STOCK           | CUSIP: 625096003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10826.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co.Ltd.                                                         | DAIWABO HOLDINGS CO LTD COMMON STOCK                    | CUSIP: 625142005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $62332.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Globeride Inc.                                                                   | GLOBERIDE INC COMMON STOCK                              | CUSIP: 625148002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $9896.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Industries Ltd.                                                            | DAIWA INDUSTRIES LTD COMMON STOCK                       | CUSIP: 625177001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $14896.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mullen Group Ltd.                                                                | MULLEN GROUP LTD COMMON STOCK                           | CUSIP: 625284104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3770 | NS      | $38322.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinfonia Technology Co. Ltd.                                                     | SINFONIA TECHNOLOGY CO LTD COMMON STOCK                 | CUSIP: 680460003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $59368.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sintokogio Ltd.                                                                  | SINTOKOGIO LTD COMMON STOCK                             | CUSIP: 680462009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $11548.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinsho Corporation                                                              | SHINSHO CORP COMMON STOCK                               | CUSIP: 680498003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $12244.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ns United Kaiun Kaisha Ltd.                                                      | NS UNITED KAIUN KAISHA LTD COMMON STOCK                 | CUSIP: 680500006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13220.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinko Industries Ltd.                                                            | SINKO INDUSTRIES LTD COMMON STOCK                       | CUSIP: 680517000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $22687.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoei Foods Corporation                                                          | SHOEI FOODS CORP COMMON STOCK                           | CUSIP: 680534906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $14033.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWCC Corporation                                                                 | SWCC CORP COMMON STOCK                                  | CUSIP: 680548005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $67569.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Osaka Cement Co. Ltd.                                                   | SUMITOMO OSAKA CEMENT CO LTD COMMON STOCK               | CUSIP: 685854002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $31890.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Densetsu Co. Ltd.                                                       | SUMITOMO DENSETSU CO LTD COMMON STOCK                   | CUSIP: 685868002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $35686.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sumitomo Warehouse Co. Ltd.                                                  | SUMITOMO WAREHOUSE CO LTD/THE COMMON STOCK              | CUSIP: 685908006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2176 | NS      | $45228.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai and Co. Limited                                                     | SUN HUNG KAI and CO LTD COMMON STOCK                    | CUSIP: 685978009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     69318 | NS      | $26851.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Frontier Co.Ltd.                                                          | SANKYO FRONTIER CO LTD COMMON STOCK                     | CUSIP: 686039900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13355.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Organigram Global Inc.                                                           | ORGANIGRAM GLOBAL INC COMMON STOCK                      | CUSIP: 68617J100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5900 | NS      | $7965.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wajax Corporation                                                                | WAJAX CORP COMMON STOCK                                 | CUSIP: 930783105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       744 | NS      | $12192.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wall Financial Corporation.                                                      | WALL FINANCIAL CORP COMMON STOCK                        | CUSIP: 931902100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1600 | NS      | $16357.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orla Mining Ltd.                                                                 | ORLA MINING LTD COMMON STOCK                            | CUSIP: 68634K106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2569 | NS      | $27162.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suruga Bank Ltd.                                                                 | SURUGA BANK LTD COMMON STOCK                            | CUSIP: 686432006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $55366.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co. Ltd.                                                                 | SUZUKEN CO LTD/AICHI JAPAN COMMON STOCK                 | CUSIP: 686556903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $73683.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tachi-S Co. Ltd.                                                                 | TACHI-S CO LTD COMMON STOCK                             | CUSIP: 686949009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $17953.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Financial Software Holdings PLC                                             | ALFA FINANCIAL SOFTWARE HOLDIN COMMON STOCK GBP.001     | CUSIP: BDHXPG909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6495 | NS      | $20856.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMCP                                                                             | SMCP SA COMMON STOCK EUR1.1                             | CUSIP: BDVP4Y904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1529 | NS      | $7311.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Company Limited                                            | NEW WORLD DEVELOPMENT CO LTD COMMON STOCK               | CUSIP: 935NIG907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     47000 | NS      | $28572.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| WELL Health Technologies Corp.                                                   | WELL HEALTH TECHNOLOGIES CORP COMMON STOCK              | CUSIP: 94947L102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9203 | NS      | $27494.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesdome Gold Mines Ltd.                                                          | WESDOME GOLD MINES LTD COMMON STOCK                     | CUSIP: 95083R100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7661 | NS      | $101767.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwing Group SE                                                                | WESTWING GROUP SE COMMON STOCK                          | CUSIP: 954235107<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1056 | NS      | $9541.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                                                       | BETSSON AB COMMON STOCK SEK.67                          | CUSIP: BDZVKH906<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |      5302 | NS      | $102609.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Alma AB                                                                   | BEIJER ALMA AB COMMON STOCK SEK2.09                     | CUSIP: BDZVKR904<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |      1903 | NS      | $43469.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens                                                                           | AYVENS SA COMMON STOCK EUR1.5                           | CUSIP: BF03BV900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6972 | NS      | $70845.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Crystal International Group Limited                                              | CRYSTAL INTERNATIONAL GROUP LT COMMON STOCK HKD.01      | CUSIP: BF09MJ902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     24000 | NS      | $15230.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Copper and Gold Corporation                                              | WESTERN COPPER and GOLD CORP COMMON STOCK               | CUSIP: 95805V108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6200 | NS      | $6957.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Forest Products Inc.                                                     | WESTERN FOREST PRODUCTS INC COMMON STOCK                | CUSIP: 958211203<br>LEI: 54930025VS2JPY0XAU56 | Long             | EC               | CORP              | CA        |     30142 | NS      | $9005.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelsian Group Limited                                                            | KELSIAN GROUP LTD COMMON STOCK                          | CUSIP: BF10HN907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10314 | NS      | $21556.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Domain Holdings Australia Limited                                                | DOMAIN HOLDINGS AUSTRALIA LTD COMMON STOCK              | CUSIP: BF17Y1901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5012 | NS      | $14101.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westshore Terminals Investment Corporation                                       | WESTSHORE TERMINALS INVESTMENT COMMON STOCK             | CUSIP: 96145A200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1604 | NS      | $31148.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reply S.p.A.                                                                     | REPLY SPA COMMON STOCK EUR.13                           | CUSIP: 962QBJ907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1064 | NS      | $179467.86    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Arjo AB                                                                          | ARJO AB COMMON STOCK SEK.33                             | CUSIP: BF17YL907<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      9149 | NS      | $29258.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ringkjoebing Landbobank A/S                                                      | RINGKJOEBING LANDBOBANK A/S COMMON STOCK DKK1.0         | CUSIP: BF1KD8900<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      1159 | NS      | $234716.90    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc.                                                          | WHITECAP RESOURCES INC COMMON STOCK                     | CUSIP: 96467A200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     42605 | NS      | $265747.66    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Winpak Ltd.                                                                      | WINPAK LTD COMMON STOCK                                 | CUSIP: 97535P104<br>LEI: 549300FWDGJBHZHH8U59 | Long             | EC               | CORP              | CA        |      1436 | NS      | $46176.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tikehau Capital SCA                                                              | TIKEHAU CAPITAL SCA COMMON STOCK EUR12.0                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1912 | NS      | $41693.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wavestone                                                                        | WAVESTONE COMMON STOCK EUR.025                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       259 | NS      | $15004.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Novolog Ltd                                                                      | NOVOLOG LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     46117 | NS      | $18039.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azoom Co.Ltd                                                                     | AZOOM CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $5798.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oro Co. Ltd.                                                                     | ORO CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $7323.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.S.B. Co. Ltd.                                                                  | JSB CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $10139.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Elevator Service Holdings Co. Ltd.                                         | JAPAN ELEVATOR SERVICE HOLDING COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3600 | NS      | $89737.65     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichikosho Co. Ltd.                                                            | DAIICHIKOSHO CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $36902.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DIC Corporation                                                                  | DIC CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $70044.03     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuo Warehouse Co.Ltd.                                                           | CHUO WAREHOUSE CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $6652.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PKSHA Technology Inc.                                                            | PKSHA TECHNOLOGY INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $27568.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shelf Drilling Ltd.                                                              | SHELF DRILLING LTD COMMON STOCK USD.01                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |      7922 | NS      | $5346.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QT Group Oyj                                                                     | QT GROUP OYJ COMMON STOCK                               | CUSIP: 976UKF900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       787 | NS      | $52788.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zureich AG                                                             | FLUGHAFEN ZURICH AG COMMON STOCK CHF10.0                | CUSIP: 976ULC906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       828 | NS      | $229750.35    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                                                          | MPC CONTAINER SHIPS ASA COMMON STOCK NOK1.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     13204 | NS      | $20762.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TF Bank AB                                                                       | TF BANK AB COMMON STOCK SEK5.0                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       238 | NS      | $9433.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenith Capital Corp.                                                             | ZENITH CAPITAL CORP/ALBERTA COMMON STOCK                | CUSIP: 98935N103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5300 | NS      | $689.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and S Austria Technologie and Systemtechnik Aktiengesellschaft                | ATandS AUSTRIA TECHNOLOGIE and SYS COMMON STOCK         | CUSIP: 993SBA905<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1151 | NS      | $22199.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Green Landscaping Group AB                                                       | GREEN LANDSCAPING GROUP AB COMMON STOCK SEK.071         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1280 | NS      | $8438.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HRnetgroup Limited                                                               | HRNETGROUP LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     16300 | NS      | $8454.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colruyt Group                                                                    | COLRUYT GROUP N.V COMMON STOCK                          | CUSIP: ACI009ZR8<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1333 | NS      | $60175.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                                                                  | D'IETEREN GROUP COMMON STOCK                            | CUSIP: ACI00DRF4<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       766 | NS      | $157296.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI Holdings Corporation                                                       | TOKAI HOLDINGS CORP COMMON STOCK                        | CUSIP: ACI00HOL5<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $33528.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoneum Holding AG                                                              | AUTONEUM HOLDING AG COMMON STOCK CHF.05                 | CUSIP: ACI00L9W9<br>LEI: 549300FL07XZC5MNXS47 | Long             | EC               | CORP              | CH        |       103 | NS      | $18173.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsi Holdings Co.Ltd.                                                             | TSI HOLDINGS CO LTD COMMON STOCK                        | CUSIP: ACI00MHV0<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2405 | NS      | $18257.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alapis A.E.                                                                      | ALAPIS HOLDING INDUSTRIAL AND COMMON STOCK EUR.3        | CUSIP: ACI00NJB0<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |      1810 | NS      | $37.91        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Distribuidora Internacional de Alimentacion S.A.                                 | DISTRIBUIDORA INTERNACIONAL DE COMMON STOCK EUR10.0     | CUSIP: ACI00NNS8<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               | CORP              | ES        |       530 | NS      | $15525.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashmore Group plc                                                                | ASHMORE GROUP PLC COMMON STOCK GBP.0001                 | CUSIP: B132NW905<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |     20914 | NS      | $43606.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Isracard Ltd.                                                                    | ISRACARD LTD COMMON STOCK                               | CUSIP: BJ0CJC906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6687 | NS      | $31547.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                                  | AKZO NOBEL NV COMMON STOCK EUR.5                        | CUSIP: BJ2KSG907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       943 | NS      | $64355.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Ocean Ltd.                                                              | NORTHERN OCEAN LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     11312 | NS      | $6675.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Berkeley Group Holdings plc                                                  | BERKELEY GROUP HOLDINGS PLC COMMON STOCK GBP.05611      | CUSIP: BP0RGD900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3838 | NS      | $217692.43    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Logista Integral SA                                                              | LOGISTA INTEGRAL SA COMMON STOCK EUR.2                  | CUSIP: BP3QYZ900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      2523 | NS      | $81477.19     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Electric Holdings Limited                                                | JOHNSON ELECTRIC HOLDINGS LTD COMMON STOCK HKD.05       | CUSIP: BP4JH1909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     12710 | NS      | $33896.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | SCHAEFFLER AG COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | EC               | CORP              | DE        |      7963 | NS      | $38338.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stabilus SE                                                                      | STABILUS SE COMMON STOCK EUR.01                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      1163 | NS      | $33777.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pets at Home Group Plc                                                           | PETS AT HOME GROUP PLC COMMON STOCK GBP.01              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     19069 | NS      | $68492.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Victorian Plumbing Group PLC                                                     | VICTORIAN PLUMBING GROUP PLC COMMON STOCK GBP.1         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4789 | NS      | $4902.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitwave Group PLC                                                                | KITWAVE GROUP PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3781 | NS      | $16051.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Savannah Energy PLC                                                              | SAVANNAH ENERGY PLC COMMON STOCK GBP.001                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     53424 | NS      | $4822.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group plc                                                                    | MAN GROUP PLC/JERSEY COMMON STOCK USD.03428571          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     53020 | NS      | $125295.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Financial Group Inc.                                                       | AICHI FINANCIAL GROUP INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1190 | NS      | $21308.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anycolor Inc.                                                                    | ANYCOLOR INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $29972.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugin Financial Group Inc.                                                      | CHUGIN FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6500 | NS      | $78554.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiroshima Electric Railway Co.Ltd.                                               | HIROSHIMA ELECTRIC RAILWAY CO COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $418.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procrea Holdings Inc.                                                            | PROCREA HOLDINGS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1296 | NS      | $13567.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhaobangji Lifestyle Holdings Limited                                            | ZHAOBANGJI LIFESTYLE HOLDINGS COMMON STOCK HKD.002      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    632000 | NS      | $11889.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turners Automotive Group Limited                                                 | TURNERS AUTOMOTIVE GROUP LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      4032 | NS      | $15674.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synsam AB (publ)                                                                 | SYNSAM AB COMMON STOCK SEK.013447                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      4152 | NS      | $21297.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Solid Forsakring AB                                                              | SOLID FORSAKRING AB COMMON STOCK SEK1.5                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2819 | NS      | $23753.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NCAB Group AB (publ)                                                             | NCAB GROUP AB COMMON STOCK SEK.01                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      8401 | NS      | $38440.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Outokumpu Oyj                                                                    | OUTOKUMPU OYJ COMMON STOCK                              | CUSIP: 466514908<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |     13406 | NS      | $51923.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Kontron AG                                                                       | KONTRON AG COMMON STOCK                                 | CUSIP: 466593902<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1983 | NS      | $51739.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Carbon SE                                                                    | SGL CARBON SE COMMON STOCK                              | CUSIP: 481835908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2882 | NS      | $12066.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Sogefi S.P.A.                                                                    | SOGEFI SPA COMMON STOCK EUR.52                          | CUSIP: 482066008<br>LEI: 5493005HPJ40IY377O47 | Long             | EC               | CORP              | IT        |      3211 | NS      | $7980.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                                        | SOLVAY SA COMMON STOCK EUR15.0                          | CUSIP: 482110004<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      3165 | NS      | $104088.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                                                                        | SOLAR A/S COMMON STOCK DKK100.0                         | CUSIP: 482167905<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       299 | NS      | $14104.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAB Distribution Inc.                                                            | KAB DISTRIBUTION INC COMMON STOCK                       | CUSIP: 482378106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18405 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| K-Bro Linen Inc.                                                                 | K-BRO LINEN INC COMMON STOCK                            | CUSIP: 48243M107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1386 | NS      | $34964.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KP Tissue Inc.                                                                   | KP TISSUE INC COMMON STOCK                              | CUSIP: 48265Y104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2600 | NS      | $16918.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivendi SE                                                                       | VIVENDI SE COMMON STOCK EUR.55                          | CUSIP: 483477907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     31784 | NS      | $107256.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sulzer AG                                                                        | SULZER AG COMMON STOCK CHF.01                           | CUSIP: 485471007<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       795 | NS      | $149982.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kelt Exploration Ltd.                                                            | KELT EXPLORATION LTD COMMON STOCK                       | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |      8400 | NS      | $40887.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| What's Cooking BV                                                                | WHAT'S COOKING BV COMMON STOCK                          | CUSIP: 488351909<br>LEI: 549300EOHIZUJWKQ3G67 | Long             | EC               | CORP              | BE        |       191 | NS      | $27769.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tessenderlo Group Societe Anonyme                                                | TESSENDERLO GROUP SA COMMON STOCK                       | CUSIP: 488400003<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |       681 | NS      | $20848.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Robertet SA                                                                      | ROBERTET SA COMMON STOCK EUR2.5                         | CUSIP: 489957902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        23 | NS      | $22679.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tubacex SA.                                                                      | TUBACEX SA COMMON STOCK EUR.45                          | CUSIP: 490873007<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      3845 | NS      | $17163.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                                                   | VOESTALPINE AG COMMON STOCK                             | CUSIP: 494340904<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      6904 | NS      | $182185.48    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUS Holding Aktiengesellschaft                                                 | INDUS HOLDING AG COMMON STOCK                           | CUSIP: 494351901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1023 | NS      | $25503.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinaxis Inc.                                                                     | KINAXIS INC COMMON STOCK                                | CUSIP: 49448Q109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        26 | NS      | $3702.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwool A/S                                                                     | ROCKWOOL A/S COMMON STOCK DKK1.0                        | CUSIP: 495560906<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      3310 | NS      | $157268.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Zuger Kantonalbank                                                               | ZUGER KANTONALBANK COMMON STOCK CHF500.0                | CUSIP: 499050904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        20 | NS      | $210001.34    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight Therapeutics Inc.                                                         | KNIGHT THERAPEUTICS INC COMMON STOCK                    | CUSIP: 499053106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3318 | NS      | $13926.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| K92 Mining Inc.                                                                  | K92 MINING INC COMMON STOCK                             | CUSIP: 499113108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12389 | NS      | $128643.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Oil Limited                                                              | HORIZON OIL LTD COMMON STOCK                            | CUSIP: 610648008<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11332 | NS      | $1242.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnarvon Energy Limited                                                         | CARNARVON ENERGY LTD COMMON STOCK                       | CUSIP: 611049909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    208806 | NS      | $14146.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saizeriya Co. Ltd.                                                               | SAIZERIYA CO LTD COMMON STOCK                           | CUSIP: 611177908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $55396.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Incorporated                                                         | OBARA GROUP INC COMMON STOCK                            | CUSIP: 611773904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $12154.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Healius Limited                                                                  | HEALIUS LTD COMMON STOCK                                | CUSIP: 611776907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27818 | NS      | $15690.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Seisakusho Co. Ltd.                                                        | INABA SEISAKUSHO CO LTD COMMON STOCK                    | CUSIP: 611893900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5979.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDCREST Co.Ltd.                                                                | GOLDCREST CO LTD COMMON STOCK                           | CUSIP: 612334904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       670 | NS      | $16395.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The First International Bank of Israel Ltd.                                      | FIRST INTERNATIONAL BANK OF IS COMMON STOCK ILS.05      | CUSIP: 612381905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $37.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J Trust Co.Ltd.                                                                  | J TRUST CO LTD COMMON STOCK                             | CUSIP: 612671909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $10573.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Entertainment Corporation                                              | UNIVERSAL ENTERTAINMENT CORP COMMON STOCK               | CUSIP: 612689901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $7196.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-Dan Co. Ltd.                                                                 | DAI-DAN CO LTD COMMON STOCK                             | CUSIP: 666173000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $37551.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihen Corporation                                                               | DAIHEN CORP COMMON STOCK                                | CUSIP: 666184007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $4205.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Resources NL                                                             | EMERALD RESOURCES NL COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     24384 | NS      | $75036.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jcu Corporation                                                                  | JCU CORP COMMON STOCK                                   | CUSIP: B0QH44902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $17709.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen                                                                            | IPSEN SA COMMON STOCK EUR1.0                            | CUSIP: B0R7JF902<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       205 | NS      | $24136.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                                        | AVOLTA AG COMMON STOCK CHF5.0                           | CUSIP: B0R80X901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3679 | NS      | $197307.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                                               | ZEALAND PHARMA A/S COMMON STOCK DKK1.0                  | CUSIP: B0SDJB907<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |       219 | NS      | $15222.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saint Marc Holdings Co. Ltd.                                                     | ST MARC HOLDINGS CO LTD COMMON STOCK                    | CUSIP: B0SQYV907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $11558.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SkiStar AB                                                                       | SKISTAR AB COMMON STOCK SEK.5                           | CUSIP: B0TYPS906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2002 | NS      | $35537.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-Abello A/S                                                                   | ALK-ABELLO A/S COMMON STOCK DKK10.0                     | CUSIP: B0VL7C906<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      6033 | NS      | $163527.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Stef                                                                             | STEF SA COMMON STOCK EUR1.0                             | CUSIP: B0VY3M900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       135 | NS      | $19560.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO Shipping International (Singapore) Co. Ltd.                                | COSCO SHIPPING INTERNATIONAL S COMMON STOCK             | CUSIP: B0WCDT901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     62900 | NS      | $6245.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIPEF SA                                                                         | SIPEF NV COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300NN3PC8KDD43S24       | Long             | EC               | CORP              | BE        |       255 | NS      | $18016.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bastide le Confort Medical                                                       | BASTIDE LE CONFORT MEDICAL COMMON STOCK EUR.45          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       227 | NS      | $6907.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SolGold plc                                                                      | SOLGOLD PLC COMMON STOCK GBP.01                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     63222 | NS      | $6025.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Corporation                                                               | ORIENT CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2210 | NS      | $12823.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogaland Sparebank                                                               | ROGALAND SPAREBANK COMMON STOCK NOK10.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      1787 | NS      | $24263.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corticeira Amorim S.G.P.S. S.A.                                                  | CORTICEIRA AMORIM SGPS SA COMMON STOCK EUR1.0           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PT        |      2036 | NS      | $17862.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishimatsuya Chain Co. Ltd.                                                      | NISHIMATSUYA CHAIN CO LTD COMMON STOCK                  | CUSIP: 601692908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $17407.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIFUL CORPORATION                                                                | AIFUL CORP COMMON STOCK                                 | CUSIP: 601941909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13600 | NS      | $37541.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hallenstein Glasson Holdings Limited                                             | HALLENSTEIN GLASSON HOLDINGS L COMMON STOCK             | CUSIP: 602042004<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      2403 | NS      | $11331.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aiphone Co. Ltd.                                                                 | AIPHONE CO LTD COMMON STOCK                             | CUSIP: 602149007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $5507.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Alpine Co. Ltd.                                                             | ALPS ALPINE CO LTD COMMON STOCK                         | CUSIP: 602150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $83310.77     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corporation                                                                | AMANO CORP COMMON STOCK                                 | CUSIP: 602730004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $79594.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Imdex Limited                                                                    | IMDEX LTD COMMON STOCK                                  | CUSIP: 646215905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23627 | NS      | $43376.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Techno Smart Corp.                                                               | TECHNO SMART CORP COMMON STOCK                          | CUSIP: 646491902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $22311.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Limited                                                               | DOWNER EDI LTD COMMON STOCK                             | CUSIP: 646557900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     31302 | NS      | $122678.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Inui Global Logistics Co.Ltd.                                                    | INUI GLOBAL LOGISTICS CO LTD COMMON STOCK               | CUSIP: 646590901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $9317.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iseki and Co. Ltd.                                                               | ISEKI and CO LTD COMMON STOCK                           | CUSIP: 646682005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $9636.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishihara Sangyo Kaisha Ltd.                                                      | ISHIHARA SANGYO KAISHA LTD COMMON STOCK                 | CUSIP: 646686006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $19255.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishizuka Glass Co. Ltd.                                                          | ISHIZUKA GLASS CO LTD COMMON STOCK                      | CUSIP: 646706002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7111.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itochu Enex Co. Ltd.                                                             | ITOCHU ENEX CO LTD COMMON STOCK                         | CUSIP: 646782003<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |      2300 | NS      | $26896.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoki Corporation                                                                | ITOKI CORP COMMON STOCK                                 | CUSIP: 646800003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $25360.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank Of Iwate Ltd.                                                           | BANK OF IWATE LTD/THE COMMON STOCK                      | CUSIP: 646802009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $14494.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astena Holdings Co. Ltd.                                                         | ASTENA HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 646806901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $9472.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co. Ltd.                                                         | NIPPON SHOKUBAI CO LTD COMMON STOCK                     | CUSIP: 647058007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $50681.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Japan Wool Textile Co. Ltd.                                                  | JAPAN WOOL TEXTILE CO LTD/THE COMMON STOCK              | CUSIP: 647070002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $24864.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cowell e Holdings Inc.                                                           | COWELL E HOLDINGS INC COMMON STOCK USD.004              | CUSIP: BWCH5K900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      9000 | NS      | $25562.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Spirax Group PLC                                                                 | SPIRAX GROUP PLC COMMON STOCK GBP.269231                | CUSIP: BWFGQN900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       314 | NS      | $24228.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Securities Finance Co. Ltd.                                                | JAPAN SECURITIES FINANCE CO LT COMMON STOCK             | CUSIP: 647076009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $41719.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimura Unity Co.Ltd.                                                             | KIMURA UNITY CO LTD COMMON STOCK                        | CUSIP: 649308905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $6597.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klil Industries Ltd                                                              | KLIL INDUSTRIES LTD COMMON STOCK ILS5.0                 | CUSIP: 649318904<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       212 | NS      | $12168.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN HOLDINGSINC.                                                                 | SAN HOLDINGS INC COMMON STOCK                           | CUSIP: 649397908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $8384.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kissei Pharmaceutical Co. Ltd.                                                   | KISSEI PHARMACEUTICAL CO LTD COMMON STOCK               | CUSIP: 649406006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $41647.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitagawa Corporation                                                             | KITAGAWA CORP COMMON STOCK                              | CUSIP: 649410008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $19656.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRW Holdings Limited                                                             | NRW Holdings Ltd COMMON STOCK                           | CUSIP: B23XW7900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20620 | NS      | $37215.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Doutor Nichires Holdings Co. Ltd.                                                | DOUTOR NICHIRES HOLDINGS CO LT COMMON STOCK             | CUSIP: B249GF902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1393 | NS      | $25498.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitano Construction Corp.                                                        | KITANO CONSTRUCTION CORP COMMON STOCK                   | CUSIP: 649416005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $17008.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bourbon Corporation                                                              | BOURBON CORP/JAPAN COMMON STOCK                         | CUSIP: 649421005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $37195.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Severfield plc                                                                   | SEVERFIELD PLC COMMON STOCK GBP.025                     | CUSIP: B27YGJ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     47529 | NS      | $22125.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagron N.V.                                                                      | FAGRON COMMON STOCK                                     | CUSIP: B281L7907<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |      2910 | NS      | $71598.71     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitz Corporation                                                                 | KITZ CORP COMMON STOCK                                  | CUSIP: 649427002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $22560.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kita-Nippon Bank Ltd.                                                        | KITA-NIPPON BANK LTD/THE COMMON STOCK                   | CUSIP: 649428000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7878.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bronco Billy Co. Ltd.                                                            | BRONCO BILLY CO LTD COMMON STOCK                        | CUSIP: B285LQ906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $12809.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Group plc                                                                    | CVS GROUP PLC COMMON STOCK GBP.002                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3399 | NS      | $56942.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kiyo Bank Ltd.                                                               | KIYO BANK LTD/THE COMMON STOCK                          | CUSIP: 649452000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2739 | NS      | $49210.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koa Corporation                                                                  | KOA CORP COMMON STOCK                                   | CUSIP: 649586005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $7543.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikoku Denki Co. Ltd.                                                           | DAIKOKU DENKI CO LTD COMMON STOCK                       | CUSIP: 654865906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7342.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MrMax Holdings Ltd.                                                              | MRMAX HOLDINGS LTD COMMON STOCK                         | CUSIP: 655062008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $26399.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mabuchi Motor Co. Ltd.                                                           | MABUCHI MOTOR CO LTD COMMON STOCK                       | CUSIP: 655103000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $61568.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Macmahon Holdings Limited                                                        | MACMAHON HOLDINGS LTD COMMON STOCK                      | CUSIP: 655116002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     58099 | NS      | $11080.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maezawa Kyuso Industries Co. Ltd.                                                | MAEZAWA KYUSO INDUSTRIES CO LT COMMON STOCK             | CUSIP: 655441004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $14741.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Makino Milling Machine Co. Ltd.                                                  | MAKINO MILLING MACHINE CO LTD COMMON STOCK              | CUSIP: 655570000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1115 | NS      | $86417.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Maezawa Kasei Industries Co. Ltd.                                                | MAEZAWA KASEI INDUSTRIES CO LT COMMON STOCK             | CUSIP: 655947901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $9267.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandom Corporation                                                               | MANDOM CORP COMMON STOCK                                | CUSIP: 656097003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $13911.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Pure Chemical Co. Ltd.                                                     | JAPAN PURE CHEMICAL CO LTD COMMON STOCK                 | CUSIP: 656350907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8555.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meisei Industrial Co. Ltd.                                                       | MEISEI INDUSTRIAL CO LTD COMMON STOCK                   | CUSIP: 657632006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $13253.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Net Inc.                                                                   | ASAHI NET INC COMMON STOCK                              | CUSIP: B1HTX9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $8916.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Africa Israel Residences Ltd.                                                    | AFRICA ISRAEL RESIDENCES LTD COMMON STOCK ILS1.0        | CUSIP: B1JLLZ901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       269 | NS      | $17264.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meitec Group Holdings Inc.                                                       | MEITEC GROUP HOLDINGS INC COMMON STOCK                  | CUSIP: 657635009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $75982.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiwa Corporation                                                                | MEIWA CORP COMMON STOCK                                 | CUSIP: 657638904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $6531.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Troax Group AB                                                                   | TROAX GROUP AB COMMON STOCK EUR.13                      | CUSIP: BWH58Y908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1682 | NS      | $27997.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FleetPartners Group Limited                                                      | FLEETPARTNERS GROUP LTD COMMON STOCK                    | CUSIP: BWSWBT904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9877 | NS      | $18888.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinewood Technologies Group PLC                                                  | PINEWOOD TECHNOLOGIES GROUP PL COMMON STOCK GBP1.0      | CUSIP: B1JQBT905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3194 | NS      | $16811.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marston's PLC                                                                    | MARSTON'S PLC COMMON STOCK GBP.07375                    | CUSIP: B1JQDM908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     27517 | NS      | $15500.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DMX Technologies Group Limited                                                   | DMX TECHNOLOGIES GROUP LTD COMMON STOCK USD.05          | CUSIP: 657894903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     34000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fuji Oil Company Ltd.                                                            | FUJI OIL CO LTD COMMON STOCK                            | CUSIP: 658136908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $6766.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ChemoMetec A/S                                                                   | CHEMOMETEC A/S COMMON STOCK DKK1.0                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |       758 | NS      | $61045.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascopiave S.p.A                                                                  | ASCOPIAVE SPA COMMON STOCK EUR1.0                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      2726 | NS      | $9613.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Parking Development Co. Ltd.                                              | NIPPON PARKING DEVELOPMENT CO COMMON STOCK              | CUSIP: 658375902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $18257.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Milbon Co. Ltd.                                                                  | MILBON CO LTD COMMON STOCK                              | CUSIP: 658611900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1420 | NS      | $24621.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eBASE Co.Ltd.                                                                    | EBASE CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $6681.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivtach Shamir Holdings Ltd.                                                     | MIVTACH SHAMIR HOLDINGS LTD COMMON STOCK ILS1.0         | CUSIP: 659910905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       212 | NS      | $16588.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ULVAC Inc.                                                                       | ULVAC INC COMMON STOCK                                  | CUSIP: 659948905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $72590.81     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Monadelphous Group Limited                                                       | MONADELPHOUS GROUP LTD COMMON STOCK                     | CUSIP: 660047903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4614 | NS      | $51308.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AandD Holon Holdings Company Limited                                             | AandD HOLON HOLDINGS CO LTD COMMON STOCK                | CUSIP: 660138900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $16696.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Talenom Oyj                                                                      | TALENOM OYJ COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      1935 | NS      | $8269.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next 15 Group plc                                                                | NEXT 15 GROUP PLC COMMON STOCK GBP.025                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3082 | NS      | $11404.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mory Industries Inc.                                                             | MORY INDUSTRIES INC COMMON STOCK                        | CUSIP: 660254004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $18835.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dmg Mori Co. Ltd.                                                                | DMG MORI CO LTD COMMON STOCK                            | CUSIP: 660256009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $47008.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tribal Group plc                                                                 | TRIBAL GROUP PLC COMMON STOCK GBP.05                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |        40 | NS      | $21.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan System Techniques Co. Ltd.                                                 | JAPAN SYSTEM TECHNIQUES CO LTD COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $11797.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga and Co. Ltd.                                                            | MORINAGA and CO LTD/JAPAN COMMON STOCK                  | CUSIP: 660260001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $56281.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga Milk Industry Co. Ltd.                                                  | MORINAGA MILK INDUSTRY CO LTD COMMON STOCK              | CUSIP: 660264003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $71195.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamat Group Ltd.                                                                 | HAMAT GROUP LTD COMMON STOCK ILS1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3347 | NS      | $14126.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABG Sundal Collier Holding ASA                                                   | ABG SUNDAL COLLIER HOLDING                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     21072 | NS      | $13787.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiconsult ASA                                                                 | MULTICONSULT ASA COMMON STOCK NOK.5                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |       649 | NS      | $12728.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corporation                                            | BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK             | CUSIP: 11276H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3948 | NS      | $156355.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp.                                                                     | B2GOLD CORP COMMON STOCK                                | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |     64832 | NS      | $217783.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ence Energia y Celulosa S.A.                                                     | ENCE ENERGIA Y CELULOSA SA COMMON STOCK EUR.9           | CUSIP: 123456782<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      5163 | NS      | $16952.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Calfrac Well Services Ltd.                                                       | CALFRAC WELL SERVICES LTD COMMON STOCK                  | CUSIP: 129584405<br>LEI: 54930072S07WJGD7TA28 | Long             | EC               | CORP              | CA        |      1300 | NS      | $3097.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Energy Inc.                                                               | GIBSON ENERGY INC COMMON STOCK                          | CUSIP: 374825206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8059 | NS      | $133068.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Gildan Activewear Inc.                                                           | GILDAN ACTIVEWEAR INC COMMON STOCK                      | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       928 | NS      | $43209.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| goeasy Ltd.                                                                      | GOEASY LTD COMMON STOCK                                 | CUSIP: 380355107<br>LEI: 5493009DJVZG2P8YV435 | Long             | EC               | CORP              | CA        |       730 | NS      | $79508.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| GoGold Resources Inc.                                                            | GOGOLD RESOURCES INC COMMON STOCK                       | CUSIP: 38045Y102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16200 | NS      | $22900.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldmoney Inc.                                                                   | GOLDMONEY INC COMMON STOCK                              | CUSIP: 38149A505<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1999 | NS      | $12060.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy Inc.                                                          | GRAN TIERRA ENERGY INC COMMON STOCK USD.001             | CUSIP: 38500T200<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | CA        |      4462 | NS      | $21231.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de Strasbourg                                                        | ELECTRICITE DE STRASBOURG SA COMMON STOCK EUR10.0       | CUSIP: 400240909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       131 | NS      | $21122.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardian Capital Group Limited                                                   | GUARDIAN CAPITAL GROUP LTD COMMON STOCK                 | CUSIP: 401339304<br>LEI: 549300S01K8Y0KJYB822 | Long             | EC               | CORP              | CA        |       861 | NS      | $26224.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acomo N.V.                                                                       | ACOMO NV COMMON STOCK EUR.45                            | CUSIP: 403145907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1122 | NS      | $29489.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HLS Therapeutics Inc.                                                            | HLS THERAPEUTICS INC COMMON STOCK                       | CUSIP: 40390B109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2600 | NS      | $9397.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Porr AG                                                                          | PORR AG COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |       687 | NS      | $22715.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eramet                                                                           | ERAMET SA COMMON STOCK EUR3.05                          | CUSIP: N/A<br>LEI: 549300LUH78PG2MP6N64       | Long             | EC               | CORP              | FR        |       393 | NS      | $23139.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| FD Technologies PLC                                                              | FD TECHNOLOGIES PLC COMMON STOCK GBP.005                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       549 | NS      | $17906.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CellaVision AB                                                                   | CELLAVISION AB COMMON STOCK SEK.15                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       651 | NS      | $13204.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calian Group Ltd.                                                                | CALIAN GROUP LTD COMMON STOCK                           | CUSIP: 12989J108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       539 | NS      | $15513.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canaccord Genuity Group Inc.                                                     | CANACCORD GENUITY GROUP INC COMMON STOCK                | CUSIP: 134801109<br>LEI: 5493002DR5KW4JP7YS87 | Long             | EC               | CORP              | CA        |      4036 | NS      | $27350.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Goose Holdings Inc.                                                       | CANADA GOOSE HOLDINGS INC COMMON STOCK                  | CUSIP: 135086106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2594 | NS      | $31377.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Tire Corporation Limited                                                | CANADIAN TIRE CORP LTD COMMON STOCK                     | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       768 | NS      | $97592.83     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Canfor Corporation                                                               | CANFOR CORP COMMON STOCK                                | CUSIP: 137576104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2999 | NS      | $28408.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiera Capital Corporation                                                        | FIERA CAPITAL CORP COMMON STOCK                         | CUSIP: 31660A103<br>LEI: 549300KJAKQN5OEO4N05 | Long             | EC               | CORP              | CA        |      4379 | NS      | $17549.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Burberry Group plc                                                               | BURBERRY GROUP PLC COMMON STOCK GBP.0005                | CUSIP: 317430908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15024 | NS      | $210176.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International Inc.                                                       | FINNING INTERNATIONAL INC COMMON STOCK                  | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      6566 | NS      | $242382.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Firan Technology Group Corporation                                               | FIRAN TECHNOLOGY GROUP CORP COMMON STOCK                | CUSIP: 318093101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1000 | NS      | $7090.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Firm Capital Mortgage Investment Corporation                                     | FIRM CAPITAL MORTGAGE INVESTME COMMON STOCK             | CUSIP: 318323102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1600 | NS      | $14188.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Majestic Silver Corp.                                                      | FIRST MAJESTIC SILVER CORP COMMON STOCK                 | CUSIP: 32076V103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     20599 | NS      | $127134.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mining Gold Corp.                                                          | FIRST MINING GOLD CORP COMMON STOCK                     | CUSIP: 320890106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     63500 | NS      | $7172.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomsbury Publishing Plc                                                        | BLOOMSBURY PUBLISHING PLC COMMON STOCK GBP.0125         | CUSIP: 331477901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3726 | NS      | $26177.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                   | KINGFISHER PLC COMMON STOCK GBP.157143                  | CUSIP: 331952903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1575 | NS      | $5895.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zacros Corp                                                                      | ZACROS CORP COMMON STOCK                                | CUSIP: 635518905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $15698.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Galilei Co. Ltd.                                                                 | GALILEI CO LTD COMMON STOCK                             | CUSIP: 635521909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $27722.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Pharma Co.Ltd.                                                              | FUJI PHARMA CO LTD COMMON STOCK                         | CUSIP: 635525900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $7295.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujimi Incorporated                                                              | FUJIMI INC COMMON STOCK                                 | CUSIP: 635527906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $35142.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukui Computer HoldingsInc.                                                      | FUKUI COMPUTER HOLDINGS INC COMMON STOCK                | CUSIP: 635565906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10599.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI CORPORATION LIMITED                                                         | FUJI CORP LTD COMMON STOCK                              | CUSIP: 635608003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $7661.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Kosan Company Ltd.                                                          | FUJI KOSAN CO LTD COMMON STOCK                          | CUSIP: 635646003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $6860.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Kyuko Co. Ltd.                                                              | FUJI KYUKO CO LTD COMMON STOCK                          | CUSIP: 635649007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $17712.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corporation                                                                 | FUJI CORP/AICHI COMMON STOCK                            | CUSIP: 635659006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $60827.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hisaka Works Ltd.                                                                | HISAKA WORKS LTD COMMON STOCK                           | CUSIP: 642886006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $7603.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hisamitsu Pharmaceutical Co. Inc.                                                | HISAMITSU PHARMACEUTICAL CO IN COMMON STOCK             | CUSIP: 642890008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $17111.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanadevia Corporation                                                            | KANADEVIA CORP COMMON STOCK                             | CUSIP: 642930002<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |      7280 | NS      | $47504.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd.                                                                      | MAXELL LTD COMMON STOCK                                 | CUSIP: 642938005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $26184.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Miyazaki Bank Ltd.                                                           | MIYAZAKI BANK LTD/THE COMMON STOCK                      | CUSIP: 642968002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $11924.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hodogaya Chemical Co. Ltd.                                                       | HODOGAYA CHEMICAL CO LTD COMMON STOCK                   | CUSIP: 643020001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $10316.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pia Corporation                                                                  | PIA CORP COMMON STOCK                                   | CUSIP: 643094907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6068.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkaido Coca-Cola Bottling Co.Ltd.                                              | HOKKAIDO COCA-COLA BOTTLING CO COMMON STOCK             | CUSIP: 643131006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $24023.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkaido Electric Power Company Incorporated                                     | HOKKAIDO ELECTRIC POWER CO INC COMMON STOCK             | CUSIP: 643132004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $38298.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Hokkaido Gas Co. Ltd.                                                            | HOKKAIDO GAS CO LTD COMMON STOCK                        | CUSIP: 643134000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $14088.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokko Chemical Industry Co.Ltd.                                                  | HOKKO CHEMICAL INDUSTRY CO LTD COMMON STOCK             | CUSIP: 643230907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $8949.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compugen Ltd.                                                                    | COMPUGEN LTD COMMON STOCK                               | CUSIP: 643240906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8996 | NS      | $13072.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKUTO CORPORATION                                                               | HOKUTO CORP COMMON STOCK                                | CUSIP: 643271901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13715.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuetsu Corporation                                                             | HOKUETSU CORP COMMON STOCK                              | CUSIP: 643310006<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |      4700 | NS      | $32872.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuriku Electric Power Company                                                  | HOKURIKU ELECTRIC POWER CO COMMON STOCK                 | CUSIP: 643312002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $39279.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airman Corporation                                                               | AIRMAN CORP COMMON STOCK                                | CUSIP: 643314008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13613.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEC CORPORATION                                                                 | IDEC CORP/JAPAN COMMON STOCK                            | CUSIP: 645673005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $17566.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iino Kaiun Kaisha Ltd.                                                           | IINO KAIUN KAISHA LTD COMMON STOCK                      | CUSIP: 645700006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $21886.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Icom Incorporated                                                                | ICOM INC COMMON STOCK                                   | CUSIP: 645843004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6314.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EKF Diagnostics Holdings plc                                                     | EKF DIAGNOSTICS HOLDINGS PLC COMMON STOCK GBP.01        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    106847 | NS      | $36000.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dialight PLC                                                                     | DIALIGHT PLC COMMON STOCK GBP.0189                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      8443 | NS      | $12094.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Focus Systems Corporation                                                        | FOCUS SYSTEMS CORP COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $20791.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Briscoe Group Limited                                                            | BRISCOE GROUP LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      8121 | NS      | $23984.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Strickland Metals Limited                                                        | STRICKLAND METALS LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    150932 | NS      | $14136.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Clinical Labs Limited                                                 | AUSTRALIAN CLINICAL LABS LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10715 | NS      | $19661.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deme Group NV                                                                    | DEME GROUP NV COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BE        |       328 | NS      | $50995.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowlais Group plc                                                                | DOWLAIS GROUP PLC COMMON STOCK                          | CUSIP: BMWRZ0909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     36823 | NS      | $32988.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HENSOLDT AG                                                                      | HENSOLDT AG COMMON STOCK                                | CUSIP: BN0SDX902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3105 | NS      | $324922.80    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Conduit Holdings Limited                                                         | CONDUIT HOLDINGS LTD COMMON STOCK                       | CUSIP: BN133N909<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1809 | NS      | $9175.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Bank Holdings PLC                                                          | METRO BANK HOLDINGS PLC COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     15668 | NS      | $24519.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Italian Sea Group S.P.A.                                                     | ITALIAN SEA GROUP SPA/THE COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |       991 | NS      | $6373.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group S.P.A.                                                         | LOTTOMATICA GROUP SPA COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      4211 | NS      | $110800.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus Alpha Consulting Co.Ltd.                                                    | PLUS ALPHA CONSULTING CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $17085.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEWi ASA                                                                         | BEWI ASA COMMON STOCK NOK1.0                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      4257 | NS      | $9173.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ozu Corporation                                                                  | OZU CORP COMMON STOCK                                   | CUSIP: 666047907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $19595.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Optex Group Company Limited                                                      | OPTEX GROUP CO LTD COMMON STOCK                         | CUSIP: 666091905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $15096.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohsho Food Service Corp.                                                         | OHSHO FOOD SERVICE CORP COMMON STOCK                    | CUSIP: 666093901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $38671.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Watch Holdings Limited                                                  | ORIENTAL WATCH HOLDINGS COMMON STOCK HKD.1              | CUSIP: 666096904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     16378 | NS      | $7454.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Town Health International Medical Group Limited                                  | TOWN HEALTH INTERNATIONAL MEDI COMMON STOCK HKD.01      | CUSIP: BMP25L909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    308000 | NS      | $9183.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fenix Outdoor International AG                                                   | FENIX OUTDOOR INTERNATIONAL AG COMMON STOCK CHF1.0      | CUSIP: BMQWJ0903<br>LEI: 549300OBIOEC0J5XEB68 | Long             | EC               | CORP              | CH        |       352 | NS      | $21115.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monash IVF Group Limited                                                         | MONASH IVF GROUP LTD COMMON STOCK                       | CUSIP: BMSK74902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15264 | NS      | $7535.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagarro SE                                                                       | NAGARRO SE COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       367 | NS      | $24229.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Moonpig Group PLC                                                                | MOONPIG GROUP PLC COMMON STOCK GBP.1                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     15064 | NS      | $50599.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| O.Y. Nofar Energy Ltd                                                            | OY NOFAR ENERGY LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       870 | NS      | $22493.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Okinawa Financial Group Inc.                                                     | OKINAWA FINANCIAL GROUP INC COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       805 | NS      | $15847.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CECONOMY AG                                                                      | CECONOMY AG COMMON STOCK                                | CUSIP: 504141904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6917 | NS      | $20865.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Labrador Iron Ore Royalty Corporation                                            | LABRADOR IRON ORE ROYALTY CORP COMMON STOCK             | CUSIP: 505440107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3167 | NS      | $66831.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA SE                                                                          | PUMA SE COMMON STOCK                                    | CUSIP: 506472901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4815 | NS      | $124927.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Metsa Board Oyj                                                                  | METSA BOARD OYJ COMMON STOCK EUR1.7                     | CUSIP: 507143907<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      6200 | NS      | $22909.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ COMMON STOCK EUR1.7                      | CUSIP: 507267904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     21767 | NS      | $220102.45    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V                                                         | KONINKLIJKE HEIJMANS N.V DUTCH CERT EUR.3               | CUSIP: 507503902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1054 | NS      | $66985.08     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope N.V.                                                          | MFE-MEDIAFOREUROPE NV COMMON STOCK                      | CUSIP: 507794907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2238 | NS      | $10771.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vossloh Aktiengesellschaft                                                       | VOSSLOH AG COMMON STOCK                                 | CUSIP: 509233904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       440 | NS      | $38322.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                                     | BILFINGER SE COMMON STOCK                               | CUSIP: 511738908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1310 | NS      | $115914.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Duerr Aktiengesellschaft                                                         | DUERR AG COMMON STOCK                                   | CUSIP: 511990905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2623 | NS      | $68306.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ElringKlinger AG                                                                 | ELRINGKLINGER AG COMMON STOCK                           | CUSIP: 513863902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1961 | NS      | $10109.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co.Ltd.                                                     | KYORITSU MAINTENANCE CO LTD COMMON STOCK                | CUSIP: 648960904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $74624.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KENKO Mayonnaise Co.Ltd.                                                         | KENKO MAYONNAISE CO LTD COMMON STOCK                    | CUSIP: 648974905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6375.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kowloon Development Company Limited                                              | KOWLOON DEVELOPMENT CO LTD COMMON STOCK                 | CUSIP: 649199908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28048 | NS      | $11000.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kh Neochem Co. Ltd.                                                              | KH NEOCHEM CO LTD COMMON STOCK                          | CUSIP: BZCRNM907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $27354.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metsa Board Oyj                                                                  | METSA BOARD OYJ COMMON STOCK EUR1.7                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      1067 | NS      | $6692.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Hong Kong Limited                                                        | GENTING HONG KONG LTD                                   | CUSIP: G3924T106<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    550000 | NS      | $0.55         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| King Co. Ltd.                                                                    | KING CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $12349.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                                      | QIAGEN NV COMMON STOCK EUR.01                           | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      4883 | NS      | $220369.79    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Porvair plc                                                                      | PORVAIR PLC COMMON STOCK GBP.02                         | CUSIP: 069636009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1658 | NS      | $18220.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                     | BAUSCH HEALTH COS INC COMMON STOCK                      | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |      1785 | NS      | $8086.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaya Corporation                                                               | YAMAYA CORP COMMON STOCK                                | CUSIP: 698680907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $22305.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazawa Co.Ltd.                                                                 | YAMAZAWA CO LTD COMMON STOCK                            | CUSIP: 698681905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $14032.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yomeishu Seizo Co. Ltd.                                                          | YOMEISHU SEIZO CO LTD COMMON STOCK                      | CUSIP: 698686003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $12902.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yotai Refractories Co.Ltd.                                                       | YOTAI REFRACTORIES CO LTD COMMON STOCK                  | CUSIP: 698787009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $1206.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuasa Trading Co. Ltd.                                                           | YUASA TRADING CO LTD COMMON STOCK                       | CUSIP: 698852001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $21907.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Starzen Company Limited                                                          | STARZEN CO LTD COMMON STOCK                             | CUSIP: 698940004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $20987.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zuiko Corporation                                                                | ZUIKO CORP COMMON STOCK                                 | CUSIP: 698959004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $5373.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenrin Co. Ltd.                                                                  | ZENRIN CO LTD COMMON STOCK                              | CUSIP: 699112900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $11231.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zaoh Company Ltd.                                                                | ZAOH CO LTD COMMON STOCK                                | CUSIP: 699223905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $20260.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Resources Ltd.                                                         | PARAMOUNT RESOURCES LTD  A COMMON STOCK                 | CUSIP: 699320206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4005 | NS      | $55594.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Melexis NV                                                                       | MELEXIS NV COMMON STOCK                                 | CUSIP: 737006908<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |       811 | NS      | $54521.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas S.A.                                                                      | ENAGAS SA COMMON STOCK EUR1.5                           | CUSIP: 738307909<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     12103 | NS      | $194729.29    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Tradition SA                                                | CIE FINANCIERE TRADITION SA COMMON STOCK CHF2.5         | CUSIP: 739162907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       319 | NS      | $86550.22     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Siegfried Holding AG                                                             | SIEGFRIED HOLDING AG COMMON STOCK CHF.72                | CUSIP: 739176907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1710 | NS      | $200972.55    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UIE PLC                                                                          | UIE PLC COMMON STOCK USD1.0                             | CUSIP: 739475903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       519 | NS      | $24978.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PrairieSky Royalty Ltd.                                                          | PRAIRIESKY ROYALTY LTD COMMON STOCK                     | CUSIP: 739721108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10494 | NS      | $176945.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Virbac                                                                           | VIRBAC SACA COMMON STOCK EUR1.25                        | CUSIP: 739936904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        99 | NS      | $37431.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                   | PRECISION DRILLING CORP COMMON STOCK                    | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |       554 | NS      | $23942.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALFINGER AG                                                                     | PALFINGER AG COMMON STOCK                               | CUSIP: 570035907<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       652 | NS      | $21987.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pierre Et Vacances                                                               | PIERRE ET VACANCES SA COMMON STOCK EUR.01               | CUSIP: 570047902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8528 | NS      | $13869.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Corporation                                                                | ELISA OYJ COMMON STOCK                                  | CUSIP: 570151902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5635 | NS      | $297085.28    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Gurit Holding AG                                                                 | GURIT HOLDING AG COMMON STOCK CHF5.0                    | CUSIP: 570379909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       349 | NS      | $7854.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GFT Technologies SE                                                              | GFT TECHNOLOGIES SE COMMON STOCK                        | CUSIP: 570994905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       929 | NS      | $25381.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AF Gruppen ASA                                                                   | AF GRUPPEN ASA COMMON STOCK NOK.05                      | CUSIP: 571477900<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      1592 | NS      | $23476.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans and van Haaren NV                                                      | ACKERMANS and VAN HAAREN NV COMMON STOCK                | CUSIP: 571577907<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |       865 | NS      | $220320.90    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Van Lanschot Kempen NV                                                           | VAN LANSCHOT KEMPEN NV DUTCH CERT EUR1.0                | CUSIP: 571630904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1184 | NS      | $73397.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MLP SE                                                                           | MLP SE COMMON STOCK                                     | CUSIP: 572027902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3734 | NS      | $34619.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1                                                           | TELEVISION FRANCAISE 1 SA COMMON STOCK EUR.2            | CUSIP: 599711900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1676 | NS      | $16206.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE SE COMMON STOCK EUR2.5                  | CUSIP: 599933900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2359 | NS      | $238428.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichirin Co.Ltd.                                                                 | NICHIRIN CO LTD COMMON STOCK                            | CUSIP: 603708900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       490 | NS      | $12056.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Financial Service Co. Ltd.                                                  | AEON FINANCIAL SERVICE CO LTD COMMON STOCK              | CUSIP: 603773904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $42726.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                                                      | GALENICA AG COMMON STOCK CHF.1                          | CUSIP: ACI0TGDH7<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2095 | NS      | $216991.01    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilia AB                                                                         | BILIA AB COMMON STOCK SEK2.5                            | CUSIP: ACI0V5HZ4<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2602 | NS      | $33678.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Premium Brands Holdings Corporation                                              | PREMIUM BRANDS HOLDINGS CORP COMMON STOCK               | CUSIP: 74061A108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2207 | NS      | $130874.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Strandline Resources Limited                                                     | STRANDLINE RESOURCES LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    154105 | NS      | $9436.93      | 0.01%             |  |  |  | No            |                  3 | On Loan: —       |
| Develop Global Limited                                                           | DEVELOP GLOBAL LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1979 | NS      | $5112.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventia Services Group Limited                                                    | VENTIA SERVICES GROUP PTY LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     39294 | NS      | $119777.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Enea Aktiebolag                                                                  | ENEA AB COMMON STOCK SEK1.0                             | CUSIP: ACI0V5J25<br>LEI: 549300UNMLWLG6B2R803 | Long             | EC               | CORP              | SE        |       792 | NS      | $5540.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liechtensteinische Landesbank Aktiengesellschaft                                 | LIECHTENSTEINISCHE LANDESBANK COMMON STOCK CHF5.0       | CUSIP: ACI0V6YN0<br>LEI: N/A                  | Long             | EC               | CORP              | LI        |       500 | NS      | $48749.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| APAC Resources Limited                                                           | APAC RESOURCES LTD WARRANTS CALL EXP 15DEC27            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     48436 | NS      | $988.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flow Traders Ltd.                                                                | FLOW TRADERS LTD COMMON STOCK EUR3.5                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      1546 | NS      | $51464.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alligo AB                                                                        | ALLIGO AB COMMON STOCK                                  | CUSIP: ACI0VHQT2<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       895 | NS      | $10518.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Befesa S.A.                                                                      | BEFESA SA COMMON STOCK                                  | CUSIP: ACI0YM371<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      1780 | NS      | $55047.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Global Investments Limited                                             | NAVIGATOR GLOBAL INVESTMENTS COMMON STOCK               | CUSIP: ACI0YVHS0<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20447 | NS      | $21621.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genky Drugstores Co. Ltd.                                                        | GENKY DRUGSTORES CO LTD COMMON STOCK                    | CUSIP: ACI0Z1SH7<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $22441.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                                          | COREM PROPERTY GROUP AB COMMON STOCK SEK1.0             | CUSIP: ACI0ZYFJ5<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     19969 | NS      | $10615.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| San ju San Financial GroupInc.                                                   | SAN JU SAN FINANCIAL GROUP INC COMMON STOCK             | CUSIP: ACI116T31<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       920 | NS      | $17557.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cibus Nordic Real Estate AB (publ)                                               | CIBUS NORDIC REAL ESTATE AB PU COMMON STOCK             | CUSIP: ACI1194J7<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      3579 | NS      | $67212.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH and Co. KGaA                                                      | DWS GROUP GMBH and CO KGAA COMMON STOCK                 | CUSIP: ACI11F2W6<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       896 | NS      | $50326.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Be Semiconductor Industries N.V.                                                 | BE SEMICONDUCTOR INDUSTRIES NV COMMON STOCK EUR.01      | CUSIP: ACI12HBP6<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2194 | NS      | $265133.63    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FastPartner AB                                                                   | FASTPARTNER AB COMMON STOCK SEK3.33                     | CUSIP: ACI12Y5V3<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      3139 | NS      | $18099.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOTLAND HOLDINGS Co. Ltd.                                                        | HOTLAND HOLDINGS CO LTD COMMON STOCK                    | CUSIP: BQJYQT907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $10237.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                     | AMS-OSRAM AG COMMON STOCK                               | CUSIP: BQPGGN903<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4079 | NS      | $39675.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                                          | SPIE SA COMMON STOCK EUR.47                             | CUSIP: BRB38F901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6620 | NS      | $336513.07    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTiM CORPORATION                                                                | OPTIM CORP COMMON STOCK                                 | CUSIP: BRG9JP909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $4803.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIEF THERAPEUTICS Holding AG                                                   | RELIEF THERAPEUTICS HOLDING AG COMMON STOCK CHF.01      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      1591 | NS      | $4585.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Mecano AG                                                                | PHOENIX MECANO AG COMMON STOCK CHF1.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |        26 | NS      | $14366.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |     24613 | NS      | $264097.11    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Viridien                                                                         | VIRIDIEN COMMON STOCK EUR1.0                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       305 | NS      | $19198.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashdod Refinery Ltd                                                              | ASHDOD REFINERY LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         1 | NS      | $13.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOZO KEIKAKU ENGINEERING HOLDINGS Inc.                                           | KOZO KEIKAKU ENGINEERING HOLDI COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $31494.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chugoku Electric Power Company Incorporated                                  | CHUGOKU ELECTRIC POWER CO INC/ COMMON STOCK             | CUSIP: 619590003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $70196.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tohokushinsha Film Corporation                                                   | TOHOKUSHINSHA FILM CORP COMMON STOCK                    | CUSIP: 654541903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $12596.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jp-Holdings Inc.                                                                 | JP-HOLDINGS INC COMMON STOCK                            | CUSIP: 654593904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $8193.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morita Holdings Corporation                                                      | MORITA HOLDINGS CORP COMMON STOCK                       | CUSIP: 660274002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $23498.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSSIE BROADBAND LIMITED                                                         | AUSSIE BROADBAND LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9696 | NS      | $25952.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprinet S.P.A.                                                                  | ESPRINET SPA COMMON STOCK NPV                           | CUSIP: B08QZ4908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1505 | NS      | $6766.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scatec ASA                                                                       | SCATEC ASA COMMON STOCK NOK.025                         | CUSIP: BQSSWW906<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      4714 | NS      | $40413.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                       | ZALANDO SE COMMON STOCK                                 | CUSIP: BQV0SV900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7941 | NS      | $283728.54    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morito Co. Ltd.                                                                  | MORITO CO LTD COMMON STOCK                              | CUSIP: 660275900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $9814.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morozoff Limited                                                                 | MOROZOFF LTD COMMON STOCK                               | CUSIP: 660353004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5824.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                                             | TASEKO MINES LTD COMMON STOCK                           | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Long             | EC               | CORP              | CA        |     14009 | NS      | $31542.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corporation                                                                | TELUS CORP COMMON STOCK                                 | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     11051 | NS      | $181022.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TerraVest Industries Inc.                                                        | TERRAVEST INDUSTRIES INC COMMON STOCK                   | CUSIP: 88105G103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       900 | NS      | $110995.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilray Brands Inc.                                                               | TILRAY BRANDS INC COMMON STOCK USD.0001                 | CUSIP: 88688T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       320 | NS      | $137.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Timbercreek Financial Corp.                                                      | TIMBERCREEK FINANCIAL CORP COMMON STOCK                 | CUSIP: 88709B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3996 | NS      | $21401.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Topaz Energy Corp.                                                               | TOPAZ ENERGY CORP COMMON STOCK                          | CUSIP: 89055A203<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5626 | NS      | $103103.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc.                                                        | TOREX GOLD RESOURCES INC COMMON STOCK                   | CUSIP: 891054603<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4238 | NS      | $136063.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Total Energy Services Inc.                                                       | TOTAL ENERGY SERVICES INC COMMON STOCK                  | CUSIP: 89154B102<br>LEI: 549300R3W0R3EV800D58 | Long             | EC               | CORP              | CA        |      1706 | NS      | $12866.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Touchstone Exploration Inc.                                                      | TOUCHSTONE EXPLORATION INC COMMON STOCK                 | CUSIP: 89156L108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10000 | NS      | $2586.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TransAlta Corporation                                                            | TRANSALTA CORP COMMON STOCK                             | CUSIP: 89346D107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14591 | NS      | $142576.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Inc.                                                            | TRANSCONTINENTAL INC COMMON STOCK                       | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |      3692 | NS      | $57518.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| K+S Aktiengesellschaft                                                           | K+S AG COMMON STOCK                                     | CUSIP: ACI00RQT4<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8088 | NS      | $147297.62    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cavotec SA                                                                       | CAVOTEC SA COMMON STOCK CHF1.28                         | CUSIP: ACI00W5H2<br>LEI: 549300W82KU6CIGQP689 | Long             | EC               | CORP              | CH        |      7155 | NS      | $14098.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                                           | BKW AG COMMON STOCK CHF2.5                              | CUSIP: ACI00WIH8<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |       787 | NS      | $166071.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Summerset Group Holdings Limited                                                 | SUMMERSET GROUP HOLDINGS LTD COMMON STOCK               | CUSIP: ACI00Z7I1<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      8725 | NS      | $57532.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni S.p.A.                                                      | UNIPOL ASSICURAZIONI SPA COMMON STOCK                   | CUSIP: ACI01TKW8<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       324 | NS      | $6341.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Convoy Global Holdings Ltd                                                       | CONVOY GLOBAL HOLDINGS LTD COMMON STOCK HKD.1           | CUSIP: BQV6LD904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    630000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lovisa Holdings Limited                                                          | LOVISA HOLDINGS LTD COMMON STOCK                        | CUSIP: BT9PVP903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2905 | NS      | $54929.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli S.p.A.                                                        | BRUNELLO CUCINELLI SPA COMMON STOCK                     | CUSIP: ACI01VLQ5<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      1561 | NS      | $192379.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hugo Boss AG                                                                     | HUGO BOSS AG COMMON STOCK                               | CUSIP: ACI0232I5<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2218 | NS      | $102773.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Takaoka Toko Co. Ltd.                                                            | TAKAOKA TOKO CO LTD COMMON STOCK                        | CUSIP: ACI02EF48<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       470 | NS      | $7273.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoosiers Holdings Co. Ltd.                                                       | HOOSIERS HOLDINGS CO LTD COMMON STOCK                   | CUSIP: ACI055KQ9<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $8279.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                                                            | BURKHALTER HOLDING AG COMMON STOCK CHF.04               | CUSIP: ACI062JC8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       304 | NS      | $47253.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Beteiligungs AG                                                         | DEUTSCHE BETEILIGUNGS AG COMMON STOCK                   | CUSIP: ACI068BL3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       649 | NS      | $18681.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DFS Furniture PLC                                                                | DFS FURNITURE PLC COMMON STOCK GBP.1                    | CUSIP: BTC0LB906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12106 | NS      | $26667.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                                                       | FRIEDRICH VORWERK GROUP SE COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       335 | NS      | $23147.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Lighting Group Limited                                                    | BEACON LIGHTING GROUP LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5713 | NS      | $13092.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Valeo                                                                            | VALEO SE COMMON STOCK EUR1.0                            | CUSIP: BDC5ST904<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |      9633 | NS      | $101455.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Manawa Energy Limited                                                            | MANAWA ENERGY LTD COMMON STOCK                          | CUSIP: BDFT8B900<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      5869 | NS      | $22472.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVT Limited                                                                      | EVT LTD COMMON STOCK                                    | CUSIP: BDG0N4901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3853 | NS      | $40323.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TomTom N.V.                                                                      | TOMTOM NV COMMON STOCK EUR.2                            | CUSIP: B08TZQ903<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2905 | NS      | $15911.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| OPmobility                                                                       | OPMOBILITY COMMON STOCK EUR.5                           | CUSIP: B08V9H907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2771 | NS      | $33813.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AcadeMedia AB (publ)                                                             | ACADEMEDIA AB COMMON STOCK SEK1.0                       | CUSIP: BDHFV6903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      3571 | NS      | $30116.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftwareONE Holding AG                                                           | SOFTWAREONE HOLDING AG COMMON STOCK CHF.01              | CUSIP: BKWD4B904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4748 | NS      | $43558.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fixstars Corporation                                                             | FIXSTARS CORP COMMON STOCK                              | CUSIP: BKXLD6906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $18156.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cash S.A.                                                               | PROSEGUR CASH SA COMMON STOCK EUR.02                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |     13956 | NS      | $12803.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Y.D. More Investments Ltd                                                        | YD MORE INVESTMENTS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1622 | NS      | $9964.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Joyful Honda Co.Ltd.                                                             | JOYFUL HONDA CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $37043.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                                | TAG IMMOBILIEN AG                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      8812 | NS      | $2801.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Energy Company PLC                                                   | DIVERSIFIED ENERGY CO PLC COMMON STOCK GBP.01           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3010 | NS      | $42457.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gamma Communications plc                                                         | GAMMA COMMUNICATIONS PLC COMMON STOCK GBP.0025          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3941 | NS      | $62996.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mortgage Advice Bureau (Holdings) plc                                            | MORTGAGE ADVICE BUREAU HOLDING COMMON STOCK GBP.001     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2499 | NS      | $27421.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| One Software Technologies (O.S.T) Ltd                                            | ONE SOFTWARE TECHNOLOGIES LTD COMMON STOCK ILS.01       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       403 | NS      | $8965.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FP Partner Inc.                                                                  | FP PARTNER INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $4994.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MA Financial Group Ltd                                                           | MA FINANCIAL GROUP LTD COMMON STOCK                     | CUSIP: B092NN901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5766 | NS      | $26683.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco International Development Limited                                          | MELCO INTERNATIONAL DEVELOPMEN COMMON STOCK             | CUSIP: B092QP903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     16000 | NS      | $6799.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| World Co. Ltd.                                                                   | WORLD CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $22636.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vobile Group Limited                                                             | VOBILE GROUP LTD COMMON STOCK USD.000025                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     36000 | NS      | $16542.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| SinterCast AB                                                                    | SINTERCAST AB COMMON STOCK SEK1.0                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1398 | NS      | $16483.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensys Gatso Group AB                                                            | SENSYS GATSO GROUP AB COMMON STOCK NPV                  | CUSIP: N/A<br>LEI: 5493008GYHJL9PWTC395       | Long             | EC               | CORP              | SE        |      2799 | NS      | $12246.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group NV/SA                                                                 | ELIA GROUP SA/NV COMMON STOCK                           | CUSIP: B09M9F900<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      1489 | NS      | $158098.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Hiab Oyj                                                                         | HIAB OYJ COMMON STOCK                                   | CUSIP: B09M9L907<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |      1496 | NS      | $80565.77     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MARR S.P.A.                                                                      | MARR SPA COMMON STOCK EUR.5                             | CUSIP: B0B87F900<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1316 | NS      | $14284.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS S.A.                                                                    | NOS SGPS SA COMMON STOCK EUR.01                         | CUSIP: B0B9GS900<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |      9949 | NS      | $43587.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenyard NV                                                                     | GREENYARD NV COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BE        |       986 | NS      | $7972.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ion Beam Applications S.A.                                                       | ION BEAM APPLICATIONS COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493002RVRZ1S3CPUI26       | Long             | EC               | CORP              | BE        |      1069 | NS      | $14714.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Towers plc                                                                | HELIOS TOWERS PLC COMMON STOCK GBP.01                   | CUSIP: BJVQC7909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     34536 | NS      | $55870.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DaikyoNishikawa Corporation                                                      | DAIKYONISHIKAWA CORP COMMON STOCK                       | CUSIP: BJVSF2903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $5360.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Marine Services PLC                                                         | GULF MARINE SERVICES PLC COMMON STOCK GBP.02            | CUSIP: BJVWTM905<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     34829 | NS      | $9308.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bufab AB                                                                         | BUFAB AB COMMON STOCK SEK.0029                          | CUSIP: BJZ2Z0908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      6030 | NS      | $52580.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Travis Perkins plc                                                               | TRAVIS PERKINS PLC COMMON STOCK GBP.112051              | CUSIP: BK9RKT902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8824 | NS      | $75709.73     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Saga plc                                                                         | SAGA PLC COMMON STOCK GBP.15                            | CUSIP: BLT1Y0903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3996 | NS      | $7729.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS Group AG                                                                     | SFS GROUP AG COMMON STOCK CHF.1                         | CUSIP: BLWF8B903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       771 | NS      | $109341.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Card Factory plc                                                                 | CARD FACTORY PLC COMMON STOCK                           | CUSIP: BLY2F7901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13902 | NS      | $17858.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                                 | GEORG FISCHER AG COMMON STOCK CHF1.0                    | CUSIP: BM8J5G902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3392 | NS      | $271444.24    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion Plc                                                            | JD SPORTS FASHION PLC COMMON STOCK GBP.0005             | CUSIP: BM8Q5M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    115124 | NS      | $130565.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tuas Limited                                                                     | TUAS LTD COMMON STOCK                                   | CUSIP: BM94P7902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7995 | NS      | $29955.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BandM European Value Retail S.A.                                                 | BandM EUROPEAN VALUE RETAIL SA COMMON STOCK GBP.1       | CUSIP: BMTRW1904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6401 | NS      | $29533.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medacta Group SA                                                                 | MEDACTA GROUP SA COMMON STOCK CHF.1                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       325 | NS      | $53396.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oeneo                                                                            | OENEO SA COMMON STOCK EUR1.0                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1270 | NS      | $13587.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aubay                                                                            | AUBAY COMMON STOCK EUR.5                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       300 | NS      | $17372.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBo Territoria                                                                   | CBO TERRITORIA COMMON STOCK EUR1.32                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      3063 | NS      | $13181.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Breedon Group PLC                                                                | BREEDON GROUP PLC COMMON STOCK GBP.01                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     12446 | NS      | $76410.66     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M Yochananof and Sons Ltd                                                        | M YOCHANANOF and SONS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       170 | NS      | $13071.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild S.P.A.                                                                   | WEBUILD SPA COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |     22930 | NS      | $93551.28     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferretti S.P.A.                                                                  | FERRETTI SPA COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      4844 | NS      | $15745.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Tre Holdings Corporation                                                         | TRE HOLDINGS CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1676 | NS      | $15564.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| People Dreams and Technologies Group Co. Ltd.                                    | PEOPLE DREAMS and TECHNOLOGIES G COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $29555.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUKA FURUSATO Corporation                                                      | MARUKA FURUSATO CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       853 | NS      | $13444.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medikit Co.Ltd.                                                                  | MEDIKIT CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $24295.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medley Inc.                                                                      | MEDLEY INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $25099.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OKEA ASA                                                                         | OKEA ASA COMMON STOCK NOK.1                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      3280 | NS      | $5416.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORBIT ASA                                                                       | NORBIT ASA COMMON STOCK NOK.1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      1195 | NS      | $22301.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LINK Mobility Group Holding ASA                                                  | LINK MOBILITY GROUP HOLDING AS COMMON STOCK NOK.005     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      7402 | NS      | $18260.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Storskogen Group AB                                                              | STORSKOGEN GROUP AB COMMON STOCK SEK.0005               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     59808 | NS      | $68339.81     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexatronic Group AB                                                              | HEXATRONIC GROUP AB COMMON STOCK SEK.05                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      6818 | NS      | $18590.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuso Chemical Co.Ltd.                                                            | FUSO CHEMICAL CO LTD COMMON STOCK                       | CUSIP: 634771901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $23909.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| F.M.S Enterprises Migun Ltd.                                                     | FMS ENTERPRISES MIGUN LTD COMMON STOCK ILS1.0           | CUSIP: 634777908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       216 | NS      | $10486.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Formula Systems (1985) Ltd.                                                      | FORMULA SYSTEMS 1985 LTD COMMON STOCK ILS1.0            | CUSIP: 634842900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        56 | NS      | $5974.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFT99corporation                                                                | SOFT99 CORP COMMON STOCK                                | CUSIP: 635185903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $21300.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightoil Petroleum (Holdings) Limited                                           | BRIGHTOIL PETROLEUM HOLDINGS COMMON STOCK HKD.025       | CUSIP: 635207905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    563000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Falco Holdings Co. Ltd.                                                          | FALCO HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 635485907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $19211.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujicco Co. Ltd.                                                                 | FUJICCO CO LTD COMMON STOCK                             | CUSIP: 635511009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $8952.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arealink Co.Ltd.                                                                 | AREALINK CO LTD COMMON STOCK                            | CUSIP: 665409900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $14813.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSG Corporation                                                                  | OSG CORP COMMON STOCK                                   | CUSIP: 665562005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $52632.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohba Co.Ltd.                                                                     | OHBA CO LTD COMMON STOCK                                | CUSIP: 665642906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $7817.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Ogaki Kyoritsu Bank Ltd.                                                     | OGAKI KYORITSU BANK LTD/THE COMMON STOCK                | CUSIP: 665648002<br>LEI: 549300M5X5T6C27W3H96 | Long             | EC               | CORP              | JP        |      1700 | NS      | $29547.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Helia Group Limited                                                              | HELIA GROUP LTD COMMON STOCK                            | CUSIP: ACI08GHD5<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13098 | NS      | $43916.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri S.p.A.                                                               | FINCANTIERI SPA COMMON STOCK                            | CUSIP: ACI08NDN2<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      4620 | NS      | $82573.86     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FDM Group (Holdings) plc                                                         | FDM GROUP HOLDINGS PLC COMMON STOCK GBP.01              | CUSIP: ACI08P274<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3584 | NS      | $10975.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD N.V.                                                                        | IMCD NV COMMON STOCK EUR.16                             | CUSIP: ACI08PVG2<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2582 | NS      | $350942.74    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Scales Corporation Limited                                                       | SCALES CORP LTD COMMON STOCK                            | CUSIP: ACI08TQT2<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      5662 | NS      | $15186.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bystronic AG                                                                     | BYSTRONIC AG COMMON STOCK CHF2.0                        | CUSIP: ACI08V5B9<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        71 | NS      | $29746.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                                               | AKER SOLUTIONS ASA COMMON STOCK NOK1.08                 | CUSIP: ACI098RP4<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     10624 | NS      | $34680.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Feed One Co. Ltd.                                                                | FEED ONE CO LTD COMMON STOCK                            | CUSIP: ACI099JT3<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1308 | NS      | $8803.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Kiraboshi Financial Group Inc.                                             | TOKYO KIRABOSHI FINANCIAL GROU COMMON STOCK             | CUSIP: ACI099KB0<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1158 | NS      | $45203.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                                                        | INWIDO AB COMMON STOCK SEK4.0                           | CUSIP: ACI09H8S9<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2416 | NS      | $53134.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RAI Way SpA                                                                      | RAI WAY SPA COMMON STOCK NPV                            | CUSIP: ACI09Y274<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      4826 | NS      | $32343.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hour Glass Limited                                                           | HOUR GLASS LTD/THE COMMON STOCK                         | CUSIP: ACI09ZVM6<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     14600 | NS      | $18127.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iFAST Corporation Ltd.                                                           | IFAST CORP LTD COMMON STOCK                             | CUSIP: ACI0B5VX5<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4700 | NS      | $23548.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Super Markets Holdings Inc.                                               | UNITED SUPER MARKETS HOLDINGS COMMON STOCK              | CUSIP: ACI0BNTQ4<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4336 | NS      | $27274.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARB Corporation Limited                                                          | ARB CORP LTD COMMON STOCK                               | CUSIP: ACI0BX1F6<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3752 | NS      | $74894.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc.                                                            | MACNICA HOLDINGS INC COMMON STOCK                       | CUSIP: ACI0BXWY1<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $83275.06     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intershop Holding AG                                                             | INTERSHOP HOLDING AG COMMON STOCK CHF2.0                | CUSIP: ACI0C46M9<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       260 | NS      | $44018.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| mobilezone holding ag                                                            | MOBILEZONE HOLDING AG COMMON STOCK CHF.01               | CUSIP: ACI0CBSQ0<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1807 | NS      | $25648.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                                                 | ZEHNDER GROUP AG COMMON STOCK CHF.05                    | CUSIP: ACI0CCGM0<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       328 | NS      | $25370.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Plazza AG                                                                        | PLAZZA AG COMMON STOCK CHF.5                            | CUSIP: ACI0D4LX7<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       106 | NS      | $49312.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GRENKE AG                                                                        | GRENKE AG COMMON STOCK                                  | CUSIP: ACI0DPF58<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1108 | NS      | $17515.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kainos Group plc                                                                 | KAINOS GROUP PLC COMMON STOCK GBP.005                   | CUSIP: ACI0F35Q0<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4339 | NS      | $42779.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avio S.p.A.                                                                      | AVIO SPA COMMON STOCK                                   | CUSIP: ACI0FJF19<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       629 | NS      | $15237.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stratec SE                                                                       | STRATEC SE COMMON STOCK                                 | CUSIP: ACI0GDQY7<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       407 | NS      | $13028.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Financial Group Inc.                                                      | KYUSHU FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: ACI0GQT58<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $50731.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Norcros plc                                                                      | NORCROS PLC COMMON STOCK GBP.1                          | CUSIP: ACI0GVMR6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5040 | NS      | $17587.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                                 | DOMETIC GROUP AB COMMON STOCK                           | CUSIP: ACI0J3KZ9<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     10895 | NS      | $42178.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IVE Group Limited                                                                | IVE GROUP LTD COMMON STOCK                              | CUSIP: ACI0JHJZ0<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4146 | NS      | $6811.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walliser Kantonalbank                                                            | WALLISER KANTONALBANK COMMON STOCK CHF10.0              | CUSIP: ACI0K1ZQ5<br>LEI: 549300YI34DX51LRGS71 | Long             | EC               | CORP              | CH        |       548 | NS      | $85928.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AddLife AB                                                                       | ADDLIFE AB COMMON STOCK SEK2.037                        | CUSIP: ACI0KST67<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |      5214 | NS      | $100289.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Zueblin Immobilien Holding AG                                                    | ZUEBLIN IMMOBILIEN HOLDING AG COMMON STOCK CHF22.5      | CUSIP: ACI0L1YY8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       198 | NS      | $8943.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORM plc                                                                         | TORM PLC COMMON STOCK USD.01                            | CUSIP: ACI0LPHJ7<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2357 | NS      | $39442.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Bell Food Group AG                                                               | BELL FOOD GROUP AG COMMON STOCK CHF.5                   | CUSIP: ACI0M3F99<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        89 | NS      | $28386.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tivoli A/S                                                                       | TIVOLI A/S COMMON STOCK DKK10.0                         | CUSIP: ACI0M3KD4<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       228 | NS      | $21383.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BW Offshore Limited                                                              | BW OFFSHORE LTD COMMON STOCK USD.5                      | CUSIP: ACI0R63P4<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      2727 | NS      | $8974.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale de Geneve SA                                                    | BANQUE CANTONALE DE GENEVE COMMON STOCK CHF50.0         | CUSIP: ACI0S7488<br>LEI: 549300ZEFUWWFTP7BA50 | Long             | EC               | CORP              | CH        |        75 | NS      | $22070.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BFF Bank S.p.A                                                                   | BFF BANK SPA COMMON STOCK NPV                           | CUSIP: ACI0T9D42<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      7984 | NS      | $82414.29     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO1 Group SE                                                                   | AUTO1 GROUP SE COMMON STOCK                             | CUSIP: ACI1VFC77<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1631 | NS      | $43733.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Martens PLC                                                                  | DR MARTENS PLC COMMON STOCK                             | CUSIP: ACI1VG292<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     29266 | NS      | $23504.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI EAFE 0625                                                                   | MSCI EAFE 0625                                          | CUSIP: ADI2RGMR1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         8 | NC      | $41802.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lycopodium Limited                                                               | LYCOPODIUM LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1468 | NS      | $10217.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus                                                                         | PROXIMUS COMMON STOCK                                   | CUSIP: B00D9P907<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      5712 | NS      | $49832.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesnara plc                                                                     | CHESNARA PLC COMMON STOCK GBP.05                        | CUSIP: B00FPT906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7220 | NS      | $27451.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Basilea Pharmaceutica AG Allschwil                                               | BASILEA PHARMACEUTICA AG ALLSC COMMON STOCK CHF1.0      | CUSIP: B00FX5909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       478 | NS      | $26300.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| McMillan Shakespeare Limited                                                     | MCMILLAN SHAKESPEARE LTD COMMON STOCK                   | CUSIP: B00G1Q906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2810 | NS      | $28279.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Solomon Systech (International) Limited                                          | SOLOMON SYSTECH INTERNATIONAL COMMON STOCK HKD.1        | CUSIP: B00G56906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     94000 | NS      | $4945.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestjysk Bank A/S                                                                | VESTJYSK BANK A/S COMMON STOCK DKK1.0                   | CUSIP: B00HQS903<br>LEI: 549300B65M1U9FENOW23 | Long             | EC               | CORP              | DK        |     16999 | NS      | $12127.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grafton Group Public Limited Company                                             | GRAFTON GROUP PLC UNIT EUR.05                           | CUSIP: B00MZ4905<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7687 | NS      | $104826.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Karoon Energy Ltd                                                                | KAROON ENERGY LTD COMMON STOCK                          | CUSIP: B00SV0904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34995 | NS      | $37548.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mcj Co. Ltd.                                                                     | MCJ CO LTD COMMON STOCK                                 | CUSIP: B00TL4905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $30163.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nick Scali Limited                                                               | NICK SCALI LTD COMMON STOCK                             | CUSIP: B00VZV905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4004 | NS      | $49339.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraca Inc.                                                                      | PARACA INC COMMON STOCK                                 | CUSIP: B03YXP901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7569.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fj Next Holdings Co. Ltd.                                                        | FJ NEXT HOLDINGS CO LTD COMMON STOCK                    | CUSIP: B0406Q902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $6802.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellnet Corporation                                                              | WELLNET CORP COMMON STOCK                               | CUSIP: B045FZ901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $6697.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Stream Limited                                                           | SERVICE STREAM LTD COMMON STOCK                         | CUSIP: B04KLG903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     31393 | NS      | $36703.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mesoblast Limited                                                                | MESOBLAST LTD COMMON STOCK                              | CUSIP: B04SF4900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13660 | NS      | $14943.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                     | GRAINGER PLC COMMON STOCK GBP.05                        | CUSIP: B04V12902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     32442 | NS      | $97326.29     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Automotive ASA                                                         | KONGSBERG AUTOMOTIVE ASA COMMON STOCK NOK1.0            | CUSIP: B04VNK908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     53380 | NS      | $8447.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Maurel et Prom                                                    | ETABLISSEMENTS MAUREL ET PROM COMMON STOCK EUR.77       | CUSIP: B05DY7904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3197 | NS      | $17370.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI N.V.                                                                         | OCI NV COMMON STOCK EUR.02                              | CUSIP: BD4TZK902<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      6492 | NS      | $56444.08     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corporacion S.A.                                                          | REDEIA CORP SA COMMON STOCK EUR.5                       | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      2941 | NS      | $60842.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenveagh Properties Public Limited Company                                      | GLENVEAGH PROPERTIES PLC COMMON STOCK EUR.001           | CUSIP: BD6JX5907<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     22204 | NS      | $45324.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Avon Technologies PLC                                                            | AVON TECHNOLOGIES PLC COMMON STOCK GBP1.0               | CUSIP: 006670004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2184 | NS      | $51664.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADENTRA Inc.                                                                     | ADENTRA INC COMMON STOCK                                | CUSIP: 00686A108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1022 | NS      | $19287.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investore Property Limited                                                       | INVESTORE PROPERTY LTD COMMON STOCK                     | CUSIP: BD6K21907<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     23605 | NS      | $16229.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion S.A.                                                          | GESTAMP AUTOMOCION SA COMMON STOCK EUR.5                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |      6252 | NS      | $20805.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aecon Group Inc.                                                                 | AECON GROUP INC COMMON STOCK                            | CUSIP: 00762V109<br>LEI: 549300VROCXVWXFR8B83 | Long             | EC               | CORP              | CA        |      3001 | NS      | $41242.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd.                                                                       | AEGON LTD NY REG SHRS                                   | CUSIP: 0076CA104<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |      9198 | NS      | $66133.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamux Corporation                                                                | KAMUX CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      3008 | NS      | $6755.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Oceania Healthcare Limited                                                       | OCEANIA HEALTHCARE LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     36101 | NS      | $13556.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Formpipe Software AB                                                             | FORMPIPE SOFTWARE AB COMMON STOCK SEK.1                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      3671 | NS      | $10080.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corporation                                                                 | FUJI CORP/MIYAGI COMMON STOCK                           | CUSIP: 616354908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7191.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danel (Adir Yehoshua) Ltd.                                                       | DANEL ADIR YEOSHUA LTD COMMON STOCK ILS1.0              | CUSIP: 625343900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       218 | NS      | $25134.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dts Corporation                                                                  | DTS CORP COMMON STOCK                                   | CUSIP: 625569900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $54868.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Harvests Limited                                                          | SELECT HARVESTS LTD COMMON STOCK                        | CUSIP: 626072904<br>LEI: 549300JZYUFVKN0L4E13 | Long             | EC               | CORP              | AU        |      5950 | NS      | $17863.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Galil Industries Ltd                                                       | DELTA GALIL LTD COMMON STOCK ILS1.0                     | CUSIP: 626202907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       335 | NS      | $16928.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dkk Co. Ltd.                                                                     | DENKI KOGYO CO LTD COMMON STOCK                         | CUSIP: 626260004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5245.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiseki Co. Ltd.                                                                 | DAISEKI CO LTD COMMON STOCK                             | CUSIP: 626316905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2080 | NS      | $50838.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Denyo Co. Ltd.                                                                   | DENYO CO LTD COMMON STOCK                               | CUSIP: 626377006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13026.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Automotive Systems Ltd.                                                    | DELEK AUTOMOTIVE SYSTEMS LTD COMMON STOCK ILS1.0        | CUSIP: 626630909<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2027 | NS      | $15671.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dickson Concepts (International) Limited                                         | DICKSON CONCEPTS INTERNATIONAL COMMON STOCK HKD.3       | CUSIP: 626685903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     15000 | NS      | $13237.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomedia Ltd                                                                    | INFOMEDIA LTD COMMON STOCK                              | CUSIP: 626809909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16624 | NS      | $12948.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakanishi Inc.                                                                   | NAKANISHI INC COMMON STOCK                              | CUSIP: 627107907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $40216.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cybozu Inc.                                                                      | CYBOZU INC COMMON STOCK                                 | CUSIP: 627792906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $28315.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowa Holdings Co. Ltd.                                                           | DOWA HOLDINGS CO LTD COMMON STOCK                       | CUSIP: 627830003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $72740.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GronlandsBANKEN aktieselskab                                                     | GRONLANDSBANKEN A/S COMMON STOCK DKK100.0               | CUSIP: 439109901<br>LEI: 549300EQF6IH6OIAYL40 | Long             | EC               | CORP              | GL        |       235 | NS      | $27365.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| San-A Co.Ltd.                                                                    | SAN-A CO LTD COMMON STOCK                               | CUSIP: 628068900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $39117.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Giordano International Limited                                                   | GIORDANO INTERNATIONAL LTD COMMON STOCK HKD.05          | CUSIP: 628204901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     43708 | NS      | $8080.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guerbet                                                                          | GUERBET COMMON STOCK EUR1.0                             | CUSIP: 439515008<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       181 | NS      | $4141.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H+H International A/S                                                            | H+H INTERNATIONAL A/S COMMON STOCK DKK1.0               | CUSIP: 439960907<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       419 | NS      | $8601.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                                        | FORVIA SE COMMON STOCK EUR7.0                           | CUSIP: 440044907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6391 | NS      | $60038.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Miyaji Engineering GroupInc.                                                     | MIYAJI ENGINEERING GROUP INC COMMON STOCK               | CUSIP: 668755903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13940.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezion Holdings Limited                                                           | EZION HOLDINGS LTD COMMON STOCK                         | CUSIP: 628606907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1126020 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ansell Limited                                                                   | ANSELL LTD COMMON STOCK                                 | CUSIP: 628661001<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |      5901 | NS      | $120003.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabtesco Corporation                                                             | NABTESCO CORP COMMON STOCK                              | CUSIP: 668757909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $82414.16     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freightways Group Limited                                                        | FREIGHTWAYS GROUP LTD COMMON STOCK                      | CUSIP: 668798903<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      6379 | NS      | $41325.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tv Asahi Holdings Corporation                                                    | TV ASAHI HOLDINGS CORP COMMON STOCK                     | CUSIP: 628741902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $18074.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Corp Group Limited                                                        | CREDIT CORP GROUP LTD COMMON STOCK                      | CUSIP: 628765901<br>LEI: 549300JCSY6XG1L4WB90 | Long             | EC               | CORP              | AU        |      3240 | NS      | $28649.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Investments Limited                                                      | PREMIER INVESTMENTS LTD COMMON STOCK                    | CUSIP: 669978009<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4331 | NS      | $57071.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Foods IndustryInc.                                                         | EBARA FOODS INDUSTRY INC COMMON STOCK                   | CUSIP: 670087907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $14251.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Kogyo Co. Ltd.                                                             | PRESS KOGYO CO LTD COMMON STOCK                         | CUSIP: 670100007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $11043.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| dip Corporation                                                                  | DIP CORP COMMON STOCK                                   | CUSIP: 671407906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $26385.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Fok Corporation Limited                                                     | HONG FOK CORP LTD COMMON STOCK                          | CUSIP: 628791907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     26036 | NS      | $15220.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMADA Consulting Group Co.Ltd.                                                  | YAMADA CONSULTING GROUP CO LTD COMMON STOCK             | CUSIP: 628798902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $13166.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tocalo Co. Ltd.                                                                  | TOCALO CO LTD COMMON STOCK                              | CUSIP: 671497907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $29707.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co. Ltd.                                                             | RAITO KOGYO CO LTD COMMON STOCK                         | CUSIP: 672100005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $35968.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cawachi Limited                                                                  | CAWACHI LTD COMMON STOCK                                | CUSIP: 628978900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $9758.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Century Regional Developments Limited                                    | PACIFIC CENTURY REGIONAL DEVEL COMMON STOCK             | CUSIP: 629063900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     52900 | NS      | $15390.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcs Company Limited                                                             | ARCS CO LTD COMMON STOCK                                | CUSIP: 672193901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1684 | NS      | $33448.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Challenger Limited                                                               | CHALLENGER LTD COMMON STOCK                             | CUSIP: 672630902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22082 | NS      | $108352.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NFI Group Inc.                                                                   | NFI GROUP INC COMMON STOCK                              | CUSIP: 62910L102<br>LEI: 549300VX6QRAVXOXZW59 | Long             | EC               | CORP              | CA        |      4678 | NS      | $53108.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanemi Co. Ltd.                                                                  | KANEMI CO LTD COMMON STOCK                              | CUSIP: 629223900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $15714.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Katitas Co. Ltd                                                                  | KATITAS CO LTD COMMON STOCK                             | CUSIP: 672664901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $33564.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ten Sixty Four Limited                                                           | TEN SIXTY FOUR LTD COMMON STOCK                         | CUSIP: 672716909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     77809 | NS      | $4288.31      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upbest Group Limited                                                             | UPBEST GROUP LTD COMMON STOCK HKD.01                    | CUSIP: 629231903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      8000 | NS      | $701.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Sports Co.Ltd.                                                           | CENTRAL SPORTS CO LTD COMMON STOCK                      | CUSIP: 629324906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $16751.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheon Automatic Machinery Co. Ltd.                                               | RHEON AUTOMATIC MACHINERY CO L COMMON STOCK             | CUSIP: 673261004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $7512.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Software Service Inc.                                                            | SOFTWARE SERVICE INC COMMON STOCK                       | CUSIP: 673431904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $53955.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Healthcare Limited                                                         | REGIS HEALTHCARE LTD COMMON STOCK                       | CUSIP: 629329905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6568 | NS      | $34527.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Trim Co. Ltd.                                                              | NIHON TRIM CO LTD COMMON STOCK                          | CUSIP: 630549905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $8210.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Ehime Bank Ltd.                                                              | EHIME BANK LTD/THE COMMON STOCK                         | CUSIP: 630702009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1450 | NS      | $10310.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrov Properties and Lodgings Ltd.                                               | ALROV PROPERTIES AND LODGINGS COMMON STOCK ILS1.0       | CUSIP: 630800902<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       959 | NS      | $52292.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| C and C Group Public Limited Company                                             | C+C GROUP PLC COMMON STOCK EUR.01                       | CUSIP: B010DT901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     17044 | NS      | $37030.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Imerys S.A.                                                                      | IMERYS SA COMMON STOCK EUR2.0                           | CUSIP: B011GL903<br>LEI: 54930075MZSSIB2TGC64 | Long             | EC               | CORP              | FR        |      1696 | NS      | $56497.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Reject Shop Limited                                                          | REJECT SHOP LTD/T NEW SHARES COMMON STOCK               | CUSIP: B0126H901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6750 | NS      | $28834.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                                            | PSP SWISS PROPERTY AG COMMON STOCK CHF.1                | CUSIP: B01287901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1919 | NS      | $337763.63    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Marshalls PLC                                                                    | MARSHALLS PLC COMMON STOCK GBP.25                       | CUSIP: B012BV904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10086 | NS      | $37982.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group plc                                                               | HALFORDS GROUP PLC COMMON STOCK GBP.01                  | CUSIP: B012TP908<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |     10065 | NS      | $22735.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Em Systems Co.Ltd.                                                               | EM SYSTEMS CO LTD COMMON STOCK                          | CUSIP: 630945905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $9439.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Denka Company Limited                                                            | DENKA CO LTD COMMON STOCK                               | CUSIP: 630982007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $51245.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI-ICHI CUTTER KOGYO K.K.                                                       | DAI-ICHI CUTTER KOGYO KK COMMON STOCK                   | CUSIP: B0131R902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $11141.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orell Fuessli AG                                                                 | ORELL FUESSLI AG COMMON STOCK CHF1.0                    | CUSIP: B014DP901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       123 | NS      | $14264.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weathernews Inc.                                                                 | WEATHERNEWS INC COMMON STOCK                            | CUSIP: 631176906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $16575.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mec Company Ltd.                                                                 | MEC CO LTD COMMON STOCK                                 | CUSIP: 631540903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $14333.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anabuki Kosan Inc.                                                               | ANABUKI KOSAN INC COMMON STOCK                          | CUSIP: B015P2906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8960.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altamir                                                                          | ALTAMIR COMMON STOCK EUR6.0                             | CUSIP: B1YJJ5908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3169 | NS      | $101480.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brickworks Limited                                                               | BRICKWORKS LTD COMMON STOCK                             | CUSIP: 631559903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3568 | NS      | $63245.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| St Barbara Limited                                                               | ST BARBARA LTD COMMON STOCK                             | CUSIP: 631707007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61954 | NS      | $13273.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Realia Business S.A.                                                             | REALIA BUSINESS SA COMMON STOCK EUR.24                  | CUSIP: B1YJJX006<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     15615 | NS      | $16439.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Personal Finance plc                                               | INTERNATIONAL PERSONAL FINANCE COMMON STOCK GBP.1       | CUSIP: B1YKG0909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8675 | NS      | $18914.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Holdings Limited                                                             | EQT HOLDINGS LTD COMMON STOCK                           | CUSIP: 631962909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1174 | NS      | $23903.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyflux Ltd                                                                       | HYFLUX LTD COMMON STOCK                                 | CUSIP: 632005906<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    154800 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fuller Smith and Turner P.L.C.                                                   | FULLER SMITH and TURNER PLC COMMON STOCK GBP.4          | CUSIP: B1YPC3906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       975 | NS      | $8280.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Almirall SA                                                                      | ALMIRALL SA COMMON STOCK EUR.12                         | CUSIP: B1YY66907<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      3275 | NS      | $41514.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                                                         | TOWER SEMICONDUCTOR LTD COMMON STOCK ILS15.0            | CUSIP: 632060901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $25.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezaki Glico Co. Ltd.                                                             | EZAKI GLICO CO LTD COMMON STOCK                         | CUSIP: 632770004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $44981.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapsch TrafficCom AG                                                             | KAPSCH TRAFFICCOM AG COMMON STOCK                       | CUSIP: B1Z4QP908<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      2742 | NS      | $23058.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Daetwyler Holding AG                                                             | DAETWYLER HOLDING AG COMMON STOCK CHF.05                | CUSIP: B1Z4WD908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       307 | NS      | $44095.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU-SHOKUHIN Co. Ltd.                                                         | ITOCHU-SHOKUHIN CO LTD COMMON STOCK                     | CUSIP: 632785903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $13870.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clinuvel Pharmaceuticals Limited                                                 | CLINUVEL PHARMACEUTICALS LTD COMMON STOCK               | CUSIP: 632840906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2055 | NS      | $14274.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella International Holdings Limited                                            | STELLA INTERNATIONAL HOLDINGS COMMON STOCK HKD.1        | CUSIP: B1Z656908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     21500 | NS      | $38354.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Sunsine Chemical Holdings Ltd.                                             | CHINA SUNSINE CHEMICAL HOLDING COMMON STOCK             | CUSIP: B1Z81H904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     30900 | NS      | $13274.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FP Corporation                                                                   | FP CORP COMMON STOCK                                    | CUSIP: 632994000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $46821.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lintec Corporation                                                               | LINTEC CORP COMMON STOCK                                | CUSIP: 633008008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $33686.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Consortium International Limited                                        | FAR EAST CONSORTIUM INTERNATIO COMMON STOCK HKD.1       | CUSIP: 633155908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    125275 | NS      | $15020.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| F.C.C. Co. Ltd.                                                                  | FCC CO LTD COMMON STOCK                                 | CUSIP: 633286901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $29277.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nufarm Limited                                                                   | NUFARM LTD COMMON STOCK                                 | CUSIP: 633533906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23478 | NS      | $36063.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibusawa Logistics Corporation                                                  | SHIBUSAWA LOGISTICS CORP COMMON STOCK                   | CUSIP: 680428000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $8152.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Kasei Holdings Corporation                                               | SHIKOKU KASEI HOLDINGS CORP COMMON STOCK                | CUSIP: 680430006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13399.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikibo Ltd.                                                                     | SHIKIBO LTD COMMON STOCK                                | CUSIP: 680432002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $8043.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YONDENKO CORPORATION                                                             | YONDENKO CORP COMMON STOCK                              | CUSIP: 680443009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $11709.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinagawa Refractories Co.Ltd.                                                   | SHINAGAWA REFRACTORIES CO LTD COMMON STOCK              | CUSIP: 680446002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $15140.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinmaywa Industries Ltd.                                                        | SHINMAYWA INDUSTRIES LTD COMMON STOCK                   | CUSIP: 680448008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $23427.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shindengen Electric Manufacturing Co. Ltd.                                       | SHINDENGEN ELECTRIC MANUFACTUR COMMON STOCK             | CUSIP: 680454006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $4146.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Systemair AB                                                                     | SYSTEMAIR AB COMMON STOCK SEK.25                        | CUSIP: B287X7901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      4252 | NS      | $39535.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jinushi Co. Ltd.                                                                 | JINUSHI CO LTD COMMON STOCK                             | CUSIP: B28BWW908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $13253.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Sangyo Co. Ltd.                                                            | SHOWA SANGYO CO LTD COMMON STOCK                        | CUSIP: 680560000<br>LEI: 549300JPYQ7YV93EU469 | Long             | EC               | CORP              | JP        |       700 | NS      | $14061.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Polymer Co. Ltd.                                                       | SHIN-ETSU POLYMER CO LTD COMMON STOCK                   | CUSIP: 680570009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $22115.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtrom Group Ltd.                                                               | ASHTROM GROUP LTD COMMON STOCK                          | CUSIP: BN5SBF908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $8.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentrack Group Limited                                                           | GENTRACK GROUP LTD COMMON STOCK                         | CUSIP: BN65GC909<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      3771 | NS      | $26835.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRY AB                                                                          | AFRY AB COMMON STOCK SEK2.5                             | CUSIP: BN791J901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      4297 | NS      | $76053.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Lagonda Global Holdings plc                                         | ASTON MARTIN LAGONDA GLOBAL HO COMMON STOCK GBP.1       | CUSIP: BN7CG2905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11597 | NS      | $13171.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Solaria Energia y Medio Ambiente S.A.                                            | SOLARIA ENERGIA Y MEDIO AMBIEN COMMON STOCK EUR.01      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |      2740 | NS      | $23661.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| PPHE Hotel Group Limited                                                         | PPHE HOTEL GROUP LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      1030 | NS      | $20758.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Nippon Air Technologies Co. Ltd.                                            | SHIN NIPPON AIR TECHNOLOGIES C COMMON STOCK             | CUSIP: 680592003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12391.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shima Seiki Mfg. Ltd.                                                            | SHIMA SEIKI MANUFACTURING LTD COMMON STOCK              | CUSIP: 680600004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $8519.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palarm Industries (1990) Ltd.                                                    | PALRAM INDUSTRIES 1990 LTD COMMON STOCK ILS1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       428 | NS      | $9875.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Israel Brands Ltd                                                          | DELTA ISRAEL BRANDS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       310 | NS      | $7442.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S Foods Inc.                                                                     | S FOODS INC COMMON STOCK                                | CUSIP: 683858906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $12664.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OR Royalties Inc.                                                                | OR ROYALTIES INC COMMON STOCK                           | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      6283 | NS      | $160560.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiho Facility Works Ltd.                                                        | MEIHO FACILITY WORKS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $2629.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serko Limited                                                                    | SERKO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      8468 | NS      | $15208.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Micronics Co. Ltd.                                                          | STAR MICRONICS CO LTD COMMON STOCK                      | CUSIP: 684152002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $17659.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starts Corporation Inc.                                                          | STARTS CORP INC COMMON STOCK                            | CUSIP: 684191901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $44033.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Espec Corp.                                                                      | ESPEC CORP COMMON STOCK                                 | CUSIP: 686965005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $15423.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tadano Ltd.                                                                      | TADANO LTD COMMON STOCK                                 | CUSIP: 686972001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $31309.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tachibana Eletech Co. Ltd.                                                       | TACHIBANA ELETECH CO LTD COMMON STOCK                   | CUSIP: 686977000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $10599.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tai Cheung Holdings Limited                                                      | TAI CHEUNG HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: 686985003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     34000 | NS      | $13863.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Standard Co. Ltd.                                                         | TAKARA STANDARD CO LTD COMMON STOCK                     | CUSIP: 687090001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $25598.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamron Co. Ltd.                                                                  | TAMRON CO LTD COMMON STOCK                              | CUSIP: 687102004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $35875.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamura Corporation                                                               | TAMURA CORP COMMON STOCK                                | CUSIP: 687104000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $7455.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Holdings Co. Ltd.                                                          | TAIYO HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 687178004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $77984.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Objective Corporation Limited                                                    | OBJECTIVE CORP LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1420 | NS      | $17599.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duniec Brothers Ltd                                                              | DUNIEC BROTHERS LTD COMMON STOCK ILS1.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       296 | NS      | $16972.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXYZ CO.Ltd.                                                                     | AXYZ CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $11106.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FandM Co.Ltd.                                                                    | FandM CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $10546.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oricon Inc.                                                                      | ORICON INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $7004.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Systems Inc.                                                                 | JFE SYSTEMS INC COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $23376.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Electric Power Company Incorporated                                      | SHIKOKU ELECTRIC POWER CO INC COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7800 | NS      | $63202.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEA ConsultantsInc.                                                             | IDEA CONSULTANTS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $5868.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI KENSETSU CORPORATION                                                     | DAIICHI KENSETSU CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $8049.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Business Engineering Corporation                                                 | BUSINESS ENGINEERING CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $10011.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Forval Corporation                                                               | FORVAL CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $14299.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sbi Global Asset Management Co. Ltd.                                             | SBI GLOBAL ASSET MANAGEMENT CO COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $6395.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Badger Infrastructure Solutions Ltd.                                             | BADGER INFRASTRUCTURE SOLUTION COMMON STOCK             | CUSIP: 056533102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1758 | NS      | $57146.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McBride plc                                                                      | MCBRIDE PLC COMMON STOCK GBP.1                          | CUSIP: 057463903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7296 | NS      | $14704.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballard Power Systems Inc.                                                       | BALLARD POWER SYSTEMS INC COMMON STOCK                  | CUSIP: 058586108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7571 | NS      | $9599.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Advanced Materials plc                                                    | MORGAN ADVANCED MATERIALS PLC COMMON STOCK GBP.25       | CUSIP: 060272002<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |     11683 | NS      | $33386.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group PLC                                                                 | MOBICO GROUP PLC COMMON STOCK GBP.05                    | CUSIP: 062152905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18059 | NS      | $7292.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 4imprint Group plc                                                               | 4IMPRINT GROUP PLC COMMON STOCK GBP.3845999             | CUSIP: 066409905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1250 | NS      | $60065.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oxford Instruments Plc                                                           | OXFORD INSTRUMENTS PLC COMMON STOCK GBP.05              | CUSIP: 066504002<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2546 | NS      | $61522.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon Public Limited Company                                                 | PERSIMMON PLC COMMON STOCK GBP.1                        | CUSIP: 068253004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13549 | NS      | $243555.05    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| IDOM Inc.                                                                        | IDOM INC COMMON STOCK                                   | CUSIP: 613637909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $14886.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSE Global Limited                                                               | CSE GLOBAL LTD COMMON STOCK                             | CUSIP: 614399905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     20594 | NS      | $6779.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiho Kogyo Co. Ltd.                                                             | TAIHO KOGYO CO LTD COMMON STOCK                         | CUSIP: 614545903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $6444.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okinawa Cellular Telephone Company                                               | OKINAWA CELLULAR TELEPHONE CO COMMON STOCK              | CUSIP: 614742906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $36353.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Systems Inc.                                                               | ALPHA SYSTEMS INC COMMON STOCK                          | CUSIP: 614998904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $11744.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikun and Binui Ltd.                                                            | SHIKUN and BINUI LTD COMMON STOCK ILS1.0                | CUSIP: 615129905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $2.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GR Life Style Company Limited                                                    | GR LIFE STYLE COMPANY LTD COMMON STOCK                  | CUSIP: 615149903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    184000 | NS      | $16031.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAC Holdings Corporation                                                         | CAC HOLDINGS CORP COMMON STOCK                          | CUSIP: 616443909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $5735.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Agri-Resources Ltd                                                        | GOLDEN AGRI-RESOURCES LTD COMMON STOCK USD.025          | CUSIP: 616447900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1055700 | NS      | $204358.67    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| United Arrows Ltd.                                                               | UNITED ARROWS LTD COMMON STOCK                          | CUSIP: 616659900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $19004.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinwa Co. Ltd.                                                                  | SHINWA CO LTD/NAGOYA COMMON STOCK                       | CUSIP: 616781902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10366.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takasago Thermal Engineering Co. Ltd.                                            | TAKASAGO THERMAL ENGINEERING C COMMON STOCK             | CUSIP: 687052001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $13786.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Yuden Co. Ltd.                                                             | TAIYO YUDEN CO LTD COMMON STOCK                         | CUSIP: 687056002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $96805.33     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Takuma Co. Ltd.                                                                  | TAKUMA CO LTD COMMON STOCK                              | CUSIP: 687076000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $28163.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daio Paper Corporation                                                           | DAIO PAPER CORP COMMON STOCK                            | CUSIP: 687089003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $23634.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanseisha Co. Ltd.                                                               | TANSEISHA CO LTD COMMON STOCK                           | CUSIP: 687193003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $11241.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Limited                                                         | TABCORP HOLDINGS LTD COMMON STOCK                       | CUSIP: 687326900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    135900 | NS      | $61672.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TOA ROAD CORPORATION                                                             | TOA ROAD CORP COMMON STOCK                              | CUSIP: 689458008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $18990.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Titanium Company Limited                                                    | TOHO TITANIUM CO LTD COMMON STOCK                       | CUSIP: 689462000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $14939.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagerhult Group AB                                                               | FAGERHULT GROUP AB COMMON STOCK SEK.57                  | CUSIP: ACI0VPJ39<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2466 | NS      | $10904.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIT Hon Teng Limited                                                             | FIT HON TENG LTD COMMON STOCK USD.01953125              | CUSIP: ACI0W3KB7<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     65000 | NS      | $16897.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Rubis                                                                            | RUBIS SCA COMMON STOCK EUR1.25                          | CUSIP: ACI0W90G5<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3497 | NS      | $113856.89    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA COMMON STOCK EUR.01                       | CUSIP: ACI0XQVJ6<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     38626 | NS      | $122811.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Allgeier SE                                                                      | ALLGEIER SE COMMON STOCK                                | CUSIP: ACI0XS148<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       502 | NS      | $10031.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                                       | UMICORE SA COMMON STOCK                                 | CUSIP: ACI0Y2NL2<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      7719 | NS      | $84933.35     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aedas Homes S.A.                                                                 | AEDAS HOMES SA COMMON STOCK EUR1.0                      | CUSIP: ACI0YCNR7<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |       402 | NS      | $12425.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ForFarmers B.V.                                                                  | FORFARMERS NV COMMON STOCK EUR.01                       | CUSIP: BD6S9Q908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1628 | NS      | $7793.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Dominion Access S.A.                                                      | GLOBAL DOMINION ACCESS SA COMMON STOCK EUR1.0           | CUSIP: BD6SZ7901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      3876 | NS      | $13556.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                              | SAMHALLSBYGGNADSBOLAGET I NORD COMMON STOCK             | CUSIP: BD7Y73907<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      6705 | NS      | $3935.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Rakus Co. Ltd.                                                                   | RAKUS CO LTD COMMON STOCK                               | CUSIP: BD87BM908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $54027.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Michael Hill International Limited                                               | MICHAEL HILL INTERNATIONAL LTD COMMON STOCK             | CUSIP: BD8D25902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16258 | NS      | $4191.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMEDA Holdings Co.Ltd.                                                          | KOMEDA HOLDINGS CO LTD COMMON STOCK                     | CUSIP: BD96HP906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $43265.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| X-Fab Silicon Foundries SE                                                       | X-FAB SILICON FOUNDRIES SE COMMON STOCK                 | CUSIP: N/A<br>LEI: 5493003UDPENPUQBJH65       | Long             | EC               | CORP              | BE        |      2383 | NS      | $13908.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GB Group PLC                                                                     | GB GROUP PLC COMMON STOCK GBP.025                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     11014 | NS      | $40774.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Oncho Co.Ltd.                                                             | TAISEI ONCHO CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $5475.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renova Inc.                                                                      | RENOVA INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $11722.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jade Group Inc.                                                                  | JADE GROUP INC/JAPAN COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $6293.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sdiptech AB                                                                      | SDIPTECH AB COMMON STOCK SEK.025                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1274 | NS      | $29253.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitec Software Group AB (publ)                                                   | VITEC SOFTWARE GROUP AB COMMON STOCK SEK.5              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1503 | NS      | $67754.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Texwinca Holdings Limited                                                        | TEXWINCA HOLDINGS LTD COMMON STOCK HKD.05               | CUSIP: 603955907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    224000 | NS      | $18257.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBIS Co.Ltd.                                                                    | ALBIS CO LTD COMMON STOCK                               | CUSIP: 604008904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $25332.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Happinet Corporation                                                             | HAPPINET CORP COMMON STOCK                              | CUSIP: 604267906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $21572.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorttrust Inc.                                                                 | RESORTTRUST INC COMMON STOCK                            | CUSIP: 604413906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $122274.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc.                                                               | AOKI HOLDINGS INC COMMON STOCK                          | CUSIP: 604575001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $19809.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aoyama Trading Co. Ltd.                                                          | AOYAMA TRADING CO LTD COMMON STOCK                      | CUSIP: 604587006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $30228.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomy Company Ltd.                                                                | TOMY CO LTD COMMON STOCK                                | CUSIP: 604692905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $84769.22     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Araya Industrial Co. Ltd.                                                        | ARAYA INDUSTRIAL CO LTD COMMON STOCK                    | CUSIP: 604750000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $6487.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arclands Corporation                                                             | ARCLANDS CORP COMMON STOCK                              | CUSIP: 604800904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1911 | NS      | $22659.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arisawa Mfg.Co. Ltd.                                                             | ARISAWA MANUFACTURING CO LTD COMMON STOCK               | CUSIP: 604960005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $16722.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advan Group Co.Ltd.                                                              | ADVAN GROUP CO LTD COMMON STOCK                         | CUSIP: 605091909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $24609.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamakyorex Co. Ltd.                                                              | HAMAKYOREX CO LTD COMMON STOCK                          | CUSIP: 605144906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $25839.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Awa Bank Ltd.                                                                | AWA BANK LTD/THE COMMON STOCK                           | CUSIP: 606896009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $27377.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Belluna Co. Ltd.                                                                 | BELLUNA CO LTD COMMON STOCK                             | CUSIP: 607035904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $9187.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bando Chemical Industries Ltd.                                                   | BANDO CHEMICAL INDUSTRIES LTD COMMON STOCK              | CUSIP: 607506003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $15738.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of East Asia Limited                                                    | BANK OF EAST ASIA LTD/THE COMMON STOCK                  | CUSIP: 607564002<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | EC               | CORP              | HK        |     32247 | NS      | $45365.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Queensland Limited                                                       | BANK OF QUEENSLAND LTD COMMON STOCK                     | CUSIP: 607624004<br>LEI: 549300WFIN7T02UKDG08 | Long             | EC               | CORP              | AU        |     29289 | NS      | $147465.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of The Ryukyus Limited                                                      | BANK OF THE RYUKYUS LTD COMMON STOCK                    | CUSIP: 607635000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $16101.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank Of Saga Ltd.                                                            | BANK OF SAGA LTD/THE COMMON STOCK                       | CUSIP: 607644002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9136.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Justsystems Corporation                                                          | JUSTSYSTEMS CORP COMMON STOCK                           | CUSIP: 607979903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $33378.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tdc Soft Inc.                                                                    | TDC SOFT INC COMMON STOCK                               | CUSIP: 607981909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $12960.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transport International Holdings Limited                                         | TRANSPORT INTERNATIONAL HOLDIN COMMON STOCK HKD1.0      | CUSIP: 608116901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     14231 | NS      | $16529.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ainavo Holdings Co.Ltd.                                                          | AINAVO HOLDINGS CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3500 | NS      | $16538.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QAF Limited                                                                      | QAF LTD COMMON STOCK                                    | CUSIP: 609120001<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     19434 | NS      | $12707.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Data# 3 Limited                                                                  | DATA#3 LTD COMMON STOCK                                 | CUSIP: 609301908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7217 | NS      | $34557.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Lifeline Co. Ltd.                                                          | JAPAN LIFELINE CO LTD COMMON STOCK                      | CUSIP: 609349907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $28153.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBS Transit Ltd                                                                  | SBS TRANSIT LTD COMMON STOCK                            | CUSIP: 609482906<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      6200 | NS      | $13398.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vt Holdings Co. Ltd.                                                             | VT HOLDINGS CO LTD COMMON STOCK                         | CUSIP: 612733907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $12596.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakamuraya Co. Ltd.                                                              | NAKAMURAYA CO LTD COMMON STOCK                          | CUSIP: 662072008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $34886.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trusco Nakayama Corporation                                                      | TRUSCO NAKAYAMA CORP COMMON STOCK                       | CUSIP: 662088004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $28341.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakayama Steel Works Ltd.                                                        | NAKAYAMA STEEL WORKS LTD COMMON STOCK                   | CUSIP: 662090000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $8383.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Namura Shipbuilding Co. Ltd.                                                     | NAMURA SHIPBUILDING CO LTD COMMON STOCK                 | CUSIP: 662106004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2072 | NS      | $30319.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NZX Limited                                                                      | NZX LTD COMMON STOCK                                    | CUSIP: 662315902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     14538 | NS      | $13381.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikkiso Co. Ltd.                                                                 | NIKKISO CO LTD COMMON STOCK                             | CUSIP: 663994002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $14988.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jms Co. Ltd.                                                                     | JMS CO LTD COMMON STOCK                                 | CUSIP: 664001005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $16942.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Kagaku Sangyo Co.Ltd.                                                      | NIHON KAGAKU SANGYO CO LTD COMMON STOCK                 | CUSIP: 664002003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $14967.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippi Incorporated                                                               | NIPPI INC COMMON STOCK                                  | CUSIP: 664005907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $20293.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Gas Co. Ltd.                                                              | NIPPON GAS CO LTD COMMON STOCK                          | CUSIP: 664006004<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |      5000 | NS      | $89436.55     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Tokushu Toryo Co. Ltd.                                                     | NIHON TOKUSHU TORYO CO LTD COMMON STOCK                 | CUSIP: 664026002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7550.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikko Co. Ltd.                                                                   | NIKKO CO LTD/HYOGO COMMON STOCK                         | CUSIP: 664027000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $7054.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakano Refrigerators Co.Ltd.                                                     | NAKANO REFRIGERATORS CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $11665.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Avionics Co. Ltd.                                                         | NIPPON AVIONICS CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $12133.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer