# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001145549-23-004207
**Filing Date:** 2023-1
**Character Count:** 1783974
**Document Hash:** 10cbadc00fda5c3d1b376256a6b4eae1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004207.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004207

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971
- **IRS NUMBER:** 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:** 23562128

**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

## John Hancock

## International Small Company Fund
Quarterly portfolio holdings 11/30/2022

![](img49b796351.gif)

------

Fund's investments

#### As of 11-30-22 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 99.3%** |  | **$627384596** |
| (Cost $606,951,741) |  |  |
| **Australia 6.5%** |  | **40814979** |
| A2B Australia, Ltd. (A) | 32294 | 23562 |
| Accent Group, Ltd. | 117141 | 144596 |
| Adairs, Ltd. (B) | 58688 | 92267 |
| Adbri, Ltd. | 93582 | 110560 |
| Ainsworth Game Technology, Ltd. (A) | 47462 | 42439 |
| Alcidion Group, Ltd. (A) | 86733 | 9351 |
| Alkane Resources, Ltd. (A) | 124706 | 52284 |
| Alliance Aviation Services, Ltd. (A) | 39423 | 80636 |
| AMA Group, Ltd. (A)(B) | 296751 | 43813 |
| AMP, Ltd. (A) | 519139 | 483883 |
| Ansell, Ltd. | 24579 | 485564 |
| Appen, Ltd. | 19604 | 36326 |
| Arafura Rare Earths, Ltd. (A)(B) | 453528 | 142145 |
| ARB Corp., Ltd. (B) | 22699 | 444018 |
| Archer Materials, Ltd. (A)(B) | 14055 | 6772 |
| Ardea Resources, Ltd. (A) | 13492 | 8971 |
| Ardent Leisure Group, Ltd. | 150506 | 61303 |
| Argosy Minerals, Ltd. (A) | 134969 | 59399 |
| AUB Group, Ltd. | 33068 | 523909 |
| Audinate Group, Ltd. (A) | 14507 | 82901 |
| Aurelia Metals, Ltd. (A) | 409013 | 43668 |
| Aussie Broadband, Ltd. (A) | 54478 | 98207 |
| Austal, Ltd. | 124942 | 208093 |
| Austin Engineering, Ltd. | 64891 | 14978 |
| Australian Agricultural Company, Ltd. (A) | 127055 | 152589 |
| Australian Ethical Investment, Ltd. | 7350 | 23967 |
| Australian Finance Group, Ltd. | 65518 | 74623 |
| Australian Strategic Materials, Ltd. (A)(B) | 32274 | 37830 |
| Australian Vintage, Ltd. | 76170 | 31148 |
| Auswide Bank, Ltd. | 5434 | 21328 |
| AVJennings, Ltd. | 46118 | 12366 |
| AVZ Minerals, Ltd. (A)(C) | 322880 | 170940 |
| Baby Bunting Group, Ltd. | 41046 | 71452 |
| Bannerman Energy, Ltd. (A) | 11581 | 14622 |
| Bapcor, Ltd. | 93292 | 443326 |
| Base Resources, Ltd. | 100127 | 13657 |
| Beach Energy, Ltd. | 365726 | 440901 |
| Beacon Lighting Group, Ltd. | 18185 | 24029 |
| Bega Cheese, Ltd. | 89005 | 213176 |
| Bell Financial Group, Ltd. | 43704 | 32558 |
| Bellevue Gold, Ltd. (A) | 294047 | 222933 |
| Betmakers Technology Group, Ltd. (A)(B) | 22863 | 4146 |
| Bigtincan Holdings, Ltd. (A) | 92450 | 43854 |
| Blackmores, Ltd. | 4617 | 224337 |
| Boral, Ltd. | 87279 | 181185 |
| Boss Energy, Ltd. (A) | 27383 | 46798 |
| Bravura Solutions, Ltd. | 83107 | 44853 |
| Breville Group, Ltd. | 27013 | 377822 |
| Brickworks, Ltd. | 19501 | 299382 |
| BWX, Ltd. (A)(C) | 61281 | 26204 |
| Calidus Resources, Ltd. (A) | 48056 | 11044 |

---

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Australia (continued)** |  |  |
| Calima Energy, Ltd. (A) | 114568 | $10032 |
| Capitol Health, Ltd. | 292400 | 61774 |
| Capral, Ltd. | 7205 | 38844 |
| Capricorn Metals, Ltd. (A)(B) | 92082 | 266999 |
| Carnarvon Energy, Ltd. (A) | 422815 | 43408 |
| Cash Converters International, Ltd. | 122755 | 20059 |
| Catapult Group International, Ltd. (A) | 16337 | 9137 |
| Cedar Woods Properties, Ltd. | 19145 | 58400 |
| Chalice Mining, Ltd. (A) | 38702 | 142786 |
| Challenger Exploration, Ltd. (A)(B) | 49405 | 5758 |
| Champion Iron, Ltd. | 92037 | 402674 |
| City Chic Collective, Ltd. (A) | 61368 | 33898 |
| Civmec, Ltd. | 40300 | 17315 |
| Clean Seas Seafood, Ltd. (A) | 23080 | 9669 |
| ClearView Wealth, Ltd. | 34533 | 11640 |
| Clinuvel Pharmaceuticals, Ltd. (B) | 13676 | 184277 |
| Clover Corp., Ltd. | 51463 | 43845 |
| Cobalt Blue Holdings, Ltd. (A) | 8655 | 3879 |
| Codan, Ltd. | 30933 | 83180 |
| COG Financial Services, Ltd. | 19298 | 20301 |
| Cogstate, Ltd. (A) | 16116 | 21444 |
| Collection House, Ltd. (A)(C) | 61068 | 2819 |
| Collins Foods, Ltd. | 35727 | 188285 |
| Cooper Energy, Ltd. (A) | 756946 | 100529 |
| Corporate Travel Management, Ltd. | 35427 | 405653 |
| Costa Group Holdings, Ltd. | 135153 | 244038 |
| Credit Corp. Group, Ltd. | 19524 | 271276 |
| CSR, Ltd. | 149148 | 496935 |
| Danakali, Ltd. (A) | 17023 | 3801 |
| Data#3, Ltd. | 50636 | 238241 |
| De Grey Mining, Ltd. (A)(B) | 384097 | 343065 |
| Deep Yellow, Ltd. (A) | 54202 | 26881 |
| Deterra Royalties, Ltd. | 104841 | 330539 |
| Develop Global, Ltd. (A) | 6294 | 12509 |
| Dicker Data, Ltd. (B) | 16832 | 125689 |
| Domain Holdings Australia, Ltd. | 94999 | 200777 |
| Dongfang Modern Agriculture Holding Group, Ltd. (A)(C) | 26600 | 14985 |
| Downer EDI, Ltd. | 156303 | 553158 |
| Eagers Automotive, Ltd. | 41786 | 353532 |
| Earlypay, Ltd. | 42680 | 11897 |
| Eclipx Group, Ltd. (A) | 101873 | 145015 |
| Ecograf, Ltd. (A)(B) | 64276 | 13209 |
| Elanor Investor Group | 27964 | 31933 |
| Elders, Ltd. | 53058 | 372887 |
| Element 25, Ltd. (A) | 13560 | 10021 |
| Elixir Energy, Ltd. (A)(B) | 103567 | 13086 |
| Elmo Software, Ltd. (A) | 3302 | 10647 |
| Emeco Holdings, Ltd. | 116009 | 61101 |
| Emerald Resources NL (A) | 49314 | 37991 |
| EML Payments, Ltd. (A)(B) | 79307 | 35661 |
| Energy Transition Minerals, Ltd. (A)(B) | 176827 | 5839 |
| Energy World Corp., Ltd. (A) | 328859 | 11384 |
| Enero Group, Ltd. | 10415 | 19259 |
| EQT Holdings, Ltd. | 8874 | 154265 |

---

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Australia (continued)** |  |  |
| Estia Health, Ltd. | 67959 | $97405 |
| Eureka Group Holdings, Ltd. | 15081 | 4719 |
| Eureka Group Holdings, Ltd., Entitlement Offer (A) | 3770 | 1180 |
| European Lithium, Ltd. (A) | 238993 | 14466 |
| Euroz Hartleys Group, Ltd. | 44457 | 34124 |
| EVT, Ltd. | 33412 | 313805 |
| Fiducian Group, Ltd. | 1107 | 5241 |
| Finbar Group, Ltd. | 71892 | 32545 |
| Firefinch, Ltd. (A)(C) | 160759 | 21823 |
| Fleetwood, Ltd. | 32879 | 34207 |
| Flight Centre Travel Group, Ltd. (A) | 41396 | 458622 |
| Frontier Digital Ventures, Ltd. (A) | 54064 | 27775 |
| G8 Education, Ltd. | 337681 | 225269 |
| Galan Lithium, Ltd. (A)(B) | 57994 | 58895 |
| Generation Development Group, Ltd. | 17607 | 15039 |
| Genetic Signatures, Ltd. (A) | 5286 | 3246 |
| Gold Road Resources, Ltd. | 284146 | 344258 |
| GR Engineering Services, Ltd. | 6821 | 9363 |
| GrainCorp, Ltd., Class A | 78998 | 436778 |
| Grange Resources, Ltd. | 285269 | 149024 |
| GUD Holdings, Ltd. | 54955 | 308308 |
| GWA Group, Ltd. | 68070 | 98554 |
| Hansen Technologies, Ltd. | 58148 | 206302 |
| Healius, Ltd. | 144876 | 289870 |
| Helia Group, Ltd. | 120934 | 223539 |
| Helloworld Travel, Ltd. (B) | 23085 | 24698 |
| Highfield Resources, Ltd. (A) | 43867 | 25358 |
| Horizon Oil, Ltd. | 11332 | 1041 |
| HT&E, Ltd. (B) | 83708 | 59717 |
| HUB24, Ltd. | 21626 | 402906 |
| Humm Group, Ltd. | 129472 | 50454 |
| Iluka Resources, Ltd. | 30885 | 214944 |
| Imdex, Ltd. | 127461 | 211429 |
| Immutep, Ltd., ADR (A) | 11923 | 28615 |
| Imugene, Ltd. (A) | 468841 | 60222 |
| Infomedia, Ltd. | 133827 | 100710 |
| Inghams Group, Ltd. | 113255 | 218088 |
| Insignia Financial, Ltd. | 189033 | 423245 |
| Integral Diagnostics, Ltd. | 60871 | 114810 |
| InvoCare, Ltd. | 37308 | 285713 |
| Ioneer, Ltd. (A) | 466451 | 186371 |
| IPH, Ltd. | 59336 | 370102 |
| IRESS, Ltd. | 61000 | 399782 |
| IVE Group, Ltd. | 30620 | 50438 |
| Johns Lyng Group, Ltd. | 53805 | 269536 |
| Jumbo Interactive, Ltd. | 11374 | 109980 |
| Jupiter Mines, Ltd. | 455380 | 57436 |
| Karoon Energy, Ltd. (A) | 182511 | 288587 |
| Kelsian Group, Ltd. | 19690 | 73852 |
| Kogan.com, Ltd. (A)(B) | 15803 | 36565 |
| Lark Distilling Company, Ltd. (A) | 3102 | 5417 |
| Liberty Financial Group, Ltd. | 3600 | 9707 |
| Lifestyle Communities, Ltd. | 25616 | 337804 |
| Link Administration Holdings, Ltd. | 165552 | 402783 |

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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)** |  |  |
| Lovisa Holdings, Ltd. | 15833 | $257679 |
| Lucapa Diamond Company, Ltd. (A) | 220306 | 6619 |
| Lycopodium, Ltd. | 4375 | 19527 |
| MA Financial Group, Ltd. | 16640 | 56775 |
| Macmahon Holdings, Ltd. | 496385 | 52311 |
| Macquarie Telecom Group, Ltd. (A) | 1469 | 58592 |
| Mader Group, Ltd. | 4772 | 11969 |
| Magellan Financial Group, Ltd. | 4309 | 29161 |
| MaxiPARTS, Ltd. | 6539 | 9094 |
| Mayne Pharma Group, Ltd. (A) | 476093 | 74872 |
| McMillan Shakespeare, Ltd. | 23521 | 236727 |
| McPherson's, Ltd. (B) | 23787 | 11724 |
| Mesoblast, Ltd. (A) | 77690 | 58935 |
| Metals X, Ltd. (A) | 195027 | 36888 |
| Metcash, Ltd. | 96600 | 276240 |
| Michael Hill International, Ltd. | 16258 | 12916 |
| Michael Hill International, Ltd. (New Zealand Exchange) | 43259 | 34353 |
| Mincor Resources NL (A) | 97857 | 105529 |
| MMA Offshore, Ltd. (A) | 92633 | 47353 |
| Monadelphous Group, Ltd. | 35849 | 336999 |
| Monash IVF Group, Ltd. | 129690 | 88500 |
| Money3 Corp., Ltd. | 61469 | 82143 |
| Mount Gibson Iron, Ltd. (A) | 210281 | 66051 |
| Myer Holdings, Ltd. | 192016 | 96592 |
| MyState, Ltd. | 27932 | 76922 |
| Nanosonics, Ltd. (A) | 66387 | 217603 |
| National Tyre & Wheel, Ltd. | 13820 | 6515 |
| Navigator Global Investments, Ltd. | 51211 | 40736 |
| Nearmap, Ltd. (A) | 159003 | 229924 |
| Neometals, Ltd. (A) | 33926 | 23534 |
| Netwealth Group, Ltd. | 30596 | 291245 |
| New Century Resources, Ltd. (A) | 7464 | 5278 |
| New Hope Corp., Ltd. | 155032 | 625676 |
| Newcrest Mining, Ltd. | 17931 | 245141 |
| nib holdings, Ltd. | 142275 | 706876 |
| Nick Scali, Ltd. | 23090 | 179589 |
| Nickel Industries, Ltd. | 305224 | 205708 |
| Nine Entertainment Company Holdings, Ltd. | 198017 | 286335 |
| Novonix, Ltd. (A) | 46257 | 72965 |
| NRW Holdings, Ltd. | 180255 | 337836 |
| Nufarm, Ltd. | 118255 | 489342 |
| Objective Corp., Ltd. | 4348 | 41732 |
| OceanaGold Corp. (A) | 233573 | 397638 |
| OFX Group, Ltd. (A) | 100657 | 167357 |
| Omni Bridgeway, Ltd. (A) | 95000 | 282294 |
| oOh!media, Ltd. | 154139 | 143636 |
| Opthea, Ltd. (A) | 13579 | 8866 |
| OreCorp, Ltd. (A) | 20841 | 5270 |
| Orora, Ltd. | 323910 | 690258 |
| Pacific Current Group, Ltd. | 16873 | 89547 |
| Pacific Smiles Group, Ltd. (A) | 11867 | 12992 |
| Pact Group Holdings, Ltd. | 33533 | 24360 |
| Paladin Energy, Ltd. (A) | 633781 | 351049 |
| Panoramic Resources, Ltd. (A) | 476965 | 57321 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Australia (continued)** |  |  |
| Pantoro, Ltd. (A) | 351290 | $29085 |
| Pantoro, Ltd., Additional Offering (A) | 22825 | 1890 |
| Peet, Ltd. | 115617 | 90119 |
| Pendal Group, Ltd. | 104321 | 358577 |
| Peninsula Energy, Ltd. (A) | 79144 | 6954 |
| Peninsula Energy, Ltd., Additional Offering (A) | 19362 | 1701 |
| PeopleIN, Ltd. | 16091 | 35519 |
| Perenti, Ltd. (A) | 186413 | 140635 |
| Perpetual, Ltd. (B) | 16171 | 275974 |
| Perseus Mining, Ltd. | 406388 | 625946 |
| Pinnacle Investment Management Group, Ltd. | 28009 | 168862 |
| Platinum Asset Management, Ltd. | 142263 | 176106 |
| PointsBet Holdings, Ltd. (A) | 41968 | 59000 |
| PolyNovo, Ltd. (A) | 155862 | 218342 |
| Poseidon Nickel, Ltd. (A) | 331150 | 9402 |
| Praemium, Ltd. | 110359 | 66259 |
| Premier Investments, Ltd. | 22009 | 384674 |
| Probiotec, Ltd. | 4196 | 6554 |
| Propel Funeral Partners, Ltd. | 9089 | 28183 |
| Prophecy International Holdings, Ltd. (A) | 9576 | 4588 |
| PSC Insurance Group, Ltd. | 27514 | 92264 |
| PWR Holdings, Ltd. | 26246 | 210458 |
| QANTM Intellectual Property, Ltd. | 11929 | 7541 |
| Ramelius Resources, Ltd. | 263053 | 155183 |
| ReadyTech Holdings, Ltd. (A) | 11234 | 30294 |
| Reckon, Ltd. | 25906 | 9973 |
| Red 5, Ltd. (A) | 899111 | 99831 |
| Redbubble, Ltd. (A)(B) | 56271 | 21058 |
| Regis Healthcare, Ltd. | 40833 | 54138 |
| Regis Resources, Ltd. | 241409 | 321586 |
| Resolute Mining, Ltd. (A) | 783567 | 86106 |
| Retail Food Group, Ltd. (A) | 288997 | 13020 |
| Ridley Corp., Ltd. | 94684 | 124282 |
| RPMGlobal Holdings, Ltd. (A) | 61685 | 73456 |
| Rumble Resources, Ltd. (A)(B) | 56438 | 9255 |
| Sandfire Resources, Ltd. | 170342 | 589602 |
| Select Harvests, Ltd. | 44909 | 133977 |
| Servcorp, Ltd. | 13949 | 32283 |
| Service Stream, Ltd. (B) | 212032 | 100181 |
| Seven West Media, Ltd. (A) | 335380 | 94748 |
| SG Fleet Group, Ltd. | 39363 | 47157 |
| Shaver Shop Group, Ltd. | 21893 | 16741 |
| Shine Justice, Ltd. | 4532 | 3384 |
| Sierra Rutile Holdings, Ltd. (A) | 77827 | 11543 |
| Sigma Healthcare, Ltd. | 333871 | 148643 |
| Silver Lake Resources, Ltd. (A) | 235274 | 197190 |
| Silver Mines, Ltd. (A)(B) | 92637 | 12767 |
| Sims, Ltd. | 51011 | 455759 |
| SmartGroup Corp., Ltd. | 45241 | 147985 |
| SolGold PLC (A) | 193333 | 42472 |
| Southern Cross Electrical Engineering, Ltd. | 43054 | 20851 |
| Southern Cross Media Group, Ltd. | 84254 | 60393 |
| SRG Global, Ltd. | 83829 | 39595 |
| St. Barbara, Ltd. (A) | 252512 | 105742 |

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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** |
| **Australia (continued)** |  |  |
| Strandline Resources, Ltd. (A) | 134004 | $42559 |
| Strike Energy, Ltd. (A) | 377611 | 73315 |
| Sunland Group, Ltd. | 30172 | 34709 |
| Sunrise Energy Metals, Ltd. (A) | 5222 | 7265 |
| Sunstone Metals, Ltd. (A) | 119026 | 3028 |
| Super Retail Group, Ltd. | 43131 | 326705 |
| Superloop, Ltd. (A) | 117047 | 59618 |
| Symbio Holdings, Ltd. | 15935 | 32275 |
| Syrah Resources, Ltd. (A) | 215425 | 386636 |
| Tabcorp Holdings, Ltd. | 136521 | 98880 |
| Technology One, Ltd. | 56489 | 532465 |
| Temple & Webster Group, Ltd. (A) | 23096 | 84794 |
| Ten Sixty Four, Ltd. | 77809 | 29582 |
| Terracom, Ltd. | 98531 | 58317 |
| The Reject Shop, Ltd. (A) | 7826 | 24117 |
| The Star Entertainment Group, Ltd. (A) | 266941 | 496461 |
| Tyro Payments, Ltd. (A) | 73517 | 90123 |
| United Malt Grp, Ltd. | 78602 | 180059 |
| Vita Group, Ltd. | 51061 | 4000 |
| Viva Energy Group, Ltd. (D) | 160387 | 301377 |
| Warrego Energy, Ltd. (A) | 80366 | 14017 |
| Webjet, Ltd. (A) | 115598 | 508998 |
| West African Resources, Ltd. (A) | 294711 | 236265 |
| Westgold Resources, Ltd. (A) | 150966 | 77959 |
| Whitehaven Coal, Ltd. | 189509 | 1293028 |
| Widgie Nickel, Ltd. (A) | 8042 | 2780 |
| Wiluna Mining Corp., Ltd. (A)(C) | 10005 | 278 |
| Zip Company, Ltd. (A)(B) | 85789 | 44839 |
| **Austria 1.6%** |  | **10232323** |
| Addiko Bank AG (A) | 1199 | 13920 |
| Agrana Beteiligungs AG | 5107 | 82659 |
| ams AG (A) | 80594 | 671213 |
| ANDRITZ AG | 21299 | 1165636 |
| AT&S Austria Technologie & Systemtechnik AG | 9986 | 366181 |
| BAWAG Group AG (A)(D) | 23046 | 1207449 |
| CA Immobilien Anlagen AG | 9901 | 327307 |
| DO & Company AG (A) | 2399 | 222650 |
| EVN AG | 11283 | 208953 |
| Fabasoft AG | 1301 | 29423 |
| FACC AG (A) | 6411 | 40157 |
| Flughafen Wien AG (A) | 2080 | 66665 |
| IMMOFINANZ AG (A)(C) | 28769 | 0 |
| Kapsch TrafficCom AG (A) | 2742 | 36762 |
| Kontron AG | 14916 | 240398 |
| Lenzing AG | 4215 | 287949 |
| Mayr Melnhof Karton AG | 2653 | 450556 |
| Oesterreichische Post AG | 6458 | 215181 |
| Palfinger AG | 4501 | 119286 |
| POLYTEC Holding AG | 4411 | 23110 |
| Porr AG | 4862 | 65839 |
| Raiffeisen Bank International AG (A) | 38352 | 603525 |
| Rhi Magnesita NV | 5454 | 148152 |
| RHI Magnesita NV (London Stock Exchange) | 4273 | 113825 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Austria (continued)** |  |  |
| Rosenbauer International AG | 1314 | $46464 |
| Schoeller-Bleckmann Oilfield Equipment AG | 4222 | 289103 |
| Semperit AG Holding | 3480 | 70991 |
| Strabag SE | 6041 | 251962 |
| Telekom Austria AG (A) | 53633 | 327864 |
| UBM Development AG | 1455 | 44818 |
| UNIQA Insurance Group AG | 38465 | 287674 |
| Vienna Insurance Group AG | 12280 | 287791 |
| voestalpine AG | 32182 | 885212 |
| Wienerberger AG | 36554 | 966592 |
| Zumtobel Group AG | 10070 | 67056 |
| **Belgium 1.5%** |  | **9186737** |
| Ackermans & van Haaren NV | 7224 | 1148229 |
| AGFA-Gevaert NV (A) | 41215 | 119176 |
| Atenor | 1423 | 72050 |
| Barco NV | 21791 | 501878 |
| Bekaert SA | 10307 | 368053 |
| Biocartis Group NV (A)(B)(D) | 20768 | 16742 |
| bpost SA | 30413 | 174791 |
| Cie d'Entreprises CFE (A) | 2358 | 23217 |
| Deceuninck NV | 22742 | 56247 |
| Deme Group NV (A) | 2358 | 293189 |
| D'ieteren Group | 717 | 136555 |
| Econocom Group SA/NV | 34770 | 102938 |
| Etablissements Franz Colruyt NV | 9563 | 252635 |
| Euronav NV (A) | 64024 | 1251569 |
| EVS Broadcast Equipment SA | 4231 | 93447 |
| Exmar NV | 13915 | 129962 |
| Fagron | 19779 | 260230 |
| Galapagos NV (A) | 10447 | 416392 |
| Gimv NV | 6696 | 290270 |
| Greenyard NV (A) | 986 | 6576 |
| Immobel SA | 1341 | 67264 |
| Ion Beam Applications | 5822 | 86523 |
| Jensen-Group NV | 1485 | 42854 |
| Kinepolis Group NV (A) | 4120 | 158882 |
| Lotus Bakeries NV | 111 | 713024 |
| MDxHealth SA (A) | 8514 | 6183 |
| Melexis NV | 5920 | 521605 |
| Ontex Group NV (A) | 17990 | 121173 |
| Orange Belgium SA (A) | 5254 | 93666 |
| Picanol | 195 | 14818 |
| Proximus SADP | 34603 | 361977 |
| Recticel SA | 14862 | 232877 |
| Sipef NV | 2705 | 161270 |
| Telenet Group Holding NV | 12156 | 194066 |
| TER Beke SA | 185 | 17359 |
| Tessenderlo Group SA (A) | 5778 | 191856 |
| Van de Velde NV | 2367 | 79625 |
| VGP NV | 2286 | 186044 |
| Viohalco SA | 18237 | 79554 |
| X-Fab Silicon Foundries SE (A)(D) | 20933 | 141971 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Bermuda 0.2%** |  | **$1082637** |
| Hafnia, Ltd. | 32054 | 179857 |
| Hiscox, Ltd. | 73063 | 891295 |
| Northern Ocean, Ltd. (A) | 10672 | 11485 |
| **Cambodia 0.0%** |  | **253697** |
| NagaCorp, Ltd. (A) | 349278 | 253697 |
| **Canada 12.3%** |  | **77442868** |
| 5N Plus, Inc. (A) | 38389 | 85616 |
| Acadian Timber Corp. | 3534 | 41037 |
| AcuityAds Holdings, Inc. (A) | 3180 | 5674 |
| Advantage Energy, Ltd. (A) | 71006 | 610214 |
| Aecon Group, Inc. | 21101 | 154044 |
| Africa Oil Corp. | 10700 | 23068 |
| Ag Growth International, Inc. | 5425 | 176000 |
| AGF Management, Ltd., Class B | 22291 | 112023 |
| Aimia, Inc. (A)(B) | 31533 | 82516 |
| AirBoss of America Corp. | 4809 | 28422 |
| Alamos Gold, Inc., Class A | 134509 | 1303942 |
| Alaris Equity Partners Income (B) | 10802 | 137479 |
| Algoma Central Corp. (B) | 7052 | 87026 |
| Altius Minerals Corp. | 15908 | 259703 |
| Altus Group, Ltd. | 14436 | 571258 |
| Americas Gold & Silver Corp. (A) | 8321 | 4145 |
| Amerigo Resources, Ltd. | 49100 | 47452 |
| Andlauer Healthcare Group, Inc. | 5295 | 204691 |
| Andrew Peller, Ltd., Class A | 11193 | 44018 |
| Aritzia, Inc. (A) | 31038 | 1180697 |
| Ascot Resources, Ltd. (A)(B) | 44475 | 12895 |
| Atco, Ltd., Class I | 23807 | 762270 |
| Athabasca Oil Corp. (A) | 150957 | 310858 |
| ATS Corp. (A) | 24691 | 822697 |
| Aurora Cannabis, Inc. (A)(B) | 11162 | 14355 |
| AutoCanada, Inc. (A)(B) | 8443 | 169029 |
| B2Gold Corp. | 315282 | 1099262 |
| Badger Infrastructure Solutions, Ltd. | 12568 | 263665 |
| Ballard Power Systems, Inc. (A)(B) | 48471 | 295838 |
| Baytex Energy Corp. (A) | 162450 | 829671 |
| Birch Mountain Resources, Ltd. (A)(C) | 11200 | 1 |
| Birchcliff Energy, Ltd. | 96293 | 768826 |
| Bird Construction, Inc. (B) | 15285 | 84314 |
| Black Diamond Group, Ltd. | 17717 | 58874 |
| BlackBerry, Ltd. (A) | 120725 | 585159 |
| BMTC Group, Inc. | 4096 | 35688 |
| Bombardier, Inc., Class A (A)(B) | 816 | 29033 |
| Bombardier, Inc., Class B (A) | 26573 | 936174 |
| Bonterra Energy Corp. (A) | 1314 | 7629 |
| Boralex, Inc., Class A | 29767 | 836702 |
| Boyd Group Services, Inc. | 5157 | 837679 |
| Bridgemarq Real Estate Services | 2800 | 27664 |
| Brookfield Infrastructure Corp., Class A | 10084 | 472508 |
| Calian Group, Ltd. | 3839 | 190473 |
| Canaccord Genuity Group, Inc. (B) | 39036 | 227225 |
| Canacol Energy, Ltd. (B) | 52069 | 77417 |
| Canada Goose Holdings, Inc. (A) | 17492 | 327695 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| Canadian Western Bank | 30599 | $588027 |
| Canfor Corp. (A) | 19227 | 340616 |
| Canfor Pulp Products, Inc. (A) | 15045 | 49436 |
| Capital Power Corp. | 43905 | 1509250 |
| Capstone Copper Corp. (A) | 171933 | 600740 |
| Cardinal Energy, Ltd. (B) | 41663 | 252738 |
| Cargojet, Inc. | 540 | 52733 |
| Cascades, Inc. | 25515 | 158194 |
| Celestica, Inc. (A) | 37646 | 420077 |
| Celestica, Inc. (New York Stock Exchange) (A) | 2400 | 26784 |
| Centerra Gold, Inc. | 82216 | 439455 |
| CES Energy Solutions Corp. | 112004 | 238971 |
| China Gold International Resources Corp., Ltd. | 90882 | 256738 |
| CI Financial Corp. | 64152 | 678648 |
| Cogeco Communications, Inc. | 5030 | 281424 |
| Cogeco, Inc. | 2092 | 93313 |
| Colliers International Group, Inc. | 5131 | 484511 |
| Computer Modelling Group, Ltd. | 30133 | 135303 |
| Conifex Timber, Inc. | 4700 | 5905 |
| Copper Mountain Mining Corp. (A)(B) | 59268 | 80631 |
| Corby Spirit and Wine, Ltd. | 5444 | 68801 |
| Corus Entertainment, Inc., B Shares | 72507 | 125054 |
| Crescent Point Energy Corp. | 157296 | 1221978 |
| Crescent Point Energy Corp. (New York Stock Exchange) (B) | 20800 | 161616 |
| Crew Energy, Inc. (A) | 22300 | 111902 |
| Cronos Group, Inc. (A) | 31132 | 96821 |
| Denison Mines Corp. (A)(B) | 277941 | 342997 |
| Dexterra Group, Inc. | 10134 | 40531 |
| Doman Building Materials Group, Ltd. (B) | 27055 | 118466 |
| Dorel Industries, Inc., Class B | 8944 | 33112 |
| DREAM Unlimited Corp., Class A | 10815 | 232356 |
| Dundee Precious Metals, Inc. | 69633 | 328714 |
| Dye & Durham, Ltd. | 2196 | 22186 |
| Dynacor Group, Inc. | 9900 | 19503 |
| ECN Capital Corp. | 103129 | 234602 |
| E-L Financial Corp., Ltd. | 574 | 376370 |
| Eldorado Gold Corp. (A) | 61906 | 474483 |
| Element Fleet Management Corp. | 125893 | 1783831 |
| Endeavour Silver Corp. (A) | 36791 | 124446 |
| Endeavour Silver Corp. (New York Stock Exchange) (A) | 1400 | 4718 |
| Enerflex, Ltd. | 36464 | 241801 |
| Enerplus Corp. | 91948 | 1709564 |
| Enghouse Systems, Ltd. | 14691 | 339657 |
| Ensign Energy Services, Inc. (A) | 50538 | 147652 |
| EQB, Inc. | 8012 | 358326 |
| Equinox Gold Corp. (A)(B) | 76791 | 270594 |
| ERO Copper Corp. (A)(B) | 17856 | 226062 |
| Evertz Technologies, Ltd. | 11517 | 104969 |
| Exchange Income Corp. | 6091 | 219070 |
| Exco Technologies, Ltd. | 9490 | 57992 |
| Extendicare, Inc. (B) | 31208 | 157067 |
| Fiera Capital Corp. (B) | 26167 | 171769 |
| Finning International, Inc. | 50484 | 1278660 |
| Firm Capital Mortgage Investment Corp. (B) | 7600 | 65935 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| First Majestic Silver Corp. | 74599 | $692667 |
| First Majestic Silver Corp. (New York Stock Exchange) | 3855 | 35813 |
| First Mining Gold Corp. (A)(B) | 127000 | 19355 |
| First National Financial Corp. | 5098 | 136740 |
| Fission Uranium Corp. (A) | 139747 | 100773 |
| Fortuna Silver Mines, Inc. (A) | 91343 | 340885 |
| Fraser Papers Holdings, Inc. (A)(C) | 4800 | 0 |
| Freehold Royalties, Ltd. (B) | 42409 | 521462 |
| Frontera Energy Corp. (A) | 15044 | 119779 |
| Galiano Gold, Inc. (A)(B) | 31531 | 17815 |
| Gamehost, Inc. | 6100 | 34465 |
| GDI Integrated Facility Services, Inc. (A) | 4900 | 172701 |
| Gear Energy, Ltd. | 35000 | 30443 |
| Gibson Energy, Inc. | 52959 | 961030 |
| goeasy, Ltd. | 3130 | 278574 |
| GoGold Resources, Inc. (A)(B) | 53900 | 78537 |
| GoldMining, Inc. (A) | 22500 | 31112 |
| GoldMoney, Inc. (A)(B) | 18000 | 23953 |
| Gran Tierra Energy, Inc. (A) | 159029 | 187976 |
| Guardian Capital Group, Ltd., Class A | 6700 | 190269 |
| H2O Innovation, Inc. (A) | 6200 | 9218 |
| Hanfeng Evergreen, Inc. (A)(C) | 3700 | 6 |
| Headwater Exploration, Inc. (A) | 63768 | 307190 |
| Heroux-Devtek, Inc. (A) | 10492 | 104752 |
| HEXO Corp. (A)(B) | 10300 | 1685 |
| High Liner Foods, Inc. | 6893 | 73022 |
| HLS Therapeutics, Inc. | 2600 | 18517 |
| Home Capital Group, Inc. | 13702 | 434952 |
| Hudbay Minerals, Inc. | 72222 | 407512 |
| IAMGOLD Corp. (A) | 171967 | 351566 |
| Imperial Metals Corp. (A) | 22308 | 34826 |
| Information Services Corp. | 4400 | 76051 |
| Innergex Renewable Energy, Inc. | 46841 | 586405 |
| InPlay Oil Corp. | 8571 | 20453 |
| Interfor Corp. (A) | 18029 | 337755 |
| International Petroleum Corp. (A) | 1489 | 17014 |
| International Petroleum Corp. (Nasdaq Stockholm Exchange) (A) | 16696 | 194008 |
| Jamieson Wellness, Inc. (D) | 14663 | 361029 |
| Journey Energy, Inc. (A) | 6200 | 26641 |
| K92 Mining, Inc. (A) | 12008 | 69005 |
| KAB Distribution, Inc. (A)(C) | 18405 | 0 |
| Karora Resources, Inc. (A) | 39895 | 131683 |
| K-Bro Linen, Inc. | 3186 | 68213 |
| Kelt Exploration, Ltd. (A) | 60355 | 244085 |
| Keyera Corp. | 8977 | 209151 |
| Kinaxis, Inc. (A) | 2717 | 307421 |
| Knight Therapeutics, Inc. (A) | 39220 | 157446 |
| KP Tissue, Inc. | 5100 | 38293 |
| Labrador Iron Ore Royalty Corp. | 18767 | 474634 |
| Largo, Inc. (A)(B) | 6650 | 37078 |
| Lassonde Industries, Inc., Class A | 1300 | 102935 |
| Laurentian Bank of Canada | 15955 | 393908 |
| Leon's Furniture, Ltd. | 8754 | 106728 |
| Lightspeed Commerce, Inc. (A) | 40760 | 668753 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| Lightstream Resources, Ltd. (A)(C) | 75972 | $0 |
| Linamar Corp. | 14816 | 727280 |
| Logistec Corp., Class B | 400 | 12561 |
| Lucara Diamond Corp. (A) | 124430 | 47176 |
| Lundin Gold, Inc. | 26200 | 258465 |
| MAG Silver Corp. (A) | 12282 | 193020 |
| Magellan Aerospace Corp. | 8083 | 44046 |
| Mainstreet Equity Corp. (A) | 1822 | 164517 |
| Major Drilling Group International, Inc. (A) | 28074 | 192218 |
| Mandalay Resources Corp. (A) | 8000 | 12489 |
| Manitok Energy, Inc. (A)(C) | 167 | 0 |
| Maple Leaf Foods, Inc. | 27833 | 526389 |
| Marathon Gold Corp. (A) | 15600 | 11597 |
| Martinrea International, Inc. | 26032 | 230488 |
| Maverix Metals, Inc. | 18001 | 78687 |
| MDA, Ltd. (A) | 1077 | 5204 |
| Medical Facilities Corp. | 12830 | 77067 |
| MEG Energy Corp. (A) | 103771 | 1477318 |
| Melcor Developments, Ltd. | 4800 | 38895 |
| Methanex Corp. | 21137 | 826372 |
| Morguard Corp. | 1778 | 151133 |
| MTY Food Group, Inc. (B) | 7815 | 355848 |
| Mullen Group, Ltd. | 32088 | 365214 |
| Neighbourly Pharmacy, Inc. | 900 | 16673 |
| Neo Performance Materials, Inc. | 3800 | 28391 |
| New Gold, Inc. (A) | 239551 | 265347 |
| New Pacific Metals Corp. (A) | 2211 | 4668 |
| NFI Group, Inc. (B) | 22816 | 168769 |
| North American Construction Group, Ltd. | 10337 | 139015 |
| NuVista Energy, Ltd. (A) | 69005 | 707928 |
| Obsidian Energy, Ltd. (A) | 2964 | 22453 |
| Optiva, Inc. (A) | 500 | 6505 |
| Orbite Technologies, Inc. (A)(C) | 105500 | 0 |
| Organigram Holdings, Inc. (A) | 35200 | 36374 |
| Organigram Holdings, Inc. (Nasdaq Exchange) (A)(B) | 23600 | 24308 |
| Orla Mining, Ltd. (A) | 16900 | 62818 |
| Orla Mining, Ltd. (NYSE American Exchange) (A) | 11612 | 42964 |
| Osisko Gold Royalties, Ltd. | 51910 | 654881 |
| Osisko Mining, Inc. (A) | 102340 | 273130 |
| Pan American Silver Corp. | 13750 | 225802 |
| Paramount Resources, Ltd., Class A | 26905 | 600445 |
| Parex Resources, Inc. | 41004 | 587100 |
| Park Lawn Corp. | 12127 | 225023 |
| Parkland Corp. | 52112 | 1110307 |
| Pason Systems, Inc. | 27155 | 324007 |
| Petrus Resources, Ltd. (A) | 5912 | 11515 |
| Peyto Exploration & Development Corp. (B) | 68868 | 767959 |
| PHX Energy Services Corp. | 11019 | 63567 |
| Pieridae Energy, Ltd. (A) | 16126 | 17383 |
| Pine Cliff Energy, Ltd. | 23500 | 29000 |
| Pipestone Energy Corp. (A) | 12600 | 31848 |
| Pizza Pizza Royalty Corp. | 10376 | 103286 |
| Polaris Renewable Energy, Inc. | 7043 | 76129 |
| Pollard Banknote, Ltd. (B) | 3690 | 53492 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| PolyMet Mining Corp. (A) | 2025 | $5976 |
| PrairieSky Royalty, Ltd. | 61894 | 1015040 |
| Precision Drilling Corp. (A) | 6554 | 523287 |
| Premium Brands Holdings Corp. | 13707 | 864413 |
| Quarterhill, Inc. (B) | 40708 | 47815 |
| Questerre Energy Corp., Class A (A)(B) | 41900 | 6853 |
| Real Matters, Inc. (A) | 24912 | 75561 |
| RF Capital Group, Inc. (A) | 1826 | 16548 |
| Richelieu Hardware, Ltd. | 18554 | 538075 |
| Rogers Sugar, Inc. | 36711 | 166205 |
| Roots Corp. (A)(B) | 3881 | 9233 |
| Russel Metals, Inc. | 21986 | 473177 |
| Sabina Gold & Silver Corp. (A) | 65468 | 62784 |
| Sandstorm Gold, Ltd. | 68630 | 356122 |
| Sandstorm Gold, Ltd. (New York Stock Exchange) | 2700 | 14040 |
| Savaria Corp. (B) | 16877 | 193970 |
| Seabridge Gold, Inc. (A) | 23651 | 295033 |
| Secure Energy Services, Inc. | 90776 | 505455 |
| ShawCor, Ltd. (A) | 31578 | 292974 |
| Sienna Senior Living, Inc. (B) | 26699 | 232424 |
| Sierra Metals, Inc. (A)(B) | 8600 | 1534 |
| Sierra Wireless, Inc. (A) | 13360 | 391519 |
| Signal Gold, Inc. (A)(B) | 9500 | 2189 |
| SilverCrest Metals, Inc. (A) | 13258 | 88015 |
| Sleep Country Canada Holdings, Inc. (D) | 13709 | 235422 |
| SNC-Lavalin Group, Inc. | 55234 | 996565 |
| Spin Master Corp. (D) | 10054 | 256442 |
| Sprott, Inc. (B) | 7899 | 282042 |
| Stantec, Inc. | 3556 | 175930 |
| Stelco Holdings, Inc. | 12962 | 432950 |
| Stella-Jones, Inc. | 19006 | 674532 |
| Superior Plus Corp. | 56857 | 431135 |
| Supremex, Inc. | 4000 | 16385 |
| Taiga Building Products, Ltd. (A) | 5000 | 10222 |
| Tamarack Valley Energy, Ltd. (B) | 99174 | 381906 |
| Taseko Mines, Ltd. (A)(B) | 98102 | 137838 |
| Tecsys, Inc. | 649 | 13953 |
| TELUS Corp. | 10668 | 227136 |
| TeraGo, Inc. (A) | 2000 | 3330 |
| TerraVest Industries, Inc. | 1900 | 35821 |
| The North West Company, Inc. | 20130 | 565972 |
| Tidewater Midstream and Infrastructure, Ltd. | 97265 | 81708 |
| Timbercreek Financial Corp. (B) | 29474 | 171566 |
| Torex Gold Resources, Inc. (A) | 30780 | 284883 |
| Total Energy Services, Inc. | 16306 | 106189 |
| Touchstone Exploration, Inc. (A)(B) | 10000 | 8103 |
| TransAlta Corp. | 84056 | 784852 |
| TransAlta Renewables, Inc. | 41639 | 442346 |
| Transcontinental, Inc., Class A | 26952 | 339417 |
| Trican Well Service, Ltd. (A) | 83926 | 249566 |
| Tricon Residential, Inc. | 70437 | 603753 |
| Triple Flag Precious Metals Corp. | 900 | 11441 |
| Trisura Group, Ltd. (A) | 12393 | 395242 |
| Turquoise Hill Resources, Ltd. (A) | 31288 | 979705 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Canada (continued)** |  |  |
| Uni-Select, Inc. (A) | 15096 | $510962 |
| Vecima Networks, Inc. | 1797 | 25235 |
| Vermilion Energy, Inc. (B) | 60324 | 1192443 |
| VersaBank | 2000 | 13352 |
| Victoria Gold Corp. (A) | 4906 | 29615 |
| Vitalhub Corp. (A) | 5800 | 9831 |
| Wajax Corp. | 6547 | 100749 |
| Wall Financial Corp. (A) | 1600 | 16533 |
| Waterloo Brewing, Ltd. | 2200 | 5086 |
| Wesdome Gold Mines, Ltd. (A) | 52961 | 357496 |
| Western Copper & Gold Corp. (A)(B) | 42400 | 68715 |
| Western Forest Products, Inc. | 174042 | 142323 |
| Westshore Terminals Investment Corp. | 15644 | 279584 |
| Whitecap Resources, Inc. | 140238 | 1118651 |
| WildBrain, Ltd. (A) | 20697 | 46159 |
| Winpak, Ltd. | 11036 | 356887 |
| Yamana Gold, Inc. | 291703 | 1589550 |
| Yellow Pages, Ltd. | 3166 | 33069 |
| Zenith Capital Corp. (A) | 5300 | 954 |
| **Chile 0.0%** |  | **7137** |
| Marimaca Copper Corp. (A) | 3200 | 7137 |
| **China 0.0%** |  | **71646** |
| Bund Center Investment, Ltd. | 55500 | 18485 |
| Fosun Tourism Group (A)(B)(D) | 15600 | 17836 |
| Goodbaby International Holdings, Ltd. (A) | 162000 | 11738 |
| Xingye Alloy Materials Group, Ltd. (A) | 176000 | 23587 |
| **Cyprus 0.0%** |  | **5539** |
| SD Standard ETC PLC (A) | 28377 | 5539 |
| **Denmark 2.5%** |  | **15718780** |
| ALK-Abello A/S (A) | 43720 | 634877 |
| Alm Brand A/S | 287180 | 476969 |
| Bang & Olufsen A/S (A)(B) | 41442 | 57664 |
| Bavarian Nordic A/S (A)(B) | 23351 | 793150 |
| Better Collective A/S (A)(B) | 8719 | 115219 |
| Brodrene Hartmann A/S (A) | 865 | 35586 |
| CBrain A/S | 1665 | 42841 |
| Chemometec A/S (A) | 5281 | 636397 |
| Columbus A/S | 26124 | 23950 |
| D/S Norden A/S | 8783 | 461931 |
| Dfds A/S | 12308 | 431561 |
| FLSmidth & Company A/S | 17547 | 521617 |
| Fluegger Group A/S | 225 | 13870 |
| H Lundbeck A/S | 88986 | 329397 |
| H Lundbeck A/S, A Shares (A) | 4749 | 16738 |
| H+H International A/S, Class B (A) | 6801 | 101621 |
| Harboes Bryggeri A/S, Class B (A) | 1452 | 14452 |
| ISS A/S (A) | 47231 | 1031675 |
| Jeudan A/S | 3010 | 108546 |
| Jyske Bank A/S (A) | 19215 | 1176129 |
| Matas A/S | 13454 | 134213 |
| MT Hoejgaard Holding A/S (A)(B) | 339 | 7287 |
| Netcompany Group A/S (A)(D) | 9519 | 444518 |

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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** |
| **Denmark (continued)** |  |  |
| Nilfisk Holding A/S (A) | 5482 | $108051 |
| NKT A/S (A) | 13131 | 707084 |
| NNIT A/S (A)(D) | 4314 | 40513 |
| North Media AS | 2487 | 21764 |
| NTG Nordic Transport Group A/S (A)(B) | 3889 | 127888 |
| Parken Sport & Entertainment A/S (A) | 1870 | 19721 |
| Per Aarsleff Holding A/S | 6442 | 208524 |
| Ringkjoebing Landbobank A/S | 8819 | 1108859 |
| Royal Unibrew A/S | 16664 | 1143227 |
| RTX A/S (A)(B) | 2997 | 58271 |
| Scandinavian Tobacco Group A/S (D) | 22645 | 402253 |
| Schouw & Company A/S | 4381 | 316715 |
| SimCorp A/S | 13331 | 855576 |
| Solar A/S, B Shares | 2213 | 188241 |
| SP Group A/S | 1662 | 58968 |
| Spar Nord Bank A/S | 31557 | 461957 |
| Sparekassen Sjaelland-Fyn A/S | 3904 | 101706 |
| Sydbank A/S | 22266 | 832888 |
| TCM Group A/S | 1441 | 13489 |
| Tivoli A/S (A) | 691 | 76699 |
| Topdanmark A/S | 14308 | 748215 |
| UIE PLC | 5980 | 159261 |
| Vestjysk Bank A/S (A) | 25591 | 11195 |
| Zealand Pharma A/S (A) | 11790 | 337507 |
| **Faeroe Islands 0.0%** |  | **24814** |
| BankNordik P/F | 1415 | 24814 |
| **Finland 2.3%** |  | **14238295** |
| Aktia Bank OYJ | 18402 | 193542 |
| Alma Media OYJ | 11325 | 116137 |
| Anora Group OYJ | 2753 | 21277 |
| Apetit OYJ | 1524 | 16075 |
| Aspo OYJ | 5505 | 45639 |
| Atria OYJ | 4132 | 40187 |
| Bittium OYJ | 10462 | 40640 |
| Cargotec OYJ, B Shares | 12834 | 534828 |
| Caverion OYJ | 33497 | 242630 |
| Citycon OYJ (A) | 21062 | 142110 |
| Digia OYJ | 7562 | 46430 |
| Enento Group OYJ (A)(D) | 5041 | 115276 |
| EQ OYJ | 1165 | 28520 |
| Finnair OYJ (A) | 205747 | 96768 |
| Fiskars OYJ ABP | 10905 | 182501 |
| F-Secure OYJ (A) | 33411 | 106759 |
| Gofore OYJ | 789 | 18537 |
| Harvia OYJ | 3999 | 78404 |
| HKScan OYJ, A Shares | 11127 | 11092 |
| Huhtamaki OYJ | 29972 | 1095575 |
| Ilkka OYJ | 9901 | 36374 |
| Incap OYJ (A) | 2230 | 36740 |
| Kamux Corp. | 8572 | 46153 |
| Kemira OYJ | 33664 | 488133 |
| Kojamo OYJ | 36503 | 544121 |
| Konecranes OYJ | 20483 | 604019 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Finland (continued)** |  |  |
| Lassila & Tikanoja OYJ | 9775 | $111061 |
| Marimekko OYJ | 7820 | 74297 |
| Metsa Board OYJ, A Shares | 1067 | 10963 |
| Metsa Board OYJ, B Shares | 54098 | 481337 |
| Musti Group OYJ (A) | 8683 | 138822 |
| Nokian Renkaat OYJ | 44842 | 491382 |
| Olvi OYJ, A Shares | 4942 | 166828 |
| Oma Saastopankki OYJ | 1470 | 28202 |
| Oriola OYJ, A Shares | 8342 | 16249 |
| Oriola OYJ, B Shares | 42174 | 78927 |
| Orion OYJ, Class A | 8076 | 423196 |
| Orion OYJ, Class B | 30694 | 1620561 |
| Outokumpu OYJ | 111348 | 561671 |
| Pihlajalinna OYJ | 2615 | 23617 |
| Ponsse OYJ | 3645 | 98628 |
| QT Group OYJ (A) | 3412 | 164188 |
| Raisio OYJ, V Shares | 46629 | 101705 |
| Rapala VMC OYJ | 5592 | 28462 |
| Revenio Group OYJ | 6747 | 287960 |
| Rovio Entertainment OYJ (D) | 5234 | 32280 |
| Sanoma OYJ | 27196 | 321115 |
| Taaleri OYJ | 2201 | 25232 |
| Talenom OYJ | 1935 | 19340 |
| Teleste OYJ | 3860 | 15150 |
| Terveystalo OYJ (D) | 24763 | 161973 |
| TietoEVRY OYJ | 26058 | 710766 |
| Tokmanni Group Corp. | 16285 | 224333 |
| Uponor OYJ | 18114 | 277885 |
| Vaisala OYJ, A Shares | 6527 | 271349 |
| Valmet OYJ | 49042 | 1267676 |
| Verkkokauppa.com OYJ | 6156 | 19412 |
| Wartsila OYJ ABP | 101028 | 875149 |
| WithSecure OYJ (A) | 33411 | 48565 |
| YIT OYJ | 47048 | 131547 |
| **France 4.5%** |  | **28465419** |
| ABC arbitrage | 8505 | 59131 |
| AKWEL | 3921 | 66751 |
| ALD SA (B)(D) | 32153 | 323596 |
| Altamir | 5040 | 134709 |
| Alten SA | 7824 | 988841 |
| Assystem SA | 2475 | 100108 |
| Atos SE (A) | 3283 | 34578 |
| Aubay | 2888 | 150187 |
| Axway Software SA | 2311 | 38752 |
| Bastide le Confort Medical | 1540 | 58140 |
| Beneteau SA | 14545 | 165534 |
| Bigben Interactive | 4952 | 34776 |
| Boiron SA | 1866 | 87995 |
| Bonduelle SCA | 5347 | 68601 |
| Bourbon Corp. (A)(C) | 1464 | 0 |
| Burelle SA | 69 | 31340 |
| Caisse Regionale de Credit Agricole Mutuel du Languedoc SCCV | 121 | 5569 |
| Casino Guichard Perrachon SA (A)(B) | 10362 | 115774 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **France (continued)** |  |  |
| Catana Group | 5106 | $28144 |
| Catering International Services | 1089 | 10925 |
| CBo Territoria | 8257 | 30801 |
| Cegedim SA | 1780 | 28529 |
| CGG SA (A) | 244859 | 168364 |
| Chargeurs SA | 6722 | 89989 |
| Cie des Alpes (A) | 8668 | 126881 |
| Cie Plastic Omnium SA | 19624 | 307277 |
| Coface SA | 37203 | 455424 |
| Derichebourg SA | 34102 | 184486 |
| Ekinops SAS (A) | 3234 | 23651 |
| Electricite de Strasbourg SA | 351 | 36486 |
| Elior Group SA (A)(D) | 50304 | 155002 |
| Elis SA | 62088 | 813243 |
| Equasens | 1219 | 100316 |
| Eramet SA | 3319 | 284019 |
| Etablissements Maurel et Prom SA | 21880 | 95522 |
| Eurazeo SE | 11557 | 729427 |
| Eutelsat Communications SA (B) | 56721 | 451282 |
| Exel Industries, A Shares | 466 | 22638 |
| Faurecia SE (A) | 40348 | 672203 |
| Fnac Darty SA (B) | 5986 | 221794 |
| Gaumont SA (A) | 489 | 52236 |
| Gaztransport Et Technigaz SA | 7495 | 934344 |
| GEA | 126 | 10463 |
| Genfit (A) | 8754 | 31382 |
| GL Events (A) | 4018 | 62449 |
| Groupe Crit | 1108 | 71556 |
| Groupe Gorge (A) | 519 | 11015 |
| Guerbet | 2565 | 44565 |
| Guillemot Corp. | 834 | 10639 |
| Haulotte Group SA | 3951 | 14150 |
| HEXAOM | 1083 | 20379 |
| ID Logistics Group (A) | 889 | 253230 |
| Imerys SA | 9519 | 378188 |
| Infotel SA | 1413 | 79325 |
| Interparfums SA | 1659 | 93622 |
| IPSOS | 16827 | 962625 |
| Jacquet Metals SACA | 4531 | 76813 |
| JCDecaux SE (A) | 22190 | 401747 |
| Kaufman & Broad SA | 5431 | 146655 |
| Korian SA | 23528 | 236198 |
| Laurent-Perrier | 1118 | 119450 |
| Lectra | 6803 | 240847 |
| Linedata Services | 1472 | 69415 |
| LISI | 7678 | 162984 |
| LNA Sante SA | 2041 | 55011 |
| Lumibird (A) | 2952 | 52144 |
| Maisons du Monde SA (D) | 12286 | 151338 |
| Manitou BF SA | 4533 | 103197 |
| Manutan International | 906 | 96512 |
| Mersen SA | 6826 | 262940 |
| Metropole Television SA | 10149 | 145926 |
| Nacon SA (A)(B) | 2227 | 5981 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **France (continued)** |  |  |
| Neoen SA (D) | 7011 | $286653 |
| Neurones | 1505 | 60380 |
| Nexans SA | 8590 | 759562 |
| Nexity SA | 13856 | 349611 |
| Nicox (A) | 6072 | 8100 |
| NRJ Group | 6595 | 43351 |
| Oeneo SA (B) | 4715 | 67303 |
| OL Groupe SA (A)(C) | 3929 | 11329 |
| Onxeo SA (A) | 2056 | 364 |
| Orpea SA (A)(B) | 5710 | 39000 |
| OSE Immuno (A) | 913 | 6831 |
| Pierre Et Vacances SA (A) | 14816 | 13281 |
| Plastivaloire | 1440 | 6033 |
| Quadient SA | 12777 | 194943 |
| Recylex SA (A)(C) | 4454 | 8565 |
| Rexel SA (A) | 73618 | 1352833 |
| Robertet SA | 46 | 39808 |
| Rothschild & Company | 12415 | 486815 |
| Rubis SCA | 30156 | 766734 |
| Samse SA | 285 | 51324 |
| Savencia SA | 1501 | 87029 |
| SCOR SE | 48717 | 936806 |
| Seche Environnement SA | 1539 | 145267 |
| SMCP SA (A)(D) | 9812 | 70141 |
| Societe BIC SA | 9132 | 603291 |
| Societe LDC SA | 493 | 53927 |
| Societe pour l'Informatique Industrielle | 2648 | 128944 |
| SOITEC (A) | 7224 | 1175117 |
| Solocal Group (A)(B) | 47008 | 32894 |
| Somfy SA | 2576 | 384411 |
| Sopra Steria Group SACA | 5309 | 805677 |
| SPIE SA | 42580 | 1053058 |
| Stef SA | 1253 | 110468 |
| Synergie SE | 3038 | 97255 |
| Technicolor Creative Studios SA (A) | 51859 | 15860 |
| Technip Energies NV | 35184 | 557232 |
| Television Francaise 1 | 16840 | 127283 |
| Thermador Groupe | 2187 | 206370 |
| Tikehau Capital SCA (B) | 9962 | 257879 |
| Trigano SA | 2880 | 360655 |
| Ubisoft Entertainment SA (A) | 23219 | 645914 |
| Union Financiere de France BQE SA | 2005 | 44213 |
| Valeo | 61277 | 1145554 |
| Vallourec SA (A) | 38555 | 453350 |
| Vantiva SA (A) | 63521 | 13651 |
| Verallia SA (D) | 18813 | 573398 |
| Vetoquinol SA | 1307 | 116930 |
| Vicat SA | 6848 | 164588 |
| VIEL & Cie SA | 6888 | 42813 |
| Vilmorin & Cie SA | 2260 | 116018 |
| Virbac SA | 1414 | 360167 |
| Voltalia SA (A) | 2523 | 48888 |
| Vranken-Pommery Monopole SA | 923 | 16088 |
| Wavestone | 2034 | 94126 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **France (continued)** |  |  |
| Xilam Animation SA (A) | 268 | $9226 |
| **Gabon 0.0%** |  | **40699** |
| Totalenergies EP Gabon | 243 | 40699 |
| **Georgia 0.1%** |  | **619826** |
| Bank of Georgia Group PLC | 13173 | 401828 |
| Georgia Capital PLC (A) | 5972 | 54345 |
| TBC Bank Group PLC | 6172 | 163653 |
| **Germany 5.8%** |  | **36628736** |
| 1&1 AG | 13559 | 194885 |
| 7C Solarparken AG | 13672 | 63641 |
| Aareal Bank AG | 24051 | 828884 |
| Adesso SE | 836 | 119040 |
| AIXTRON SE | 18245 | 601492 |
| All for One Group SE | 784 | 39144 |
| Allgeier SE | 2876 | 98352 |
| Amadeus Fire AG | 1891 | 224846 |
| Atoss Software AG | 1254 | 192251 |
| Aurubis AG | 11167 | 896512 |
| Auto1 Group SE (A)(D) | 9294 | 81203 |
| Basler AG | 3699 | 131316 |
| Bauer AG (A)(B) | 7205 | 56904 |
| BayWa AG | 6365 | 308406 |
| Bechtle AG | 24471 | 892379 |
| Bertrandt AG | 2111 | 77030 |
| Bijou Brigitte AG (A) | 1764 | 67377 |
| Bilfinger SE | 12863 | 368536 |
| Borussia Dortmund GmbH & Company KGaA (A) | 29529 | 109519 |
| CANCOM SE | 12396 | 374579 |
| CECONOMY AG (B) | 59337 | 139844 |
| CENIT AG | 2412 | 32439 |
| Cewe Stiftung & Company KGaA | 2024 | 203172 |
| CompuGroup Medical SE & Company KGaA | 8422 | 318819 |
| CropEnergies AG | 9512 | 144844 |
| CTS Eventim AG & Company KGaA (A) | 16582 | 1038799 |
| Data Modul AG | 635 | 36766 |
| Dermapharm Holding SE | 5347 | 234300 |
| Deutsche Beteiligungs AG | 4967 | 151432 |
| Deutsche Pfandbriefbank AG (D) | 59817 | 475085 |
| Deutz AG | 41092 | 186217 |
| DIC Asset AG | 14590 | 115344 |
| Dr. Hoenle AG | 1598 | 30763 |
| Draegerwerk AG & Company KGaA | 1198 | 48113 |
| Duerr AG | 18706 | 635434 |
| Eckert & Ziegler Strahlen- und Medizintechnik AG | 4771 | 270960 |
| Elmos Semiconductor SE | 2704 | 168800 |
| ElringKlinger AG | 9007 | 69778 |
| Encavis AG (B) | 35041 | 734016 |
| Energiekontor AG | 2118 | 195032 |
| EuroEyes International Eye Clinic, Ltd. | 14000 | 9749 |
| Evotec SE (A) | 7818 | 139678 |
| Fielmann AG | 6964 | 254988 |
| flatexDEGIRO AG (A) | 8505 | 91259 |
| FORTEC Elektronik AG | 601 | 16117 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Germany (continued)** |  |  |
| Fraport AG Frankfurt Airport Services Worldwide (A) | 11414 | $499535 |
| Freenet AG | 48936 | 1087733 |
| Fuchs Petrolub SE | 9623 | 287448 |
| GEA Group AG | 5540 | 226538 |
| Gerresheimer AG | 10784 | 796012 |
| Gesco AG | 3651 | 96961 |
| GFT Technologies SE | 6077 | 232388 |
| GK Software SE (A) | 245 | 36795 |
| GRENKE AG | 1670 | 36216 |
| H&R GmbH & Company KGaA (A) | 6074 | 39005 |
| Hamburger Hafen und Logistik AG | 9289 | 112675 |
| Hawesko Holding SE | 828 | 34160 |
| Heidelberger Druckmaschinen AG (A) | 90943 | 159370 |
| Hensoldt AG | 10475 | 244791 |
| HOCHTIEF AG | 7244 | 421329 |
| Hornbach Holding AG & Company KGaA | 4326 | 343143 |
| HUGO BOSS AG | 20108 | 1131169 |
| Hypoport SE (A) | 864 | 95540 |
| Indus Holding AG | 7265 | 172321 |
| Instone Real Estate Group SE (B)(D) | 13507 | 120562 |
| IVU Traffic Technologies AG | 1803 | 30897 |
| Jenoptik AG | 18413 | 515213 |
| JOST Werke AG (D) | 4614 | 256172 |
| K+S AG | 59611 | 1315775 |
| Kloeckner & Company SE | 26106 | 247754 |
| Koenig & Bauer AG (A) | 4359 | 73162 |
| Krones AG | 4487 | 510825 |
| KSB SE & Company KGaA | 73 | 31967 |
| KWS Saat SE & Company KGaA | 4093 | 282362 |
| LANXESS AG | 28186 | 1132457 |
| LEG Immobilien SE | 1858 | 119216 |
| Leifheit AG | 2841 | 44664 |
| Leoni AG (A)(B) | 9448 | 62332 |
| Manz AG (A)(B) | 1315 | 32138 |
| Mediclin AG (A) | 8179 | 28798 |
| Medigene AG (A) | 6493 | 15823 |
| Medios AG (A) | 530 | 11146 |
| METRO AG (A) | 35729 | 318755 |
| MLP SE | 22937 | 126727 |
| Nagarro SE (A)(B) | 2762 | 320984 |
| New Work SE | 1026 | 173449 |
| Nexus AG | 5695 | 357160 |
| Nordex SE (A) | 44605 | 572733 |
| Norma Group SE | 11109 | 194499 |
| OHB SE | 2007 | 73210 |
| PATRIZIA SE | 15691 | 155009 |
| Pfeiffer Vacuum Technology AG | 1271 | 233357 |
| PNE AG (B) | 16489 | 377173 |
| Progress-Werk Oberkirch AG | 386 | 12315 |
| ProSiebenSat.1 Media SE | 61649 | 560176 |
| PSI Software AG | 3728 | 88908 |
| PVA TePla AG (A) | 5294 | 101859 |
| q.beyond AG (A) | 40232 | 32874 |
| R Stahl AG (A) | 823 | 13015 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Germany (continued)** |  |  |
| Rational AG | 39 | $24504 |
| Rheinmetall AG | 5733 | 1171687 |
| SAF-Holland SE | 14787 | 145486 |
| Salzgitter AG | 13156 | 385806 |
| Scout24 SE (D) | 19487 | 1069609 |
| Secunet Security Networks AG | 413 | 95509 |
| SGL Carbon SE (A) | 17099 | 135087 |
| Siltronic AG | 7643 | 634294 |
| Sirius Real Estate, Ltd. | 298315 | 296470 |
| Sixt SE (B) | 4442 | 429945 |
| SMA Solar Technology AG (A)(B) | 3558 | 239745 |
| Software AG | 17078 | 437938 |
| Stabilus SE | 8657 | 555999 |
| STRATEC SE | 2035 | 176831 |
| Stroeer SE & Company KGaA | 9415 | 432573 |
| Suedzucker AG | 22841 | 336353 |
| SUESS MicroTec SE | 6541 | 104044 |
| Surteco Group SE | 2163 | 43823 |
| Synlab AG | 2086 | 29420 |
| Syzygy AG | 471 | 2381 |
| TAG Immobilien AG | 46798 | 282236 |
| Takkt AG | 15103 | 210683 |
| TeamViewer AG (A)(D) | 44499 | 579685 |
| Technotrans SE | 2893 | 80968 |
| thyssenkrupp AG | 111601 | 629070 |
| Traffic Systems SE | 2239 | 59964 |
| United Internet AG | 10039 | 213426 |
| USU Software AG | 468 | 9131 |
| Varta AG (B) | 4004 | 118316 |
| VERBIO Vereinigte BioEnergie AG | 7922 | 622157 |
| Vitesco Technologies Group AG (A) | 3744 | 198670 |
| Vivoryon Therapeutics NV (A) | 1006 | 10633 |
| Vossloh AG | 3151 | 138279 |
| Wacker Neuson SE | 10307 | 183000 |
| Washtec AG | 4217 | 167296 |
| Westwing Group SE (A) | 3087 | 27067 |
| Wuestenrot & Wuerttembergische AG | 10450 | 165292 |
| Zeal Network SE (B) | 4328 | 120720 |
| **Gibraltar 0.0%** |  | **136657** |
| 888 Holdings PLC (A) | 111653 | 136657 |
| **Greece 0.0%** |  | **63872** |
| Alapis Holding Industrial and Commercial SA of Pharmaceutical Chemical Products (A)(C) | 1810 | 35 |
| Okeanis Eco Tankers Corp. (A)(D) | 3343 | 63837 |
| TT Hellenic Postbank SA (A)(C) | 20725 | 0 |
| **Greenland 0.0%** |  | **25928** |
| GronlandsBANKEN A/S | 313 | 25928 |
| **Hong Kong 2.0%** |  | **12679083** |
| 3D-Gold Jewellery Holdings, Ltd. (A)(C) | 310000 | 0 |
| Aeon Credit Service Asia Company, Ltd. | 60000 | 36748 |
| Aidigong Maternal & Child Health, Ltd. (A) | 588000 | 28088 |
| Allied Group, Ltd. | 360000 | 88017 |
| Analogue Holdings, Ltd. | 44000 | 5871 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Hong Kong (continued)** |  |  |
| APAC Resources, Ltd. | 218605 | $28584 |
| Apollo Future Mobility Group, Ltd. (A) | 1040000 | 40970 |
| Asia Financial Holdings, Ltd. | 94000 | 39483 |
| Asia Standard International Group, Ltd. (A) | 236000 | 17288 |
| Asiasec Properties, Ltd. (A) | 103000 | 3011 |
| ASMPT, Ltd. | 81900 | 609705 |
| Associated International Hotels, Ltd. | 26000 | 33383 |
| BOCOM International Holdings Company, Ltd. | 346000 | 20464 |
| Bright Smart Securities & Commodities Group, Ltd. | 132000 | 22376 |
| Brightoil Petroleum Holdings, Ltd. (A)(C) | 563000 | 62168 |
| Build King Holdings, Ltd. | 150000 | 14081 |
| Burwill Holdings, Ltd. (A)(C) | 1216000 | 4982 |
| Cafe de Coral Holdings, Ltd. | 100000 | 145463 |
| Century City International Holdings, Ltd. (A) | 452000 | 16301 |
| Chen Hsong Holdings | 40000 | 8817 |
| Chevalier International Holdings, Ltd. | 45524 | 39779 |
| China Baoli Technologies Holdings, Ltd. (A) | 51750 | 729 |
| China Best Group Holding, Ltd. (A) | 210000 | 12971 |
| China Display Optoelectronics Technology Holdings, Ltd. (A) | 296000 | 14905 |
| China Energy Development Holdings, Ltd. (A) | 2938000 | 45531 |
| China Motor Bus Company, Ltd. | 6400 | 56213 |
| China Solar Energy Holdings, Ltd. (A)(C) | 127000 | 0 |
| China Star Entertainment, Ltd. (A) | 488000 | 47202 |
| Chinese Estates Holdings, Ltd. (A) | 183500 | 53326 |
| Chinney Investments, Ltd. | 36000 | 4969 |
| Chow Sang Sang Holdings International, Ltd. | 107000 | 124293 |
| Chuang's China Investments, Ltd. | 210000 | 7189 |
| Chuang's Consortium International, Ltd. | 340021 | 30067 |
| CITIC Telecom International Holdings, Ltd. | 476000 | 157100 |
| CMBC Capital Holdings, Ltd. | 42750 | 6767 |
| C-MER Eye Care Holdings, Ltd. (A) | 114000 | 60131 |
| Convoy Global Holdings, Ltd. (A)(C) | 630000 | 9114 |
| Cowell e Holdings, Inc. (A) | 58000 | 95251 |
| Crystal International Group, Ltd. (D) | 51500 | 14804 |
| CSC Holdings, Ltd. (A) | 4597500 | 22645 |
| CSI Properties, Ltd. | 1976333 | 36629 |
| Dah Sing Banking Group, Ltd. | 137648 | 95976 |
| Dah Sing Financial Holdings, Ltd. | 46744 | 104418 |
| Dickson Concepts International, Ltd. | 63500 | 29081 |
| Digital Domain Holdings, Ltd. (A) | 190000 | 7718 |
| DMX Technologies Group, Ltd. (A)(C) | 34000 | 0 |
| Dynamic Holdings, Ltd. | 44000 | 40422 |
| Eagle Nice International Holdings, Ltd. | 46000 | 26620 |
| EC Healthcare | 82000 | 57163 |
| EcoGreen International Group, Ltd. (A)(C) | 76000 | 16638 |
| EganaGoldpfeil Holdings, Ltd. (A)(C) | 131750 | 0 |
| Emperor Capital Group, Ltd. (A) | 1143000 | 7582 |
| Emperor Entertainment Hotel, Ltd. | 185000 | 10586 |
| Emperor International Holdings, Ltd. | 508250 | 35397 |
| Emperor Watch & Jewellery, Ltd. | 1270000 | 20795 |
| ENM Holdings, Ltd. (A) | 368000 | 19295 |
| Esprit Holdings, Ltd. (A) | 525375 | 50909 |
| Fairwood Holdings, Ltd. | 30500 | 40456 |
| Far East Consortium International, Ltd. | 391971 | 93277 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Hong Kong (continued)** |  |  |
| First Pacific Company, Ltd. | 618000 | $193942 |
| Fountain SET Holdings, Ltd. | 188000 | 19649 |
| FSE Lifestyle Services, Ltd. | 13000 | 8228 |
| Fullwealth International Group Holdings, Ltd. (A) | 40000 | 9507 |
| GDH Guangnan Holdings, Ltd. | 108000 | 8736 |
| Genting Hong Kong, Ltd. (A) | 550000 | 6050 |
| Giordano International, Ltd. | 389708 | 71593 |
| Glorious Sun Enterprises, Ltd. | 146000 | 13464 |
| Gold Peak Technology Group, Ltd. (A) | 90000 | 6468 |
| Golden Resources Development International, Ltd. | 298000 | 19120 |
| Gold-Finance Holdings, Ltd. (A)(C) | 214000 | 0 |
| Good Resources Holdings, Ltd. (A)(C) | 270000 | 809 |
| GR Properties, Ltd. (A) | 184000 | 21845 |
| Great Eagle Holdings, Ltd. | 63874 | 124710 |
| G-Resources Group, Ltd. | 178080 | 49792 |
| Guotai Junan International Holdings, Ltd. | 744600 | 64460 |
| Haitong International Securities Group, Ltd. (A) | 715316 | 70079 |
| Hang Lung Group, Ltd. | 197000 | 346974 |
| Hanison Construction Holdings, Ltd. | 143631 | 20532 |
| Harbour Centre Development, Ltd. (A) | 37500 | 31447 |
| HKBN, Ltd. | 216000 | 144232 |
| HKR International, Ltd. | 361840 | 106609 |
| HKT Trust & HKT, Ltd. | 2645 | 3225 |
| Hon Kwok Land Investment Company, Ltd. | 64000 | 15680 |
| Hong Kong Ferry Holdings Company, Ltd. | 64000 | 53801 |
| Hong Kong Technology Venture Company, Ltd. | 130000 | 97014 |
| Hong Kong Technology Venture Company, Ltd., ADR | 1717 | 25703 |
| Hongkong Chinese, Ltd. | 224000 | 14306 |
| Hsin Chong Group Holdings, Ltd. (A)(C) | 736000 | 32979 |
| Hutchison Port Holdings Trust | 1279000 | 239061 |
| Hutchison Telecommunications Hong Kong Holdings, Ltd. | 516000 | 74066 |
| Hypebeast, Ltd. (A) | 120000 | 7068 |
| Hysan Development Company, Ltd. | 160000 | 422503 |
| Imagi International Holdings, Ltd. (A) | 69281 | 2691 |
| International Housewares Retail Company, Ltd. | 95000 | 34369 |
| IPE Group, Ltd. (A) | 220000 | 16959 |
| IRC, Ltd. (A) | 1194000 | 18341 |
| ITC Properties Group, Ltd. | 136252 | 16982 |
| Jacobson Pharma Corp., Ltd. | 176000 | 20195 |
| Johnson Electric Holdings, Ltd. | 114253 | 143269 |
| K Wah International Holdings, Ltd. | 295000 | 92862 |
| Kader Holdings Company, Ltd. (A) | 14000 | 811 |
| Karrie International Holdings, Ltd. | 180000 | 29950 |
| Keck Seng Investments Hong Kong, Ltd. | 19000 | 5263 |
| Kerry Logistics Network, Ltd. | 237500 | 418413 |
| Kerry Properties, Ltd. | 143000 | 273373 |
| Kingmaker Footwear Holdings, Ltd. | 54000 | 6812 |
| Kingston Financial Group, Ltd. (A) | 174000 | 6393 |
| Kowloon Development Company, Ltd. | 106000 | 98646 |
| Kwoon Chung Bus Holdings, Ltd. (A) | 20000 | 4514 |
| Lai Sun Development Company, Ltd. (A) | 127179 | 26441 |
| Lai Sun Garment International, Ltd. (A) | 46846 | 10230 |
| Landsea Green Management, Ltd. (A) | 404000 | 6245 |
| Langham Hospitality Investments, Ltd. | 464250 | 45029 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Hong Kong (continued)** |  |  |
| Lerthai Group, Ltd. (A)(C) | 18000 | $2051 |
| Lifestyle International Holdings, Ltd. (A) | 158500 | 101564 |
| Lippo China Resources, Ltd. | 1028000 | 13828 |
| Lippo, Ltd. | 31250 | 10005 |
| Liu Chong Hing Investment, Ltd. | 76000 | 67299 |
| Luk Fook Holdings International, Ltd. | 107000 | 259405 |
| Lung Kee Bermuda Holdings, Ltd. | 48000 | 15284 |
| Man Wah Holdings, Ltd. | 450400 | 416877 |
| Mandarin Oriental International, Ltd. (A) | 48800 | 82159 |
| Mason Group Holdings, Ltd. (A) | 9029000 | 30153 |
| Melco International Development, Ltd. (A) | 199000 | 162899 |
| MH Development, Ltd. (A)(C) | 124000 | 8287 |
| Midland Holdings, Ltd. (A) | 54000 | 4169 |
| Miramar Hotel & Investment | 86000 | 122833 |
| Modern Dental Group, Ltd. | 107000 | 25793 |
| National Electronics Holdings | 88000 | 10699 |
| National United Resources Holdings, Ltd. (A) | 109000 | 1530 |
| New Huo Technology Holdings, Ltd. (A) | 18500 | 8246 |
| Nissin Foods Company, Ltd. | 91000 | 76077 |
| NWS Holdings, Ltd. | 331000 | 272918 |
| Oriental Watch Holdings | 134378 | 73787 |
| Oshidori International Holdings, Ltd. (A) | 1540200 | 51502 |
| Pacific Andes International Holdings, Ltd. (A)(C) | 2171305 | 0 |
| Pacific Basin Shipping, Ltd. | 1377000 | 464977 |
| Pacific Century Premium Developments, Ltd. (A) | 32400 | 1322 |
| Pacific Textiles Holdings, Ltd. | 270000 | 88959 |
| Paliburg Holdings, Ltd. (A) | 101380 | 21844 |
| Paradise Entertainment, Ltd. (A) | 176000 | 14569 |
| PC Partner Group, Ltd. | 56000 | 32646 |
| PCCW, Ltd. | 876773 | 383389 |
| Peace Mark Holdings, Ltd. (A)(C) | 180000 | 0 |
| Perfect Medical Health Management, Ltd. | 121000 | 57681 |
| Pico Far East Holdings, Ltd. | 254000 | 36578 |
| Playmates Holdings, Ltd. | 640000 | 45796 |
| Plover Bay Technologies, Ltd. | 88000 | 28385 |
| PT International Development Company, Ltd. (A) | 453327 | 10216 |
| Public Financial Holdings, Ltd. | 126000 | 36114 |
| Realord Group Holdings, Ltd. (A) | 30000 | 34562 |
| Regal Hotels International Holdings, Ltd. (A) | 117200 | 37268 |
| Regina Miracle International Holdings, Ltd. (D) | 67000 | 31131 |
| Sa Sa International Holdings, Ltd. (A) | 262000 | 36233 |
| SAS Dragon Holdings, Ltd. | 84000 | 40433 |
| SEA Holdings, Ltd. | 68484 | 31167 |
| Shangri-La Asia, Ltd. (A) | 298000 | 185503 |
| Shenwan Hongyuan HK, Ltd. (A) | 90000 | 5350 |
| Shun Tak Holdings, Ltd. (A) | 455250 | 73392 |
| Singamas Container Holdings, Ltd. | 270000 | 25794 |
| SJM Holdings, Ltd. (A) | 675000 | 325587 |
| SmarTone Telecommunications Holdings, Ltd. | 73089 | 37105 |
| Solomon Systech International, Ltd. | 266000 | 16544 |
| Soundwill Holdings, Ltd. | 39500 | 31587 |
| Stella International Holdings, Ltd. | 131000 | 121941 |
| Sun Hung Kai & Company, Ltd. | 129318 | 47195 |
| SUNeVision Holdings, Ltd. | 173000 | 87504 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Hong Kong (continued)** |  |  |
| TAI Cheung Holdings, Ltd. | 115000 | $61230 |
| Tan Chong International, Ltd. | 63000 | 14914 |
| Television Broadcasts, Ltd. (A) | 105800 | 51187 |
| Texhong Textile Group, Ltd. | 42000 | 34740 |
| Texwinca Holdings, Ltd. | 264000 | 44185 |
| The Bank of East Asia, Ltd. | 127708 | 147286 |
| The Hongkong & Shanghai Hotels, Ltd. (A) | 116523 | 103034 |
| Town Health International Medical Group, Ltd. | 308000 | 12237 |
| Tradelink Electronic Commerce, Ltd. | 186000 | 18909 |
| Transport International Holdings, Ltd. | 86278 | 100127 |
| United Laboratories International Holdings, Ltd. | 308500 | 161877 |
| Up Energy Development Group, Ltd. (A)(C) | 898000 | 1483 |
| Upbest Group, Ltd. | 8000 | 610 |
| Value Partners Group, Ltd. | 295000 | 89546 |
| Valuetronics Holdings, Ltd. | 125150 | 45805 |
| Vedan International Holdings, Ltd. | 168000 | 12520 |
| Vitasoy International Holdings, Ltd. (A)(B) | 194000 | 353853 |
| VPower Group International Holdings, Ltd. (A)(D) | 201361 | 13291 |
| VSTECS Holdings, Ltd. | 188400 | 102263 |
| VTech Holdings, Ltd. | 41800 | 266585 |
| Wai Kee Holdings, Ltd. | 72000 | 15646 |
| Wang On Group, Ltd. | 1780000 | 10077 |
| Wealthking Investments, Ltd. (A) | 376000 | 21601 |
| Wing On Company International, Ltd. | 28000 | 45572 |
| Wing Tai Properties, Ltd. | 118000 | 52408 |
| YTO Express Holdings, Ltd. | 30000 | 7913 |
| Yue Yuen Industrial Holdings, Ltd. | 237500 | 299541 |
| Yunfeng Financial Group, Ltd. (A) | 46000 | 6051 |
| Zensun Enterprises, Ltd. (A) | 107000 | 19989 |
| Zhaobangji Properties Holdings, Ltd. (A) | 632000 | 33278 |
| **Ireland 0.8%** |  | **5106108** |
| AIB Group PLC | 60458 | 196325 |
| Bank of Ireland Group PLC | 312684 | 2592777 |
| C&C Group PLC (A) | 147926 | 315539 |
| Cairn Homes PLC | 93903 | 90783 |
| COSMO Pharmaceuticals NV | 2339 | 150199 |
| Dalata Hotel Group PLC (A) | 37570 | 134658 |
| FBD Holdings PLC | 8155 | 95276 |
| Glanbia PLC | 34335 | 414088 |
| Glenveagh Properties PLC (A)(D) | 91625 | 88939 |
| Grafton Group PLC, CHESS Depositary Interest | 72434 | 681010 |
| Greencore Group PLC (A) | 189388 | 147310 |
| Hostelworld Group PLC (A)(D) | 23274 | 28546 |
| Irish Continental Group PLC | 31699 | 139453 |
| Permanent TSB Group Holdings PLC (A) | 16886 | 31205 |
| **Isle of Man 0.1%** |  | **814503** |
| Playtech PLC (A) | 117955 | 788224 |
| Strix Group PLC | 29122 | 26279 |
| **Israel 1.5%** |  | **9644989** |
| Abra Information Technologies, Ltd. (A) | 12456 | 13539 |
| Adgar Investment and Development, Ltd. | 21013 | 34910 |
| Afcon Holdings, Ltd. | 677 | 28711 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Israel (continued)** |  |  |
| AFI Properties, Ltd. (A) | 4473 | $151099 |
| Africa Israel Residences, Ltd. | 1267 | 60409 |
| Airport City, Ltd. (A) | 1 | 9 |
| Allot, Ltd. (A) | 10164 | 37968 |
| Alrov Properties and Lodgings, Ltd. | 2069 | 123274 |
| Arad, Ltd. | 2993 | 41111 |
| Ashtrom Group, Ltd. | 10476 | 222860 |
| AudioCodes, Ltd. | 5373 | 103162 |
| Aura Investments, Ltd. | 38484 | 70107 |
| Automatic Bank Services, Ltd. | 2098 | 10451 |
| Avgol Industries 1953, Ltd. (A)(B) | 33538 | 18782 |
| Azorim-Investment Development & Construction Company, Ltd. | 18584 | 63110 |
| Bet Shemesh Engines Holdings 1997, Ltd. (A) | 2169 | 48368 |
| BioLine RX, Ltd. (A) | 56614 | 2843 |
| Blue Square Real Estate, Ltd. | 1082 | 76611 |
| Brainsway, Ltd. (A) | 2776 | 2736 |
| Camtek, Ltd. (A) | 1190 | 28836 |
| Carasso Motors, Ltd. | 10045 | 65796 |
| Castro Model, Ltd. | 307 | 5982 |
| Cellcom Israel, Ltd. (A) | 31945 | 181812 |
| Ceragon Networks, Ltd. (A) | 14289 | 28006 |
| Clal Insurance Enterprises Holdings, Ltd. (A) | 17158 | 316214 |
| Compugen, Ltd. (A) | 2812 | 2964 |
| Danel Adir Yeoshua, Ltd. | 1164 | 103927 |
| Delek Automotive Systems, Ltd. | 14507 | 193584 |
| Delek Group, Ltd. (A) | 2792 | 356315 |
| Delta Galil, Ltd. | 2564 | 110317 |
| Delta Israel Brands, Ltd. | 611 | 7510 |
| Dor Alon Energy in Israel 1988, Ltd. | 2265 | 75055 |
| Duniec Brothers, Ltd. | 204 | 9114 |
| Electra Consumer Products 1970, Ltd. | 2312 | 95365 |
| Electra Real Estate, Ltd. | 5828 | 70214 |
| Electra, Ltd. | 59 | 34589 |
| Ellomay Capital, Ltd. (A) | 420 | 6247 |
| Elron Ventures, Ltd. | 7485 | 13182 |
| Energix-Renewable Energies, Ltd. | 1 | 3 |
| Equital, Ltd. (A) | 7225 | 234034 |
| First International Bank of Israel, Ltd. | 1 | 26 |
| FMS Enterprises Migun, Ltd. | 748 | 27147 |
| Formula Systems 1985, Ltd. | 2659 | 219708 |
| Fox Wizel, Ltd. | 1320 | 149365 |
| Gav-Yam Lands Corp., Ltd. | 27831 | 239837 |
| Gilat Satellite Networks, Ltd. (A) | 5281 | 31755 |
| Gilat Satellite Networks, Ltd. (New York Stock Exchange) (A) | 759 | 4691 |
| Globrands, Ltd. | 85 | 9426 |
| Hamat Group, Ltd. | 3347 | 27842 |
| Harel Insurance Investments & Financial Services, Ltd. | 18638 | 185089 |
| Hilan, Ltd. | 3350 | 165889 |
| IDI Insurance Company, Ltd. | 2440 | 59646 |
| IES Holdings, Ltd. | 762 | 56865 |
| Ilex Medical, Ltd. | 1319 | 35949 |
| Infinya, Ltd. | 1499 | 153414 |
| Inrom Construction Industries, Ltd. (B) | 29233 | 120456 |
| Isracard, Ltd. | 37464 | 125455 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Israel (continued)** |  |  |
| Israel Canada T.R, Ltd. | 28087 | $78537 |
| Israel Land Development - Urban Renewal, Ltd. | 6186 | 86614 |
| Isras Investment Company, Ltd. | 423 | 79329 |
| Issta Lines, Ltd. | 1875 | 54221 |
| Kamada, Ltd. (A) | 7673 | 35732 |
| Kardan Real Estate Enterprise & Development, Ltd. | 5870 | 5903 |
| Kerur Holdings, Ltd. | 1291 | 29161 |
| Klil Industries, Ltd. | 300 | 22884 |
| Levinstein Properties, Ltd. | 1350 | 35194 |
| M Yochananof & Sons, Ltd. | 1229 | 70030 |
| Magic Software Enterprises, Ltd. | 6930 | 121572 |
| Malam - Team, Ltd. | 2400 | 57530 |
| Matrix IT, Ltd. | 8917 | 207554 |
| Maytronics, Ltd. | 2944 | 33902 |
| Mediterranean Towers, Ltd. | 22244 | 59717 |
| Mega Or Holdings, Ltd. | 5739 | 173737 |
| Mehadrin, Ltd. (A) | 167 | 6607 |
| Meitav Investment House, Ltd. (A) | 7033 | 24246 |
| Menora Mivtachim Holdings, Ltd. (A) | 6228 | 138095 |
| Meshulam Levinstein Contracting & Engineering, Ltd. | 125 | 11248 |
| Migdal Insurance & Financial Holdings, Ltd. (A) | 80532 | 106389 |
| Mivne Real Estate KD, Ltd. | 1 | 2 |
| Mivtach Shamir Holdings, Ltd. | 1455 | 36087 |
| Mizrahi Tefahot Bank, Ltd. | 1 | 25 |
| Naphtha Israel Petroleum Corp., Ltd. (A) | 14316 | 80889 |
| Nawi Brothers, Ltd. | 4915 | 38827 |
| Neto Malinda Trading, Ltd. (A) | 532 | 16969 |
| Neto ME Holdings, Ltd. (A) | 616 | 24312 |
| Novolog, Ltd. | 76556 | 67420 |
| NR Spuntech Industries, Ltd. (A) | 7555 | 8011 |
| Oil Refineries, Ltd. | 590897 | 219646 |
| One Software Technologies, Ltd. | 10156 | 150633 |
| Palram Industries 1990, Ltd. | 2911 | 23315 |
| Partner Communications Company, Ltd. (A) | 47013 | 368841 |
| Paz Oil Company, Ltd. (A) | 2625 | 354720 |
| Peninsula Group, Ltd. | 11513 | 6703 |
| Perion Network, Ltd. (A) | 9594 | 267982 |
| Plasson Industries, Ltd. | 710 | 31152 |
| Plus500, Ltd. | 30141 | 691907 |
| Prashkovsky Investments and Construction, Ltd. | 929 | 23663 |
| Priortech, Ltd. (A) | 2299 | 48511 |
| Rami Levy Chain Stores Hashikma Marketing 2006, Ltd. | 1831 | 131502 |
| Raval Ics, Ltd. | 11596 | 11023 |
| Sano-Brunos Enterprises, Ltd. | 577 | 40552 |
| Scope Metals Group, Ltd. | 2885 | 124694 |
| Shikun & Binui, Ltd. (A) | 1 | 2 |
| Summit Real Estate Holdings, Ltd. | 11364 | 169664 |
| Suny Cellular Communication, Ltd. | 18682 | 8935 |
| Tadiran Group, Ltd. | 944 | 106619 |
| Tamar Petroleum, Ltd. (D) | 16837 | 52661 |
| Tel Aviv Stock Exchange, Ltd. | 15875 | 107198 |
| Telsys, Ltd. | 899 | 53001 |
| Tera Light, Ltd. (A) | 11021 | 15775 |
| Tiv Taam Holdings 1, Ltd. | 11851 | 22568 |

---

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Israel (continued)** |  |  |
| Tower Semiconductor, Ltd. (A) | 1 | $28 |
| Tremor International, Ltd. (A) | 17934 | 70026 |
| Tremor International, Ltd., ADR (A) | 1500 | 11580 |
| Victory Supermarket Chain, Ltd. (A) | 2484 | 30633 |
| YD More Investments, Ltd. | 4219 | 11357 |
| YH Dimri Construction & Development, Ltd. | 1740 | 117668 |
| **Italy 3.5%** |  | **21996312** |
| A2A SpA | 449642 | 603673 |
| ACEA SpA | 13366 | 183731 |
| Aeffe SpA (A)(B) | 16597 | 22568 |
| Anima Holding SpA (D) | 87266 | 333976 |
| Aquafil SpA | 5089 | 31009 |
| Arnoldo Mondadori Editore SpA | 41391 | 79622 |
| Ascopiave SpA | 22706 | 58999 |
| Autogrill SpA (A) | 7745 | 52122 |
| Autostrade Meridionali SpA | 562 | 22320 |
| Avio SpA | 6136 | 71612 |
| Azimut Holding SpA | 32492 | 662181 |
| Banca Generali SpA | 18595 | 630593 |
| Banca IFIS SpA | 9421 | 129836 |
| Banca Mediolanum SpA | 54957 | 465059 |
| Banca Popolare di Sondrio SpA | 185374 | 743430 |
| Banca Profilo SpA | 121842 | 25670 |
| Banca Sistema SpA (D) | 14130 | 22645 |
| Banco BPM SpA | 532763 | 1846382 |
| Banco di Desio e della Brianza SpA | 13389 | 39621 |
| BasicNet SpA | 3403 | 20508 |
| Be Shaping the Future SpA | 11435 | 41497 |
| BF SpA | 5823 | 23595 |
| BFF Bank SpA (D) | 35428 | 277433 |
| Biesse SpA | 1347 | 17871 |
| BPER Banca | 303316 | 627074 |
| Brembo SpA | 42382 | 496175 |
| Brunello Cucinelli SpA | 10679 | 706938 |
| Buzzi Unicem SpA | 29399 | 567622 |
| Cairo Communication SpA | 21855 | 35052 |
| Carel Industries SpA (D) | 9561 | 238048 |
| Cementir Holding NV | 17059 | 112428 |
| CIR SpA-Compagnie Industriali (A) | 318454 | 143232 |
| Credito Emiliano SpA | 37888 | 268511 |
| Danieli & C Officine Meccaniche SpA | 4189 | 94033 |
| Danieli & C Officine Meccaniche SpA, Savings Shares | 11575 | 180809 |
| De' Longhi SpA | 21515 | 484541 |
| DeA Capital SpA (A) | 30974 | 36575 |
| Digital Bros SpA | 631 | 14784 |
| doValue SpA (D) | 11526 | 83038 |
| Elica SpA | 10005 | 28915 |
| Emak SpA | 21737 | 28185 |
| Enav SpA (D) | 23052 | 101977 |
| ERG SpA | 10198 | 324196 |
| Esprinet SpA | 11933 | 88217 |
| Eurotech SpA (A) | 9022 | 31242 |
| Fila SpA | 3770 | 27067 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Italy (continued)** |  |  |
| Fincantieri SpA (A)(B) | 193472 | $111276 |
| FNM SpA (A) | 72366 | 33744 |
| Garofalo Health Care SpA (A) | 6031 | 23711 |
| Gefran SpA | 1600 | 15507 |
| Geox SpA (A) | 22422 | 19479 |
| Gruppo MutuiOnline SpA | 9754 | 274667 |
| Hera SpA | 263262 | 731276 |
| Illimity Bank SpA (A) | 18559 | 145186 |
| IMMSI SpA | 75963 | 33121 |
| Interpump Group SpA | 14735 | 661294 |
| Iren SpA | 217224 | 360597 |
| Italgas SpA | 179397 | 1055768 |
| Italmobiliare SpA | 5244 | 140314 |
| Iveco Group NV (A) | 13538 | 91428 |
| Juventus Football Club SpA (A) | 66613 | 19210 |
| KME Group SpA (A) | 66972 | 38757 |
| Leonardo SpA | 144633 | 1160434 |
| LU-VE SpA | 2562 | 63966 |
| Maire Tecnimont SpA (B) | 49836 | 159890 |
| MFE-MediaForEurope NV, Class A | 324582 | 136567 |
| MFE-MediaForEurope NV, Class B | 89755 | 52818 |
| Newlat Food SpA (A) | 1582 | 7341 |
| Openjobmetis SpA Agenzia per il Lavoro | 4189 | 38051 |
| Orsero SpA | 2504 | 37084 |
| OVS SpA (D) | 75854 | 173854 |
| Pharmanutra SpA | 1031 | 68601 |
| Piaggio & C SpA | 59218 | 173388 |
| Piovan SpA (D) | 1138 | 9392 |
| Pirelli & C. SpA (D) | 109418 | 488439 |
| Prima Industrie SpA | 1462 | 37598 |
| RAI Way SpA (D) | 34478 | 189010 |
| Reply SpA | 7219 | 858498 |
| Rizzoli Corriere Della Sera Mediagroup SpA | 44608 | 30121 |
| Sabaf SpA | 2928 | 56265 |
| SAES Getters SpA | 2668 | 62988 |
| SAES Getters SpA, Savings Shares | 2176 | 36141 |
| Safilo Group SpA (A) | 50543 | 81582 |
| Salvatore Ferragamo SpA | 15561 | 279546 |
| Sanlorenzo SpA/Ameglia | 454 | 16618 |
| Saras SpA (A) | 186965 | 227504 |
| Sesa SpA | 2766 | 347438 |
| SOL SpA | 11563 | 223984 |
| Tamburi Investment Partners SpA | 39590 | 315528 |
| Technogym SpA (D) | 41738 | 325098 |
| Telecom Italia SpA (A) | 68484 | 14941 |
| Tinexta SpA | 8122 | 195182 |
| TXT e-solutions SpA (A) | 3737 | 49490 |
| Unieuro SpA (B)(D) | 5335 | 72401 |
| Unipol Gruppo SpA | 159150 | 814108 |
| UnipolSai Assicurazioni SpA | 34902 | 89042 |
| Webuild SpA (B) | 63047 | 99760 |
| Zignago Vetro SpA | 8446 | 123697 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan 24.4%** |  | **$154257337** |
| &Do Holdings Company, Ltd. | 2600 | 16183 |
| A&D HOLON Holdings Company, Ltd. | 6900 | 53047 |
| Access Company, Ltd. (A) | 11200 | 61355 |
| Accrete, Inc. | 900 | 21851 |
| Achilles Corp. | 4700 | 46243 |
| AD Works Group Company, Ltd. | 10540 | 11965 |
| Adastria Company, Ltd. | 7540 | 110677 |
| ADEKA Corp. | 26991 | 447404 |
| Ad-sol Nissin Corp. | 2800 | 30852 |
| Adtec Plasma Technology Company, Ltd. | 1400 | 18083 |
| Advan Group Company, Ltd. | 7300 | 47487 |
| Advance Create Company, Ltd. | 3200 | 24958 |
| Advanced Media, Inc. (A) | 1400 | 11872 |
| Adventure, Inc. | 600 | 56559 |
| Aeon Delight Company, Ltd. | 6300 | 134364 |
| Aeon Fantasy Company, Ltd. | 3300 | 70492 |
| AEON Financial Service Company, Ltd. | 8800 | 94668 |
| Aeon Hokkaido Corp. | 7700 | 66274 |
| Aeon Kyushu Company, Ltd. | 900 | 15286 |
| AFC-HD AMS Life Science Company, Ltd. | 3000 | 16531 |
| Agro-Kanesho Company, Ltd. | 2800 | 31628 |
| AGS Corp. | 1400 | 6637 |
| Ahresty Corp. | 9400 | 26865 |
| Ai Holdings Corp. | 12200 | 198692 |
| Aica Kogyo Company, Ltd. | 16000 | 379606 |
| Aichi Corp. | 10700 | 62550 |
| Aichi Financial Group, Inc. | 11390 | 182699 |
| Aichi Steel Corp. | 4100 | 68157 |
| Aichi Tokei Denki Company, Ltd. | 3300 | 32801 |
| Aida Engineering, Ltd. | 16800 | 103064 |
| Aiful Corp. | 70900 | 211197 |
| Aiming, Inc. | 4200 | 12216 |
| Ain Holdings, Inc. | 7400 | 363396 |
| Ainavo Holdings Company, Ltd. | 2400 | 16343 |
| Aiphone Company, Ltd. | 3500 | 48895 |
| Airport Facilities Company, Ltd. | 9200 | 36093 |
| Airtrip Corp. | 4600 | 90507 |
| Aisan Industry Company, Ltd. | 12600 | 64918 |
| AIT Corp. | 2300 | 24137 |
| Aizawa Securities Group Company, Ltd. | 7900 | 39698 |
| Ajis Company, Ltd. | 1600 | 24376 |
| Akatsuki Corp. | 6800 | 15494 |
| Akatsuki, Inc. | 3000 | 49922 |
| Akebono Brake Industry Company, Ltd. (A) | 25300 | 30549 |
| Albis Company, Ltd. | 2200 | 38153 |
| Alconix Corp. | 8400 | 81004 |
| Alinco, Inc. | 5400 | 39316 |
| Alleanza Holdings Company, Ltd. | 2600 | 18632 |
| Allied Architects, Inc. (A) | 2400 | 25380 |
| Allied Telesis Holdings KK (A) | 9200 | 6729 |
| Alpen Company, Ltd. | 5400 | 80270 |
| Alpha Corp. | 2500 | 17384 |
| AlphaPolis Company, Ltd. (A) | 1100 | 20233 |
| Alps Alpine Company, Ltd. | 40900 | 392334 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Alps Logistics Company, Ltd. | 6000 | $50903 |
| Altech Corp. | 5730 | 87545 |
| Amano Corp. | 17200 | 312235 |
| Amiyaki Tei Company, Ltd. | 1000 | 21048 |
| Amuse, Inc. | 3900 | 51011 |
| Amvis Holdings, Inc. | 4700 | 111138 |
| Anabuki Kosan, Inc. | 1000 | 14475 |
| Anest Iwata Corp. | 12200 | 84140 |
| AnGes, Inc. (A) | 6300 | 6647 |
| Anicom Holdings, Inc. | 22100 | 117856 |
| Anritsu Corp. | 46000 | 495157 |
| AOI Electronics Company, Ltd. | 1600 | 22673 |
| AOKI Holdings, Inc. | 12500 | 62700 |
| Aoki Super Company, Ltd. | 600 | 10499 |
| Aoyama Trading Company, Ltd. | 15100 | 110748 |
| Aoyama Zaisan Networks Company, Ltd. | 5700 | 46430 |
| Aozora Bank, Ltd. | 1700 | 32143 |
| Arakawa Chemical Industries, Ltd. | 5800 | 42082 |
| Arata Corp. | 5400 | 158742 |
| Araya Industrial Company, Ltd. | 1200 | 20228 |
| Arcland Service Holdings Company, Ltd. | 5300 | 85857 |
| ARCLANDS Corp. | 1300 | 14200 |
| Arcs Company, Ltd. | 13584 | 207730 |
| Ardepro Company, Ltd. | 6079 | 18520 |
| Arealink Company, Ltd. | 3100 | 43576 |
| Argo Graphics, Inc. | 5500 | 153168 |
| Arisawa Manufacturing Company, Ltd. | 12600 | 118230 |
| ARTERIA Networks Corp. | 8100 | 73897 |
| Artiza Networks, Inc. | 2400 | 19478 |
| Artnature, Inc. | 6300 | 35704 |
| Aruhi Corp. (B) | 10800 | 79047 |
| As One Corp. | 2800 | 126086 |
| Asahi Broadcasting Group Holdings Corp. | 4000 | 18099 |
| Asahi Company, Ltd. | 5200 | 50388 |
| Asahi Diamond Industrial Company, Ltd. | 19800 | 104476 |
| Asahi Holdings, Inc. | 25500 | 381587 |
| Asahi Intelligence Service Company, Ltd. | 600 | 5053 |
| Asahi Kogyosha Company, Ltd. | 3400 | 52789 |
| Asahi Net, Inc. | 6800 | 28332 |
| Asahi Printing Company, Ltd. | 3100 | 19036 |
| Asahi Yukizai Corp. | 5300 | 103411 |
| Asanuma Corp. | 5400 | 114703 |
| Asax Company, Ltd. | 4100 | 18140 |
| Ascentech KK | 2000 | 7517 |
| Ashimori Industry Company, Ltd. | 1599 | 14973 |
| Asia Pile Holdings Corp. | 11600 | 45377 |
| ASKA Pharmaceutical Holdings Company, Ltd. | 8200 | 76859 |
| ASKUL Corp. | 12400 | 143380 |
| Astena Holdings Company, Ltd. | 12400 | 37794 |
| Asteria Corp. | 5400 | 32382 |
| Asti Corp. | 700 | 13771 |
| Atled Corp. | 600 | 6652 |
| Atrae, Inc. (A) | 5800 | 63375 |
| Aucnet, Inc. | 3600 | 51685 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Autobacs Seven Company, Ltd. | 21600 | $229370 |
| Aval Data Corp. | 700 | 19638 |
| Avant Group Corp. | 7100 | 78423 |
| Avantia Company, Ltd. | 5700 | 33171 |
| Avex, Inc. | 9900 | 110648 |
| Axell Corp. | 3700 | 40917 |
| Axial Retailing, Inc. | 5800 | 143944 |
| Axxzia, Inc. (A) | 1300 | 13137 |
| Axyz Company, Ltd. | 500 | 10415 |
| AZ-COM MARUWA Holdings, Inc. | 12100 | 129403 |
| Balmuda, Inc. (A) | 700 | 13896 |
| Bando Chemical Industries, Ltd. | 12200 | 89306 |
| Bank of the Ryukyus, Ltd. | 15300 | 93239 |
| Baroque Japan, Ltd. | 4000 | 23280 |
| Base Company, Ltd. | 1800 | 51036 |
| Beauty Garage, Inc. | 1100 | 24325 |
| Belc Company, Ltd. | 3400 | 141748 |
| Bell System24 Holdings, Inc. | 10500 | 103556 |
| Belluna Company, Ltd. | 16400 | 82539 |
| Benesse Holdings, Inc. | 18300 | 266073 |
| Bengo4.com, Inc. (A) | 2000 | 46118 |
| Bic Camera, Inc. (B) | 24900 | 229291 |
| BML, Inc. | 6700 | 169787 |
| Bookoff Group Holdings, Ltd. | 2900 | 27708 |
| Bourbon Corp. | 2600 | 39715 |
| BP Castrol KK | 2600 | 18241 |
| Br. Holdings Corp. | 9900 | 24291 |
| BrainPad, Inc. (A) | 5100 | 33713 |
| Broadband Tower, Inc. | 8800 | 10723 |
| Broadleaf Company, Ltd. | 11800 | 42803 |
| Broccoli Company, Ltd. | 1600 | 13142 |
| Bull-Dog Sauce Company, Ltd. | 2800 | 35017 |
| Bunka Shutter Company, Ltd. | 18000 | 147720 |
| Business Brain Showa-Ota, Inc. | 2300 | 32751 |
| Business Engineering Corp. | 1500 | 24228 |
| BuySell Technologies Company, Ltd. | 500 | 24944 |
| C Uyemura & Company, Ltd. | 3600 | 183436 |
| CAC Holdings Corp. | 4400 | 49201 |
| Caica Digital, Inc. (A) | 13900 | 10996 |
| Canare Electric Company, Ltd. | 1500 | 16307 |
| Canon Electronics, Inc. | 7300 | 84299 |
| Careerlink Company, Ltd. | 1500 | 33286 |
| Carenet, Inc. | 4800 | 41800 |
| Carlit Holdings Company, Ltd. | 7200 | 37953 |
| Carta Holdings, Inc. | 2400 | 29903 |
| Casa, Inc. | 2200 | 13788 |
| Cawachi, Ltd. | 4800 | 73877 |
| CellSource Company, Ltd. (A) | 1800 | 67529 |
| Celsys, Inc. (B) | 10300 | 52477 |
| Central Automotive Products, Ltd. | 3600 | 62505 |
| Central Glass Company, Ltd. | 9686 | 246697 |
| Central Security Patrols Company, Ltd. | 3200 | 56930 |
| Central Sports Company, Ltd. | 2400 | 42249 |
| Ceres, Inc. | 2700 | 19223 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Change, Inc. | 4800 | $77704 |
| Charm Care Corp. KK | 5400 | 46128 |
| Chilled & Frozen Logistics Holdings Company, Ltd. | 6200 | 55689 |
| Chino Corp. | 2500 | 33536 |
| Chiyoda Company, Ltd. | 7200 | 40012 |
| Chiyoda Corp. (A) | 53100 | 146829 |
| Chiyoda Integre Company, Ltd. | 4500 | 78952 |
| Chofu Seisakusho Company, Ltd. | 6700 | 96325 |
| Chori Company, Ltd. | 4400 | 63850 |
| Chubu Shiryo Company, Ltd. | 7800 | 59108 |
| Chudenko Corp. | 8800 | 133607 |
| Chuetsu Pulp & Paper Company, Ltd. | 3300 | 22784 |
| Chugai Ro Company, Ltd. | 2400 | 28000 |
| Chugin Financial Group, Inc. | 44500 | 314911 |
| Chugoku Marine Paints, Ltd. | 14000 | 105669 |
| Chuo Gyorui Company, Ltd. | 300 | 6575 |
| Chuo Spring Company, Ltd. | 6400 | 32980 |
| Chuo Warehouse Company, Ltd. | 2600 | 17622 |
| CI Takiron Corp. | 16400 | 60767 |
| Citizen Watch Company, Ltd. | 79600 | 349543 |
| CKD Corp. | 15100 | 227993 |
| CK-San-Etsu Company, Ltd. | 800 | 24562 |
| Cleanup Corp. | 9700 | 47339 |
| CMC Corp. | 1600 | 13147 |
| CMIC Holdings Company, Ltd. | 3400 | 43138 |
| CMK Corp. | 19000 | 81110 |
| COLOPL, Inc. | 17900 | 89762 |
| Colowide Company, Ltd. | 22400 | 292567 |
| Computer Engineering & Consulting, Ltd. | 1800 | 19998 |
| Computer Institute of Japan, Ltd. | 6120 | 41620 |
| Comture Corp. | 8100 | 155833 |
| CONEXIO Corp. | 6300 | 55006 |
| COOKPAD, Inc. (A) | 7200 | 11173 |
| Core Corp. | 2100 | 22522 |
| Corona Corp. | 5000 | 31477 |
| Cosel Company, Ltd. | 10500 | 65305 |
| Cosmo Energy Holdings Company, Ltd. | 3100 | 87196 |
| Cota Company, Ltd. | 6704 | 82208 |
| CRE, Inc. | 4200 | 45853 |
| Create Medic Company, Ltd. | 2400 | 15810 |
| Create Restaurants Holdings, Inc. (B) | 28600 | 196063 |
| Create SD Holdings Company, Ltd. | 8200 | 183872 |
| Credit Saison Company, Ltd. | 12500 | 160261 |
| Creek & River Company, Ltd. | 4600 | 69583 |
| Cresco, Ltd. | 5100 | 64848 |
| CrowdWorks, Inc. (A) | 2000 | 23021 |
| CTI Engineering Company, Ltd. | 3900 | 92747 |
| CTS Company, Ltd. | 9900 | 60317 |
| Cube System, Inc. | 4500 | 33376 |
| Curves Holdings Company, Ltd. | 16600 | 119796 |
| Cyber Com Company, Ltd. | 900 | 10289 |
| Cyber Security Cloud, Inc. (A) | 1500 | 22827 |
| Cyberlinks Company, Ltd. | 600 | 4996 |
| Cybozu, Inc. | 8100 | 133557 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Dai Nippon Toryo Company, Ltd. | 6700 | $37490 |
| Daicel Corp. | 68700 | 501109 |
| Dai-Dan Company, Ltd. | 5100 | 81820 |
| Daido Kogyo Company, Ltd. | 3900 | 21939 |
| Daido Metal Company, Ltd. | 16300 | 58931 |
| Daido Steel Company, Ltd. | 8400 | 271784 |
| Daihatsu Diesel Manufacturing Company, Ltd. | 11100 | 46810 |
| Daihen Corp. | 6500 | 194861 |
| Daiho Corp. | 3900 | 126253 |
| Dai-Ichi Cutter Kogyo KK | 1200 | 10126 |
| Daiichi Jitsugyo Company, Ltd. | 2800 | 86372 |
| Daiichi Kensetsu Corp. | 800 | 8198 |
| Daiichi Kigenso Kagaku-Kogyo Company, Ltd. | 7000 | 62113 |
| Daiken Corp. | 4000 | 62457 |
| Daiken Medical Company, Ltd. | 5000 | 16618 |
| Daiki Aluminium Industry Company, Ltd. | 9100 | 86914 |
| Daikoku Denki Company, Ltd. | 3600 | 42045 |
| Daikokutenbussan Company, Ltd. | 1700 | 65545 |
| Daikyonishikawa Corp. | 16500 | 71293 |
| Dainichi Company, Ltd. | 5000 | 24960 |
| Dainichiseika Color & Chemicals Manufacturing Company, Ltd. | 5000 | 62750 |
| Daio Paper Corp. | 17300 | 134589 |
| Daiseki Company, Ltd. | 14580 | 502802 |
| Daiseki Eco. Solution Company, Ltd. | 1400 | 8442 |
| Daishi Hokuetsu Financial Group, Inc. | 11200 | 214289 |
| Daishinku Corp. | 10400 | 64685 |
| Daisue Construction Company, Ltd. | 2300 | 20035 |
| Daito Pharmaceutical Company, Ltd. | 4450 | 84318 |
| Daitron Company, Ltd. | 2800 | 50138 |
| Daiwa Industries, Ltd. | 12200 | 109529 |
| Daiwabo Holdings Company, Ltd. | 28200 | 449913 |
| DCM Holdings Company, Ltd. | 35920 | 299760 |
| Dear Life Company, Ltd. | 11700 | 53141 |
| Delica Foods Holdings Company, Ltd. | 1800 | 6368 |
| DeNA Company, Ltd. | 25600 | 345748 |
| Densan System Holdings Company, Ltd. | 2200 | 36528 |
| Denyo Company, Ltd. | 6300 | 69174 |
| Dexerials Corp. | 18600 | 446392 |
| Diamond Electric Holdings Company, Ltd. | 1600 | 17629 |
| DIC Corp. | 20100 | 368837 |
| Digital Arts, Inc. | 4000 | 192576 |
| Digital Garage, Inc. | 10200 | 301100 |
| Digital Hearts Holdings Company, Ltd. | 3200 | 44889 |
| Digital Holdings, Inc. | 4900 | 42483 |
| Digital Information Technologies Corp. | 2800 | 40966 |
| Dip Corp. | 12700 | 381736 |
| Direct Marketing MiX, Inc. | 7000 | 76598 |
| DKK Company, Ltd. | 4400 | 67356 |
| DKK-Toa Corp. | 2500 | 15420 |
| DKS Company, Ltd. | 3000 | 44039 |
| DMG Mori Company, Ltd. | 40100 | 541629 |
| Doshisha Company, Ltd. | 6600 | 73378 |
| Double Standard, Inc. | 2100 | 34514 |
| Doutor Nichires Holdings Company, Ltd. | 10293 | 126912 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Drecom Company, Ltd. (A) | 4400 | $25094 |
| DTS Corp. | 12800 | 308856 |
| Duskin Company, Ltd. | 13900 | 298715 |
| DyDo Group Holdings, Inc. | 3400 | 120217 |
| Eagle Industry Company, Ltd. | 11000 | 89380 |
| Earth Corp. | 3000 | 116595 |
| EAT&HOLDINGS Company, Ltd. | 1800 | 29277 |
| Ebara Foods Industry, Inc. | 2200 | 51059 |
| Ebara Jitsugyo Company, Ltd. | 4400 | 72547 |
| Ebase Company, Ltd. | 8000 | 36554 |
| Eco's Company, Ltd. | 2200 | 29306 |
| EDION Corp. | 26400 | 240890 |
| EF-ON, Inc. | 6680 | 26896 |
| eGuarantee, Inc. | 11200 | 201899 |
| E-Guardian, Inc. | 2900 | 61189 |
| Eidai Company, Ltd. | 12000 | 19711 |
| Eiken Chemical Company, Ltd. | 11600 | 161449 |
| Eizo Corp. | 5700 | 149882 |
| Elan Corp. | 10800 | 81471 |
| Elecom Company, Ltd. | 14100 | 150582 |
| Elematec Corp. | 6800 | 76556 |
| EM Systems Company, Ltd. | 4100 | 29798 |
| Enigmo, Inc. | 8500 | 37379 |
| en-japan, Inc. | 9900 | 178509 |
| Enomoto Company, Ltd. | 900 | 12795 |
| Enplas Corp. | 1600 | 52372 |
| Entrust, Inc. | 3300 | 18560 |
| eRex Company, Ltd. | 9100 | 168882 |
| ERI Holdings Company, Ltd. | 1000 | 7926 |
| ES-Con Japan, Ltd. | 12900 | 78943 |
| Eslead Corp. | 2800 | 38414 |
| ESPEC Corp. | 7400 | 111860 |
| Exedy Corp. | 10100 | 122864 |
| EXEO Group, Inc. | 6700 | 103998 |
| Ezaki Glico Company, Ltd. | 15600 | 407058 |
| F&M Company, Ltd. | 2400 | 49324 |
| Faith, Inc. | 3110 | 12331 |
| FALCO HOLDINGS Company, Ltd. | 3200 | 42073 |
| Fast Fitness Japan, Inc. | 800 | 7889 |
| FCC Company, Ltd. | 13400 | 139547 |
| FDK Corp. (A) | 5300 | 36800 |
| Feed One Company, Ltd. | 8108 | 39541 |
| Felissimo Corp. | 1900 | 14147 |
| Fenwal Controls of Japan, Ltd. | 700 | 7219 |
| Ferrotec Holdings Corp. | 15100 | 354740 |
| Fibergate, Inc. | 2500 | 17285 |
| FIDEA Holdings Company, Ltd. | 6540 | 64913 |
| Financial Products Group Company, Ltd. | 21000 | 179503 |
| FINDEX, Inc. | 3900 | 15799 |
| First Brothers Company, Ltd. | 900 | 5626 |
| First Juken Company, Ltd. | 3400 | 24992 |
| First-corp, Inc. | 2000 | 10393 |
| Fixstars Corp. | 7200 | 73292 |
| FJ Next Holdings Company, Ltd. | 7600 | 53460 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Focus Systems Corp. | 2900 | $21246 |
| Food & Life Companies, Ltd. | 7400 | 136407 |
| Forum Engineering, Inc. | 2800 | 17742 |
| Forval Corp. | 1600 | 12068 |
| Foster Electric Company, Ltd. | 9200 | 64739 |
| FP Corp. | 4900 | 136014 |
| France Bed Holdings Company, Ltd. | 8800 | 59871 |
| FreakOut Holdings, Inc. (A) | 3000 | 29165 |
| Freebit Company, Ltd. | 3500 | 29551 |
| Freund Corp. | 3000 | 15054 |
| Fronteo, Inc. (B) | 2500 | 18022 |
| Frontier Management, Inc. | 1000 | 10351 |
| F-Tech, Inc. | 5900 | 23053 |
| FTGroup Company, Ltd. | 3000 | 22167 |
| Fudo Tetra Corp. | 5420 | 60287 |
| Fuji Company, Ltd. | 6900 | 94047 |
| Fuji Corp. (Aichi) | 20500 | 312776 |
| Fuji Corp. (Miyagi) | 3800 | 35711 |
| Fuji Corp., Ltd. | 8700 | 41562 |
| Fuji Die Company, Ltd. | 1000 | 4454 |
| Fuji Kyuko Company, Ltd. | 7400 | 266535 |
| Fuji Media Holdings, Inc. | 13800 | 108635 |
| Fuji Oil Company, Ltd. | 9700 | 19335 |
| Fuji Oil Holdings, Inc. | 15100 | 232617 |
| Fuji Pharma Company, Ltd. | 6400 | 47521 |
| Fuji Seal International, Inc. | 15200 | 208473 |
| Fuji Soft, Inc. | 3300 | 197129 |
| Fujibo Holdings, Inc. | 3700 | 91544 |
| Fujicco Company, Ltd. | 5900 | 81204 |
| Fujikura Composites, Inc. | 6700 | 41784 |
| Fujikura Kasei Company, Ltd. | 9600 | 28614 |
| Fujikura, Ltd. | 52300 | 429304 |
| Fujimi, Inc. | 3800 | 196852 |
| Fujimori Kogyo Company, Ltd. | 5300 | 124246 |
| Fujisash Company, Ltd. | 45100 | 21967 |
| Fujishoji Company, Ltd. | 2400 | 16899 |
| Fujiya Company, Ltd. | 3900 | 74712 |
| FuKoKu Company, Ltd. | 3000 | 23982 |
| Fukuda Corp. | 2200 | 77916 |
| Fukuda Denshi Company, Ltd. | 5600 | 171612 |
| Fukui Computer Holdings, Inc. | 3800 | 81955 |
| Fukushima Galilei Company, Ltd. | 4800 | 153098 |
| Fukuyama Transporting Company, Ltd. | 6300 | 161821 |
| FULLCAST Holdings Company, Ltd. | 7000 | 158483 |
| Fumakilla, Ltd. | 1500 | 11499 |
| Funai Soken Holdings, Inc. | 12830 | 262994 |
| Furukawa Company, Ltd. | 11600 | 109496 |
| Furukawa Electric Company, Ltd. | 22600 | 430058 |
| Furuno Electric Company, Ltd. | 8600 | 64135 |
| Furuya Metal Company, Ltd. | 1000 | 67530 |
| Furyu Corp. | 5600 | 47424 |
| Fuso Chemical Company, Ltd. | 5800 | 150621 |
| Fuso Pharmaceutical Industries, Ltd. | 2500 | 37198 |
| Futaba Corp. | 14757 | 63842 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Futaba Industrial Company, Ltd. | 23200 | $63625 |
| Future Corp. | 14400 | 178653 |
| Fuyo General Lease Company, Ltd. | 5200 | 333906 |
| G-7 Holdings, Inc. | 8400 | 93844 |
| Gakken Holdings Company, Ltd. | 8100 | 60656 |
| Gakkyusha Company, Ltd. | 2400 | 31179 |
| Gecoss Corp. | 6500 | 38063 |
| Genki Sushi Company, Ltd. | 2100 | 48631 |
| Genky DrugStores Company, Ltd. | 3000 | 76262 |
| Geo Holdings Corp. | 8800 | 125730 |
| Gift Holdings, Inc. | 800 | 23130 |
| Giken, Ltd. | 100 | 2411 |
| GL Sciences, Inc. | 2800 | 51127 |
| GLOBERIDE, Inc. | 6200 | 122360 |
| Glory, Ltd. | 14900 | 251062 |
| Glosel Company, Ltd. | 4400 | 13869 |
| GMO Financial Gate, Inc. | 200 | 23784 |
| GMO Financial Holdings, Inc. | 9400 | 35954 |
| GMO GlobalSign Holdings KK | 1600 | 47504 |
| Godo Steel, Ltd. | 2300 | 31943 |
| Goldcrest Company, Ltd. | 5770 | 74345 |
| Golf Digest Online, Inc. | 2700 | 34690 |
| Good Com Asset Company, Ltd. | 4800 | 26490 |
| Grandy House Corp. | 5700 | 22765 |
| Gremz, Inc. | 2600 | 34764 |
| GS Yuasa Corp. | 20600 | 327100 |
| GSI Creos Corp. (B) | 2200 | 23402 |
| G-Tekt Corp. | 8800 | 98779 |
| Gun-Ei Chemical Industry Company, Ltd. | 1900 | 33530 |
| GungHo Online Entertainment, Inc. | 14300 | 217996 |
| Gunze, Ltd. | 5500 | 159810 |
| H.U. Group Holdings, Inc. | 17200 | 348853 |
| H2O Retailing Corp. | 25500 | 226786 |
| HABA Laboratories, Inc. | 700 | 12283 |
| Hagihara Industries, Inc. | 4100 | 31762 |
| Hagiwara Electric Holdings Company, Ltd. | 3100 | 56920 |
| Hakudo Company, Ltd. | 2400 | 43804 |
| Hakuto Company, Ltd. | 4400 | 120824 |
| Halows Company, Ltd. | 3100 | 67644 |
| Hamakyorex Company, Ltd. | 5800 | 145371 |
| Hamee Corp. | 1000 | 6477 |
| Handsman Company, Ltd. | 1300 | 8595 |
| Hanwa Company, Ltd. | 10900 | 286105 |
| Happinet Corp. | 6000 | 84882 |
| Hard Off Corp. Company, Ltd. | 3900 | 40548 |
| Harima Chemicals Group, Inc. | 6000 | 36813 |
| Hashimoto Sogyo Holdings Company, Ltd. | 2400 | 17316 |
| Hazama Ando Corp. | 53200 | 339371 |
| Heiwa Corp. | 17300 | 307896 |
| Heiwa Real Estate Company, Ltd. | 7400 | 220943 |
| Heiwado Company, Ltd. | 9200 | 136098 |
| Hennge KK (A) | 4800 | 36985 |
| Hibiya Engineering, Ltd. | 7000 | 96509 |
| HI-LEX Corp. | 8000 | 64881 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Himacs, Ltd. | 1100 | $11474 |
| Himaraya Company, Ltd. | 1700 | 11347 |
| Hioki EE Corp. | 3100 | 155755 |
| Hirakawa Hewtech Corp. | 3600 | 28796 |
| Hirano Tecseed Company, Ltd. | 3200 | 52480 |
| Hirata Corp. | 2900 | 116487 |
| Hirogin Holdings, Inc. | 78300 | 360835 |
| Hirose Tusyo, Inc. | 600 | 10632 |
| Hiroshima Electric Railway Company, Ltd. (A) | 100 | 591 |
| Hiroshima Gas Company, Ltd. | 16200 | 40071 |
| Hisaka Works, Ltd. | 6800 | 40636 |
| Hitachi Zosen Corp. | 57180 | 376105 |
| Hito Communications Holdings, Inc. | 2000 | 24229 |
| Hochiki Corp. | 5500 | 58016 |
| Hodogaya Chemical Company, Ltd. | 2300 | 52447 |
| Hogy Medical Company, Ltd. | 4200 | 106878 |
| Hokkaido Coca-Cola Bottling Company, Ltd. | 800 | 24294 |
| Hokkaido Electric Power Company, Inc. | 60200 | 199193 |
| Hokkaido Gas Company, Ltd. | 5600 | 68999 |
| Hokkan Holdings, Ltd. | 2600 | 25010 |
| Hokko Chemical Industry Company, Ltd. | 7600 | 50748 |
| Hokkoku Financial Holdings, Inc. | 7100 | 230586 |
| Hokuetsu Corp. | 39200 | 222615 |
| Hokuetsu Industries Company, Ltd. | 9000 | 75945 |
| Hokuhoku Financial Group, Inc. | 37000 | 251403 |
| Hokuriku Electric Industry Company, Ltd. | 3100 | 29269 |
| Hokuriku Electric Power Company | 52300 | 204569 |
| Hokuriku Electrical Construction Company, Ltd. | 5640 | 28327 |
| Hokuto Corp. | 7900 | 108533 |
| H-One Company, Ltd. | 7700 | 36458 |
| Honeys Holdings Company, Ltd. | 7760 | 69473 |
| Honma Golf, Ltd. (D) | 30500 | 12630 |
| Hoosiers Holdings Company, Ltd. | 11500 | 66799 |
| Horiba, Ltd. | 5100 | 234408 |
| Hosiden Corp. | 16100 | 191818 |
| Hosokawa Micron Corp. | 5400 | 116254 |
| Hotland Company, Ltd. | 3000 | 33342 |
| Howa Machinery, Ltd. | 5300 | 33988 |
| HPC Systems, Inc. (A) | 800 | 12689 |
| HS Holdings Company, Ltd. | 9800 | 75047 |
| IBJ, Inc. | 7700 | 55586 |
| Ichigo, Inc. | 14100 | 31842 |
| Ichiken Company, Ltd. | 2300 | 30097 |
| Ichikoh Industries, Ltd. | 14100 | 44147 |
| Ichimasa Kamaboko Company, Ltd. | 2700 | 14563 |
| Ichinen Holdings Company, Ltd. | 5400 | 49249 |
| Ichiyoshi Securities Company, Ltd. | 9100 | 40661 |
| Icom, Inc. | 2500 | 50744 |
| ID Holdings Corp. | 4950 | 33088 |
| IDEA Consultants, Inc. | 700 | 8731 |
| IDEC Corp. | 10900 | 262371 |
| IDOM, Inc. | 18200 | 99565 |
| Ihara Science Corp. | 2200 | 36349 |
| Iino Kaiun Kaisha, Ltd. | 29300 | 200823 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| IJTT Company, Ltd. | 7760 | $28906 |
| I'll, Inc. | 3600 | 52552 |
| IMAGICA GROUP, Inc. | 5400 | 30191 |
| Imasen Electric Industrial | 1900 | 9010 |
| i-mobile Company, Ltd. | 1300 | 12046 |
| Impact HD, Inc. (A) | 800 | 26580 |
| Imuraya Group Company, Ltd. | 2700 | 43764 |
| Inaba Denki Sangyo Company, Ltd. | 16100 | 327584 |
| Inaba Seisakusho Company, Ltd. | 3100 | 31259 |
| Inabata & Company, Ltd. | 13400 | 232037 |
| Inageya Company, Ltd. | 7100 | 61247 |
| I-NE Company, Ltd. (A) | 1800 | 34711 |
| Ines Corp. | 6100 | 64431 |
| i-Net Corp. | 4600 | 43856 |
| Infocom Corp. | 6900 | 103821 |
| Infomart Corp. | 37600 | 127880 |
| Information Services International-Dentsu, Ltd. | 3500 | 118031 |
| INFRONEER Holdings, Inc. | 48916 | 367849 |
| Innotech Corp. | 3800 | 36212 |
| Insource Company, Ltd. | 7900 | 197508 |
| Intage Holdings, Inc. | 12800 | 143905 |
| Intelligent Wave, Inc. | 2900 | 17141 |
| Inter Action Corp. | 3100 | 36200 |
| Inui Global Logistics Company, Ltd. | 2800 | 37455 |
| I-PEX, Inc. | 4400 | 42271 |
| IPS, Inc. | 1300 | 29369 |
| IR Japan Holdings, Ltd. | 2500 | 33481 |
| Iriso Electronics Company, Ltd. | 7400 | 259451 |
| I'rom Group Company, Ltd. | 2800 | 45768 |
| ISB Corp. | 2600 | 24993 |
| Ise Chemicals Corp. | 600 | 23596 |
| Iseki & Company, Ltd. | 6700 | 62697 |
| Ishihara Chemical Company, Ltd. | 3600 | 32433 |
| Ishihara Sangyo Kaisha, Ltd. | 11400 | 94193 |
| Ishii Iron Works Company, Ltd. | 900 | 16808 |
| Ishizuka Glass Company, Ltd. | 1000 | 10803 |
| Istyle, Inc. (A) | 7500 | 29755 |
| ITbook Holdings Company, Ltd. (A) | 4000 | 12262 |
| ITFOR, Inc. | 11200 | 65491 |
| ITmedia, Inc. | 3500 | 48015 |
| Itochu Enex Company, Ltd. | 16700 | 123970 |
| Itochu-Shokuhin Company, Ltd. | 2100 | 79262 |
| Itoham Yonekyu Holdings, Inc. | 40600 | 202388 |
| Itoki Corp. | 16100 | 63155 |
| IwaiCosmo Holdings, Inc. | 7900 | 73349 |
| Iwaki Company, Ltd. | 2600 | 24858 |
| Iwasaki Electric Company, Ltd. | 2400 | 44474 |
| Iwatsu Electric Company, Ltd. (A) | 3700 | 21039 |
| Iwatsuka Confectionery Company, Ltd. | 1500 | 45262 |
| Iyogin Holdings, Inc. | 70300 | 374896 |
| Izumi Company, Ltd. | 9100 | 200128 |
| J Front Retailing Company, Ltd. | 4100 | 34713 |
| J Trust Company, Ltd. | 25600 | 101892 |
| JAC Recruitment Company, Ltd. | 6000 | 113757 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Jaccs Company, Ltd. | 7200 | $205571 |
| JAFCO Group Company, Ltd. | 22400 | 395246 |
| JANOME Corp. | 6500 | 29446 |
| Japan Aviation Electronics Industry, Ltd. | 15400 | 265929 |
| Japan Best Rescue System Company, Ltd. | 6200 | 39591 |
| Japan Cash Machine Company, Ltd. | 9300 | 69039 |
| Japan Communications, Inc. (A) | 61000 | 98951 |
| Japan Electronic Materials Corp. | 4300 | 49106 |
| Japan Elevator Service Holdings Company, Ltd. | 21100 | 272705 |
| Japan Foundation Engineering Company, Ltd. | 6600 | 25854 |
| Japan Hospice Holdings, Inc. (A) | 600 | 11729 |
| Japan Investment Adviser Company, Ltd. | 4600 | 41420 |
| Japan Lifeline Company, Ltd. | 20200 | 140599 |
| Japan Material Company, Ltd. | 20600 | 369133 |
| Japan Medical Dynamic Marketing, Inc. | 4900 | 37247 |
| Japan Oil Transportation Company, Ltd. | 1100 | 18147 |
| Japan Petroleum Exploration Company, Ltd. | 10300 | 323068 |
| Japan Property Management Center Company, Ltd. | 4300 | 32737 |
| Japan Pulp & Paper Company, Ltd. | 4500 | 164743 |
| Japan Pure Chemical Company, Ltd. | 1000 | 18186 |
| Japan Securities Finance Company, Ltd. | 33700 | 252600 |
| Japan System Techniques Company, Ltd. | 1200 | 15251 |
| Japan Transcity Corp. | 14700 | 53783 |
| Japan Wool Textile Company, Ltd. | 17100 | 125878 |
| Jastec Company, Ltd. | 3500 | 30537 |
| JBCC Holdings, Inc. | 5800 | 82993 |
| JCR Pharmaceuticals Company, Ltd. | 1900 | 26814 |
| JCU Corp. | 6300 | 156588 |
| JDC Corp. | 1900 | 7912 |
| Jeol, Ltd. | 1200 | 40651 |
| JFE Systems, Inc. | 1500 | 23824 |
| JIG-SAW, Inc. (A)(B) | 1400 | 49379 |
| Jimoto Holdings, Inc. | 7179 | 21712 |
| JINS Holdings, Inc. | 4600 | 145516 |
| JINUSHI Company, Ltd. | 4400 | 65311 |
| JK Holdings Company, Ltd. | 6100 | 46486 |
| J-Lease Company, Ltd. | 900 | 20575 |
| JM Holdings Company, Ltd. | 4400 | 56453 |
| JMS Company, Ltd. | 7500 | 27916 |
| Joban Kosan Company, Ltd. (A) | 2000 | 17451 |
| J-Oil Mills, Inc. | 7200 | 79325 |
| Joshin Denki Company, Ltd. | 6900 | 95935 |
| Joyful Honda Company, Ltd. | 14300 | 193463 |
| JP-Holdings, Inc. | 14400 | 29228 |
| JSB Company, Ltd. | 1600 | 50905 |
| JSP Corp. | 4200 | 45541 |
| Juki Corp. | 11500 | 56739 |
| Juroku Financial Group, Inc. | 11000 | 211857 |
| Justsystems Corp. | 7800 | 190905 |
| JVCKenwood Corp. | 59828 | 162201 |
| K&O Energy Group, Inc. | 3900 | 69078 |
| Kadoya Sesame Mills, Inc. | 400 | 10170 |
| Kaga Electronics Company, Ltd. | 6500 | 209710 |
| Kagome Company, Ltd. | 2100 | 46709 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Kaken Pharmaceutical Company, Ltd. | 7300 | $210014 |
| Kakiyasu Honten Company, Ltd. | 3400 | 53691 |
| Kamakura Shinsho, Ltd. | 7600 | 46903 |
| Kameda Seika Company, Ltd. | 4400 | 139327 |
| Kamei Corp. | 9300 | 81743 |
| Kanaden Corp. | 5700 | 45736 |
| Kanagawa Chuo Kotsu Company, Ltd. | 1600 | 39194 |
| Kanamic Network Company, Ltd. | 7800 | 36836 |
| Kanamoto Company, Ltd. | 11500 | 188958 |
| Kandenko Company, Ltd. | 33000 | 208973 |
| Kaneka Corp. | 14500 | 372604 |
| Kaneko Seeds Company, Ltd. | 3900 | 40516 |
| Kanematsu Corp. | 26000 | 290336 |
| Kanematsu Electronics, Ltd. | 4100 | 136591 |
| Kanemi Company, Ltd. | 1000 | 20132 |
| Kanto Denka Kogyo Company, Ltd. | 15500 | 117164 |
| Kaonavi, Inc. (A) | 700 | 13675 |
| Kasumigaseki Capital Company, Ltd. | 1400 | 52872 |
| Katakura & Co-op Agri Corp. | 1100 | 12960 |
| Katakura Industries Company, Ltd. | 9600 | 138258 |
| Katitas Company, Ltd. | 11900 | 277695 |
| Kato Sangyo Company, Ltd. | 8000 | 204734 |
| Kato Works Company, Ltd. | 3800 | 22309 |
| Kawada Technologies, Inc. | 1900 | 46702 |
| Kawai Musical Instruments Manufacturing Company, Ltd. | 2500 | 47115 |
| Kawata Manufacturing Company, Ltd. | 1600 | 9945 |
| KeePer Technical Laboratory Company, Ltd. | 4600 | 145127 |
| Keihanshin Building Company, Ltd. | 11500 | 107624 |
| KEIWA, Inc. | 1700 | 46990 |
| Keiyo Company, Ltd. | 14000 | 92138 |
| KEL Corp. | 1900 | 23698 |
| Kenko Mayonnaise Company, Ltd. | 5300 | 63712 |
| KeyHolder, Inc. | 1100 | 6310 |
| KFC Holdings Japan, Ltd. | 4900 | 99095 |
| KFC, Ltd. | 700 | 6625 |
| KH Neochem Company, Ltd. | 11000 | 224130 |
| Kibun Foods, Inc. | 3800 | 26087 |
| Kimoto Company, Ltd. | 15600 | 27100 |
| Kimura Chemical Plants Company, Ltd. | 5900 | 30262 |
| Kimura Unity Company, Ltd. | 1200 | 6797 |
| King Company, Ltd. | 2300 | 8131 |
| Kintetsu Department Store Company, Ltd. (A) | 1100 | 19750 |
| Kissei Pharmaceutical Company, Ltd. | 8600 | 159338 |
| Ki-Star Real Estate Company, Ltd. | 2800 | 101346 |
| Kitagawa Corp. | 3400 | 29431 |
| Kitano Construction Corp. | 1500 | 26638 |
| Kitanotatsujin Corp. (B) | 21400 | 47326 |
| Kitz Corp. | 22100 | 137076 |
| Koa Corp. | 11100 | 179778 |
| Koa Shoji Holdings Company, Ltd. | 2400 | 10875 |
| Koatsu Gas Kogyo Company, Ltd. | 12200 | 57790 |
| Kobe Electric Railway Company, Ltd. (A) | 2300 | 54088 |
| Kobe Steel, Ltd. | 100020 | 453848 |
| Kohnan Shoji Company, Ltd. | 7300 | 176232 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Kohsoku Corp. | 3200 | $41205 |
| Kojima Company, Ltd. (B) | 13300 | 59630 |
| Kokuyo Company, Ltd. | 25173 | 332794 |
| KOMAIHALTEC, Inc. | 1200 | 13461 |
| Komatsu Matere Company, Ltd. | 7300 | 42703 |
| Komatsu Wall Industry Company, Ltd. | 2700 | 36121 |
| KOMEDA Holdings Company, Ltd. | 16300 | 286280 |
| Komehyo Holdings Company, Ltd. | 3100 | 69818 |
| Komeri Company, Ltd. | 9600 | 181232 |
| Komori Corp. | 14424 | 86081 |
| Konaka Company, Ltd. | 10500 | 25562 |
| Kondotec, Inc. | 7100 | 51956 |
| Konica Minolta, Inc. | 147900 | 615630 |
| Konishi Company, Ltd. | 11200 | 141416 |
| Konoike Transport Company, Ltd. | 10300 | 119290 |
| Konoshima Chemical Company, Ltd. | 1800 | 16853 |
| Kosaido Holdings Company, Ltd. | 4900 | 69671 |
| Kotobuki Spirits Company, Ltd. | 600 | 34165 |
| Kotobukiya Company, Ltd. | 300 | 27496 |
| Kozo Keikaku Engineering, Inc. | 1500 | 30891 |
| KPP Group Holdings Company, Ltd. | 11900 | 84617 |
| Krosaki Harima Corp. | 2100 | 77082 |
| KRS Corp. | 4500 | 33859 |
| K's Holdings Corp. | 35200 | 292270 |
| KU Holdings Company, Ltd. | 3500 | 33304 |
| Kumagai Gumi Company, Ltd. | 11100 | 205489 |
| Kumiai Chemical Industry Company, Ltd. | 15690 | 106171 |
| Kunimine Industries Company, Ltd. | 2100 | 13150 |
| Kurabo Industries, Ltd. | 5000 | 79632 |
| Kureha Corp. | 4900 | 350467 |
| Kurimoto, Ltd. | 3300 | 43053 |
| Kuriyama Holdings Corp. | 5400 | 35337 |
| Kusuri no Aoki Holdings Company, Ltd. | 5200 | 287790 |
| KVK Corp. | 1500 | 16981 |
| KYB Corp. | 6400 | 170174 |
| Kyoden Company, Ltd. | 7900 | 31488 |
| Kyodo Printing Company, Ltd. | 2200 | 46457 |
| Kyoei Steel, Ltd. | 8600 | 81399 |
| Kyokuto Boeki Kaisha, Ltd. | 2600 | 25091 |
| Kyokuto Kaihatsu Kogyo Company, Ltd. | 10500 | 104740 |
| Kyokuto Securities Company, Ltd. | 9900 | 44438 |
| Kyokuyo Company, Ltd. | 3800 | 102404 |
| KYORIN Holdings, Inc. | 12900 | 166572 |
| KYORITSU Company, Ltd. (A) | 9100 | 8163 |
| Kyoritsu Maintenance Company, Ltd. | 4300 | 192105 |
| Kyosan Electric Manufacturing Company, Ltd. | 14900 | 45106 |
| Kyowa Electronic Instruments Company, Ltd. | 7300 | 19086 |
| Kyowa Leather Cloth Company, Ltd. | 5000 | 18553 |
| Kyudenko Corp. | 14800 | 356078 |
| Kyushu Financial Group, Inc. | 104000 | 301826 |
| Kyushu Leasing Service Company, Ltd. | 5600 | 27591 |
| LA Holdings Company, Ltd. | 700 | 17931 |
| LAC Company, Ltd. | 4100 | 23460 |
| Lacto Japan Company, Ltd. | 2600 | 40271 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| LEC, Inc. | 8500 | $50513 |
| Leopalace21 Corp. (A) | 51900 | 116305 |
| Life Corp. | 5200 | 93389 |
| LIFULL Company, Ltd. | 22900 | 41740 |
| LIKE, Inc. | 3100 | 47221 |
| Linical Company, Ltd. | 4600 | 24446 |
| Link And Motivation, Inc. | 13400 | 70320 |
| Lintec Corp. | 12800 | 210634 |
| Litalico, Inc. | 6600 | 114387 |
| Locondo, Inc. (A) | 3100 | 26717 |
| Look Holdings, Inc. | 2700 | 49323 |
| LTS, Inc. (A) | 400 | 10295 |
| M&A Capital Partners Company, Ltd. (A) | 4300 | 154030 |
| Mabuchi Motor Company, Ltd. | 15600 | 472483 |
| Macnica Holdings, Inc. | 16400 | 415664 |
| Macromill, Inc. | 14100 | 114995 |
| Maeda Kosen Company, Ltd. | 7000 | 166613 |
| Maezawa Industries, Inc. | 5000 | 22314 |
| Maezawa Kasei Industries Company, Ltd. | 5500 | 55481 |
| Maezawa Kyuso Industries Company, Ltd. | 7200 | 48929 |
| Makino Milling Machine Company, Ltd. | 7015 | 237191 |
| Management Solutions Company, Ltd. | 3400 | 96550 |
| Mandom Corp. | 11800 | 124429 |
| Mani, Inc. | 25600 | 425417 |
| MarkLines Company, Ltd. | 3700 | 75752 |
| Mars Group Holdings Corp. | 4500 | 67242 |
| Marubun Corp. | 5900 | 39406 |
| Marudai Food Company, Ltd. | 6700 | 69500 |
| Maruha Nichiro Corp. | 13281 | 237697 |
| Maruichi Steel Tube, Ltd. | 11700 | 243354 |
| MARUKA FURUSATO Corp. | 1153 | 33663 |
| Marumae Company, Ltd. (B) | 3000 | 42393 |
| Marusan Securities Company, Ltd. | 22161 | 68239 |
| Maruwa Company, Ltd. | 2800 | 389104 |
| Maruzen CHI Holdings Company, Ltd. | 4800 | 11513 |
| Maruzen Company, Ltd. | 4100 | 53676 |
| Maruzen Showa Unyu Company, Ltd. | 4700 | 110661 |
| Marvelous, Inc. | 12700 | 62925 |
| Matching Service Japan Company, Ltd. | 3100 | 24309 |
| Matsuda Sangyo Company, Ltd. | 3620 | 61249 |
| Matsui Construction Company, Ltd. | 8500 | 34870 |
| Matsui Securities Company, Ltd. | 35700 | 204465 |
| Matsuoka Corp. | 900 | 6862 |
| Max Company, Ltd. | 6200 | 93537 |
| Maxell, Ltd. | 16300 | 168459 |
| Maxvalu Tokai Company, Ltd. | 2600 | 53034 |
| MCJ Company, Ltd. | 24600 | 172617 |
| Mebuki Financial Group, Inc. | 28000 | 63654 |
| MEC Company, Ltd. | 5300 | 101246 |
| Media Do Company, Ltd. | 2600 | 36710 |
| Medical Data Vision Company, Ltd. | 8300 | 61821 |
| Medical System Network Company, Ltd. | 6600 | 19496 |
| Medikit Company, Ltd. | 1400 | 24920 |
| Medius Holdings Company, Ltd. | 2500 | 13931 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| MedPeer, Inc. (A)(B) | 4500 | $55250 |
| Megachips Corp. | 5900 | 115170 |
| Megmilk Snow Brand Company, Ltd. | 15500 | 195686 |
| Meidensha Corp. | 10717 | 156187 |
| Meiho Facility Works, Ltd. | 1400 | 7315 |
| Meiji Electric Industries Company, Ltd. | 2800 | 21173 |
| Meiji Shipping Company, Ltd. | 3100 | 16503 |
| Meiko Electronics Company, Ltd. | 6300 | 140858 |
| Meiko Network Japan Company, Ltd. | 5000 | 22459 |
| Meisei Industrial Company, Ltd. | 12700 | 67046 |
| Meitec Corp. | 24000 | 447960 |
| Meito Sangyo Company, Ltd. | 3500 | 40863 |
| Meiwa Corp. | 8200 | 41931 |
| Melco Holdings, Inc. | 2100 | 47733 |
| Members Company, Ltd. | 2700 | 45022 |
| Menicon Company, Ltd. | 20000 | 429533 |
| Mercuria Holdings Company, Ltd. | 1700 | 7587 |
| Metaps, Inc. (A) | 1600 | 6414 |
| MetaReal Corp. (A) | 1800 | 16209 |
| METAWATER Company, Ltd. | 8000 | 104776 |
| Micronics Japan Company, Ltd. | 9600 | 103615 |
| Midac Holdings Company, Ltd. | 2500 | 62192 |
| Mie Kotsu Group Holdings, Inc. | 19600 | 70304 |
| Mikuni Corp. | 8400 | 20929 |
| Milbon Company, Ltd. | 8520 | 356299 |
| Mimaki Engineering Company, Ltd. | 900 | 4334 |
| Mimasu Semiconductor Industry Company, Ltd. | 5800 | 109755 |
| Ministop Company, Ltd. | 5200 | 53799 |
| Minkabu The Infonoid, Inc. (A) | 300 | 5287 |
| Mipox Corp. | 4100 | 19682 |
| Miraial Company, Ltd. | 1800 | 22843 |
| MIRAIT ONE Corp. | 30020 | 331318 |
| Mirarth Holdings, Inc. | 27300 | 77624 |
| Miroku Jyoho Service Company, Ltd. | 6100 | 67181 |
| Mitani Corp. | 16800 | 172202 |
| Mitani Sangyo Company, Ltd. | 8100 | 18430 |
| Mitani Sekisan Company, Ltd. | 3200 | 98631 |
| Mito Securities Company, Ltd. | 19100 | 31500 |
| Mitsuba Corp. | 11200 | 43956 |
| Mitsubishi Kakoki Kaisha, Ltd. | 2600 | 40235 |
| Mitsubishi Logisnext Company, Ltd. | 10700 | 70418 |
| Mitsubishi Logistics Corp. | 2800 | 68447 |
| Mitsubishi Materials Corp. | 10700 | 171056 |
| Mitsubishi Pencil Company, Ltd. | 10400 | 106108 |
| Mitsubishi Research Institute, Inc. | 2500 | 93909 |
| Mitsubishi Shokuhin Company, Ltd. | 4900 | 116006 |
| Mitsubishi Steel Manufacturing Company, Ltd. | 4600 | 33575 |
| Mitsuboshi Belting, Ltd. | 7000 | 175492 |
| Mitsui DM Sugar Holdings Company, Ltd. | 6500 | 92466 |
| Mitsui E&S Holdings Company, Ltd. (A) | 29900 | 90639 |
| Mitsui Matsushima Holdings Company, Ltd. (B) | 4100 | 96998 |
| Mitsui Mining & Smelting Company, Ltd. | 19300 | 444055 |
| Mitsui-Soko Holdings Company, Ltd. | 7100 | 183770 |
| Mitsuuroko Group Holdings Company, Ltd. | 10800 | 83685 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Mixi, Inc. | 13400 | $241333 |
| Miyaji Engineering Group, Inc. | 2600 | 64622 |
| Miyoshi Oil & Fat Company, Ltd. | 2600 | 18636 |
| Mizuho Leasing Company, Ltd. | 8500 | 205083 |
| Mizuho Medy Company, Ltd. | 1300 | 37252 |
| Mizuno Corp. | 6300 | 132344 |
| Mobile Factory, Inc. (A) | 2400 | 15838 |
| Mochida Pharmaceutical Company, Ltd. | 6300 | 155859 |
| Molitec Steel Company, Ltd. | 6100 | 10943 |
| Monex Group, Inc. | 55900 | 178658 |
| MORESCO Corp. | 3000 | 24262 |
| Morinaga & Company, Ltd. | 11100 | 299042 |
| Morinaga Milk Industry Company, Ltd. | 10600 | 343353 |
| Moriroku Holdings Company, Ltd. | 2700 | 34628 |
| Morita Holdings Corp. | 11100 | 102797 |
| Morito Company, Ltd. | 7100 | 39180 |
| Morningstar Japan KK | 10800 | 37103 |
| Morozoff, Ltd. | 2000 | 52342 |
| Mortgage Service Japan, Ltd. | 2400 | 15030 |
| Mory Industries, Inc. | 2200 | 45056 |
| MRK Holdings, Inc. | 7900 | 6259 |
| MrMax Holdings, Ltd. | 11300 | 54546 |
| Mugen Estate Company, Ltd. | 4300 | 15289 |
| m-up Holdings, Inc. | 8800 | 88554 |
| Murakami Corp. | 2600 | 43946 |
| Musashi Seimitsu Industry Company, Ltd. | 14700 | 191650 |
| Mutoh Holdings Company, Ltd. | 600 | 7513 |
| NAC Company, Ltd. | 3500 | 23660 |
| Nachi-Fujikoshi Corp. | 4600 | 130404 |
| Nadex Company, Ltd. | 1200 | 6819 |
| Nafco Company, Ltd. | 5000 | 56286 |
| Nagahori Corp. | 1800 | 13166 |
| Nagano Keiki Company, Ltd. | 5500 | 46766 |
| Nagase & Company, Ltd. | 32000 | 473484 |
| Nagatanien Holdings Company, Ltd. | 4500 | 65442 |
| Nagawa Company, Ltd. | 1800 | 100899 |
| Naigai Tec Corp. | 600 | 12188 |
| Naigai Trans Line, Ltd. | 2800 | 45138 |
| Nakabayashi Company, Ltd. | 8300 | 30264 |
| Nakamoto Packs Company, Ltd. | 800 | 9116 |
| Nakamura Choukou Company, Ltd. (A) | 1900 | 7901 |
| Nakamuraya Company, Ltd. | 1600 | 36093 |
| Nakanishi, Inc. | 21300 | 446549 |
| Nakano Corp. | 7900 | 18495 |
| Nakano Refrigerators Company, Ltd. | 300 | 13225 |
| Nakayama Steel Works, Ltd. | 10000 | 55297 |
| Nakayo, Inc. | 1000 | 7985 |
| Namura Shipbuilding Company, Ltd. (A) | 11372 | 40649 |
| Nankai Electric Railway Company, Ltd. | 7300 | 159968 |
| Narasaki Sangyo Company, Ltd. | 1600 | 20686 |
| Natori Company, Ltd. | 4000 | 59878 |
| NEC Capital Solutions, Ltd. | 3800 | 57517 |
| NEC Networks & System Integration Corp. | 12200 | 147033 |
| NEOJAPAN, Inc. | 800 | 5874 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| NET One Systems Company, Ltd. | 14700 | $369290 |
| Neturen Company, Ltd. | 12900 | 64172 |
| New Art Holdings Company, Ltd. | 3000 | 32973 |
| New Japan Chemical Company, Ltd. | 8300 | 15460 |
| Nextage Company, Ltd. | 14900 | 337067 |
| NexTone, Inc. (A) | 1900 | 64995 |
| NF Holdings Corp. | 2500 | 18280 |
| NHK Spring Company, Ltd. | 61500 | 413188 |
| Nicca Chemical Company, Ltd. | 2500 | 16257 |
| Nice Corp. | 2300 | 22011 |
| Nichia Steel Works, Ltd. | 11800 | 20366 |
| Nichias Corp. | 18200 | 323008 |
| Nichiban Company, Ltd. | 4700 | 60010 |
| Nichicon Corp. | 14573 | 151143 |
| Nichiden Corp. | 4200 | 52269 |
| Nichiha Corp. | 9300 | 192983 |
| Nichimo Company, Ltd. | 700 | 13493 |
| Nichireki Company, Ltd. | 9400 | 88853 |
| Nichirin Company, Ltd. | 3890 | 53386 |
| Nihon Chouzai Company, Ltd. | 4960 | 43476 |
| Nihon Dempa Kogyo Company, Ltd. | 5700 | 73561 |
| Nihon Dengi Company, Ltd. | 1400 | 31998 |
| Nihon Denkei Company, Ltd. | 2100 | 22221 |
| Nihon Flush Company, Ltd. | 7000 | 49266 |
| Nihon House Holdings Company, Ltd. | 13300 | 42507 |
| Nihon Kagaku Sangyo Company, Ltd. | 3200 | 22895 |
| Nihon Kohden Corp. | 5100 | 119346 |
| Nihon Nohyaku Company, Ltd. | 15800 | 86894 |
| Nihon Parkerizing Company, Ltd. | 28100 | 204375 |
| Nihon Plast Company, Ltd. | 7300 | 22781 |
| Nihon Tokushu Toryo Company, Ltd. | 5000 | 31809 |
| Nihon Trim Company, Ltd. | 1400 | 25069 |
| Niitaka Company, Ltd. | 800 | 12200 |
| Nikkiso Company, Ltd. | 19500 | 143178 |
| Nikko Company, Ltd. | 11600 | 52391 |
| Nikkon Holdings Company, Ltd. | 17400 | 308562 |
| Nippi, Inc. | 400 | 10312 |
| Nippn Corp. | 16900 | 195170 |
| Nippon Air Conditioning Services Company, Ltd. | 12100 | 62302 |
| Nippon Aqua Company, Ltd. | 2800 | 18000 |
| Nippon Avionics Company, Ltd. (A) | 300 | 6035 |
| Nippon Beet Sugar Manufacturing Company, Ltd. | 3900 | 46072 |
| Nippon Carbide Industries Company, Inc. | 2500 | 23826 |
| Nippon Carbon Company, Ltd. | 3700 | 117189 |
| Nippon Care Supply Company, Ltd. | 700 | 7557 |
| Nippon Ceramic Company, Ltd. | 1500 | 29108 |
| Nippon Chemical Industrial Company, Ltd. | 2500 | 33999 |
| Nippon Chemi-Con Corp. (A) | 6927 | 93973 |
| Nippon Coke & Engineering Company, Ltd. | 62600 | 40215 |
| Nippon Concept Corp. | 3300 | 42093 |
| Nippon Concrete Industries Company, Ltd. | 18600 | 31762 |
| Nippon Denko Company, Ltd. | 31900 | 98946 |
| Nippon Densetsu Kogyo Company, Ltd. | 10900 | 135422 |
| Nippon Dry-Chemical Company, Ltd. | 900 | 10131 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Nippon Electric Glass Company, Ltd. | 15800 | $293008 |
| Nippon Felt Company, Ltd. | 5500 | 16510 |
| Nippon Filcon Company, Ltd. | 5600 | 18958 |
| Nippon Fine Chemical Company, Ltd. | 4400 | 72115 |
| Nippon Gas Company, Ltd. | 34800 | 535250 |
| Nippon Hume Corp. | 8600 | 40671 |
| Nippon Kayaku Company, Ltd. | 31200 | 285816 |
| Nippon Kodoshi Corp. | 2000 | 30725 |
| Nippon Koei Company, Ltd. | 3700 | 95658 |
| Nippon Light Metal Holdings Company, Ltd. | 17720 | 198640 |
| Nippon Paper Industries Company, Ltd. | 31000 | 217910 |
| Nippon Parking Development Company, Ltd. | 73000 | 130755 |
| Nippon Pillar Packing Company, Ltd. | 6100 | 124328 |
| Nippon Piston Ring Company, Ltd. | 3400 | 29968 |
| Nippon Rietec Company, Ltd. | 3000 | 16063 |
| Nippon Seiki Company, Ltd. | 18100 | 109821 |
| Nippon Seisen Company, Ltd. | 1000 | 31811 |
| Nippon Sharyo, Ltd. | 3000 | 42886 |
| Nippon Sheet Glass Company, Ltd. (A) | 16200 | 71979 |
| Nippon Shokubai Company, Ltd. | 6400 | 258073 |
| Nippon Signal Company, Ltd. | 16800 | 126858 |
| Nippon Soda Company, Ltd. | 7400 | 231269 |
| Nippon Steel Trading Corp. | 4568 | 170245 |
| Nippon Suisan Kaisha, Ltd. | 95400 | 363599 |
| Nippon Thompson Company, Ltd. | 16500 | 73988 |
| Nippon Yakin Kogyo Company, Ltd. | 5220 | 165107 |
| Nipro Corp. | 48300 | 358801 |
| Nireco Corp. | 1900 | 13788 |
| Nishikawa Rubber Company, Ltd. | 5200 | 44420 |
| Nishimatsu Construction Company, Ltd. | 11000 | 313479 |
| Nishimatsuya Chain Company, Ltd. | 13000 | 132440 |
| Nishimoto Company, Ltd. | 1500 | 40603 |
| Nishi-Nippon Financial Holdings, Inc. | 37800 | 241635 |
| Nishi-Nippon Railroad Company, Ltd. | 18800 | 385666 |
| Nishio Rent All Company, Ltd. | 6700 | 151369 |
| Nissan Shatai Company, Ltd. | 22700 | 138309 |
| Nissan Tokyo Sales Holdings Company, Ltd. | 8300 | 18055 |
| Nissei ASB Machine Company, Ltd. | 2800 | 86354 |
| Nissei Plastic Industrial Company, Ltd. | 5600 | 39081 |
| Nissha Company, Ltd. | 15200 | 196299 |
| Nisshin Group Holdings Company, Ltd. | 10300 | 32226 |
| Nisshinbo Holdings, Inc. | 44657 | 332085 |
| Nissin Corp. | 5200 | 77407 |
| Nissin Electric Company, Ltd. | 15900 | 156550 |
| Nissin Sugar Company, Ltd. | 4100 | 50092 |
| Nisso Corp. | 4000 | 17552 |
| Nitta Corp. | 7100 | 152274 |
| Nitta Gelatin, Inc. | 3400 | 26706 |
| Nittetsu Mining Company, Ltd. | 4000 | 92084 |
| Nitto Boseki Company, Ltd. | 7100 | 114196 |
| Nitto Fuji Flour Milling Company, Ltd. | 800 | 26004 |
| Nitto Kogyo Corp. | 8300 | 141270 |
| Nitto Kohki Company, Ltd. | 3400 | 37861 |
| Nitto Seiko Company, Ltd. | 8700 | 33284 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Nittoc Construction Company, Ltd. | 5200 | $34485 |
| Nittoku Company, Ltd. | 1400 | 23548 |
| NJS Company, Ltd. | 2800 | 42155 |
| Noda Corp. | 2500 | 21895 |
| Noevir Holdings Company, Ltd. | 5300 | 225869 |
| Nohmi Bosai, Ltd. | 7200 | 83738 |
| Nojima Corp. | 20600 | 210212 |
| NOK Corp. | 24600 | 228030 |
| Nomura Micro Science Company, Ltd. | 2000 | 69876 |
| Noritake Company, Ltd. | 3400 | 100479 |
| Noritsu Koki Company, Ltd. | 6800 | 131403 |
| Noritz Corp. | 10700 | 116138 |
| North Pacific Bank, Ltd. | 98400 | 176333 |
| Nozawa Corp. | 2600 | 13429 |
| NS Tool Company, Ltd. | 5400 | 44568 |
| NS United Kaiun Kaisha, Ltd. | 2700 | 74965 |
| NSD Company, Ltd. | 22612 | 424015 |
| NSW, Inc. | 3100 | 49133 |
| NTN Corp. | 133900 | 285402 |
| Oat Agrio Company, Ltd. | 900 | 11766 |
| Obara Group, Inc. | 3700 | 94066 |
| Oenon Holdings, Inc. | 17500 | 36011 |
| Ohara, Inc. | 2700 | 25086 |
| Ohashi Technica, Inc. | 4100 | 41795 |
| Ohba Company, Ltd. | 2200 | 10920 |
| Ohizumi Mfg. Company, Ltd. | 200 | 1293 |
| Ohmoto Gumi Company, Ltd. | 700 | 29976 |
| Ohsho Food Service Corp. | 3300 | 145553 |
| Oiles Corp. | 8672 | 94560 |
| Oisix ra daichi, Inc. (A)(B) | 9600 | 136871 |
| Okabe Company, Ltd. | 14300 | 75042 |
| Okada Aiyon Corp. | 2200 | 24887 |
| Okamoto Industries, Inc. | 3600 | 101197 |
| Okamoto Machine Tool Works, Ltd. | 1300 | 46161 |
| Okamura Corp. | 17700 | 183568 |
| Okasan Securities Group, Inc. | 54600 | 154604 |
| Oki Electric Industry Company, Ltd. | 29700 | 158238 |
| Okinawa Cellular Telephone Company | 8200 | 164072 |
| Okinawa Financial Group, Inc. | 6905 | 108166 |
| OKUMA Corp. | 7676 | 294122 |
| Okumura Corp. | 9500 | 203189 |
| Okura Industrial Company, Ltd. | 3400 | 49927 |
| Okuwa Company, Ltd. | 8900 | 61050 |
| Onoken Company, Ltd. | 7100 | 74685 |
| Onward Holdings Company, Ltd. | 40200 | 97029 |
| Optex Group Company, Ltd. | 11600 | 183095 |
| Optim Corp. (A) | 4000 | 34557 |
| Optorun Company, Ltd. | 5700 | 107116 |
| Orchestra Holdings, Inc. | 700 | 11928 |
| Organo Corp. | 7600 | 157664 |
| Oricon, Inc. | 2800 | 19384 |
| Orient Corp. | 15910 | 138988 |
| Oriental Shiraishi Corp. | 46600 | 94387 |
| Oro Company, Ltd. | 2100 | 28799 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Osaka Organic Chemical Industry, Ltd. | 5600 | $87627 |
| Osaka Soda Company, Ltd. | 4300 | 130028 |
| Osaka Steel Company, Ltd. | 5800 | 48261 |
| Osaki Electric Company, Ltd. | 15500 | 60367 |
| OSG Corp. | 29800 | 424242 |
| OUG Holdings, Inc. | 1700 | 29796 |
| Outsourcing, Inc. | 40100 | 298762 |
| Oxide Corp. (A) | 600 | 34837 |
| Oyo Corp. | 7300 | 111954 |
| Ozu Corp. | 2000 | 21345 |
| Pacific Industrial Company, Ltd. | 15500 | 122841 |
| Pacific Metals Company, Ltd. | 6700 | 101356 |
| PAL GROUP Holdings Company, Ltd. | 7800 | 137923 |
| PALTAC Corp. | 1000 | 31619 |
| Paraca, Inc. | 2500 | 34726 |
| Paramount Bed Holdings Company, Ltd. | 12800 | 251309 |
| Paris Miki Holdings, Inc. | 9700 | 18644 |
| Parker Corp. | 4000 | 14971 |
| Pasona Group, Inc. | 7800 | 118469 |
| PC Depot Corp. | 12000 | 25835 |
| PCI Holdings, Inc. | 1600 | 11719 |
| Pegasus Sewing Machine Manufacturing Company, Ltd. | 7800 | 55298 |
| Penta-Ocean Construction Company, Ltd. | 88800 | 420242 |
| People Dreams & Technologies Group Company, Ltd. | 2800 | 43008 |
| PeptiDream, Inc. (A) | 12000 | 152737 |
| Pharma Foods International Company, Ltd. (B) | 7000 | 66442 |
| PIA Corp. (A) | 1000 | 24030 |
| Pickles Holdings Company, Ltd. | 4200 | 33119 |
| Pigeon Corp. | 39300 | 588957 |
| Pilot Corp. | 6700 | 242682 |
| Piolax, Inc. | 8700 | 110590 |
| Plenus Company, Ltd. | 6800 | 130365 |
| Plus Alpha Consulting Company, Ltd. | 800 | 17688 |
| Pole To Win Holdings, Inc. | 10400 | 71286 |
| Poppins Corp. | 700 | 8704 |
| Premium Group Company, Ltd. | 11400 | 161505 |
| Premium Water Holdings, Inc. | 900 | 15614 |
| Press Kogyo Company, Ltd. | 32500 | 107370 |
| Pressance Corp. | 6300 | 73382 |
| Prestige International, Inc. | 34100 | 178689 |
| Prima Meat Packers, Ltd. | 7800 | 115968 |
| Procrea Holdings, Inc. | 9896 | 155556 |
| Pronexus, Inc. | 6000 | 42187 |
| Pro-Ship, Inc. | 1900 | 21141 |
| Proto Corp. | 10200 | 94062 |
| PS Mitsubishi Construction Company, Ltd. | 8400 | 36949 |
| Punch Industry Company, Ltd. | 6700 | 20645 |
| QB Net Holdings Company, Ltd. | 3200 | 34963 |
| Qol Holdings Company, Ltd. | 9400 | 78368 |
| Quick Company, Ltd. | 3200 | 48883 |
| Raccoon Holdings, Inc. | 5700 | 53037 |
| Raito Kogyo Company, Ltd. | 13800 | 208006 |
| Raiznext Corp. | 10500 | 96313 |
| RaQualia Pharma, Inc. (A) | 3300 | 32639 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Rasa Corp. | 2900 | $21288 |
| Rasa Industries, Ltd. | 2800 | 43568 |
| Raysum Company, Ltd. | 700 | 7154 |
| Relia, Inc. | 13500 | 101457 |
| Renaissance, Inc. | 1700 | 11204 |
| RenetJapanGroup, Inc. (A) | 1500 | 5389 |
| Rengo Company, Ltd. | 55300 | 349291 |
| RENOVA, Inc. (A) | 5700 | 114455 |
| Resorttrust, Inc. | 27400 | 487886 |
| Restar Holdings Corp. | 3600 | 58393 |
| Retail Partners Company, Ltd. | 7500 | 67719 |
| Rheon Automatic Machinery Company, Ltd. | 7800 | 66984 |
| Rhythm Company, Ltd. | 2000 | 25698 |
| Riberesute Corp. | 2000 | 11114 |
| Ricoh Leasing Company, Ltd. | 4400 | 117122 |
| Ride On Express Holdings Company, Ltd. | 2400 | 19621 |
| Right On Company, Ltd. (A)(B) | 6300 | 29229 |
| Riken Corp. | 3100 | 51540 |
| Riken Keiki Company, Ltd. | 4400 | 162448 |
| Riken Technos Corp. | 13400 | 48994 |
| Riken Vitamin Company, Ltd. | 6900 | 89213 |
| Rion Company, Ltd. | 3400 | 50920 |
| Riso Kyoiku Company, Ltd. | 42300 | 99759 |
| River Eletec Corp. | 1100 | 7286 |
| Rock Field Company, Ltd. | 6500 | 69969 |
| Rokko Butter Company, Ltd. | 5800 | 59078 |
| Roland Corp. | 3500 | 103968 |
| Roland DG Corp. | 3900 | 88707 |
| Rorze Corp. | 3500 | 219498 |
| Round One Corp. | 51900 | 232462 |
| RS Technologies Company, Ltd. | 2500 | 151929 |
| Ryobi, Ltd. | 8800 | 80365 |
| Ryoden Corp. | 6200 | 76253 |
| Ryosan Company, Ltd. | 7129 | 148255 |
| S Foods, Inc. | 6100 | 129784 |
| S Line Company, Ltd. | 2000 | 11944 |
| S&B Foods, Inc. | 2100 | 55612 |
| Sac's Bar Holdings, Inc. | 7300 | 42624 |
| Saibu Gas Holdings Company, Ltd. | 8000 | 97942 |
| Saint-Care Holding Corp. | 3300 | 20596 |
| Saison Information Systems Company, Ltd. | 1000 | 12920 |
| Sakai Chemical Industry Company, Ltd. | 5200 | 71528 |
| Sakai Heavy Industries, Ltd. | 1600 | 41116 |
| Sakai Moving Service Company, Ltd. | 3600 | 120784 |
| Sakata INX Corp. | 13800 | 111562 |
| Sakura Internet, Inc. | 8100 | 31188 |
| Sala Corp. | 18800 | 102837 |
| SAMTY Company, Ltd. (B) | 7900 | 131167 |
| San Holdings, Inc. | 3700 | 49125 |
| San ju San Financial Group, Inc. | 8020 | 87699 |
| San-A Company, Ltd. | 6400 | 203103 |
| San-Ai Obbli Company, Ltd. | 18400 | 173958 |
| Sanden Corp. (A) | 4600 | 7686 |
| Sanei Architecture Planning Company, Ltd. | 4100 | 45994 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Sangetsu Corp. | 12700 | $194419 |
| Sanken Electric Company, Ltd. | 6887 | 338644 |
| Sanki Engineering Company, Ltd. | 15500 | 180514 |
| Sanko Gosei, Ltd. | 3100 | 10398 |
| Sanko Metal Industrial Company, Ltd. | 600 | 13094 |
| Sankyo Company, Ltd. | 8100 | 316938 |
| Sankyo Frontier Company, Ltd. | 1300 | 32487 |
| Sankyo Seiko Company, Ltd. | 10400 | 36748 |
| Sankyo Tateyama, Inc. | 9600 | 39701 |
| Sankyu, Inc. | 10600 | 383612 |
| Sanoh Industrial Company, Ltd. | 8800 | 43243 |
| Sansei Landic Company, Ltd. | 1100 | 6842 |
| Sansei Technologies, Inc. | 3900 | 22649 |
| Sansha Electric Manufacturing Company, Ltd. | 4100 | 28914 |
| Sanshin Electronics Company, Ltd. | 2900 | 47623 |
| Sanyo Chemical Industries, Ltd. | 3900 | 125561 |
| Sanyo Denki Company, Ltd. | 3300 | 150372 |
| Sanyo Electric Railway Company, Ltd. | 6700 | 109101 |
| Sanyo Engineering & Construction, Inc. | 1900 | 8587 |
| Sanyo Shokai, Ltd. (A) | 4800 | 46463 |
| Sanyo Special Steel Company, Ltd. | 5629 | 91609 |
| Sanyo Trading Company, Ltd. | 7600 | 63228 |
| Sapporo Holdings, Ltd. | 7500 | 196267 |
| Sata Construction Company, Ltd. | 1800 | 5920 |
| Sato Holdings Corp. | 10200 | 146198 |
| Sato Shoji Corp. | 5200 | 45360 |
| Satori Electric Company, Ltd. | 2900 | 28644 |
| Sawai Group Holdings Company, Ltd. | 9500 | 294160 |
| Saxa Holdings, Inc. | 1800 | 17890 |
| SB Technology Corp. (B) | 3400 | 51546 |
| SBI Insurance Group Company, Ltd. (A) | 2300 | 14643 |
| SBS Holdings, Inc. | 6200 | 134559 |
| Scala, Inc. | 6200 | 33874 |
| Scroll Corp. | 11000 | 57165 |
| SEC Carbon, Ltd. | 500 | 25347 |
| Seed Company, Ltd. | 3300 | 12075 |
| Seika Corp. | 2900 | 32830 |
| Seikagaku Corp. | 14500 | 99894 |
| Seikitokyu Kogyo Company, Ltd. | 9500 | 55279 |
| Seiko Electric Company, Ltd. | 1100 | 8237 |
| Seiko Group Corp. | 8000 | 185873 |
| Seiko PMC Corp. | 5600 | 22756 |
| Seikoh Giken Company, Ltd. | 900 | 11061 |
| Seino Holdings Company, Ltd. | 18100 | 159537 |
| Seiren Company, Ltd. | 13800 | 264726 |
| Sekisui Jushi Corp. | 9300 | 122985 |
| Sekisui Kasei Company, Ltd. | 9800 | 28056 |
| SEMITEC Corp. | 300 | 21910 |
| Senko Group Holdings Company, Ltd. | 35300 | 262038 |
| Senshu Electric Company, Ltd. | 5400 | 110265 |
| Senshu Ikeda Holdings, Inc. | 88700 | 149886 |
| Senshukai Company, Ltd. | 13900 | 41391 |
| Seria Company, Ltd. | 15100 | 277168 |
| Seven Bank, Ltd. | 18700 | 35447 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Shibaura Electronics Company, Ltd. | 2700 | $107708 |
| Shibaura Machine Company, Ltd. | 6700 | 135421 |
| Shibaura Mechatronics Corp. | 1100 | 89784 |
| Shibuya Corp. | 5600 | 101645 |
| Shidax Corp. (A) | 9400 | 41340 |
| Shikibo, Ltd. | 2100 | 13420 |
| Shikoku Chemicals Corp. | 11500 | 113814 |
| Shikoku Electric Power Company, Inc. | 43300 | 237877 |
| Shima Seiki Manufacturing, Ltd. | 10000 | 153961 |
| Shimojima Company, Ltd. | 3900 | 27245 |
| Shin Maint Holdings Company, Ltd. | 1200 | 11299 |
| Shin Nippon Air Technologies Company, Ltd. | 2700 | 37850 |
| Shin Nippon Biomedical Laboratories, Ltd. | 7000 | 141863 |
| Shinagawa Refractories Company, Ltd. | 1800 | 51853 |
| Shindengen Electric Manufacturing Company, Ltd. | 2900 | 71427 |
| Shin-Etsu Polymer Company, Ltd. | 14100 | 129241 |
| Shinki Bus Company, Ltd. | 1300 | 32014 |
| Shinko Shoji Company, Ltd. | 5900 | 48538 |
| Shinmaywa Industries, Ltd. | 19500 | 144378 |
| Shinnihon Corp. | 9600 | 52385 |
| Shin-Nihon Tatemono Company, Ltd. | 3900 | 12845 |
| Shinnihonseiyaku Company, Ltd. | 2700 | 27049 |
| Shinsho Corp. | 1700 | 56071 |
| Shinwa Company, Ltd. | 4000 | 60064 |
| Shinwa Company, Ltd. (Gifu) | 2700 | 15507 |
| Ship Healthcare Holdings, Inc. | 14700 | 298487 |
| Shizuki Electric Company, Inc. | 5000 | 16909 |
| Shizuoka Gas Company, Ltd. | 14400 | 115981 |
| SHL-Japan, Ltd. | 1000 | 19256 |
| Shobunsha Holdings, Inc. (A) | 4100 | 8745 |
| Shoei Company, Ltd. | 7600 | 309265 |
| Shoei Foods Corp. (B) | 2900 | 90586 |
| Shofu, Inc. | 3500 | 62119 |
| Showa Sangyo Company, Ltd. | 6300 | 112253 |
| Showa Shinku Company, Ltd. | 900 | 9289 |
| Sigma Koki Company, Ltd. | 1800 | 20157 |
| SIGMAXYZ Holdings, Inc. | 10600 | 104792 |
| Siix Corp. | 11600 | 119462 |
| Sinanen Holdings Company, Ltd. | 2300 | 63644 |
| Sinfonia Technology Company, Ltd. | 9000 | 99740 |
| Sinko Industries, Ltd. | 6900 | 78026 |
| Sintokogio, Ltd. | 15000 | 73440 |
| SK Kaken Company, Ltd. | 200 | 55902 |
| SK-Electronics Company, Ltd. | 3800 | 31471 |
| SKY Perfect JSAT Holdings, Inc. | 45600 | 169236 |
| Smaregi, Inc. (A) | 1600 | 18754 |
| SMK Corp. | 1900 | 36581 |
| SMS Company, Ltd. | 9900 | 265876 |
| Snow Peak, Inc. (B) | 9200 | 153453 |
| Soda Nikka Company, Ltd. | 5800 | 25370 |
| Sodick Company, Ltd. | 17100 | 95703 |
| Soft99 Corp. | 6300 | 51526 |
| Softcreate Holdings Corp. | 2700 | 69681 |
| Software Service, Inc. | 900 | 59721 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Soiken Holdings, Inc. | 8200 | $18750 |
| Soken Chemical & Engineering Company, Ltd. | 3400 | 43362 |
| Solasto Corp. | 16100 | 97513 |
| Soliton Systems KK | 3800 | 32602 |
| Solxyz Company, Ltd. | 2400 | 6479 |
| Sotetsu Holdings, Inc. | 14000 | 223881 |
| Sotoh Company, Ltd. | 2400 | 14519 |
| Space Company, Ltd. | 2970 | 19246 |
| Sparx Group Company, Ltd. | 6780 | 85067 |
| SPK Corp. | 1800 | 18181 |
| S-Pool, Inc. | 21400 | 148476 |
| Sprix, Ltd. | 900 | 6538 |
| SRA Holdings | 4000 | 90909 |
| SRE Holdings Corp. (A) | 3300 | 112579 |
| ST Corp. | 4300 | 48152 |
| St. Marc Holdings Company, Ltd. | 6600 | 81199 |
| Star Mica Holdings Company, Ltd. | 8400 | 44127 |
| Star Micronics Company, Ltd. | 12200 | 156893 |
| Starts Corp., Inc. | 9700 | 195380 |
| Starzen Company, Ltd. | 5000 | 75669 |
| Stella Chemifa Corp. | 3500 | 67160 |
| Step Company, Ltd. | 2900 | 37808 |
| Strike Company, Ltd. | 2600 | 85826 |
| Studio Alice Company, Ltd. | 3500 | 53157 |
| Subaru Enterprise Company, Ltd. | 500 | 32904 |
| Sugimoto & Company, Ltd. | 4000 | 60099 |
| Sumida Corp. | 10600 | 114148 |
| Suminoe Textile Company, Ltd. | 2199 | 28183 |
| Sumiseki Holdings, Inc. (B) | 21100 | 39192 |
| Sumitomo Bakelite Company, Ltd. | 10700 | 340470 |
| Sumitomo Densetsu Company, Ltd. | 5400 | 100252 |
| Sumitomo Mitsui Construction Company, Ltd. | 48160 | 148022 |
| Sumitomo Osaka Cement Company, Ltd. | 10700 | 252557 |
| Sumitomo Precision Products Company, Ltd. | 1500 | 39847 |
| Sumitomo Riko Company, Ltd. | 15300 | 69037 |
| Sumitomo Seika Chemicals Company, Ltd. | 3600 | 111317 |
| Sun Frontier Fudousan Company, Ltd. | 10900 | 93377 |
| Suncall Corp. | 7800 | 36266 |
| Sun-Wa Technos Corp. | 3500 | 39168 |
| Suruga Bank, Ltd. | 60700 | 190079 |
| Suzuki Company, Ltd. | 5600 | 37604 |
| SWCC Showa Holdings Company, Ltd. | 8300 | 109614 |
| System Information Company, Ltd. | 2200 | 14461 |
| System Research Company, Ltd. | 1400 | 20733 |
| System Support, Inc. | 1100 | 12014 |
| Systems Engineering Consultants Company, Ltd. | 600 | 10233 |
| Systena Corp. | 87000 | 268892 |
| Syuppin Company, Ltd. (B) | 5600 | 60678 |
| T Hasegawa Company, Ltd. | 8500 | 192085 |
| T RAD Company, Ltd. | 2000 | 38716 |
| T&K Toka Company, Ltd. | 7400 | 54272 |
| Tachibana Eletech Company, Ltd. | 6500 | 84316 |
| Tachikawa Corp. | 4800 | 39746 |
| Tachi-S Company, Ltd. | 11200 | 89861 |

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

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Tadano, Ltd. | 31500 | $226798 |
| Taihei Dengyo Kaisha, Ltd. | 4000 | 92026 |
| Taiheiyo Cement Corp. | 10200 | 161345 |
| Taiheiyo Kouhatsu, Inc. | 1200 | 6552 |
| Taiho Kogyo Company, Ltd. | 6000 | 30711 |
| Taikisha, Ltd. | 7700 | 198922 |
| Taisei Lamick Company, Ltd. | 2500 | 55851 |
| Taisei Oncho Company, Ltd. | 500 | 6787 |
| Taiyo Holdings Company, Ltd. | 11500 | 214647 |
| Takachiho Koheki Company, Ltd. | 1300 | 20813 |
| Takamatsu Construction Group Company, Ltd. | 5900 | 84269 |
| Takamatsu Machinery Company, Ltd. | 1100 | 4398 |
| Takamiya Company, Ltd. | 9700 | 27270 |
| Takano Company, Ltd. | 2400 | 11780 |
| Takaoka Toko Company, Ltd. | 3970 | 53756 |
| Takara & Company, Ltd. | 3400 | 51734 |
| Takara Bio, Inc. | 15800 | 208463 |
| Takara Holdings, Inc. | 47400 | 370685 |
| Takara Standard Company, Ltd. | 11600 | 112071 |
| Takasago International Corp. | 5000 | 103880 |
| Takasago Thermal Engineering Company, Ltd. | 13500 | 176983 |
| Takashima & Company, Ltd. | 1400 | 30230 |
| Takashimaya Company, Ltd. | 27500 | 357508 |
| Takasho Company, Ltd. | 3000 | 15427 |
| Take And Give Needs Company, Ltd. (A) | 1200 | 12656 |
| TAKEBISHI Corp. | 2500 | 27378 |
| Takeuchi Manufacturing Company, Ltd. | 10800 | 251379 |
| Takisawa Machine Tool Company, Ltd. | 2600 | 20964 |
| Takuma Company, Ltd. | 17400 | 162619 |
| Tama Home Company, Ltd. | 5200 | 94107 |
| Tamron Company, Ltd. | 4900 | 124457 |
| Tamura Corp. | 28100 | 168807 |
| Tanabe Consulting Group Company, Ltd. | 1800 | 8650 |
| Tanabe Engineering Corp. | 1900 | 12438 |
| Tanaka Chemical Corp. (A) | 3400 | 43172 |
| Tanseisha Company, Ltd. | 13500 | 78778 |
| Taoka Chemical Company, Ltd. | 2500 | 14825 |
| Tatsuta Electric Wire and Cable Company, Ltd. | 15400 | 48376 |
| Tayca Corp. | 6700 | 62468 |
| Tazmo Company, Ltd. | 3000 | 39232 |
| TBK Company, Ltd. | 9100 | 17301 |
| TBS Holdings, Inc. | 1100 | 12613 |
| TDC Soft, Inc. | 6600 | 70832 |
| Tear Corp. | 4900 | 15035 |
| TechMatrix Corp. | 14200 | 172594 |
| TECHNO ASSOCIE Company, Ltd. | 2700 | 22506 |
| Techno Horizon Company, Ltd. | 4100 | 15946 |
| Techno Medica Company, Ltd. | 2400 | 30234 |
| Techno Ryowa, Ltd. | 3800 | 23851 |
| Techno Smart Corp. | 3200 | 28813 |
| Technoflex Corp. | 1300 | 9456 |
| Tecnos Japan, Inc. | 3900 | 13950 |
| Teijin, Ltd. | 3600 | 34931 |
| Teikoku Electric Manufacturing Company, Ltd. | 6300 | 108860 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Teikoku Sen-I Company, Ltd. | 6300 | $76598 |
| Teikoku Tsushin Kogyo Company, Ltd. | 2800 | 28664 |
| Tekken Corp. | 5000 | 66260 |
| Temairazu, Inc. | 800 | 30352 |
| Tenma Corp. | 5200 | 79201 |
| Tenox Corp. | 200 | 1280 |
| Tenpos Holdings Company, Ltd. | 1400 | 24139 |
| Tera Probe, Inc. | 1200 | 15623 |
| Teraoka Seisakusho Company, Ltd. | 2900 | 6447 |
| Terilogy Holdings | 4200 | 9733 |
| Tess Holdings Company, Ltd. | 4100 | 33786 |
| T-Gaia Corp. | 7400 | 88975 |
| The 77 Bank, Ltd. | 17000 | 242129 |
| The Akita Bank, Ltd. | 5700 | 70180 |
| The Awa Bank, Ltd. | 12200 | 181968 |
| The Bank of Iwate, Ltd. | 5600 | 78946 |
| The Bank of Nagoya, Ltd. | 2800 | 65695 |
| The Bank of Saga, Ltd. | 5600 | 65867 |
| The Bank of Toyama, Ltd. | 1200 | 15257 |
| The Chiba Kogyo Bank, Ltd. | 19700 | 54131 |
| The Chugoku Electric Power Company, Inc. | 6400 | 33349 |
| The Daito Bank, Ltd. | 2800 | 13201 |
| The Ehime Bank, Ltd. | 12550 | 80857 |
| The First Bank of Toyama, Ltd. | 22700 | 94280 |
| The Fukui Bank, Ltd. | 7118 | 76054 |
| The Furukawa Battery Company, Ltd. | 5900 | 48579 |
| The Gunma Bank, Ltd. | 111000 | 364827 |
| The Hachijuni Bank, Ltd. | 116200 | 440283 |
| The Hyakugo Bank, Ltd. | 76400 | 194899 |
| The Hyakujushi Bank, Ltd. | 9200 | 120499 |
| The Japan Steel Works, Ltd. | 3100 | 66637 |
| The Keiyo Bank, Ltd. | 37300 | 148664 |
| The Kita-Nippon Bank, Ltd. | 3500 | 49324 |
| The Kiyo Bank, Ltd. | 18139 | 202287 |
| The Miyazaki Bank, Ltd. | 5300 | 89641 |
| The Monogatari Corp. | 3500 | 179499 |
| The Musashino Bank, Ltd. | 10200 | 140321 |
| The Nagano Bank, Ltd. | 3900 | 35398 |
| The Nanto Bank, Ltd. | 9100 | 155107 |
| The Nippon Road Company, Ltd. | 1300 | 58882 |
| The Nisshin Oillio Group, Ltd. | 7800 | 189502 |
| The Ogaki Kyoritsu Bank, Ltd. | 11600 | 156025 |
| The Oita Bank, Ltd. | 4500 | 65006 |
| The Okinawa Electric Power Company, Inc. | 16664 | 128081 |
| The Pack Corp. | 5400 | 99589 |
| The San-In Godo Bank, Ltd. | 45100 | 248842 |
| The Shibusawa Warehouse Company, Ltd. | 3500 | 53017 |
| The Shiga Bank, Ltd. | 12000 | 229802 |
| The Shikoku Bank, Ltd. | 12900 | 86520 |
| The Shimizu Bank, Ltd. | 3900 | 43427 |
| The Sumitomo Warehouse Company, Ltd. | 17276 | 252999 |
| The Taiko Bank, Ltd. | 3400 | 29370 |
| The Tochigi Bank, Ltd. | 38700 | 90878 |
| The Toho Bank, Ltd. | 57700 | 88213 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| The Tohoku Bank, Ltd. | 3800 | $27253 |
| The Torigoe Company, Ltd. | 5900 | 26601 |
| The Tottori Bank, Ltd. | 3400 | 27217 |
| The Towa Bank, Ltd. | 14100 | 56321 |
| The Yamagata Bank, Ltd. | 9800 | 87201 |
| The Yamanashi Chuo Bank, Ltd. | 8851 | 67495 |
| Tigers Polymer Corp. | 6500 | 19075 |
| TKC Corp. | 8100 | 221306 |
| TKP Corp. (A) | 3900 | 75941 |
| Toa Corp. (Hyogo) | 8800 | 49156 |
| Toa Corp. (Tokyo) | 4200 | 72105 |
| TOA ROAD Corp. | 1500 | 66539 |
| Toagosei Company, Ltd. | 29300 | 252703 |
| Toba, Inc. | 800 | 16696 |
| Tobila Systems, Inc. | 900 | 7475 |
| Tobishima Corp. | 6820 | 50790 |
| TOC Company, Ltd. | 9300 | 49601 |
| Tocalo Company, Ltd. | 20100 | 183787 |
| Toda Corp. | 37200 | 198878 |
| Toda Kogyo Corp. (A) | 900 | 19593 |
| Toei Company, Ltd. | 300 | 41492 |
| Toell Company, Ltd. | 3900 | 20752 |
| Toenec Corp. | 2700 | 67326 |
| Togami Electric Manufacturing Company, Ltd. | 600 | 7407 |
| Toho Acetylene Company, Ltd. | 900 | 7331 |
| Toho Company, Ltd. | 3700 | 46813 |
| Toho Gas Company, Ltd. | 2000 | 39520 |
| Toho Holdings Company, Ltd. | 18300 | 284811 |
| Toho Titanium Company, Ltd. | 10000 | 201471 |
| Toho Zinc Company, Ltd. | 3600 | 57351 |
| Tohoku Steel Company, Ltd. | 500 | 6220 |
| Tohokushinsha Film Corp. | 6700 | 31231 |
| Tokai Carbon Company, Ltd. | 62900 | 485341 |
| Tokai Corp. | 7600 | 103714 |
| TOKAI Holdings Corp. | 33300 | 212311 |
| Tokai Lease Company, Ltd. | 300 | 3101 |
| Tokai Rika Company, Ltd. | 16900 | 192515 |
| Tokai Tokyo Financial Holdings, Inc. | 60000 | 156237 |
| Token Corp. | 2250 | 131012 |
| Tokushu Tokai Paper Company, Ltd. | 3600 | 74214 |
| Tokuyama Corp. | 19900 | 278814 |
| Tokyo Base Company, Ltd. (A) | 7500 | 16640 |
| Tokyo Electron Device, Ltd. | 2600 | 131742 |
| Tokyo Energy & Systems, Inc. | 7400 | 50903 |
| Tokyo Individualized Educational Institute, Inc. | 7900 | 30422 |
| Tokyo Keiki, Inc. | 4200 | 36107 |
| Tokyo Kiraboshi Financial Group, Inc. | 9658 | 169098 |
| Tokyo Ohka Kogyo Company, Ltd. | 2200 | 111180 |
| Tokyo Rakutenchi Company, Ltd. | 1200 | 37896 |
| Tokyo Rope Manufacturing Company, Ltd. | 1700 | 11114 |
| Tokyo Sangyo Company, Ltd. | 6600 | 38048 |
| Tokyo Seimitsu Company, Ltd. | 12700 | 406976 |
| Tokyo Steel Manufacturing Company, Ltd. | 19600 | 201171 |
| Tokyo Tekko Company, Ltd. | 3500 | 36070 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Tokyo Theatres Company, Inc. | 2400 | $19873 |
| Tokyotokeiba Company, Ltd. | 5000 | 147555 |
| Tokyu Construction Company, Ltd. | 26200 | 125431 |
| Tokyu Recreation Company, Ltd. | 800 | 36574 |
| Toli Corp. | 17800 | 27325 |
| Tomato Bank, Ltd. | 3200 | 23213 |
| Tomen Devices Corp. | 900 | 36725 |
| Tomoe Corp. | 7600 | 21169 |
| Tomoe Engineering Company, Ltd. | 2400 | 42176 |
| Tomoku Company, Ltd. | 4200 | 48987 |
| TOMONY Holdings, Inc. | 54300 | 138475 |
| Tomy Company, Ltd. | 28200 | 259141 |
| Tonami Holdings Company, Ltd. | 2200 | 58510 |
| Topcon Corp. | 34600 | 421921 |
| Topre Corp. | 13100 | 121087 |
| Topy Industries, Ltd. | 5700 | 72239 |
| Torex Semiconductor, Ltd. | 2300 | 50100 |
| Toridoll Holdings Corp. | 15300 | 301347 |
| Torii Pharmaceutical Company, Ltd. | 4700 | 99809 |
| Torishima Pump Manufacturing Company, Ltd. | 6900 | 78173 |
| Tosei Corp. | 9300 | 95368 |
| Toshiba TEC Corp. | 6900 | 187304 |
| Tosho Company, Ltd. | 2700 | 24350 |
| Totech Corp. | 2000 | 47935 |
| Totetsu Kogyo Company, Ltd. | 8800 | 163630 |
| Totoku Electric Company, Ltd. | 500 | 20507 |
| Toukei Computer Company, Ltd. | 600 | 25772 |
| Tow Company, Ltd. | 17600 | 38102 |
| Towa Corp. | 6800 | 99842 |
| Towa Pharmaceutical Company, Ltd. | 9200 | 141739 |
| Toyo Construction Company, Ltd. | 31300 | 190525 |
| Toyo Corp. | 8200 | 83830 |
| Toyo Denki Seizo KK | 3100 | 19687 |
| Toyo Engineering Corp. (A) | 11300 | 48323 |
| Toyo Gosei Company, Ltd. (B) | 1800 | 119576 |
| Toyo Ink SC Holdings Company, Ltd. | 11100 | 152306 |
| Toyo Kanetsu KK | 3100 | 56362 |
| Toyo Logistics Company, Ltd. | 6100 | 11397 |
| Toyo Machinery & Metal Company, Ltd. | 6200 | 24588 |
| Toyo Securities Company, Ltd. | 22800 | 47186 |
| Toyo Tanso Company, Ltd. | 5400 | 156095 |
| Toyo Tire Corp. | 23500 | 270642 |
| Toyo Wharf & Warehouse Company, Ltd. | 1900 | 17715 |
| Toyobo Company, Ltd. | 26806 | 203231 |
| Toyoda Gosei Company, Ltd. | 1400 | 23427 |
| TPR Company, Ltd. | 8300 | 74793 |
| Traders Holdings Company, Ltd. | 6220 | 18581 |
| Trancom Company, Ltd. | 2500 | 144561 |
| Trans Genic, Inc. | 4600 | 11230 |
| Transaction Company, Ltd. | 3700 | 34763 |
| Transcosmos, Inc. | 4900 | 116267 |
| TRE Holdings Corp. | 1476 | 17004 |
| Treasure Factory Company, Ltd. | 1100 | 19272 |
| Trenders, Inc. | 1200 | 16926 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Tri Chemical Laboratories, Inc. | 8400 | $150452 |
| Trinity Industrial Corp. | 2000 | 9954 |
| Trusco Nakayama Corp. | 14000 | 214426 |
| TS Tech Company, Ltd. | 26000 | 306259 |
| TSI Holdings Company, Ltd. | 18205 | 64185 |
| Tsubaki Nakashima Company, Ltd. | 14200 | 108453 |
| Tsubakimoto Chain Company | 7600 | 174999 |
| Tsubakimoto Kogyo Company, Ltd. | 1400 | 40625 |
| Tsugami Corp. | 14800 | 129588 |
| Tsukishima Kikai Company, Ltd. | 9900 | 70995 |
| Tsukuba Bank, Ltd. | 31600 | 48851 |
| Tsumura & Company | 18600 | 407605 |
| Tsurumi Manufacturing Company, Ltd. | 6300 | 92042 |
| Tsutsumi Jewelry Company, Ltd. | 2500 | 35523 |
| Tsuzuki Denki Company, Ltd. | 2100 | 20397 |
| TV Asahi Holdings Corp. | 8200 | 82197 |
| Tv Tokyo Holdings Corp. | 2400 | 32253 |
| TYK Corp. | 6400 | 12589 |
| UACJ Corp. | 9871 | 167964 |
| UBE Corp. | 32700 | 477213 |
| Ubicom Holdings, Inc. | 2100 | 35622 |
| Uchida Yoko Company, Ltd. | 2800 | 94943 |
| Ueki Corp. | 1200 | 11311 |
| ULS Group, Inc. | 600 | 15245 |
| Ultrafabrics Holdings Company, Ltd. | 1300 | 43597 |
| Ulvac, Inc. | 11500 | 506829 |
| Union Tool Company | 3100 | 79735 |
| Unipres Corp. | 12500 | 80876 |
| UNIRITA, Inc. | 700 | 9199 |
| United Arrows, Ltd. | 5700 | 78773 |
| United Super Markets Holdings, Inc. | 16700 | 133833 |
| UNITED, Inc. | 3400 | 34221 |
| Unitika, Ltd. (A) | 23900 | 47083 |
| Universal Entertainment Corp. (A) | 8900 | 157680 |
| Urbanet Corp. Company, Ltd. | 3800 | 8520 |
| Usen-Next Holdings Company, Ltd. | 4100 | 70819 |
| User Local, Inc. | 1400 | 16381 |
| Ushio, Inc. | 31100 | 408117 |
| UT Group Company, Ltd. | 9600 | 192026 |
| UUUM Company, Ltd. (A) | 2800 | 21638 |
| V Technology Company, Ltd. | 2900 | 57290 |
| Valor Holdings Company, Ltd. | 11700 | 150225 |
| Valqua, Ltd. | 5800 | 115882 |
| Value HR Company, Ltd. | 4200 | 51520 |
| ValueCommerce Company, Ltd. | 4800 | 74133 |
| Valuence Holdings, Inc. | 1700 | 38006 |
| V-Cube, Inc. | 5200 | 30620 |
| Vector, Inc. | 9700 | 91807 |
| Vertex Corp. | 4320 | 41330 |
| Village Vanguard Company, Ltd. (A) | 1400 | 10607 |
| VINX Corp. | 1300 | 16020 |
| Vital KSK Holdings, Inc. | 14600 | 87881 |
| VT Holdings Company, Ltd. | 29100 | 107893 |
| Wacoal Holdings Corp. | 12600 | 214249 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Wacom Company, Ltd. | 48200 | $230854 |
| Wakachiku Construction Company, Ltd. | 3600 | 71928 |
| Wakamoto Pharmaceutical Company, Ltd. (A) | 4500 | 7744 |
| Wakita & Company, Ltd. | 13300 | 116321 |
| Warabeya Nichiyo Holdings Company, Ltd. | 4700 | 63265 |
| Waseda Academy Company, Ltd. | 3800 | 31857 |
| Watahan & Company, Ltd. | 5600 | 55338 |
| Watts Company, Ltd. | 4400 | 22116 |
| WDB Holdings Company, Ltd. | 3600 | 62540 |
| Wealth Management, Inc. | 800 | 7994 |
| Weathernews, Inc. | 2400 | 134388 |
| Wellnet Corp. | 2500 | 11738 |
| West Holdings Corp. (B) | 7609 | 246532 |
| Will Group, Inc. | 5700 | 56930 |
| WILLs, Inc. | 1200 | 6094 |
| WingArc1st, Inc. | 4500 | 73854 |
| WIN-Partners Company, Ltd. | 4900 | 35367 |
| Wood One Company, Ltd. | 3600 | 24527 |
| World Company, Ltd. | 8900 | 85782 |
| World Holdings Company, Ltd. | 3100 | 65783 |
| Wowow, Inc. | 2400 | 21890 |
| Xebio Holdings Company, Ltd. | 7100 | 48824 |
| YAC Holdings Company, Ltd. | 2200 | 23863 |
| Yachiyo Industry Company, Ltd. | 2500 | 17903 |
| Yagi & Company, Ltd. | 800 | 6459 |
| Yahagi Construction Company, Ltd. | 9700 | 52219 |
| Yaizu Suisankagaku Industry Company, Ltd. | 2900 | 17510 |
| YAKUODO Holdings Company, Ltd. | 4800 | 90555 |
| YAMABIKO Corp. | 13400 | 111186 |
| YAMADA Consulting Group Company, Ltd. | 3700 | 30834 |
| Yamaguchi Financial Group, Inc. | 66100 | 393076 |
| Yamaichi Electronics Company, Ltd. | 8400 | 114613 |
| YA-MAN, Ltd. | 10300 | 98636 |
| Yamashina Corp. | 24800 | 11876 |
| Yamatane Corp. | 2900 | 35750 |
| Yamato Corp. | 5600 | 28176 |
| Yamato Kogyo Company, Ltd. | 4200 | 144805 |
| Yamaura Corp. | 1600 | 11669 |
| Yamaya Corp. | 1800 | 32361 |
| Yamazawa Company, Ltd. | 1800 | 17102 |
| Yamazen Corp. | 19100 | 139764 |
| Yaoko Company, Ltd. | 3500 | 170635 |
| Yashima Denki Company, Ltd. | 4800 | 35429 |
| Yasuda Logistics Corp. | 5200 | 35465 |
| YE Digital Corp. | 1900 | 5668 |
| Yellow Hat, Ltd. | 12000 | 151150 |
| Yodogawa Steel Works, Ltd. | 6765 | 125941 |
| Yokogawa Bridge Holdings Corp. | 12100 | 170778 |
| Yokorei Company, Ltd. | 17200 | 124727 |
| Yokowo Company, Ltd. | 6100 | 108120 |
| Yomeishu Seizo Company, Ltd. | 2800 | 36377 |
| Yondenko Corp. | 3200 | 41314 |
| Yondoshi Holdings, Inc. | 6459 | 81594 |
| Yonex Company, Ltd. | 11900 | 120591 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Japan (continued)** |  |  |
| Yonkyu Company, Ltd. | 1200 | $23768 |
| Yorozu Corp. | 6100 | 35923 |
| Yoshinoya Holdings Company, Ltd. | 20800 | 351921 |
| Yotai Refractories Company, Ltd. | 5700 | 57224 |
| Yuasa Funashoku Company, Ltd. | 1100 | 21228 |
| Yuasa Trading Company, Ltd. | 6300 | 165297 |
| Yuken Kogyo Company, Ltd. | 1200 | 15911 |
| Yukiguni Maitake Company, Ltd. | 5000 | 36406 |
| Yurtec Corp. | 14900 | 78309 |
| Yushin Precision Equipment Company, Ltd. | 3000 | 15048 |
| Yushiro Chemical Industry Company, Ltd. | 3700 | 22260 |
| Yutaka Giken Company, Ltd. | 1600 | 19426 |
| Zaoh Company, Ltd. | 1800 | 23199 |
| Zenitaka Corp. | 600 | 11734 |
| Zenrin Company, Ltd. | 12800 | 80459 |
| ZERIA Pharmaceutical Company, Ltd. | 6500 | 105665 |
| ZIGExN Company, Ltd. | 17300 | 45426 |
| Zuiko Corp. | 4400 | 21436 |
| **Jersey, Channel Islands 0.1%** |  | **570399** |
| Breedon Group PLC | 58167 | 42773 |
| Centamin PLC | 402088 | 517950 |
| JTC PLC (D) | 1007 | 9676 |
| **Liechtenstein 0.1%** |  | **410093** |
| Liechtensteinische Landesbank AG | 4965 | 292942 |
| VP Bank AG, Class A | 1251 | 117151 |
| **Luxembourg 0.4%** |  | **2583580** |
| APERAM SA | 11031 | 350178 |
| B&S Group Sarl (D) | 5479 | 29337 |
| Befesa SA (D) | 10492 | 448303 |
| d'Amico International Shipping SA (A) | 215214 | 82723 |
| Global Fashion Group SA (A) | 9562 | 10955 |
| Grand City Properties SA | 29654 | 297125 |
| IVS Group SA | 9712 | 39250 |
| L'Occitane International SA | 64500 | 181247 |
| SES SA | 109158 | 748406 |
| Shurgard Self Storage SA | 6671 | 291195 |
| Sword Group | 2454 | 104861 |
| **Macau 0.0%** |  | **58079** |
| MECOM Power and Construction, Ltd. | 276000 | 55518 |
| Space Group Holdings, Ltd. (A) | 5000 | 2561 |
| **Malaysia 0.0%** |  | **78423** |
| Aspen Group Holdings, Ltd. (A) | 9427 | 269 |
| Frencken Group, Ltd. | 94900 | 72318 |
| Pentamaster International, Ltd. | 62000 | 5836 |
| **Malta 0.0%** |  | **38097** |
| Catena Media PLC (A) | 2080 | 4771 |
| Gaming Innovation Group, Inc. (A) | 5338 | 14660 |
| Kindred Group PLC | 1806 | 18666 |
| **Monaco 0.0%** |  | **34895** |
| Societe des Bains de Mer et du Cercle des Etrangers a Monaco | 407 | 34895 |

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

------

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Mongolia 0.0%** |  | **$29471** |
| Mongolian Mining Corp. (A) | 114000 | 29471 |
| **Netherlands 2.1%** |  | **12962432** |
| Aalberts NV | 30836 | 1232069 |
| Acomo NV | 4872 | 99314 |
| Alfen Beheer BV (A)(D) | 6527 | 639017 |
| AMG Advanced Metallurgical Group NV | 8363 | 336125 |
| Arcadis NV | 22418 | 915091 |
| ASR Nederland NV | 32602 | 1492158 |
| Basic-Fit NV (A)(B)(D) | 12628 | 343459 |
| BE Semiconductor Industries NV | 18268 | 1189938 |
| Beter Bed Holding NV (B) | 4223 | 12944 |
| Brack Capital Properties NV (A) | 1254 | 127174 |
| Brunel International NV | 6624 | 67263 |
| Corbion NV | 17985 | 554386 |
| CTP NV (D) | 1483 | 16323 |
| Flow Traders (D) | 9046 | 209415 |
| ForFarmers NV | 13376 | 40711 |
| Fugro NV (A) | 31463 | 497961 |
| Heijmans NV | 6455 | 72526 |
| Kendrion NV | 4563 | 77934 |
| Koninklijke BAM Groep NV (A) | 68896 | 161805 |
| Koninklijke Vopak NV | 12241 | 363323 |
| Lucas Bols NV (D) | 3531 | 38866 |
| Meltwater NV (A) | 22305 | 33423 |
| Nedap NV | 1602 | 90998 |
| OCI NV | 19145 | 810488 |
| Ordina NV | 37525 | 157806 |
| Pharming Group NV (A) | 105944 | 137265 |
| PostNL NV (B) | 114857 | 213902 |
| PPHE Hotel Group, Ltd. | 4959 | 74117 |
| SBM Offshore NV | 52324 | 838385 |
| SIF Holding NV | 1808 | 21965 |
| Signify NV (D) | 33733 | 1152143 |
| Sligro Food Group NV | 7248 | 126586 |
| TKH Group NV | 12076 | 475462 |
| TomTom NV (A) | 18990 | 154960 |
| Van Lanschot Kempen NV | 7794 | 187130 |
| **New Zealand 0.5%** |  | **2939049** |
| Air New Zealand, Ltd. (A) | 317520 | 155782 |
| Arvida Group, Ltd. | 134457 | 104599 |
| Briscoe Group, Ltd. | 11818 | 36212 |
| Channel Infrastructure NZ, Ltd. (A) | 43399 | 38575 |
| Chorus, Ltd. | 96228 | 495324 |
| Comvita, Ltd. | 3159 | 6479 |
| Delegat Group, Ltd. | 9275 | 58659 |
| Freightways, Ltd. | 31870 | 201132 |
| Gentrack Group, Ltd. (A) | 9421 | 14197 |
| Hallenstein Glasson Holdings, Ltd. | 12034 | 41615 |
| Heartland Group Holdings, Ltd. | 150946 | 175967 |
| Investore Property, Ltd. | 79415 | 75398 |
| KMD Brands, Ltd. | 152310 | 106220 |
| Manawa Energy, Ltd. (B) | 10579 | 34775 |
| Napier Port Holdings, Ltd. | 4702 | 8548 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 61

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **New Zealand (continued)** |  |  |
| NZME, Ltd. | 72696 | $54344 |
| NZX, Ltd. | 81881 | 63662 |
| Oceania Healthcare, Ltd. | 131970 | 67594 |
| Pacific Edge, Ltd. (A)(B) | 113948 | 33215 |
| PGG Wrightson, Ltd. | 6900 | 18070 |
| Pushpay Holdings, Ltd. (A) | 136920 | 111335 |
| Rakon, Ltd. (A) | 10627 | 8160 |
| Restaurant Brands New Zealand, Ltd. | 8039 | 33587 |
| Sanford, Ltd. (A) | 22753 | 63195 |
| Scales Corp., Ltd. | 25768 | 71464 |
| Serko, Ltd. (A) | 10833 | 16825 |
| Skellerup Holdings, Ltd. | 39675 | 140481 |
| SKY Network Television, Ltd. | 36695 | 53077 |
| SKYCITY Entertainment Group, Ltd. (A) | 145918 | 254881 |
| Steel & Tube Holdings, Ltd. | 21933 | 17982 |
| Summerset Group Holdings, Ltd. | 14295 | 84640 |
| Synlait Milk, Ltd. (A) | 21479 | 41367 |
| The Warehouse Group, Ltd. | 25288 | 46898 |
| Tourism Holdings, Ltd. (A) | 24687 | 57676 |
| TOWER, Ltd. | 136191 | 60681 |
| Turners Automotive Group, Ltd. | 13978 | 31010 |
| Vista Group International, Ltd. (A) | 57676 | 55423 |
| **Norway 0.9%** |  | **5372039** |
| 2020 Bulkers, Ltd. (A) | 2700 | 23045 |
| ABG Sundal Collier Holding ASA | 121577 | 70091 |
| Akastor ASA | 61659 | 61110 |
| Aker Carbon Capture ASA (A) | 18506 | 20825 |
| Aker Solutions ASA | 68997 | 248888 |
| AMSC ASA (A) | 15163 | 65328 |
| ArcticZymes Technologies ASA (A) | 10381 | 71349 |
| Atea ASA (A) | 23697 | 288740 |
| Avance Gas Holding, Ltd. (D) | 2133 | 15273 |
| Axactor ASA (A) | 47680 | 29638 |
| B2Holding ASA | 70553 | 61972 |
| Belships ASA | 19970 | 27635 |
| Bonheur ASA | 5968 | 176026 |
| Borregaard ASA | 10332 | 164605 |
| Bouvet ASA | 21297 | 123263 |
| BW Offshore, Ltd. | 31002 | 80414 |
| Cloudberry Clean Energy ASA (A) | 6372 | 8644 |
| Crayon Group Holding ASA (A)(D) | 17078 | 183190 |
| DNO ASA | 126912 | 162195 |
| Elopak ASA | 5391 | 13793 |
| Europris ASA (D) | 45417 | 288641 |
| FLEX LNG, Ltd. | 8458 | 317133 |
| Grieg Seafood ASA | 15218 | 108045 |
| Hexagon Composites ASA (A) | 39844 | 116956 |
| Hofseth BioCare ASA (A) | 27299 | 7803 |
| Hunter Group ASA (A) | 72078 | 16530 |
| IDEX Biometrics ASA (A) | 160219 | 18906 |
| Itera ASA | 21736 | 30015 |
| Kahoot! ASA (A) | 23324 | 54447 |
| Kid ASA (D) | 6963 | 49530 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Norway (continued)** |  |  |
| Kitron ASA | 44546 | $107361 |
| Komplett Bank ASA (A) | 16702 | 8982 |
| Magnora ASA (A) | 9322 | 21939 |
| Medistim ASA | 2819 | 75506 |
| MPC Container Ships ASA | 81418 | 154863 |
| Multiconsult ASA (D) | 4235 | 58332 |
| Norske Skog ASA (A)(D) | 14010 | 85679 |
| Norwegian Air Shuttle ASA (A) | 70682 | 63701 |
| Norwegian Energy Company ASA (A) | 5187 | 206454 |
| NRC Group ASA (A) | 15653 | 25966 |
| Odfjell Drilling, Ltd. (A) | 35662 | 94286 |
| Odfjell SE, A Shares | 7780 | 66886 |
| OKEA ASA | 6814 | 27490 |
| Otello Corp. ASA | 16811 | 14597 |
| Panoro Energy ASA (A) | 18518 | 57578 |
| Pareto Bank ASA | 9307 | 45085 |
| PGS ASA (A) | 202980 | 125352 |
| PhotoCure ASA (A) | 7868 | 81302 |
| PoLight ASA (A)(D) | 3345 | 7043 |
| Protector Forsikring ASA | 18763 | 231981 |
| Q-Free ASA (A) | 16307 | 10389 |
| Sandnes Sparebank | 1787 | 16296 |
| SATS ASA (A) | 4176 | 3511 |
| Scatec ASA (D) | 11014 | 98144 |
| Self Storage Group ASA (A) | 14066 | 34708 |
| Selvaag Bolig ASA | 13802 | 40639 |
| Siem Offshore, Inc. (A) | 10316 | 12773 |
| SpareBank 1 Helgeland | 791 | 9138 |
| Sparebank 1 Oestlandet | 5853 | 67447 |
| SpareBank 1 Sorost-Norge | 9718 | 54376 |
| Sparebanken More | 7071 | 56082 |
| Treasure ASA | 15273 | 27093 |
| Ultimovacs ASA (A) | 2829 | 29672 |
| Veidekke ASA | 31220 | 305600 |
| Volue ASA (A) | 4209 | 13145 |
| Vow ASA (A) | 7259 | 14338 |
| Wilh Wilhelmsen Holding ASA, Class A | 3674 | 97010 |
| XXL ASA (D) | 37894 | 17265 |
| **Peru 0.0%** |  | **91698** |
| Hochschild Mining PLC | 107762 | 91698 |
| **Philippines 0.0%** |  | **31756** |
| Del Monte Pacific, Ltd. | 136300 | 31756 |
| **Portugal 0.4%** |  | **2264335** |
| Altri SGPS SA | 28159 | 164958 |
| Banco Comercial Portugues SA | 2882517 | 467990 |
| Corticeira Amorim SGPS SA | 6510 | 60453 |
| CTT-Correios de Portugal SA (B) | 37215 | 124700 |
| Greenvolt-Energias Renovaveis SA (A) | 7722 | 65520 |
| Ibersol SGPS SA | 2073 | 12349 |
| Mota-Engil SGPS SA | 23312 | 30062 |
| NOS SGPS SA | 72822 | 292535 |
| Novabase SGPS SA (A) | 4612 | 18909 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 63

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Portugal (continued)** |  |  |
| REN - Redes Energeticas Nacionais SGPS SA | 155280 | $411221 |
| Sonae SGPS SA | 304900 | 309739 |
| The Navigator Company SA | 75306 | 305899 |
| **Singapore 1.2%** |  | **7825056** |
| Accordia Golf Trust (A)(C) | 316900 | 0 |
| AEM Holdings, Ltd. | 62200 | 172824 |
| Amara Holdings, Ltd. | 80000 | 19104 |
| Avarga, Ltd. (A) | 74200 | 12243 |
| Aztech Global, Ltd. | 44700 | 26828 |
| Banyan Tree Holdings, Ltd. (A) | 78000 | 15541 |
| Best World International, Ltd. (A) | 20626 | 26981 |
| BOC Aviation, Ltd. (D) | 17200 | 136197 |
| Bonvests Holdings, Ltd. | 36400 | 24304 |
| Boustead Projects, Ltd. | 28557 | 16246 |
| Boustead Singapore, Ltd. | 104189 | 60167 |
| BRC Asia, Ltd. | 15100 | 20179 |
| Bukit Sembawang Estates, Ltd. | 56200 | 176497 |
| BW Energy, Ltd. (A) | 24240 | 67265 |
| BW LPG, Ltd. (D) | 30561 | 272513 |
| Capitaland India Trust | 238300 | 206323 |
| Centurion Corp., Ltd. | 85000 | 21246 |
| China Aviation Oil Singapore Corp., Ltd. | 72800 | 39218 |
| China Sunsine Chemical Holdings, Ltd. | 152100 | 45341 |
| Chip Eng Seng Corp., Ltd. | 80900 | 44126 |
| Chuan Hup Holdings, Ltd. | 109000 | 16449 |
| ComfortDelGro Corp., Ltd. | 542900 | 493879 |
| COSCO Shipping International Singapore Company, Ltd. (A) | 357000 | 44789 |
| Creative Technology, Ltd. (A) | 11500 | 12620 |
| CSE Global, Ltd. | 92000 | 23064 |
| CW Group Holdings, Ltd. (A)(C) | 135000 | 3194 |
| Dasin Retail Trust | 49600 | 8755 |
| Delfi, Ltd. | 88200 | 50708 |
| Ezion Holdings, Ltd. (A)(C) | 1126020 | 35582 |
| Ezra Holdings, Ltd. (A)(C) | 438996 | 887 |
| Far East Orchard, Ltd. | 60031 | 45894 |
| First Resources, Ltd. | 136100 | 162639 |
| Food Empire Holdings, Ltd. | 72000 | 34997 |
| Fraser and Neave, Ltd. | 82900 | 77644 |
| Fu Yu Corp., Ltd. | 142200 | 22043 |
| Gallant Venture, Ltd. (A) | 264000 | 24397 |
| Geo Energy Resources, Ltd. | 105900 | 28672 |
| GK Goh Holdings, Ltd. | 21000 | 13957 |
| Golden Agri-Resources, Ltd. | 1788300 | 381760 |
| Golden Energy & Resources, Ltd. (A) | 123300 | 70965 |
| GSH Corp., Ltd. (A) | 51600 | 6083 |
| GuocoLand, Ltd. | 69700 | 83311 |
| Halcyon Agri Corp., Ltd. (A) | 88757 | 25843 |
| Haw Par Corp., Ltd. | 33500 | 229468 |
| Hiap Hoe, Ltd. | 38000 | 21232 |
| Ho Bee Land, Ltd. | 53300 | 96268 |
| Hong Fok Corp., Ltd. | 77336 | 56521 |
| Hong Leong Asia, Ltd. | 70600 | 34641 |
| Hong Leong Finance, Ltd. | 84000 | 147333 |

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

------

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Singapore (continued)** |  |  |
| Hotel Grand Central, Ltd. | 48457 | $31575 |
| HRnetgroup, Ltd. | 75200 | 43985 |
| Hyflux, Ltd. (A)(B) | 154800 | 2 |
| iFAST Corp., Ltd. | 32000 | 126001 |
| IGG, Inc. (A) | 234000 | 82750 |
| Indofood Agri Resources, Ltd. | 58100 | 13088 |
| InnoTek, Ltd. | 20500 | 7152 |
| Japfa, Ltd. | 87620 | 33051 |
| Kenon Holdings, Ltd. | 1371 | 49994 |
| Keppel Infrastructure Trust | 925655 | 368990 |
| Low Keng Huat Singapore, Ltd. | 64000 | 19951 |
| Marco Polo Marine, Ltd. (A) | 526500 | 16485 |
| Metro Holdings, Ltd. | 151300 | 71301 |
| Micro-Mechanics Holdings, Ltd. | 5200 | 10564 |
| Midas Holdings, Ltd. (A)(B)(C) | 249000 | 29864 |
| Nanofilm Technologies International, Ltd. | 56700 | 56097 |
| NetLink NBN Trust | 439200 | 278099 |
| NSL, Ltd. | 29000 | 17211 |
| OM Holdings, Ltd. | 69157 | 34622 |
| OUE, Ltd. | 101600 | 94167 |
| Oxley Holdings, Ltd. | 409889 | 44991 |
| Pacific Century Regional Developments, Ltd. | 52900 | 15172 |
| Pan-United Corp., Ltd. | 68750 | 21387 |
| Propnex, Ltd. | 7700 | 9046 |
| Q&M Dental Group Singapore, Ltd. | 57720 | 13829 |
| QAF, Ltd. | 59334 | 35990 |
| Raffles Education, Ltd. (A) | 279802 | 10483 |
| Raffles Medical Group, Ltd. | 245718 | 246500 |
| Riverstone Holdings, Ltd. | 47000 | 21829 |
| SATS, Ltd. (A) | 123900 | 244199 |
| SBS Transit, Ltd. | 27700 | 51773 |
| Sembcorp Marine, Ltd. (A) | 3205100 | 328277 |
| Sheng Siong Group, Ltd. | 203300 | 246557 |
| SHS Holdings, Ltd. (A) | 84000 | 9141 |
| SIA Engineering Company, Ltd. (A) | 69400 | 115004 |
| SIIC Environment Holdings, Ltd. | 412280 | 51977 |
| Silverlake Axis, Ltd. | 45300 | 12552 |
| Sinarmas Land, Ltd. | 300000 | 43277 |
| Sing Holdings, Ltd. | 79000 | 20819 |
| Sing Investments & Finance, Ltd. | 28600 | 30735 |
| Singapore Land Group, Ltd. | 55200 | 90919 |
| Singapore Post, Ltd. | 387200 | 148747 |
| Singapore Shipping Corp., Ltd. | 87492 | 15451 |
| Stamford Land Corp., Ltd. | 162285 | 44885 |
| StarHub, Ltd. | 185200 | 146374 |
| Straits Trading Company, Ltd. | 26078 | 46352 |
| Swiber Holdings, Ltd. (A)(C) | 128250 | 6164 |
| The Hour Glass, Ltd. | 68900 | 108572 |
| Thomson Medical Group, Ltd. | 654600 | 38108 |
| Tuan Sing Holdings, Ltd. | 159532 | 36946 |
| UMS Holdings, Ltd. | 144312 | 132165 |
| United Overseas Insurance, Ltd. | 2400 | 11421 |
| UOB-Kay Hian Holdings, Ltd. | 102946 | 105961 |
| Vicom, Ltd. | 26000 | 36721 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 65

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Singapore (continued)** |  |  |
| Wee Hur Holdings, Ltd. | 102000 | $14419 |
| Wing Tai Holdings, Ltd. | 113217 | 125442 |
| XP Power, Ltd. | 4132 | 96882 |
| Yeo Hiap Seng, Ltd. | 9032 | 4302 |
| **South Africa 0.1%** |  | **896091** |
| Mediclinic International PLC | 150271 | 896091 |
| **Spain 2.3%** |  | **14742011** |
| Acerinox SA | 55095 | 545060 |
| Aedas Homes SA (D) | 2309 | 36527 |
| Alantra Partners SA | 6267 | 87031 |
| Almirall SA | 23587 | 228877 |
| Amper SA (A) | 307165 | 54224 |
| Applus Services SA | 49354 | 329380 |
| Atresmedia Corp. de Medios de Comunicacion SA | 33653 | 118312 |
| Audax Renovables SA (A) | 25087 | 23197 |
| Azkoyen SA | 4660 | 29973 |
| Banco de Sabadell SA | 1889509 | 1764280 |
| Bankinter SA | 210725 | 1385960 |
| Caja de Ahorros del Mediterraneo (A)(C) | 1684 | 0 |
| Cia de Distribucion Integral Logista Holdings SA | 17943 | 423208 |
| CIE Automotive SA | 14909 | 379954 |
| Construcciones y Auxiliar de Ferrocarriles SA | 6278 | 184106 |
| Distribuidora Internacional de Alimentacion SA (A) | 1894676 | 27342 |
| Ebro Foods SA | 21278 | 336229 |
| eDreams ODIGEO SA (A) | 22487 | 98809 |
| Elecnor SA | 9042 | 102191 |
| Enagas SA | 72958 | 1317818 |
| Ence Energia y Celulosa SA | 57514 | 190546 |
| Ercros SA | 32252 | 113437 |
| Faes Farma SA | 123297 | 473925 |
| Fluidra SA | 18959 | 286586 |
| Fomento de Construcciones y Contratas SA | 12966 | 118962 |
| Gestamp Automocion SA (D) | 36770 | 139324 |
| Global Dominion Access SA (D) | 31309 | 119202 |
| Grenergy Renovables SA (A) | 473 | 16304 |
| Grupo Catalana Occidente SA | 12950 | 409626 |
| Grupo Empresarial San Jose SA | 8498 | 37250 |
| Iberpapel Gestion SA | 2945 | 40913 |
| Indra Sistemas SA | 50727 | 521744 |
| Laboratorios Farmaceuticos Rovi SA | 6307 | 243039 |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 207632 | 217244 |
| Mapfre SA | 234025 | 445040 |
| Melia Hotels International SA (A) | 39823 | 218927 |
| Miquel y Costas & Miquel SA | 6017 | 68981 |
| Neinor Homes SA (A)(D) | 8814 | 80554 |
| Obrascon Huarte Lain SA (A) | 78906 | 38069 |
| Oryzon Genomics SA (A) | 5490 | 12075 |
| Pharma Mar SA | 3479 | 251162 |
| Prim SA | 3271 | 38209 |
| Promotora de Informaciones SA, Class A (A) | 66046 | 25078 |
| Prosegur Cash SA (D) | 84840 | 54423 |
| Prosegur Cia de Seguridad SA | 60034 | 110871 |
| Realia Business SA (A) | 115998 | 127307 |

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

------

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Spain (continued)** |  |  |
| Renta 4 Banco SA | 1156 | $11566 |
| Sacyr SA (B) | 175526 | 487954 |
| Solaria Energia y Medio Ambiente SA (A) | 24393 | 440494 |
| Talgo SA (D) | 23378 | 76824 |
| Tecnicas Reunidas SA (A)(B) | 9565 | 90912 |
| Tubacex SA (A) | 47684 | 101101 |
| Unicaja Banco SA (D) | 404399 | 418095 |
| Vidrala SA | 5628 | 469241 |
| Viscofan SA | 12393 | 770972 |
| Vocento SA | 4772 | 3576 |
| **Sweden 2.5%** |  | **16064482** |
| AcadeMedia AB (D) | 30274 | 136412 |
| AddLife AB, B Shares | 746 | 7773 |
| AddNode Group AB | 34536 | 339774 |
| AFRY AB | 15019 | 248590 |
| Alimak Group AB (D) | 14034 | 106961 |
| Alligo AB, Class B | 9039 | 67916 |
| Ambea AB (D) | 14053 | 67983 |
| Annehem Fastigheter AB, B Shares (A) | 9576 | 18362 |
| AQ Group AB | 2735 | 76392 |
| Arise AB (A) | 6107 | 28876 |
| Arjo AB, B Shares | 59921 | 238115 |
| Ascelia Pharma AB (A) | 6350 | 15364 |
| Atrium Ljungberg AB, B Shares | 5974 | 95968 |
| Attendo AB (A)(D) | 43122 | 104709 |
| Balco Group AB | 1878 | 8036 |
| BE Group AB | 899 | 6173 |
| Beijer Alma AB | 14313 | 229985 |
| Beijer Electronics Group AB | 9584 | 102498 |
| Bergman & Beving AB | 9696 | 88622 |
| Besqab AB | 2865 | 24248 |
| Betsson AB, Class B (A) | 42456 | 347622 |
| BHG Group AB (A) | 7065 | 13682 |
| Bilia AB, A Shares | 25661 | 288925 |
| BioGaia AB, B Shares | 7750 | 62624 |
| Biotage AB | 16718 | 292941 |
| Bjorn Borg AB (A) | 1367 | 3858 |
| Bonava AB, B Shares | 29697 | 79597 |
| Boozt AB (A)(B)(D) | 12378 | 134652 |
| Bravida Holding AB (D) | 27005 | 273664 |
| Bufab AB | 9144 | 201969 |
| Bulten AB | 5708 | 37071 |
| Bure Equity AB | 11714 | 265688 |
| Byggmax Group AB | 22675 | 103446 |
| Catella AB | 11079 | 40146 |
| Catena AB | 7148 | 254377 |
| Cellavision AB | 4258 | 89884 |
| Cibus Nordic Real Estate AB | 1102 | 15484 |
| Clas Ohlson AB, B Shares | 12179 | 90247 |
| Cloetta AB, B Shares | 67383 | 134607 |
| Collector Bank AB (A) | 12523 | 33583 |
| Coor Service Management Holding AB (D) | 30236 | 187675 |
| Corem Property Group AB, B Shares | 96298 | 66288 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 67

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Sweden (continued)** |  |  |
| Corem Property Group AB, D Shares | 667 | $10678 |
| CTT Systems AB | 936 | 19303 |
| Dedicare AB, B Shares | 1034 | 11538 |
| Dios Fastigheter AB | 31221 | 232067 |
| Doro AB (A) | 6824 | 10043 |
| Duni AB (A) | 13661 | 127819 |
| Dustin Group AB (D) | 23623 | 105251 |
| Eastnine AB | 5069 | 56273 |
| Elanders AB, B Shares | 4037 | 55013 |
| Electrolux Professional AB, B Shares | 56300 | 233366 |
| Eltel AB (A)(D) | 12277 | 11084 |
| Enea AB (A) | 7057 | 54292 |
| eWork Group AB | 2362 | 27555 |
| Fagerhult AB | 23698 | 94930 |
| Fastighets AB Trianon | 12708 | 23685 |
| FastPartner AB, A Shares | 10041 | 75716 |
| Fingerprint Cards AB (A) | 5152 | 7702 |
| Fingerprint Cards AB, B Shares (A) | 82439 | 24509 |
| FormPipe Software AB | 5063 | 11150 |
| G5 Entertainment AB | 1577 | 30074 |
| GARO AB | 10007 | 109840 |
| Granges AB | 38652 | 313907 |
| Green Landscaping Group AB (A)(D) | 1280 | 7877 |
| Hanza AB | 2882 | 13043 |
| Heba Fastighets AB, Class B (B) | 23826 | 71139 |
| Hexatronic Group AB | 25848 | 366536 |
| HMS Networks AB | 3245 | 98425 |
| Hoist Finance AB (A)(D) | 26484 | 65419 |
| Humana AB (A) | 14866 | 60108 |
| Instalco AB | 50540 | 205653 |
| Inwido AB | 19565 | 197014 |
| ITAB Shop Concept AB (A) | 7377 | 7273 |
| JM AB | 16432 | 265241 |
| Karnov Group AB (A) | 22617 | 119777 |
| K-fast Holding AB (A) | 1830 | 3719 |
| KNOW IT AB | 7687 | 159536 |
| Lagercrantz Group AB, B Shares | 43145 | 456743 |
| Lime Technologies AB | 2893 | 54029 |
| Lindab International AB | 26079 | 320303 |
| Loomis AB | 20235 | 597932 |
| Medcap AB (A) | 503 | 10316 |
| Medivir AB, B Shares (A) | 9480 | 8215 |
| MEKO AB | 14892 | 165223 |
| Micro Systemation AB, Class B (A) | 896 | 3425 |
| MIPS AB | 8371 | 323494 |
| Modern Times Group MTG AB, B Shares (A) | 36780 | 290647 |
| Momentum Group AB (A) | 10018 | 53062 |
| Munters Group AB (D) | 33072 | 293013 |
| Mycronic AB | 20830 | 378447 |
| NCAB Group AB (B) | 33765 | 207697 |
| NCC AB, B Shares | 22559 | 219060 |
| Nederman Holding AB | 5899 | 90321 |
| Net Insight AB, B Shares (A) | 57222 | 33303 |
| New Wave Group AB, B Shares | 15049 | 304938 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Sweden (continued)** |  |  |
| Nilorngruppen AB, B Shares | 1816 | $14056 |
| Nobia AB | 40167 | 85825 |
| Nolato AB, B Shares | 67781 | 362080 |
| Nordic Paper Holding AB | 3939 | 12108 |
| Nordic Waterproofing Holding AB | 9734 | 139774 |
| Note AB (A) | 5236 | 81271 |
| NP3 Fastigheter AB | 8635 | 151690 |
| Nyfosa AB | 33060 | 238760 |
| OEM International AB, B Shares | 25746 | 155978 |
| Orexo AB (A) | 2352 | 4153 |
| Orron Energy AB | 38699 | 89745 |
| Ovzon AB (A) | 5064 | 19622 |
| Peab AB, Class B | 3152 | 18192 |
| Platzer Fastigheter Holding AB, Series B | 22159 | 167550 |
| Prevas AB, B Shares | 1258 | 15183 |
| Pricer AB, B Shares (B) | 39488 | 65577 |
| Proact IT Group AB | 9725 | 78564 |
| Probi AB | 430 | 8167 |
| Ratos AB, B Shares | 70754 | 309494 |
| RaySearch Laboratories AB (A) | 9341 | 52018 |
| Rejlers AB | 2462 | 30719 |
| Resurs Holding AB (D) | 53512 | 124601 |
| Rottneros AB | 30661 | 40308 |
| Scandi Standard AB (A) | 16774 | 82334 |
| Scandic Hotels Group AB (A)(D) | 53782 | 182924 |
| Sdiptech AB, Class B (A) | 2539 | 59248 |
| Sensys Gatso Group AB (A) | 223958 | 20679 |
| Serneke Group AB (A) | 2199 | 5419 |
| Sintercast AB | 1910 | 21907 |
| SkiStar AB | 14295 | 156380 |
| Softronic AB, B Shares | 8843 | 19321 |
| Solid Forsakring AB (A) | 5351 | 29509 |
| Stendorren Fastigheter AB (A) | 3938 | 75843 |
| Stillfront Group AB (A) | 79456 | 124087 |
| Systemair AB | 31828 | 215154 |
| Tethys Oil AB | 8103 | 46916 |
| TF Bank AB | 1974 | 33820 |
| Troax Group AB | 12463 | 223113 |
| VBG Group AB, B Shares | 6568 | 89063 |
| Vitec Software Group AB, B Shares | 5912 | 217024 |
| Volati AB | 3453 | 30769 |
| XANO Industri AB, Class B | 3940 | 38027 |
| **Switzerland 7.3%** |  | **45925842** |
| Adecco Group AG | 7992 | 271701 |
| Allreal Holding AG | 5416 | 825577 |
| ALSO Holding AG (A) | 2278 | 421019 |
| Aluflexpack AG (A) | 644 | 12723 |
| APG SGA SA | 514 | 80258 |
| Arbonia AG | 17476 | 257651 |
| Aryzta AG (A) | 347674 | 428167 |
| Ascom Holding AG | 7226 | 60443 |
| Autoneum Holding AG | 1174 | 144389 |
| Baloise Holding AG | 5546 | 838787 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 69

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Switzerland (continued)** |  |  |
| Banque Cantonale de Geneve, Bearer Shares | 764 | $141716 |
| Banque Cantonale Vaudoise | 8190 | 768369 |
| Basilea Pharmaceutica AG (A) | 1111 | 57416 |
| Belimo Holding AG | 3480 | 1609434 |
| Bell Food Group AG | 841 | 226072 |
| Bellevue Group AG | 3105 | 120605 |
| Berner Kantonalbank AG | 1951 | 461355 |
| BKW AG | 7192 | 935211 |
| Bossard Holding AG, Class A | 2262 | 497648 |
| Bucher Industries AG | 2228 | 880985 |
| Burckhardt Compression Holding AG | 1086 | 592464 |
| Burkhalter Holding AG | 1777 | 150491 |
| Bystronic AG | 529 | 378028 |
| Calida Holding AG | 2101 | 104426 |
| Carlo Gavazzi Holding AG, Bearer Shares | 231 | 73364 |
| Cavotec SA (A) | 16419 | 26159 |
| Cembra Money Bank AG | 10730 | 853362 |
| Cicor Technologies, Ltd. (A) | 495 | 22310 |
| Cie Financiere Tradition SA, Bearer Shares | 872 | 97916 |
| Clariant AG (A) | 80053 | 1300849 |
| Coltene Holding AG (A) | 1519 | 120593 |
| Comet Holding AG | 2242 | 466470 |
| Daetwyler Holding AG, Bearer Shares | 1591 | 309420 |
| DKSH Holding AG | 12759 | 962040 |
| dormakaba Holding AG | 1021 | 364049 |
| Dufry AG (A) | 23322 | 955427 |
| EDAG Engineering Group AG | 3415 | 36979 |
| EFG International AG (A) | 36347 | 323256 |
| Emmi AG | 752 | 655038 |
| Energiedienst Holding AG | 4888 | 226542 |
| Evolva Holding SA (A) | 222970 | 18592 |
| Feintool International Holding AG | 1968 | 43890 |
| Fenix Outdoor International AG | 1259 | 101305 |
| Ferrexpo PLC | 85604 | 149106 |
| Flughafen Zurich AG (A) | 6753 | 1122850 |
| Forbo Holding AG | 331 | 390066 |
| Fundamenta Real Estate AG (A) | 6335 | 109795 |
| Galenica AG (D) | 17196 | 1320499 |
| GAM Holding AG (A) | 66118 | 59689 |
| Georg Fischer AG | 28748 | 1753638 |
| Glarner Kantonalbank | 403 | 10503 |
| Gurit Holding AG, Bearer Shares (B) | 1224 | 125821 |
| Helvetia Holding AG | 12955 | 1456924 |
| Hiag Immobilien Holding AG | 1495 | 128713 |
| Highlight Communications AG, Bearer Shares (A) | 4309 | 16684 |
| Huber + Suhner AG | 6278 | 585578 |
| Hypothekarbank Lenzburg AG | 17 | 73712 |
| Implenia AG (A) | 5768 | 243211 |
| Ina Invest Holding AG (A) | 1963 | 40249 |
| Inficon Holding AG | 601 | 523601 |
| Interroll Holding AG | 227 | 530398 |
| Intershop Holding AG | 540 | 361097 |
| Investis Holding SA | 1197 | 130222 |
| IWG PLC (A) | 236270 | 452317 |

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Switzerland (continued)** |  |  |
| Jungfraubahn Holding AG (A) | 1918 | $247139 |
| Kardex Holding AG | 2463 | 408279 |
| Komax Holding AG | 1453 | 390195 |
| Kongsberg Automotive ASA (A) | 252962 | 68409 |
| Kudelski SA, Bearer Shares | 14739 | 41496 |
| Landis+Gyr Group AG (A) | 7144 | 498850 |
| LEM Holding SA | 176 | 345738 |
| Luzerner Kantonalbank AG | 1177 | 521810 |
| Medacta Group SA (D) | 1907 | 205504 |
| medmix AG (D) | 7405 | 130271 |
| Meier Tobler Group AG | 2721 | 101234 |
| Metall Zug AG, B Shares | 78 | 161361 |
| Mikron Holding AG | 1756 | 16154 |
| Mobilezone Holding AG | 15596 | 271702 |
| Mobimo Holding AG | 2647 | 646535 |
| Novavest Real Estate AG (A) | 1200 | 51856 |
| OC Oerlikon Corp. AG | 64142 | 429266 |
| Orascom Development Holding AG (A) | 6368 | 50823 |
| Orell Fuessli AG | 223 | 19662 |
| Orior AG | 2567 | 201240 |
| Phoenix Mecano AG, Bearer Shares | 307 | 112070 |
| Plazza AG, Class A | 271 | 89352 |
| PSP Swiss Property AG | 16870 | 1868976 |
| Rieter Holding AG | 934 | 95021 |
| Romande Energie Holding SA | 158 | 179764 |
| Schaffner Holding AG | 235 | 71642 |
| Schweiter Technologies AG, Bearer Shares | 389 | 312519 |
| Sensirion Holding AG (A)(D) | 3148 | 344609 |
| SFS Group AG | 6442 | 619344 |
| Siegfried Holding AG (A) | 1421 | 962605 |
| SIG Group AG (A) | 10795 | 237987 |
| Softwareone Holding AG (A) | 23510 | 360433 |
| St. Galler Kantonalbank AG | 1161 | 592753 |
| Sulzer AG | 6238 | 481786 |
| Swiss Prime Site AG | 18104 | 1510334 |
| Swiss Steel Holding AG (A) | 268300 | 68351 |
| Swissquote Group Holding SA | 3479 | 504318 |
| Tecan Group AG | 177 | 74574 |
| Temenos AG | 12129 | 747428 |
| Thurgauer Kantonalbank | 384 | 48330 |
| Tornos Holding AG (A) | 3182 | 19123 |
| TX Group AG | 974 | 146449 |
| u-blox Holding AG (A) | 2977 | 387583 |
| Valiant Holding AG | 5508 | 590370 |
| Varia US Properties AG | 1653 | 86532 |
| VAT Group AG (D) | 3786 | 1061120 |
| Vaudoise Assurances Holding SA | 345 | 149426 |
| Vetropack Holding AG | 4450 | 157201 |
| Von Roll Holding AG, Bearer Shares (A) | 24922 | 24625 |
| Vontobel Holding AG | 10370 | 646113 |
| VZ Holding AG | 5067 | 404875 |
| V-ZUG Holding AG (A) | 900 | 77957 |
| Walliser Kantonalbank | 1001 | 111671 |
| Warteck Invest AG | 74 | 172131 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 71

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Switzerland (continued)** |  |  |
| Ypsomed Holding AG | 1004 | $212542 |
| Zehnder Group AG | 3793 | 225503 |
| Zueblin Immobilien Holding AG (A) | 324 | 8733 |
| Zug Estates Holding AG, B Shares | 91 | 159859 |
| Zuger Kantonalbank AG, Bearer Shares | 50 | 387140 |
| **Taiwan 0.0%** |  | **20483** |
| FIT Hon Teng, Ltd. (A)(D) | 94000 | 20483 |
| **United Arab Emirates 0.0%** |  | **240300** |
| Borr Drilling, Ltd. (A) | 34884 | 162908 |
| Shelf Drilling, Ltd. (A)(D) | 33573 | 77392 |
| **United Kingdom 11.0%** |  | **69564450** |
| 4imprint Group PLC | 7346 | 378936 |
| A.G. Barr PLC | 37251 | 225676 |
| Accesso Technology Group PLC (A) | 5085 | 48281 |
| Advanced Medical Solutions Group PLC | 27482 | 90906 |
| AJ Bell PLC | 77473 | 345215 |
| Alfa Financial Software Holdings PLC (D) | 23667 | 46074 |
| Alliance Pharma PLC | 126363 | 73290 |
| Anglo-Eastern Plantations PLC | 9864 | 94262 |
| Appreciate Group PLC | 35409 | 18146 |
| Argentex Group PLC | 1949 | 2695 |
| Ascential PLC (A) | 115514 | 303213 |
| Ashmore Group PLC | 105627 | 289621 |
| Aston Martin Lagonda Global Holdings PLC (A)(D) | 4610 | 7411 |
| Avon Protection PLC | 12292 | 153829 |
| Babcock International Group PLC (A) | 181450 | 626964 |
| Bakkavor Group PLC (D) | 32786 | 36779 |
| Balfour Beatty PLC | 234276 | 917277 |
| Beazley PLC | 206218 | 1628312 |
| Begbies Traynor Group PLC | 38310 | 67467 |
| Bellway PLC | 28720 | 697875 |
| Benchmark Holdings PLC (A) | 779 | 380 |
| Biffa PLC (D) | 86723 | 427087 |
| Bloomsbury Publishing PLC | 38149 | 221070 |
| BlueJay Mining PLC (A) | 84591 | 5029 |
| Bodycote PLC | 71378 | 507222 |
| Boohoo Group PLC (A) | 11648 | 5970 |
| BRAEMAR PLC | 7806 | 30515 |
| Britvic PLC | 87158 | 845660 |
| Brooks Macdonald Group PLC | 1996 | 50276 |
| Bytes Technology Group PLC | 60003 | 300468 |
| Camellia PLC | 237 | 12898 |
| Capita PLC (A) | 521379 | 149339 |
| Capricorn Energy PLC (A) | 199866 | 599433 |
| Card Factory PLC (A) | 136843 | 121827 |
| Carillion PLC (A)(C) | 114263 | 13207 |
| Carr's Group PLC | 23815 | 34091 |
| Castings PLC | 13200 | 56947 |
| Cazoo Group, Ltd. (A) | 33834 | 9135 |
| Central Asia Metals PLC | 46495 | 141834 |
| CentralNic Group PLC (A) | 34031 | 52788 |
| Centrica PLC | 141526 | 163382 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Chemring Group PLC | 105376 | $399457 |
| Chesnara PLC | 61626 | 216570 |
| City of London Investment Group PLC | 2827 | 14624 |
| Clarkson PLC | 10111 | 377408 |
| Close Brothers Group PLC | 50051 | 649114 |
| CMC Markets PLC (D) | 55565 | 159163 |
| Coats Group PLC | 443318 | 358858 |
| Cohort PLC | 2227 | 11044 |
| Computacenter PLC | 27178 | 659668 |
| Concentric AB | 11039 | 216171 |
| ContourGlobal PLC (D) | 49511 | 150230 |
| Costain Group PLC (A) | 45591 | 22413 |
| Cranswick PLC | 17981 | 670021 |
| Crest Nicholson Holdings PLC | 95773 | 265094 |
| Currys PLC | 375642 | 356410 |
| CVS Group PLC | 18950 | 468976 |
| De La Rue PLC (A) | 64689 | 63255 |
| Debenhams PLC (A)(C) | 306827 | 0 |
| Deliveroo PLC (A)(D) | 22397 | 23385 |
| Devro PLC | 66965 | 247198 |
| DFS Furniture PLC | 54530 | 102334 |
| Dialight PLC (A) | 10395 | 36818 |
| Dignity PLC (A) | 17624 | 79538 |
| Diploma PLC | 25041 | 856407 |
| Direct Line Insurance Group PLC | 15686 | 39695 |
| DiscoverIE Group PLC | 27936 | 281997 |
| Domino's Pizza Group PLC | 130292 | 450102 |
| dotdigital Group PLC | 80240 | 94815 |
| Dr Martens PLC | 12080 | 30011 |
| Drax Group PLC | 150318 | 1112069 |
| Dunelm Group PLC | 34295 | 418066 |
| DWF Group PLC (D) | 50001 | 46768 |
| ECORA RESOURCES PLC | 78847 | 134868 |
| EKF Diagnostics Holdings PLC | 106847 | 54752 |
| Elementis PLC (A) | 199175 | 284739 |
| EMIS Group PLC | 18782 | 425723 |
| Energean PLC | 31078 | 557049 |
| EnQuest PLC (A) | 492057 | 143745 |
| Epwin Group PLC | 19976 | 17272 |
| Ergomed PLC (A) | 11072 | 177191 |
| Esken, Ltd. (A) | 117527 | 7909 |
| Essentra PLC | 113656 | 337621 |
| FD Technologies PLC (A) | 4462 | 77060 |
| FDM Group Holdings PLC | 28133 | 249800 |
| Fevertree Drinks PLC | 21640 | 308431 |
| Firstgroup PLC | 189934 | 238205 |
| Forterra PLC (D) | 82151 | 200976 |
| Foxtons Group PLC | 98524 | 38199 |
| Frasers Group PLC (A) | 49988 | 547617 |
| Frontier Developments PLC (A) | 5848 | 81685 |
| Fuller Smith & Turner PLC, Class A | 10874 | 71471 |
| Funding Circle Holdings PLC (A)(D) | 33089 | 21234 |
| Galliford Try Holdings PLC | 47040 | 89173 |
| Games Workshop Group PLC | 9947 | 891502 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 73

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Gamma Communications PLC | 17756 | $235113 |
| Gem Diamonds, Ltd. | 43118 | 17116 |
| Genel Energy PLC | 61282 | 109238 |
| Genuit Group PLC | 85251 | 320826 |
| Gooch & Housego PLC | 2166 | 12112 |
| Goodwin PLC | 1823 | 71708 |
| Grainger PLC | 232562 | 685403 |
| Greggs PLC | 33313 | 933092 |
| Gulf Keystone Petroleum, Ltd. | 90739 | 235721 |
| H&T Group PLC | 5754 | 35320 |
| Halfords Group PLC | 66664 | 156938 |
| Hargreaves Services PLC | 890 | 3726 |
| Harworth Group PLC | 17409 | 22125 |
| Hays PLC | 559083 | 800819 |
| Headlam Group PLC | 33700 | 122759 |
| Helical PLC | 42397 | 172397 |
| Helios Towers PLC (A) | 187834 | 260837 |
| Henry Boot PLC | 36616 | 103125 |
| Hill & Smith PLC | 31285 | 456884 |
| Hilton Food Group PLC | 23845 | 156513 |
| Hollywood Bowl Group PLC | 49809 | 131267 |
| HomeServe PLC | 28513 | 408280 |
| Hunting PLC | 47796 | 158059 |
| Hyve Group PLC (A) | 76614 | 55956 |
| Ibstock PLC (D) | 154024 | 295716 |
| IDOX PLC | 29457 | 23224 |
| IG Group Holdings PLC | 27466 | 273220 |
| IGas Energy PLC (A) | 7738 | 2028 |
| IMI PLC | 14616 | 240372 |
| Impax Asset Management Group PLC | 20876 | 199794 |
| Inchcape PLC | 129000 | 1306487 |
| Indivior PLC (A) | 43012 | 892079 |
| IntegraFin Holdings PLC | 59801 | 211994 |
| International Personal Finance PLC | 94841 | 89727 |
| iomart Group PLC | 31934 | 43548 |
| IP Group PLC | 277752 | 223155 |
| IQE PLC (A) | 80156 | 50315 |
| ITV PLC | 99055 | 90104 |
| J.D. Wetherspoon PLC (A) | 23201 | 125556 |
| James Fisher & Sons PLC (A) | 13980 | 56691 |
| James Halstead PLC | 76488 | 180734 |
| JET2 PLC (A) | 43228 | 533272 |
| John Wood Group PLC (A) | 200883 | 316687 |
| Johnson Service Group PLC | 91766 | 105531 |
| Jupiter Fund Management PLC | 161824 | 243363 |
| Just Group PLC | 404736 | 364625 |
| Kainos Group PLC | 25158 | 488190 |
| Keller Group PLC | 27337 | 242275 |
| Kier Group PLC (A) | 111930 | 85810 |
| Kin & Carta PLC (A) | 32218 | 92449 |
| Knights Group Holdings PLC | 2146 | 2291 |
| Lancashire Holdings, Ltd. | 86022 | 622315 |
| Learning Technologies Group PLC | 150338 | 238844 |
| Liontrust Asset Management PLC | 16912 | 226959 |

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Lookers PLC | 154856 | $150346 |
| LSL Property Services PLC | 33235 | 93916 |
| Luceco PLC (D) | 36040 | 36106 |
| M&C Saatchi PLC (A) | 32 | 57 |
| Macfarlane Group PLC | 27112 | 34395 |
| Man Group PLC | 473563 | 1200834 |
| Marks & Spencer Group PLC (A) | 402446 | 587382 |
| Marshalls PLC | 72550 | 252744 |
| Marston's PLC (A) | 244595 | 111909 |
| ME Group International PLC | 110712 | 141403 |
| Mears Group PLC | 41935 | 96492 |
| Medica Group PLC | 4810 | 8885 |
| Metro Bank PLC (A) | 15668 | 18125 |
| Micro Focus International PLC | 91332 | 578234 |
| Midwich Group PLC | 4708 | 24466 |
| Mitchells & Butlers PLC (A) | 102509 | 172722 |
| Mitie Group PLC | 489675 | 451708 |
| MJ Gleeson PLC | 19340 | 83957 |
| Moneysupermarket.com Group PLC | 180232 | 415448 |
| Moonpig Group PLC (A) | 21156 | 41399 |
| Morgan Advanced Materials PLC | 109524 | 403375 |
| Morgan Sindall Group PLC | 15566 | 307703 |
| Mortgage Advice Bureau Holdings, Ltd. | 9104 | 61605 |
| Motorpoint group PLC (A) | 20167 | 37289 |
| MP Evans Group PLC | 6022 | 65509 |
| N. Brown Group PLC (A) | 58390 | 16528 |
| Naked Wines PLC (A) | 2243 | 2426 |
| National Express Group PLC (A) | 190812 | 400217 |
| NCC Group PLC | 114776 | 295656 |
| Next Fifteen Communications Group PLC | 27404 | 348005 |
| Nichols PLC | 1774 | 23871 |
| Ninety One PLC | 96134 | 232286 |
| NIOX Group PLC (A) | 16959 | 7505 |
| Norcros PLC | 22835 | 51977 |
| Numis Corp. PLC | 26686 | 55102 |
| Odfjell Technology, Ltd. (A) | 5943 | 19197 |
| OSB Group PLC | 100393 | 577953 |
| Oxford Instruments PLC | 17974 | 471577 |
| Pagegroup PLC | 108196 | 625110 |
| Pan African Resources PLC | 407545 | 86514 |
| Paragon Banking Group PLC | 89187 | 510065 |
| PayPoint PLC | 22715 | 148397 |
| Pendragon PLC (A) | 460065 | 155336 |
| Pennon Group PLC | 83082 | 922760 |
| Petrofac, Ltd. (A) | 125282 | 127029 |
| Pets at Home Group PLC | 176478 | 561874 |
| Pharos Energy PLC (A) | 103615 | 31716 |
| Phoenix Spree Deutschland, Ltd. | 5180 | 15649 |
| Polar Capital Holdings PLC | 24577 | 145440 |
| Porvair PLC | 10112 | 67309 |
| Premier Foods PLC | 275473 | 343272 |
| Provident Financial PLC | 82094 | 195358 |
| PZ Cussons PLC | 89165 | 223793 |
| QinetiQ Group PLC | 201352 | 851741 |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 75

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| Quilter PLC (D) | 466912 | $572102 |
| Rank Group PLC (A) | 69151 | 75562 |
| Rathbones Group PLC | 19807 | 507895 |
| Reach PLC | 105636 | 139996 |
| Record PLC | 16553 | 17680 |
| Redcentric PLC | 1167 | 1513 |
| Redde Northgate PLC | 71007 | 325058 |
| Redrow PLC | 94845 | 522608 |
| Renew Holdings PLC | 17714 | 146900 |
| Renewi PLC (A) | 30519 | 206182 |
| Renishaw PLC | 8878 | 401100 |
| Ricardo PLC | 20401 | 109944 |
| RM PLC | 12019 | 6768 |
| Robert Walters PLC | 18372 | 129942 |
| Rotork PLC | 265001 | 970263 |
| RPS Group PLC | 86944 | 228832 |
| RWS Holdings PLC | 12808 | 51078 |
| S&U PLC | 1096 | 28840 |
| Sabre Insurance Group PLC (D) | 72221 | 90074 |
| Saga PLC (A) | 41405 | 47890 |
| Savannah Energy PLC (A) | 124942 | 36041 |
| Savills PLC | 49755 | 571421 |
| ScS Group PLC | 4496 | 8421 |
| Senior PLC | 149122 | 221253 |
| Serco Group PLC | 349166 | 732548 |
| Serica Energy PLC | 48863 | 186703 |
| Severfield PLC | 117388 | 87574 |
| SIG PLC (A) | 288336 | 103084 |
| Smart Metering Systems PLC | 32595 | 317036 |
| Smiths News PLC | 42303 | 20607 |
| Softcat PLC | 33287 | 512692 |
| Spectris PLC | 19631 | 760045 |
| Speedy Hire PLC | 172366 | 87312 |
| Spire Healthcare Group PLC (A)(D) | 99139 | 276411 |
| Spirent Communications PLC | 202832 | 706874 |
| Sportech PLC | 8795 | 2054 |
| SSP Group PLC (A) | 210302 | 542149 |
| SThree PLC | 43418 | 214144 |
| Stolt-Nielsen, Ltd. | 4318 | 111831 |
| Studio Retail Group PLC (A)(C) | 18987 | 26317 |
| STV Group PLC | 8849 | 28063 |
| Superdry PLC (A) | 17005 | 21375 |
| Synthomer PLC | 127600 | 203851 |
| Tate & Lyle PLC | 116545 | 1035220 |
| Tatton Asset Management PLC | 9513 | 54350 |
| TClarke PLC | 22432 | 32966 |
| Telecom Plus PLC | 23239 | 702651 |
| The Gym Group PLC (A)(D) | 50921 | 63558 |
| The Parkmead Group PLC (A) | 14125 | 10461 |
| The Restaurant Group PLC (A) | 170186 | 58335 |
| The Vitec Group PLC | 13617 | 199630 |
| TI Fluid Systems PLC (D) | 6536 | 10149 |
| Topps Tiles PLC | 62375 | 33609 |
| TORM PLC, Class A | 11033 | 320624 |

---

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

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **United Kingdom (continued)** |  |  |
| TP ICAP Group PLC | 267274 | $564526 |
| Travis Perkins PLC | 67649 | 759546 |
| Trellus Health PLC (A) | 6575 | 870 |
| Tribal Group PLC | 40 | 27 |
| Trifast PLC | 32876 | 24092 |
| TT Electronics PLC | 64139 | 129852 |
| Tullow Oil PLC (A) | 577256 | 304161 |
| Tyman PLC | 39993 | 108395 |
| Verici Dx PLC (A) | 2137 | 337 |
| Vertu Motors PLC | 120571 | 69802 |
| Vesuvius PLC | 80276 | 370804 |
| Victrex PLC | 29925 | 645863 |
| Virgin Money UK PLC | 337270 | 710595 |
| Vistry Group PLC | 71404 | 535409 |
| Volex PLC (B) | 43655 | 139286 |
| Volution Group PLC | 57817 | 244627 |
| Vp PLC | 3980 | 33215 |
| Watches of Switzerland Group PLC (A)(D) | 56394 | 696844 |
| Watkin Jones PLC | 61285 | 73346 |
| WH Smith PLC (A) | 35928 | 613427 |
| Wickes Group PLC | 89428 | 149345 |
| Wilmington PLC | 8311 | 28838 |
| Wincanton PLC | 48344 | 213206 |
| Xaar PLC (A) | 24649 | 63102 |
| XPS Pensions Group PLC | 17872 | 31578 |
| Young & Co's Brewery PLC | 2256 | 17711 |
| Young & Co's Brewery PLC, Class A | 5978 | 81726 |
| Zotefoams PLC | 4703 | 17285 |
| **United States 0.8%** |  | **5082614** |
| ADTRAN Holdings, Inc. | 15333 | 307422 |
| Argonaut Gold, Inc. (A) | 105540 | 29815 |
| Atlantic Sapphire ASA (A)(B) | 11883 | 9050 |
| Aura Minerals, Inc. | 700 | 4059 |
| Burford Capital, Ltd. | 47843 | 435913 |
| Diversified Energy Company PLC | 242396 | 369817 |
| Energy Fuels, Inc. (A) | 12169 | 84766 |
| Frontage Holdings Corp. (A)(D) | 106000 | 31980 |
| GXO Logistics, Inc. (A) | 628 | 29428 |
| Hecla Mining Company (B) | 4076 | 22214 |
| Noble Corp. PLC (A) | 5743 | 208518 |
| Perpetua Resources Corp. (A) | 7000 | 14675 |
| Primo Water Corp. | 50614 | 790567 |
| PureTech Health PLC (A) | 59300 | 205370 |
| PureTech Health PLC, ADR (A) | 387 | 13158 |
| REC Silicon ASA (A)(B) | 90960 | 160474 |
| Reliance Worldwide Corp., Ltd. | 208194 | 439319 |
| Samsonite International SA (A)(D) | 185700 | 503360 |
| SSR Mining, Inc. | 70020 | 1060854 |
| SunOpta, Inc. (A)(B) | 2100 | 19635 |
| SunOpta, Inc. (Toronto Stock Exchange) (A) | 29045 | 272712 |
| VAALCO Energy, Inc. | 5734 | 29703 |
| Viemed Healthcare, Inc. (A) | 1216 | 8925 |
| Viemed Healthcare, Inc. (Toronto Stock Exchange) (A) | 4200 | 30880 |

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SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 77

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---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Preferred securities 0.3%** |  | **$1835121** |
| (Cost $1,751,657) |  |  |
| **Germany 0.3%** |  | **1835121** |
| Draegerwerk AG & Company KGaA | 3073 | 139284 |
| Fuchs Petrolub SE | 21316 | 746663 |
| Jungheinrich AG | 14274 | 422419 |
| Sixt SE | 5323 | 326523 |
| STO SE & Company KGaA | 842 | 137302 |
| Villeroy & Boch AG | 3600 | 62930 |
| **Rights 0.0%** |  | **$97015** |
| (Cost $60,216) |  |  |
| ALD SA (Expiration Date: 12-14-22; Strike Price: EUR 7.50) (A) | 32153 | 27771 |
| APERAM SA (Expiration Date: 12-15-22) (A)(E) | 11031 | 5739 |
| Cobalt Blue Holdings, Ltd. (Expiration Date: 12-2-22; Strike Price: AUD 0.58) (A) | 865 | 41 |
| CSE Global, Ltd. (Expiration Date: 12-14-22; Strike Price: SGD 0.33) (A) | 18400 | 122 |
| Decmil Group, Ltd. (Expiration Date: 9-6-23; Strike Price: AUD 0.40) (A) | 3773 | 0 |
| Energy World Corp., Ltd. (Expiration Date: 12-16-22; Strike Price: AUD 0.05) (A) | 137594 | 93 |
| Eutelsat Communications SA (Expiration Date: 12-19-22) (A)(B)(E) | 56721 | 54892 |
| Intercell AG (A)(C)(E) | 8699 | 0 |
| Lai Sun Development Company, Ltd. (Expiration Date: 12-26-22; Strike Price: HKD 1.64) (A) | 63589 | 0 |
| Lai Sun Garment International, Ltd. (Expiration Date: 12-12-22; Strike Price: HKD 1.58) (A) | 23423 | 99 |
| PGS ASA (Expiration Date: 12-13-22; Strike Price: NOK 6.70) (A) | 16078 | 0 |
| Resolute Mining, Ltd. (Expiration Date: 12-6-22; Strike Price: AUD 0.16) (A) | 349054 | 0 |
| S IMMO AG (Expiration Date: 1-1-26) (A)(E) | 19209 | 0 |
| Sandfire Resources, Ltd. (Expiration Date: 12-9-22; Strike Price: AUD 4.30) (A) | 17381 | 8258 |
| **Warrants 0.0%** |  | **$2981** |
| (Cost $0) |  |  |
| European Lithium, Ltd. (Expiration Date: 3-31-25; Strike Price: AUD 0.18) (A) | 19944 | 217 |
| Ezion Holdings, Ltd. (Expiration Date: 4-6-23; Strike Price: SGD 0.28) (A)(B) | 260891 | 0 |
| MECOM Power and Construction, Ltd. (Expiration Date: 5-24-23; Strike Price: HKD 4.47) (A) | 18400 | 365 |
| Treasury Metals, Inc. (Expiration Date: 8-7-23; Strike Price: CAD 1.50) (A) | 2119 | 32 |
| Webuild SpA (Expiration Date: 8-2-30) (A)(E) | 5704 | 2367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | **Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.7%** |  |  | **$10530518** |
| (Cost $10,527,952) |  |  |  |
| **Short-term funds 1.7%** |  |  | **10530518** |
| John Hancock Collateral Trust (F) | 3.8739(G) | 1053716 | 10530518 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $619,291,566) 101.3%** | **$639850231** |
| **Other assets and liabilities, net (1.3%)** | **(8385287)** |
| **Total net assets 100.0%** | **$631464944** |

---

---

| | |
|:---|:---|
| 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 |
| CAD | Canadian Dollar |
| EUR | Euro |
| HKD | Hong Kong Dollar |
| NOK | Norwegian Krone |
| SGD | Singapore Dollar |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| ADR | American Depositary Receipt |
| (A) | Non-income producing security. |

---

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

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(B) All or a portion of this security is on loan as of 11-30-22. The value of securities on loan amounted to $16,214,430. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash
collateral of $7,119,937 in the form of U.S. Treasuries was pledged to the fund.

(C) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(D) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. 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 11-30-22.

The fund had the following sector composition as a percentage of net assets on 11-30-22:

---

| | |
|:---|:---|
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;22.9% |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;13.6% |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;12.0% |
| Consumer discretionary | &nbsp;&nbsp;&nbsp;&nbsp;11.9% |
| Information technology | &nbsp;&nbsp;&nbsp;&nbsp;10.7% |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;6.5% |
| Consumer staples | &nbsp;&nbsp;&nbsp;&nbsp;5.8% |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;5.2% |
| Real estate | &nbsp;&nbsp;&nbsp;&nbsp;3.9% |
| Communication services | &nbsp;&nbsp;&nbsp;&nbsp;3.8% |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;3.3% |
| Short-term investments and other | &nbsp;&nbsp;&nbsp;&nbsp;0.4% |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT \| JOHN HANCOCK INTERNATIONAL SMALL COMPANY FUND 79

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#### 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;7 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Dec 2022 | &nbsp;&nbsp;$629144 | &nbsp;&nbsp;$692650 | &nbsp;&nbsp;&nbsp;$63506 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$63506** |

---

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

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

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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 Advisor's Valuation Policies and Procedures.**

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 November 30, 2022, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **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 | **$40814979** | $671394 | $39906536 | $237049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10232323** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10232323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9186737** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9186737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bermuda | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1082637** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cambodia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**253697** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**77442868** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77248853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7137** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**71646** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cyprus | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5539** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**15718780** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15718780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Faeroe Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**24814** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14238295** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14238295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**28465419** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28445525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gabon | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**40699** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**619826** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**36628736** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36628736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gibraltar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**136657** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | |
|:---|:---|
| \| | 81 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 11-30-22** | **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;Greece | **$63872** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $63837 | $35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greenland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25928** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25928 | &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;**12679083** | $25703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12514869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5106108** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5106108 | &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;**814503** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9644989** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9497550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**21996312** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21996312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**154257337** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154257337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jersey, Channel Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**570399** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liechtenstein | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**410093** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2583580** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macau | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**58079** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**78423** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Malta | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**38097** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Monaco | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**34895** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mongolia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**29471** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12962432** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12962432 | &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;**2939049** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5372039** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5372039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**91698** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**31756** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2264335** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7825056** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7749365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**896091** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14742011** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14742011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16064482** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16064482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**45925842** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45925842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**20483** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20483 | &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;**240300** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77392 | &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;**69564450** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69515791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5082614** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Preferred securities** | **1835121** |  | 1835121 |  |
| **Rights** | **97015** | 27992 | 69023 |  |
| **Warrants** | **2981** | 614 | 2367 |  |
| **Short-term investments** | **10530518** | 10530518 |  |  |
| **Total investments in securities** | **$639850231** | **$91243084** | **$548096436** | **$510711** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | **$63506** | $63506 |  |  |
| *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 | 1053716 | $14958658 | $18682630 | $(23109938) | $(3111) | $2279 | $107206 |  | $10530518 |

---

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.

---

| | |
|:---|:---|
| 82 | \| |

---

## 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:** 617-312-0176

**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:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $634089218.33

**Total Liabilities:** $322800.97

**Net Assets:** $633766417.36

**Cash Not Reported:** $1640321.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026876 | -10.70%              | 5.03%                | 12.09%               |
| Class ID C000128520 | -10.71%              | 5.04%                | 11.99%               |
| Class ID C000128521 | -10.71%              | 4.92%                | 11.89%               |
| Class ID C000128522 | -10.71%              | 5.04%                | 12.10%               |
| Class ID C000128528 | -10.70%              | 5.03%                | 12.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2093439.08              | $-69186176.54                              |
| Month 2  | $-325310.43              | $27727145.68                               |
| Month 3  | $954444.33               | $67463526.07                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DiscoverIE Group PLC                                                             | DISCOVERIE GROUP PLC COMMON STOCK GBP.05                 | CUSIP: 000558007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     27936 | NS      | $281997.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AGF Management Limited                                                           | AGF MANAGEMENT LTD COMMON STOCK                          | CUSIP: 001092105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     22291 | NS      | $112022.57    | 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        |      5425 | NS      | $176000.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Speedy Hire Plc                                                                  | SPEEDY HIRE PLC COMMON STOCK GBP.05                      | CUSIP: 001630003<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    172366 | NS      | $87312.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATS Corporation                                                                  | ATS CORP COMMON STOCK                                    | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |     24691 | NS      | $822696.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp.                                                                     | KEYERA CORP COMMON STOCK                                 | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8977 | NS      | $209150.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Steel Holding AG                                                           | SCHMOLZ + BICKENBACH AG COMMON STOCK CHF3.5              | CUSIP: 493639900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    268300 | NS      | $68350.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                                                   | VOESTALPINE AG COMMON STOCK                              | CUSIP: 494340904<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     32182 | NS      | $885211.74    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUS Holding Aktiengesellschaft                                                 | INDUS HOLDING AG COMMON STOCK                            | CUSIP: 494351901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7265 | NS      | $172321.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinaxis Inc.                                                                     | KINAXIS INC COMMON STOCK                                 | CUSIP: 49448Q109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2717 | NS      | $307421.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuger Kantonalbank                                                               | ZUGER KANTONALBANK AG COMMON STOCK CHF500.0              | CUSIP: 499050904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        50 | NS      | $387139.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight Therapeutics Inc.                                                         | KNIGHT THERAPEUTICS INC COMMON STOCK                     | CUSIP: 499053106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     39220 | NS      | $157445.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| K92 Mining Inc.                                                                  | K92 MINING INC COMMON STOCK                              | CUSIP: 499113108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12008 | NS      | $69004.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chargeurs                                                                        | CHARGEURS SA COMMON STOCK EUR.16                         | CUSIP: 502131907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6722 | NS      | $89988.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CECONOMY AG                                                                      | CECONOMY AG COMMON STOCK                                 | CUSIP: 504141904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     59337 | NS      | $139843.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sunland Group Limited                                                            | SUNLAND GROUP LTD COMMON STOCK                           | CUSIP: 624616900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     30172 | NS      | $34709.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Round One Corporation                                                            | ROUND ONE CORP COMMON STOCK                              | CUSIP: 624836904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51900 | NS      | $232462.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EIZO Corporation                                                                 | EIZO CORP COMMON STOCK                                   | CUSIP: 645181900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $149881.62    | 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        |      5400 | NS      | $49248.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ISB Corporation                                                                  | ISB CORP COMMON STOCK                                    | CUSIP: 645598004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $24992.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ise Chemicals Corporation                                                        | ISE CHEMICALS CORP COMMON STOCK                          | CUSIP: 645601907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $23595.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichikoh Industries Ltd.                                                          | ICHIKOH INDUSTRIES LTD COMMON STOCK                      | CUSIP: 645644006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14100 | NS      | $44146.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichiyoshi Securities Co. Ltd.                                                    | ICHIYOSHI SECURITIES CO LTD COMMON STOCK                 | CUSIP: 645649005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $40660.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEC CORPORATION                                                                 | IDEC CORP/JAPAN COMMON STOCK                             | CUSIP: 645673005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10900 | NS      | $262370.88    | 0.04%             |  |  |  | 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        |     29300 | NS      | $200823.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Icom Incorporated                                                                | ICOM INC COMMON STOCK                                    | CUSIP: 645843004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $50744.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ihara Science Corporation                                                        | IHARA SCIENCE CORP COMMON STOCK                          | CUSIP: 645847906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $36349.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Issta Lines Student Travel Company in Israel Ltd.                                | ISSTA LINES LTD COMMON STOCK ILS1.0                      | CUSIP: 645874900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1875 | NS      | $54220.60     | 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        |      2700 | NS      | $43763.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co. Ltd.                                                      | INABA DENKI SANGYO CO LTD COMMON STOCK                   | CUSIP: 645921909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16100 | NS      | $327583.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nawi Brothers Ltd                                                                | NAWI BROTHERS LTD COMMON STOCK ILS1.                     | CUSIP: 646041905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4915 | NS      | $38827.03     | 0.01%             |  |  |  | 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        |      7400 | NS      | $259450.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| I-Net Corp.                                                                      | I-NET CORP/KANAGAWA COMMON STOCK                         | CUSIP: 646139907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $43856.13     | 0.01%             |  |  |  | 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        |       423 | NS      | $79328.67     | 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        |     13400 | NS      | $232037.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inageya Co. Ltd.                                                                 | INAGEYA CO LTD COMMON STOCK                              | CUSIP: 646164004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $61246.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imdex Limited                                                                    | IMDEX LTD COMMON STOCK                                   | CUSIP: 646215905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    127461 | NS      | $211429.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOTECH CORPORATION                                                             | INNOTECH CORP COMMON STOCK                               | CUSIP: 646253005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $36212.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INES Corporation                                                                 | INES CORP COMMON STOCK                                   | CUSIP: 646301002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $64431.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techno Smart Corp.                                                               | TECHNO SMART CORP COMMON STOCK                           | CUSIP: 646491902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $28813.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Limited                                                               | DOWNER EDI LTD COMMON STOCK                              | CUSIP: 646557900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    156303 | NS      | $553158.01    | 0.09%             |  |  |  | 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        |      2800 | NS      | $37455.32     | 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        |      6700 | NS      | $62696.66     | 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        |     11400 | NS      | $94192.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishii Iron Works Co.Ltd.                                                         | ISHII IRON WORKS CO LTD COMMON STOCK                     | CUSIP: 646688002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $16808.00     | 0.00%             |  |  |  | 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        |      1000 | NS      | $10803.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishihara Chemical Co. Ltd.                                                       | ISHIHARA CHEMICAL CO LTD COMMON STOCK                    | CUSIP: 646764001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $32433.16     | 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        |     16700 | NS      | $123969.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Molitec Steel Co.Ltd.                                                            | MOLITEC STEEL CO LTD COMMON STOCK                        | CUSIP: 660258906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $10943.39     | 0.00%             |  |  |  | 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        |     11100 | NS      | $299042.37    | 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        |     10600 | NS      | $343352.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morita Holdings Corporation                                                      | MORITA HOLDINGS CORP COMMON STOCK                        | CUSIP: 660274002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $102796.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morito Co. Ltd.                                                                  | MORITO CO LTD COMMON STOCK                               | CUSIP: 660275900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $39179.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morozoff Limited                                                                 | MOROZOFF LTD COMMON STOCK                                | CUSIP: 660353004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $52341.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfortdelgro Corporation Limited                                                | COMFORTDELGRO CORP LTD COMMON STOCK                      | CUSIP: 660373903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    542900 | NS      | $493878.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Niitaka Co. Ltd.                                                                 | NIITAKA CO LTD COMMON STOCK                              | CUSIP: 660380908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12199.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacom Co. Ltd.                                                                   | WACOM CO LTD COMMON STOCK                                | CUSIP: 660392903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48200 | NS      | $230853.78    | 0.04%             |  |  |  | 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        |   1540200 | NS      | $51502.27     | 0.01%             |  |  |  | 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        |    387200 | NS      | $148747.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Murakami Corporation                                                             | MURAKAMI CORP COMMON STOCK                               | CUSIP: 661023903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $43945.76     | 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        |     10200 | NS      | $140321.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scroll Corporation                                                               | SCROLL CORP COMMON STOCK                                 | CUSIP: 661171009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $57165.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mutoh Holdings Co. Ltd.                                                          | MUTOH HOLDINGS CO LTD COMMON STOCK                       | CUSIP: 661173005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7512.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bigtincan Holdings Limited                                                       | BIGTINCAN HOLDINGS LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     92450 | NS      | $43854.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitol Health Limited                                                           | CAPITOL HEALTH LTD COMMON STOCK                          | CUSIP: B15T5Y900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    292400 | NS      | $61773.79     | 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      | $15540.89     | 0.00%             |  |  |  | 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        |      9565 | NS      | $90911.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kloeckner and Co SE                                                              | KLOECKNER and CO SE COMMON STOCK                         | CUSIP: B170DQ909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     26106 | NS      | $247753.54    | 0.04%             |  |  |  | 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        |      1086 | NS      | $592463.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUER Aktiengesellschaft                                                         | BAUER AG COMMON STOCK                                    | CUSIP: B17M2N900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7205 | NS      | $56903.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Lookers plc                                                                      | LOOKERS PLC COMMON STOCK GBP.05                          | CUSIP: B17MMZ901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    154856 | NS      | $150346.33    | 0.02%             |  |  |  | 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        |     23667 | NS      | $46073.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imagi International Holdings Limited                                             | IMAGI INTERNATIONAL HOLDINGS L COMMON STOCK              | CUSIP: BDT7P5907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     69281 | NS      | $2691.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMCP                                                                             | SMCP SA COMMON STOCK EUR1.1                              | CUSIP: BDVP4Y904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      9812 | NS      | $70140.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                                                       | BETSSON AB COMMON STOCK SEK.67                           | CUSIP: BDZVKH906<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |     42456 | NS      | $347622.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Alma AB                                                                   | BEIJER ALMA AB COMMON STOCK SEK2.09                      | CUSIP: BDZVKR904<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |     14313 | NS      | $229985.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MDxHealth SA                                                                     | MDXHEALTH COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BE        |      8514 | NS      | $6183.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALD                                                                              | ALD SA COMMON STOCK                                      | CUSIP: BF03BV900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     32153 | NS      | $323595.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Warteck Invest AG                                                                | WARTECK INVEST AG COMMON STOCK CHF10.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |        74 | NS      | $172131.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau Capital SCA                                                              | TIKEHAU CAPITAL SCA COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      9962 | NS      | $257879.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| JET2 PLC                                                                         | JET2 PLC COMMON STOCK GBP.0125                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     43228 | NS      | $533271.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BOCOM International Holdings Company Limited                                     | BOCOM INTERNATIONAL HOLDINGS C COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    346000 | NS      | $20463.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolog Ltd                                                                      | NOVOLOG LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     76556 | NS      | $67419.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aquafil S.P.A.                                                                   | AQUAFIL SPA COMMON STOCK NPV                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      5089 | NS      | $31008.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichimasa Kamaboko Co.Ltd.                                                        | ICHIMASA KAMABOKO CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $14562.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UUUM Co.Ltd.                                                                     | UUUM INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2800 | NS      | $21637.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKP Corporation                                                                  | TKP CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $75941.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JCR Pharmaceuticals Co. Ltd.                                                     | JCR PHARMACEUTICALS CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $26813.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDC Corporation                                                                  | JDC CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $7912.10      | 0.00%             |  |  |  | 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        |     33573 | NS      | $77392.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Space Group Holdings Limited                                                     | SPACE GROUP HLDGS LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MO        |      5000 | NS      | $2560.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonheur ASA                                                                      | BONHEUR ASA                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      5968 | NS      | $176025.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandnes Sparebank                                                                | SANDNES SPAREBANK COMMON STOCK NOK10.0                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      1787 | NS      | $16295.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AirBoss of America Corp.                                                         | AIRBOSS OF AMERICA CORP COMMON STOCK                     | CUSIP: 00927V200<br>LEI: 549300RG6CCG87T9MX45 | Long             | EC               | CORP              | CA        |      4809 | NS      | $28421.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balfour Beatty PLC                                                               | BALFOUR BEATTY PLC COMMON STOCK GBP.5                    | CUSIP: 009616004<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |    234276 | NS      | $917277.21    | 0.14%             |  |  |  | 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        |     36616 | NS      | $103125.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc.                                                                 | ALAMOS GOLD INC COMMON STOCK                             | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |    134509 | NS      | $1303941.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaris Equity Partners Income Trust                                              | ALARIS ROYALTY CORP COMMON STOCK                         | CUSIP: 01163Q400<br>LEI: 549300826Z5H44WQ2N67 | Long             | EC               | CORP              | CA        |     10802 | NS      | $137479.27    | 0.02%             |  |  |  | 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        |     14735 | NS      | $661293.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Largo Inc.                                                                       | LARGO INC COMMON STOCK                                   | CUSIP: 517097101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6650 | NS      | $37077.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tullow Oil PLC                                                                   | TULLOW OIL PLC COMMON STOCK GBP.1                        | CUSIP: 015008907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    577256 | NS      | $304160.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Central Corporation                                                       | ALGOMA CENTRAL CORP COMMON STOCK                         | CUSIP: 015644107<br>LEI: 5493002QOPYX7P96FG25 | Long             | EC               | CORP              | CA        |      7052 | NS      | $87026.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xaar plc                                                                         | XAAR PLC COMMON STOCK GBP.1                              | CUSIP: 015708902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     24649 | NS      | $63101.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J D Wetherspoon plc                                                              | J D WETHERSPOON PLC COMMON STOCK GBP.02                  | CUSIP: 016389900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     23201 | NS      | $125556.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lassonde Industries Inc.                                                         | LASSONDE INDUSTRIES INC COMMON STOCK                     | CUSIP: 517907101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1300 | NS      | $102934.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon Composites ASA                                                           | HEXAGON COMPOSITES ASA COMMON STOCK NOK.1                | CUSIP: 518600903<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     39844 | NS      | $116956.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Laurentian Bank of Canada                                                        | LAURENTIAN BANK OF CANADA COMMON STOCK                   | CUSIP: 51925D106<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | EC               | CORP              | CA        |     15955 | NS      | $393908.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AOI Electronics Co. Ltd.                                                         | AOI ELECTRONICS CO LTD COMMON STOCK                      | CUSIP: 627096902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $22672.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakanishi Inc.                                                                   | NAKANISHI INC COMMON STOCK                               | CUSIP: 627107907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21300 | NS      | $446549.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIKOH GIKEN Co. Ltd.                                                            | SEIKOH GIKEN CO LTD COMMON STOCK                         | CUSIP: 627755903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $11060.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cybozu Inc.                                                                      | CYBOZU INC COMMON STOCK                                  | CUSIP: 627792906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $133557.08    | 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        |      6400 | NS      | $203102.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Point Energy Corp.                                                      | CRESCENT POINT ENERGY CORP COMMON STOCK                  | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |     20800 | NS      | $161616.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Crew Energy Inc.                                                                 | CREW ENERGY INC COMMON STOCK                             | CUSIP: 226533107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     22300 | NS      | $111902.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Giordano International Limited                                                   | GIORDANO INTERNATIONAL LTD COMMON STOCK HKD.05           | CUSIP: 628204901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    389708 | NS      | $71592.75     | 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      | $35582.48     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Cronos Group Inc.                                                                | CRONOS GROUP INC COMMON STOCK                            | CUSIP: 22717L101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     31132 | NS      | $96820.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Denison Mines Corp.                                                              | DENISON MINES CORP COMMON STOCK                          | CUSIP: 248356107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    277941 | NS      | $342996.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Dexterra Group Inc.                                                              | HORIZON NORTH LOGISTICS INC COMMON STOCK                 | CUSIP: 252371109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10134 | NS      | $40531.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doman Building Materials Group Ltd.                                              | DOMAN BUILDING MATERIALS GRO COMMON STOCK                | CUSIP: 25703L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     27055 | NS      | $118465.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ansell Limited                                                                   | ANSELL LTD COMMON STOCK                                  | CUSIP: 628661001<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |     24579 | NS      | $485563.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TV Asahi Corporation                                                             | TV ASAHI HOLDINGS CORP COMMON STOCK                      | CUSIP: 628741902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $82197.35     | 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        |     19524 | NS      | $271275.99    | 0.04%             |  |  |  | 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        |     77336 | NS      | $56521.29     | 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        |      3700 | NS      | $30834.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cawachi Limited                                                                  | CAWACHI LTD COMMON STOCK                                 | CUSIP: 628978900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $73876.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dorel Industries Inc.                                                            | DOREL INDUSTRIES INC COMMON STOCK                        | CUSIP: 25822C205<br>LEI: 549300BB7CUPIUJSMH15 | Long             | EC               | CORP              | CA        |      8944 | NS      | $33112.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Unlimited Corp.                                                            | DREAM UNLIMITED CORP COMMON STOCK                        | CUSIP: 26153M507<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10815 | NS      | $232355.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dundee Precious Metals Inc.                                                      | DUNDEE PRECIOUS METALS INC COMMON STOCK                  | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     69633 | NS      | $328713.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dye and Durham Limited                                                           | DYE and DURHAM LTD COMMON STOCK                          | CUSIP: 267488104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2196 | NS      | $22186.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynacor Group Inc.                                                               | DYNACOR GROUP INC COMMON STOCK                           | CUSIP: 26780B106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9900 | NS      | $19503.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECN Capital Corp.                                                                | ECN CAPITAL CORP COMMON STOCK                            | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |    103129 | NS      | $234601.90    | 0.04%             |  |  |  | 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        |       574 | NS      | $376369.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQB Inc.                                                                         | EQB INC COMMON STOCK                                     | CUSIP: 26886R104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8012 | NS      | $358325.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamic Holdings Limited                                                         | DYNAMIC HOLDINGS LTD COMMON STOCK HKD1.0                 | CUSIP: 629011909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     44000 | NS      | $40421.80     | 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      | $15171.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eldorado Gold Corporation                                                        | ELDORADO GOLD CORP COMMON STOCK                          | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |     61906 | NS      | $474483.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                                                   | ELEMENT FLEET MANAGEMENT CORP COMMON STOCK               | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    125893 | NS      | $1783831.23   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NFI Group Inc.                                                                   | NFI GROUP INC COMMON STOCK                               | CUSIP: 62910L102<br>LEI: 549300VX6QRAVXOXZW59 | Long             | EC               | CORP              | CA        |     22816 | NS      | $168768.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Roland DG Corporation                                                            | ROLAND DG CORP COMMON STOCK                              | CUSIP: 629140906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $88707.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanemi Co. Ltd.                                                                  | KANEMI CO LTD COMMON STOCK                               | CUSIP: 629223900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $20132.48     | 0.00%             |  |  |  | No            |                  2 | 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      | $610.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elron Ventures Ltd.                                                              | ELRON ELECTRONIC INDUSTRIES LT COMMON STOCK ILS.003      | CUSIP: 290160100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7485 | NS      | $13182.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Silver Corp.                                                           | ENDEAVOUR SILVER CORP COMMON STOCK                       | CUSIP: 29258Y103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     36791 | NS      | $124446.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Silver Corp.                                                           | ENDEAVOUR SILVER CORP COMMON STOCK                       | CUSIP: 29258Y103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1400 | NS      | $4718.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                                                | ENERGY FUELS INC/CANADA COMMON STOCK                     | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12169 | NS      | $84766.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Collection House Limited                                                         | COLLECTION HOUSE LTD COMMON STOCK                        | CUSIP: 629244906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61068 | NS      | $2818.58      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tsukishima Kikai Co. Ltd.                                                        | TSUKISHIMA KIKAI CO LTD COMMON STOCK                     | CUSIP: 690682000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $70994.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                                    | ENERFLEX LTD COMMON STOCK                                | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |     36464 | NS      | $241801.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerplus Corporation                                                             | ENERPLUS CORP COMMON STOCK                               | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |     91948 | NS      | $1709563.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsumura and Co.                                                                  | TSUMURA and CO COMMON STOCK                              | CUSIP: 690691001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18600 | NS      | $407604.98    | 0.06%             |  |  |  | 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        |      6300 | NS      | $92042.03     | 0.01%             |  |  |  | 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        |      2100 | NS      | $20397.02     | 0.00%             |  |  |  | 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        |      2500 | NS      | $35523.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enghouse Systems Limited                                                         | ENGHOUSE SYSTEMS LTD COMMON STOCK                        | CUSIP: 292949104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14691 | NS      | $339657.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Energy Services Inc.                                                      | ENSIGN ENERGY SERVICES INC COMMON STOCK                  | CUSIP: 293570107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     50538 | NS      | $147652.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Major Drilling Group International Inc.                                          | MAJOR DRILLING GROUP INTERNATI COMMON STOCK              | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               | CORP              | CA        |     28074 | NS      | $192217.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandalay Resources Corporation                                                   | MANDALAY RESOURCES CORP COMMON STOCK                     | CUSIP: 562568402<br>LEI: 549300NNKLN6ALO51Z90 | Long             | EC               | CORP              | CA        |      8000 | NS      | $12489.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp.                                                               | EQUINOX GOLD CORP COMMON STOCK                           | CUSIP: 29446Y502<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     76791 | NS      | $270593.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ero Copper Corp.                                                                 | ERO COPPER CORP COMMON STOCK                             | CUSIP: 296006109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17856 | NS      | $226062.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Sopra Steria Group                                                               | SOPRA STERIA GROUP COMMON STOCK EUR1.0                   | CUSIP: 563361906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5309 | NS      | $805676.86    | 0.13%             |  |  |  | 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      |
| TAKANO Co.Ltd.                                                                   | TAKANO CO LTD COMMON STOCK                               | CUSIP: 690727904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $11780.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wing Tai Properties Limited                                                      | WING TAI PROPERTIES LTD COMMON STOCK HKD.5               | CUSIP: 691007900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    118000 | NS      | $52407.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                                  | THYSSENKRUPP AG COMMON STOCK                             | CUSIP: 563692904<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |    111601 | NS      | $629070.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lippo China Resources Limited                                                    | LIPPO CHINA RESOURCES LTD COMMON STOCK                   | CUSIP: 630746907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1028000 | NS      | $13828.00     | 0.00%             |  |  |  | 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        |      2069 | NS      | $123273.78    | 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        |      4100 | NS      | $29797.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evertz Technologies Limited                                                      | EVERTZ TECHNOLOGIES LTD COMMON STOCK                     | CUSIP: 30041N107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11517 | NS      | $104968.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exchange Income Corporation                                                      | EXCHANGE INCOME CORP COMMON STOCK                        | CUSIP: 301283107<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |      6091 | NS      | $219070.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Shipping Corporation Limited                                           | SINGAPORE SHIPPING CORP LTD COMMON STOCK                 | CUSIP: 631122900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     87492 | NS      | $15451.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weathernews Inc.                                                                 | WEATHERNEWS INC COMMON STOCK                             | CUSIP: 631176906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $134387.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Shinku Co. Ltd.                                                            | SHOWA SHINKU CO LTD COMMON STOCK                         | CUSIP: 631246907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $9288.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riberesute Corporation                                                           | RIBERESUTE CORP COMMON STOCK                             | CUSIP: 631271905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $11113.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBE Corporation                                                                  | UBE INDUSTRIES LTD COMMON STOCK                          | CUSIP: 691070007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32700 | NS      | $477212.82    | 0.08%             |  |  |  | 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        |      2800 | NS      | $94943.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEC Co Ltd.                                                                      | MEC CO LTD COMMON STOCK                                  | CUSIP: 631540903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $101245.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Plast Co. Ltd.                                                             | NIHON PLAST CO LTD COMMON STOCK                          | CUSIP: 663958007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $22780.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSD Co. Ltd.                                                                     | NSD CO LTD COMMON STOCK                                  | CUSIP: 663960003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22612 | NS      | $424014.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikkiso Co. Ltd.                                                                 | NIKKISO CO LTD COMMON STOCK                              | CUSIP: 663994002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19500 | NS      | $143178.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exco Technologies Limited                                                        | EXCO TECHNOLOGIES LTD COMMON STOCK                       | CUSIP: 30150P109<br>LEI: SYNTCKFOJZ0PX99NLV15 | Long             | EC               | CORP              | CA        |      9490 | NS      | $57991.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extendicare Inc.                                                                 | EXTENDICARE INC COMMON STOCK                             | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               | CORP              | CA        |     31208 | NS      | $157066.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ordina N.V.                                                                      | ORDINA NV COMMON STOCK EUR.1                             | CUSIP: 525064903<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     37525 | NS      | $157806.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Autogrill S.p.A                                                                  | AUTOGRILL SPA COMMON STOCK                               | CUSIP: 525620902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      7745 | NS      | $52121.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Kohden Corporation                                                         | NIHON KOHDEN CORP COMMON STOCK                           | CUSIP: 663997005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $119345.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JMS Co. Ltd.                                                                     | JMS CO LTD COMMON STOCK                                  | CUSIP: 664001005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $27915.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UEKI CORPORATION                                                                 | UEKI CORP COMMON STOCK                                   | CUSIP: 691106009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $11311.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yagi and Co.Ltd.                                                                 | YAGI and CO LTD COMMON STOCK                             | CUSIP: 698436904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $6459.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Y.A.C.Holdings Co.Ltd.                                                           | YAC HOLDINGS CO LTD COMMON STOCK                         | CUSIP: 698445905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $23862.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Wireless Inc.                                                             | SIERRA WIRELESS INC COMMON STOCK                         | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |     13360 | NS      | $391518.57    | 0.06%             |  |  |  | No            |                  1 | 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        |    189388 | NS      | $147310.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argonaut Gold Inc.                                                               | ARGONAUT GOLD INC COMMON STOCK                           | CUSIP: 04016A101<br>LEI: 54930043XCKI4E8EQR38 | Long             | EC               | CORP              | US        |    105540 | NS      | $29814.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addiko Bank AG                                                                   | ADDIKO BANK AG COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |      1199 | NS      | $13919.99     | 0.00%             |  |  |  | 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        |     43704 | NS      | $32558.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixt SE                                                                          | SIXT SE COMMON STOCK                                     | CUSIP: 526076906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4442 | NS      | $429945.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Jensen-Group NV                                                                  | JENSEN-GROUP NV COMMON STOCK                             | CUSIP: 526268909<br>LEI: 549300VL91FV2CP8L882 | Long             | EC               | CORP              | BE        |      1485 | NS      | $42854.44     | 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        |      3200 | NS      | $22895.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippi Incorporated                                                               | NIPPI INC COMMON STOCK                                   | CUSIP: 664005907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10311.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aritzia Inc.                                                                     | ARITZIA INC COMMON STOCK                                 | CUSIP: 04045U102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     31038 | NS      | $1180696.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                                                       | ARKO CORP COMMON STOCK USD.0001                          | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         0 | NS      | $3.68         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PageGroup plc                                                                    | PAGEGROUP PLC COMMON STOCK GBP.01                        | CUSIP: 302323902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    108196 | NS      | $625110.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wincanton plc                                                                    | WINCANTON PLC COMMON STOCK GBP.1                         | CUSIP: 303293906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     48344 | NS      | $213205.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Gas Co. Ltd.                                                              | NIPPON GAS CO LTD COMMON STOCK                           | CUSIP: 664006004<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |     34800 | NS      | $535250.05    | 0.08%             |  |  |  | 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        |      5000 | NS      | $31808.84     | 0.01%             |  |  |  | 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        |     18185 | NS      | $24029.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GR Engineering Services Ltd                                                      | GR ENGINEERING SERVICES LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      6821 | NS      | $9363.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKO Co. Ltd.                                                                   | NIKKO CO LTD/HYOGO COMMON STOCK                          | CUSIP: 664027000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $52391.04     | 0.01%             |  |  |  | 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        |      2500 | NS      | $33998.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hays plc                                                                         | HAYS PLC COMMON STOCK GBP.01                             | CUSIP: 041610007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    559083 | NS      | $800818.98    | 0.13%             |  |  |  | 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        |     33700 | NS      | $122758.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Objective Corporation Limited                                                    | OBJECTIVE CORP LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4348 | NS      | $41732.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warrego Energy Limited                                                           | WARREGO ENERGY LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     80366 | NS      | $14017.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hill and Smith PLC                                                               | HILL and SMITH HOLDINGS PLC COMMON STOCK GBP.25          | CUSIP: 042703009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     31285 | NS      | $456884.39    | 0.07%             |  |  |  | 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      | $12894.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Betmakers Technology Group Ltd                                                   | BETMAKERS TECHNOLOGY GROUP LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     22863 | NS      | $4145.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| 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      | $11566.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mycronic AB                                                                      | MYCRONIC AB COMMON STOCK                                 | CUSIP: 526284906<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |     20830 | NS      | $378446.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FLSmidth and Co. A/S                                                             | FLSMIDTH and CO A/S COMMON STOCK DKK20.                  | CUSIP: 526357900<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     17547 | NS      | $521616.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunting PLC                                                                      | HUNTING PLC COMMON STOCK GBP.25                          | CUSIP: 044788008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     47796 | NS      | $158058.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fleetwood Limited                                                                | FLEETWOOD CORP LTD COMMON STOCK                          | CUSIP: 634185904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     32879 | NS      | $34207.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                    | JH COLLATERAL                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1089957 | NS      | $10892698.65  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Challenger Exploration Limited                                                   | CHALLENGER EXPLORATION LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     49405 | NS      | $5758.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| G8 Education Limited                                                             | G8 EDUCATION LTD COMMON STOCK                            | CUSIP: B29631908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    337681 | NS      | $225268.87    | 0.04%             |  |  |  | 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        |     43054 | NS      | $20850.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atria Oyj                                                                        | ATRIA OYJ COMMON STOCK EUR1.7                            | CUSIP: 526428909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      4132 | NS      | $40186.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exel Industries                                                                  | EXEL INDUSTRIES COMMON STOCK EUR2.5                      | CUSIP: 526652904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       466 | NS      | $22638.23     | 0.00%             |  |  |  | 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        |     34295 | NS      | $418065.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AMA Group Limited                                                                | AMA GROUP LTD COMMON STOCK                               | CUSIP: B1CND9901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    296751 | NS      | $43812.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Link and Motivation Inc.                                                         | LINK AND MOTIVATION INC COMMON STOCK                     | CUSIP: B298ZY907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13400 | NS      | $70319.50     | 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        |      6307 | NS      | $243038.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fenwal Controls of Japan Ltd.                                                    | FENWAL CONTROLS OF JAPAN LTD COMMON STOCK                | CUSIP: 634593909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $7219.47      | 0.00%             |  |  |  | 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        |      5800 | NS      | $150620.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pressance Corporation                                                            | PRESSANCE CORP COMMON STOCK                              | CUSIP: B29H1T905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $73382.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyman plc                                                                        | TYMAN PLC COMMON STOCK GBP.05                            | CUSIP: B29H42901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     39993 | NS      | $108395.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks and Spencer Group P.L.C.                                                   | MARKS and SPENCER GROUP PLC COMMON STOCK GBP.25          | CUSIP: 312748908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    402446 | NS      | $587382.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiera Capital Corporation                                                        | FIERA CAPITAL CORP COMMON STOCK                          | CUSIP: 31660A103<br>LEI: 549300KJAKQN5OEO4N05 | Long             | EC               | CORP              | CA        |     26167 | NS      | $171768.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyve Group PLC                                                                   | ITE GROUP PLC COMMON STOCK GBP.01                        | CUSIP: 025205907<br>LEI: 549300ZOQOW485BCD047 | Long             | EC               | CORP              | GB        |     76614 | NS      | $55955.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Devro plc                                                                        | DEVRO PLC COMMON STOCK GBP.1                             | CUSIP: 026704908<br>LEI: 549300Z9YLY7LEMLJ904 | Long             | EC               | CORP              | GB        |     66965 | NS      | $247197.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International Inc.                                                       | FINNING INTERNATIONAL INC COMMON STOCK                   | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     50484 | NS      | $1278660.28   | 0.20%             |  |  |  | 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        |      7600 | NS      | $65934.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Americas Gold and Silver Corporation                                             | AMERICAS SILVER CORP COMMON STOCK                        | CUSIP: 03062D100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8321 | NS      | $4144.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerigo Resources Ltd.                                                           | AMERIGO RESOURCES LTD COMMON STOCK                       | CUSIP: 03074G109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     49100 | NS      | $47451.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F.M.S Enterprises Migun Ltd.                                                     | FMS ENTERPRISES MIGUN LTD COMMON STOCK ILS1.             | CUSIP: 634777908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       748 | NS      | $27146.71     | 0.00%             |  |  |  | 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        |      2659 | NS      | $219707.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP                                                                              | VGP NV COMMON STOCK EUR55.0                              | CUSIP: B29L88905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      2286 | NS      | $186044.30    | 0.03%             |  |  |  | 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        |      9594 | NS      | $267981.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape plc                                                                     | INCHCAPE PLC COMMON STOCK GBP.1                          | CUSIP: B61TVQ901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    129000 | NS      | $1306487.08   | 0.21%             |  |  |  | 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        |      4450 | NS      | $84318.44     | 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        |      8754 | NS      | $106728.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixt SE                                                                          | SIXT SE PREFERENCE                                       | CUSIP: 527127906<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      5323 | NS      | $326522.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| First Majestic Silver Corp.                                                      | FIRST MAJESTIC SILVER CORP COMMON STOCK                  | CUSIP: 32076V103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     74599 | NS      | $692667.37    | 0.11%             |  |  |  | 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        |      3855 | NS      | $35812.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacquet Metals                                                                   | JACQUET METAL SERVICE SA COMMON STOCK                    | CUSIP: 528658909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4531 | NS      | $76813.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Kogyo Co. Ltd.                                                             | DAIDO KOGYO CO LTD COMMON STOCK                          | CUSIP: 625052006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $21938.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| StarHub Ltd.                                                                     | STARHUB LTD COMMON STOCK                                 | CUSIP: B1CNDB906<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    185200 | NS      | $146373.82    | 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        |      1000 | NS      | $67529.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isracard Ltd.                                                                    | ISRACARD LTD COMMON STOCK                                | CUSIP: BJ0CJC906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     37464 | NS      | $125455.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                                                   | NINETY ONE PLC COMMON STOCK                              | CUSIP: BJHPLV904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     96134 | NS      | $232285.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SRA HoldingsInc.                                                                 | SRA HOLDINGS COMMON STOCK                                | CUSIP: B1D3PK906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $90908.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaguchi Financial Group Inc.                                                   | YAMAGUCHI FINANCIAL GROUP INC COMMON STOCK               | CUSIP: B1DGKS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     66100 | NS      | $393076.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Foster Electric Company Limited                                                  | FOSTER ELECTRIC CO LTD COMMON STOCK                      | CUSIP: 634900005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $64739.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fountain Set (Holdings) Limited                                                  | FOUNTAIN SET HOLDINGS LTD COMMON STOCK                   | CUSIP: 634905004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    188000 | NS      | $19648.84     | 0.00%             |  |  |  | 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        |     23510 | NS      | $360433.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fixstars Corporation                                                             | FIXSTARS CORP COMMON STOCK                               | CUSIP: BKXLD6906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $73292.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectris plc                                                                     | SPECTRIS PLC COMMON STOCK GBP.05                         | CUSIP: 033086000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19631 | NS      | $760045.17    | 0.12%             |  |  |  | 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        |     13980 | NS      | $56690.85     | 0.01%             |  |  |  | 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        |     19600 | NS      | $70304.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manz AG                                                                          | MANZ AG COMMON STOCK                                     | CUSIP: B1DXPB900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1315 | NS      | $32137.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Daicel Corporation                                                               | DAICEL CORP COMMON STOCK                                 | CUSIP: 625054002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     68700 | NS      | $501109.29    | 0.08%             |  |  |  | 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        |      8400 | NS      | $271783.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Scala Inc.                                                                       | SCALA INC COMMON STOCK                                   | CUSIP: 634924906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $33873.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFT99corporation                                                                | SOFT99 CORP COMMON STOCK                                 | CUSIP: 635185903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $51525.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyro Payments Limited                                                            | TYRO PAYMENTS LTD COMMON STOCK                           | CUSIP: BL0KWK900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     73517 | NS      | $90123.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluflexpack AG                                                                   | ALUFLEXPACK AG COMMON STOCK CHF1.0                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |       644 | NS      | $12723.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Mining Gold Corp.                                                          | FIRST MINING GOLD CORP COMMON STOCK                      | CUSIP: 320890106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    127000 | NS      | $19354.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomsbury Publishing Plc                                                        | BLOOMSBURY PUBLISHING PLC COMMON STOCK GBP.0125          | CUSIP: 331477901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     38149 | NS      | $221069.71    | 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        |      5295 | NS      | $204690.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Andrew Peller Limited                                                            | ANDREW PELLER LTD COMMON STOCK                           | CUSIP: 03444Q100<br>LEI: 549300WIJYUEOEIC8537 | Long             | EC               | CORP              | CA        |     11193 | NS      | $44018.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DKS Co. Ltd.                                                                     | DKS CO LTD COMMON STOCK                                  | CUSIP: 625068002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $44039.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Toryo Co.Ltd.                                                         | DAI NIPPON TORYO CO LTD COMMON STOCK                     | CUSIP: 625088000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $37490.44     | 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        |      3073 | NS      | $139284.39    | 0.02%             |  |  |  | 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        |    176478 | NS      | $561874.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightoil Petroleum (Holdings) Limited                                           | BRIGHTOIL PETROLEUM HOLDINGS L COMMON STOCK HKD.025      | CUSIP: 635207905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    563000 | NS      | $62167.53     | 0.01%             |  |  |  | No            |                  3 | 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        |     41396 | NS      | $458622.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freund Corporation                                                               | FREUND CORP COMMON STOCK                                 | CUSIP: 635233901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $15054.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FULLCAST Holdings Co. Ltd.                                                       | FULLCAST HOLDINGS CO LTD COMMON STOCK                    | CUSIP: 635240906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $158482.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Money3 Corporation Limited                                                       | MONEY3 CORP LTD COMMON STOCK                             | CUSIP: B1FCYL902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61469 | NS      | $82143.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CropEnergies AG                                                                  | CROPENERGIES AG COMMON STOCK                             | CUSIP: B1FHFF905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9512 | NS      | $144843.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstGroup plc                                                                   | FIRSTGROUP PLC COMMON STOCK GBP.05                       | CUSIP: 034521906<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    189934 | NS      | $238204.98    | 0.04%             |  |  |  | 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        |     18767 | NS      | $474633.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelligent Wave Inc.                                                            | INTELLIGENT WAVE INC COMMON STOCK                        | CUSIP: 635241904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $17141.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| en Japan Inc.                                                                    | EN-JAPAN INC COMMON STOCK                                | CUSIP: 635275902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $178509.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFULL Co. Ltd.                                                                  | LIFULL CO LTD COMMON STOCK                               | CUSIP: B1FM48902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22900 | NS      | $41739.79     | 0.01%             |  |  |  | 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        |     56200 | NS      | $176496.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First National Financial Corporation                                             | FIRST NATIONAL FINANCIAL COR COMMON STOCK                | CUSIP: 33564P103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5098 | NS      | $136740.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fission Uranium Corp.                                                            | FISSION URANIUM CORP COMMON STOCK                        | CUSIP: 33812R109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    139747 | NS      | $100772.84    | 0.02%             |  |  |  | No            |                  1 | 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        |     56394 | NS      | $696844.32    | 0.11%             |  |  |  | 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        |     47040 | NS      | $89172.62     | 0.01%             |  |  |  | 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        |     54098 | NS      | $481336.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Heijmans N.V.                                                                    | HEIJMANS NV DUTCH CERT EUR.3                             | CUSIP: 507503902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6455 | NS      | $72526.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamburger Hafen und Logistik Aktiengesellschaft                                  | HAMBURGER HAFEN UND LOGISTIK A COMMON STOCK              | CUSIP: B28SK0904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9289 | NS      | $112674.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra S.A.                                                                     | FLUIDRA SA COMMON STOCK                                  | CUSIP: B28V44907<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     18959 | NS      | $286585.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UMS Holdings Limited                                                             | UMS HOLDINGS LTD COMMON STOCK                            | CUSIP: 635336902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    144312 | NS      | $132164.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MANI Inc.                                                                        | MANI INC COMMON STOCK                                    | CUSIP: 635417900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25600 | NS      | $425416.98    | 0.07%             |  |  |  | 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        |      5000 | NS      | $62749.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAISUE CONSTRUCTION CO. LTD.                                                     | DAISUE CONSTRUCTION CO LTD COMMON STOCK                  | CUSIP: 625108006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $20035.20     | 0.00%             |  |  |  | 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        |       204 | NS      | $9114.05      | 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        |    473563 | NS      | $1200834.10   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope N.V.                                                          | MEDIASET SPA COMMON STOCK EUR.52                         | CUSIP: 507794907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     89755 | NS      | $52818.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vossloh Aktiengesellschaft                                                       | VOSSLOH AG COMMON STOCK                                  | CUSIP: 509233904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3151 | NS      | $138279.41    | 0.02%             |  |  |  | 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        |     28200 | NS      | $449913.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBERIDE Inc.                                                                   | GLOBERIDE INC COMMON STOCK                               | CUSIP: 625148002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $122359.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrotec Holdings Corporation                                                    | FERROTEC HOLDINGS CORP COMMON STOCK                      | CUSIP: 635427909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15100 | NS      | $354740.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukoku Co.Ltd.                                                                   | FUKOKU CO LTD COMMON STOCK                               | CUSIP: 635462906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $23981.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daishinku Corp.                                                                  | DAISHINKU CORP COMMON STOCK                              | CUSIP: 625149000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $64684.71     | 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        |     12200 | NS      | $109528.51    | 0.02%             |  |  |  | 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        |    295000 | NS      | $89546.45     | 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        |    142275 | NS      | $706876.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Falco Holdings Co. Ltd.                                                          | FALCO HOLDINGS CO LTD COMMON STOCK                       | CUSIP: 635485907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $42073.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fudo Tetra Corporation                                                           | FUDO TETRA CORP COMMON STOCK                             | CUSIP: 635500002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5420 | NS      | $60286.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujicco Co. Ltd.                                                                 | FUJICCO CO LTD COMMON STOCK                              | CUSIP: 635511009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $81203.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Mines Limited                                                            | JUPITER MINES LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    455380 | NS      | $57435.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sportech PLC                                                                     | SPORTECH PLC COMMON STOCK GBP.2                          | CUSIP: B28ZPV905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8795 | NS      | $2054.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pasona Group Inc.                                                                | PASONA GROUP INC COMMON STOCK                            | CUSIP: B291KH905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $118468.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLs Inc.                                                                       | WILLS INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $6093.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Kyushu Co. Ltd.                                                             | AEON KYUSHU CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $15285.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dainichi Co.Ltd.                                                                 | DAINICHI CO LTD COMMON STOCK                             | CUSIP: 625235908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $24959.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mullen Group Ltd.                                                                | MULLEN GROUP LTD COMMON STOCK                            | CUSIP: 625284104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     32088 | NS      | $365213.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medivir Aktiebolag                                                               | MEDIVIR AB COMMON STOCK SEK5.0                           | CUSIP: 509680906<br>LEI: 549300VWDGUX0WMJ1T79 | Long             | EC               | CORP              | SE        |      9480 | NS      | $8215.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                      | HOCHTIEF AG COMMON STOCK                                 | CUSIP: 510866908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7244 | NS      | $421329.38    | 0.07%             |  |  |  | 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        |      1100 | NS      | $19271.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BuySell Technologies Co.Ltd.                                                     | BUYSELL TECHNOLOGIES CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $24943.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Limited                                                          | FIRST RESOURCES LTD COMMON STOCK                         | CUSIP: B2927P900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    136100 | NS      | $162639.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IGG Inc.                                                                         | IGG INC COMMON STOCK USD.0000025                         | CUSIP: BFRB2W901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    234000 | NS      | $82749.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danel (Adir Yehoshua) Ltd.                                                       | DANEL ADIR YEOSHUA LTD COMMON STOCK ILS1.                | CUSIP: 625343900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1164 | NS      | $103927.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagihara Industries Inc.                                                         | HAGIHARA INDUSTRIES INC COMMON STOCK                     | CUSIP: 625435904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $31761.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altamir                                                                          | ALTAMIR COMMON STOCK EUR6.0                              | CUSIP: B1YJJ5908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5040 | NS      | $134709.31    | 0.02%             |  |  |  | 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        |    115998 | NS      | $127306.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennge K.K.                                                                      | HENNGE KK COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4800 | NS      | $36984.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Base Co. Ltd.                                                                    | BASE CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $51035.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texhong Textile Group Limited                                                    | TEXHONG TEXTILE GROUP LTD COMMON STOCK HKD.1             | CUSIP: BFSQNZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     42000 | NS      | $34739.58     | 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        |     10730 | NS      | $853361.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| 5N Plus Inc.                                                                     | 5N PLUS INC COMMON STOCK                                 | CUSIP: 33833X101<br>LEI: 5493005GU1NFX4YB2S73 | Long             | EC               | CORP              | CA        |     38389 | NS      | $85616.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV plc                                                                          | ITV PLC COMMON STOCK GBP.1                               | CUSIP: 339864902<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |     99055 | NS      | $90103.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIA DO Co. Ltd.                                                                | MEDIA DO HOLDINGS CO LTD COMMON STOCK                    | CUSIP: BFTRL3907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $36709.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bapcor Limited                                                                   | BAPCOR LIMITED COMMON STOCK                              | CUSIP: BLD2CY908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     93292 | NS      | $443326.12    | 0.07%             |  |  |  | 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        |     94841 | NS      | $89727.06     | 0.01%             |  |  |  | No            |                  2 | 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        |     10874 | NS      | $71471.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yushin Precision Equipment Co. Ltd.                                              | YUSHIN PRECISION EQUIPMENT CO COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $15047.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRC Group ASA                                                                    | NRC GROUP ASA COMMON STOCK NOK1.0                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     15653 | NS      | $25966.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Silver Mines Inc.                                                        | FORTUNA SILVER MINES INC COMMON STOCK                    | CUSIP: 349915108<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     91343 | NS      | $340885.30    | 0.05%             |  |  |  | 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      |
| eDreams ODIGEO SA                                                                | EDREAMS ODIGEO SA COMMON STOCK EUR.1                     | CUSIP: BLG2YZ908<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     22487 | NS      | $98808.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec                                                                        | VALLOUREC SA COMMON STOCK EUR.02                         | CUSIP: BLGWF9901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     38555 | NS      | $453350.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Almirall SA                                                                      | ALMIRALL SA COMMON STOCK EUR.12                          | CUSIP: B1YY66907<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     23587 | NS      | $228877.44    | 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      | $36762.02     | 0.01%             |  |  |  | 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        |     22617 | NS      | $119777.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Hong Kong Limited                                                        | GENTING HONG KONG LTD COMMON STOCK USD.1                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    550000 | NS      | $6050.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hafnia Limited                                                                   | HAFNIA LTD COMMON STOCK USD.01                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     32054 | NS      | $179856.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Financial plc                                                          | PROVIDENT FINANCIAL PLC COMMON STOCK GBP.2072727         | CUSIP: B1Z4ST908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     82094 | NS      | $195357.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daetwyler Holding AG                                                             | DAETWYLER HOLDING AG COMMON STOCK CHF.05                 | CUSIP: B1Z4WD908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1591 | NS      | $309419.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hypoport SE                                                                      | HYPOPORT AG COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       864 | NS      | $95539.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Record plc                                                                       | RECORD PLC COMMON STOCK GBP.00025                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     16553 | NS      | $17679.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTS Corporation                                                                  | DTS CORP COMMON STOCK                                    | CUSIP: 625569900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $308855.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Creek and River Co.Ltd.                                                          | CREEK and RIVER CO LTD COMMON STOCK                      | CUSIP: 625887906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $69582.78     | 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        |    131000 | NS      | $121941.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Georgia Group PLC                                                        | BANK OF GEORGIA GROUP PLC COMMON STOCK GBP.01            | CUSIP: BF4HYT905<br>LEI: N/A                  | Long             | EC               | CORP              | GE        |     13173 | NS      | $401827.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                                     | BILFINGER SE COMMON STOCK                                | CUSIP: 511738908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     12863 | NS      | $368536.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Duerr Aktiengesellschaft                                                         | DUERR AG COMMON STOCK                                    | CUSIP: 511990905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     18706 | NS      | $635433.70    | 0.10%             |  |  |  | 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        |      5972 | NS      | $54345.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 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        |     24393 | NS      | $440493.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OSB Group PLC                                                                    | OSB GROUP PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    100393 | NS      | $577952.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellomay Capital Ltd.                                                             | ELLOMAY CAPITAL LTD COMMON STOCK ILS1.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       420 | NS      | $6246.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodwin PLC                                                                      | GOODWIN PLC COMMON STOCK GBP.1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1823 | NS      | $71707.91     | 0.01%             |  |  |  | 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        |     31934 | NS      | $43548.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freehold Royalties Ltd.                                                          | FREEHOLD ROYALTIES LTD COMMON STOCK                      | CUSIP: 356500108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     42409 | NS      | $521462.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontera Energy Corporation                                                      | FRONTERA ENERGY CORP COMMON STOCK                        | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |     15044 | NS      | $119779.39    | 0.02%             |  |  |  | No            |                  1 | 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              | GB        |    407545 | NS      | $86513.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Medical Solutions Group plc                                             | ADVANCED MEDICAL SOLUTIONS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     27482 | NS      | $90905.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrandt AG                                                                     | BERTRANDT AG COMMON STOCK                                | CUSIP: 513086900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2111 | NS      | $77030.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ElringKlinger AG                                                                 | ELRINGKLINGER AG COMMON STOCK                            | CUSIP: 513863902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9007 | NS      | $69778.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Group Holdings CompanyLimited                                            | NISSHIN FUDOSAN CO/JAPAN COMMON STOCK                    | CUSIP: 625934906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $32225.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Harvests Limited                                                          | SELECT HARVESTS LTD COMMON STOCK                         | CUSIP: 626072904<br>LEI: 549300JZYUFVKN0L4E13 | Long             | EC               | CORP              | AU        |     44909 | NS      | $133976.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GDI Integrated Facility Services Inc.                                            | GDI INTEGRATED FACILITY SERVIC COMMON STOCK              | CUSIP: 361569205<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4900 | NS      | $172701.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                                               | GXO LOGISTICS INC COMMON STOCK USD.01                    | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $29428.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ContourGlobal plc                                                                | CONTOURGLOBAL PLC COMMON STOCK GBP.01                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     49511 | NS      | $150230.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PPHE Hotel Group Limited                                                         | PPHE HOTEL GROUP LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      4959 | NS      | $74116.78     | 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      | $10414.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Garage Inc.                                                              | DIGITAL GARAGE INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $301099.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Galiano Gold Inc.                                                                | ASANKO GOLD INC COMMON STOCK                             | CUSIP: 36352H100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     31531 | NS      | $17814.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gaming Innovation Group Inc.                                                     | GAMING INNOVATION GROUP INC COMMON STOCK USD1.0          | CUSIP: 36467X206<br>LEI: N/A                  | Long             | EC               | CORP              | MT        |      5338 | NS      | $14659.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brickworks Limited                                                               | BRICKWORKS LTD COMMON STOCK                              | CUSIP: 631559903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19501 | NS      | $299382.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Computer Institute of Japan Ltd.                                                 | COMPUTER INSTITUTE OF JAPAN LT COMMON STOCK              | CUSIP: 631596905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6120 | NS      | $41619.63     | 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        |       300 | NS      | $6035.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HITO-Communications Holdings Inc.                                                | HITO COMMUNICATIONS HOLDINGS I COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $24228.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gamehost Inc.                                                                    | GAMEHOST INC COMMON STOCK                                | CUSIP: 36468B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6100 | NS      | $34464.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gear Energy Ltd.                                                                 | GEAR ENERGY LTD COMMON STOCK                             | CUSIP: 36830P104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     35000 | NS      | $30442.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirogin Holdings Inc.                                                            | HIROGIN HOLDINGS INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     78300 | NS      | $360834.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Poppins Corp                                                                     | POPPINS CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $8704.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| C-Mer Eye Care Holdings Limited                                                  | C-MER EYE CARE HOLDINGS LTD COMMON STOCK HKD.1           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    114000 | NS      | $60131.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP B.V.                                                                         | CTP NV COMMON STOCK EUR.16                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      1483 | NS      | $16323.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gibson Energy Inc.                                                               | GIBSON ENERGY INC COMMON STOCK                           | CUSIP: 374825206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     52959 | NS      | $961029.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| goeasy Ltd.                                                                      | GOEASY LTD COMMON STOCK                                  | CUSIP: 380355107<br>LEI: 5493009DJVZG2P8YV435 | Long             | EC               | CORP              | CA        |      3130 | NS      | $278573.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Naganobank Ltd.                                                              | NAGANO BANK LTD/THE COMMON STOCK                         | CUSIP: 663669901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $35398.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Kodoshi Corporation                                                       | NIPPON KODOSHI CORP COMMON STOCK                         | CUSIP: 663673903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $30725.15     | 0.00%             |  |  |  | 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      | $22042.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vow ASA                                                                          | VOW ASA COMMON STOCK NOK.1                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      7259 | NS      | $14338.27     | 0.00%             |  |  |  | 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      | $8548.41      | 0.00%             |  |  |  | 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        |      2500 | NS      | $16257.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NICHIDEN Corporation                                                             | NICHIDEN CORP COMMON STOCK                               | CUSIP: 663797900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $52268.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heba Fastighets Aktiebolag                                                       | HEBA FASTIGHETS AB B COMMON STOCK SEK.833                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     23826 | NS      | $71139.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Marco Polo Marine Ltd.                                                           | MARCO POLO MARINE LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    526500 | NS      | $16485.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoGold Resources Inc.                                                            | GOGOLD RESOURCES INC COMMON STOCK                        | CUSIP: 38045Y102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     53900 | NS      | $78536.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldmoney Inc.                                                                   | GOLDMONEY INC COMMON STOCK                               | CUSIP: 38149A109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18000 | NS      | $23952.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nihon Denkei Co.Ltd.                                                             | NIHON DENKEI CO LTD COMMON STOCK                         | CUSIP: 663799906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $22220.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichia Steel Works Ltd.                                                          | NICHIA STEEL WORKS LTD COMMON STOCK                      | CUSIP: 663816007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $20365.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoldMining Inc.                                                                  | GOLDMINING INC COMMON STOCK                              | CUSIP: 38149E101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     22500 | NS      | $31111.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy Inc.                                                          | GRAN TIERRA ENERGY INC COMMON STOCK USD.001              | CUSIP: 38500T101<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | CA        |    159029 | NS      | $187976.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishio Rent All Co. Ltd.                                                         | NISHIO RENT ALL CO LTD COMMON STOCK                      | CUSIP: 663832004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $151368.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiha Corporation                                                              | NICHIHA CORP COMMON STOCK                                | CUSIP: 663833903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $192982.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| St Barbara Limited                                                               | ST BARBARA LTD COMMON STOCK                              | CUSIP: 631707007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    252512 | NS      | $105742.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy World Corporation Ltd                                                     | ENERGY WORLD CORP LTD COMMON STOCK                       | CUSIP: 631772001<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    328859 | NS      | $11384.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiban Co. Ltd.                                                                | NICHIBAN CO LTD COMMON STOCK                             | CUSIP: 663842003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $60010.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Corporation                                                                 | NICE HOLDINGS INC COMMON STOCK                           | CUSIP: 663848000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $22011.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENOMOTO Co.Ltd.                                                                  | ENOMOTO CO LTD COMMON STOCK                              | CUSIP: 631838901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $12795.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Holdings Limited                                                             | EQT HOLDINGS LTD COMMON STOCK                            | CUSIP: 631962909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8874 | NS      | $154264.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichicon Corporation                                                             | NICHICON CORP COMMON STOCK                               | CUSIP: 663854008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14573 | NS      | $151142.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichimo Co. Ltd.                                                                 | NICHIMO CO LTD COMMON STOCK                              | CUSIP: 663858009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13493.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichireki Co. Ltd.                                                               | NICHIREKI CO LTD COMMON STOCK                            | CUSIP: 663868008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $88853.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Dempa Kogyo Co. Ltd.                                                       | NIHON DEMPA KOGYO CO LTD COMMON STOCK                    | CUSIP: 663944007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $73561.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyflux Ltd                                                                       | HYFLUX LTD COMMON STOCK                                  | CUSIP: 632005906<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    154800 | NS      | $1.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Tower Semiconductor Ltd.                                                         | TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1.               | CUSIP: 632060901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $28.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite De Strasbourg                                                        | ELECTRICITE DE STRASBOURG SA COMMON STOCK EUR10.0        | CUSIP: 400240909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       351 | NS      | $36486.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardian Capital Group Limited                                                   | GUARDIAN CAPITAL GROUP LTD COMMON STOCK                  | CUSIP: 401339304<br>LEI: 549300S01K8Y0KJYB822 | Long             | EC               | CORP              | CA        |      6700 | NS      | $190268.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autostrade Meridionali S.p.A.                                                    | AUTOSTRADE MERIDIONALI SPA COMMON STOCK EUR2.07          | CUSIP: 402979900<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       562 | NS      | $22320.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acomo N.V.                                                                       | AMSTERDAM COMMODITIES NV COMMON STOCK EUR.45             | CUSIP: 403145907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      4872 | NS      | $99313.82     | 0.02%             |  |  |  | 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        |    263262 | NS      | $731275.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Boiron                                                                           | BOIRON SA COMMON STOCK EUR1.0                            | CUSIP: 762204907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1866 | NS      | $87995.04     | 0.01%             |  |  |  | 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      | $18516.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glanbia Public Limited Company                                                   | GLANBIA PLC COMMON STOCK EUR.06                          | CUSIP: 405862004<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     34335 | NS      | $414088.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Richelieu Hardware Ltd.                                                          | RICHELIEU HARDWARE LTD COMMON STOCK                      | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |     18554 | NS      | $538074.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                                               | TELECOM ITALIA SPA/MILANO COMMON STOCK                   | CUSIP: 763439908<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     68484 | NS      | $14941.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER ACTION Corporation                                                         | INTER ACTION CORP COMMON STOCK                           | CUSIP: 632126900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $36200.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENM Holdings Limited                                                             | ENM HOLDINGS LTD COMMON STOCK                            | CUSIP: 632150009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    368000 | NS      | $19295.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Highlight Communications AG                                                      | HIGHLIGHT COMMUNICATIONS AG COMMON STOCK EUR1.0          | CUSIP: 764996906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4309 | NS      | $16683.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Air Shuttle ASA                                                        | NORWEGIAN AIR SHUTTLE ASA COMMON STOCK NOK.1             | CUSIP: 774212906<br>LEI: 549300IEUH2FEM2Y6B51 | Long             | EC               | CORP              | NO        |     70682 | NS      | $63701.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Sugar Inc.                                                                | ROGERS SUGAR INC COMMON STOCK                            | CUSIP: 77519R102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     36711 | NS      | $166204.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roots Corporation                                                                | ROOTS CORP COMMON STOCK                                  | CUSIP: 776652109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3881 | NS      | $9232.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jungfraubahn Holding AG                                                          | JUNGFRAUBAHN HOLDING AG COMMON STOCK CHF1.5              | CUSIP: 778896902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1918 | NS      | $247139.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Russel Metals Inc.                                                               | RUSSEL METALS INC COMMON STOCK                           | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |     21986 | NS      | $473177.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVABASE - Sociedade Gestora de Participacoes Sociais S.A.                       | NOVABASE SGPS SA COMMON STOCK EUR.5                      | CUSIP: 406361907<br>LEI: 549300J0TPYCTYE0CL94 | Long             | EC               | CORP              | PT        |      4612 | NS      | $18908.95     | 0.00%             |  |  |  | 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        |     41391 | NS      | $79621.76     | 0.01%             |  |  |  | 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        |     15561 | NS      | $279545.67    | 0.04%             |  |  |  | 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        |     12800 | NS      | $251309.39    | 0.04%             |  |  |  | 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        |      9696 | NS      | $88621.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexus AG                                                                         | NEXUS AG COMMON STOCK                                    | CUSIP: 410055909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5695 | NS      | $357160.47    | 0.06%             |  |  |  | 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        |    450400 | NS      | $416877.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Superdry Plc                                                                     | SUPERDRY PLC COMMON STOCK GBP.05                         | CUSIP: B60BD2904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     17005 | NS      | $21375.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprit Holdings Limited                                                          | ESPRIT HOLDINGS LTD COMMON STOCK HKD.1                   | CUSIP: 632164901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    525375 | NS      | $50909.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NHK Spring Co. Ltd.                                                              | NHK SPRING CO LTD COMMON STOCK                           | CUSIP: 661964007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61500 | NS      | $413187.75    | 0.07%             |  |  |  | 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        |     14600 | NS      | $87880.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Holdings Inc.                                                              | ASAHI HOLDINGS INC COMMON STOCK                          | CUSIP: B60DQZ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25500 | NS      | $381587.24    | 0.06%             |  |  |  | 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        |     32000 | NS      | $473484.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagatanien Holdings Co.Ltd.                                                      | NAGATANIEN HOLDINGS CO LTD COMMON STOCK                  | CUSIP: 661984005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $65442.38     | 0.01%             |  |  |  | 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      | $6.19         | 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        |     21855 | NS      | $35051.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nachi-Fujikoshi Corp.                                                            | NACHI-FUJIKOSHI CORP COMMON STOCK                        | CUSIP: 661990002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $130403.69    | 0.02%             |  |  |  | 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        |      2800 | NS      | $65695.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PALTAC Corporation                                                               | PALTAC CORP COMMON STOCK                                 | CUSIP: B61BG9905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $31619.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exmar NV                                                                         | EXMAR NV COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5493006GOR72R0ZYBN98       | Long             | EC               | CORP              | BE        |     13915 | NS      | $129962.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Popolare di Sondrio spa                                                    | BANCA POPOLARE DI SONDRIO SCPA COMMON STOCK EUR3.        | CUSIP: 411522907<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | EC               | CORP              | IT        |    185374 | NS      | $743429.95    | 0.12%             |  |  |  | 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        |     13389 | NS      | $39621.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Incap Oyj                                                                        | INCAP OYJ COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      2230 | NS      | $36739.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIS Group plc                                                                   | EMIS GROUP PLC COMMON STOCK GBP.01                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     18782 | NS      | $425722.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca S.p.A.                                                                | BPER BANCA COMMON STOCK EUR3.0                           | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |    303316 | NS      | $627073.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC Arbitrage                                                                    | ABC ARBITRAGE COMMON STOCK EUR.016                       | CUSIP: 412171902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8505 | NS      | $59130.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI KENSETSU CORPORATION                                                     | DAIICHI KENSETSU CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $8198.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIC Corporation                                                                  | DIC CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     20100 | NS      | $368837.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar Japan K.K.                                                           | MORNINGSTAR JAPAN KK COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10800 | NS      | $37102.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bure Equity AB                                                                   | BURE EQUITY AB COMMON STOCK SEK6.6                       | CUSIP: 415265909<br>LEI: 5493000EHCBQ7QQBGX32 | Long             | EC               | CORP              | SE        |     11714 | NS      | $265687.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Burelle SA                                                                       | BURELLE SA COMMON STOCK EUR15.0                          | CUSIP: 415276906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        69 | NS      | $31339.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAGAWA Co. Ltd.                                                                  | NAGAWA CO LTD COMMON STOCK                               | CUSIP: 662035005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $100899.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakabayashi Co.Ltd.                                                              | NAKABAYASHI CO LTD COMMON STOCK                          | CUSIP: 662057009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $30263.70     | 0.00%             |  |  |  | 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      | $36093.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAKANO CORPORATION                                                               | NAKANO CORP/TOKYO COMMON STOCK                           | CUSIP: 662084003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $18494.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PureTech Health PLC                                                              | PURETECH HEALTH PLC ADR                                  | CUSIP: 746237106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       387 | NS      | $13158.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quarterhill Inc.                                                                 | QUARTERHILL INC COMMON STOCK                             | CUSIP: 747713105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     40708 | NS      | $47815.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bang and Olufsen A/S                                                             | BANG and OLUFSEN A/S COMMON STOCK DKK10.                 | CUSIP: 416129906<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     41442 | NS      | $57664.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Casino Guichard Perrachon                                                        | CASINO GUICHARD PERRACHON SA COMMON STOCK EUR1.53        | CUSIP: 417841004<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10362 | NS      | $115774.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Societe Anonyme des Bains de Mer et du Cercle des Etrangers a Monaco             | SOCIETE DES BAINS DE MER ET DU COMMON STOCK EUR1.        | CUSIP: 418470001<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |       407 | NS      | $34894.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Headwater Exploration Inc.                                                       | HEADWATER EXPLORATION INC COMMON STOCK                   | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |     63768 | NS      | $307190.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Questerre Energy Corporation                                                     | QUESTERRE ENERGY CORP COMMON STOCK                       | CUSIP: 74836K100<br>LEI: 549300TM45EIWBPD7W54 | Long             | EC               | CORP              | CA        |     41900 | NS      | $6852.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RF Capital Group Inc.                                                            | GMP CAPITAL INC COMMON STOCK                             | CUSIP: 74971G401<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1826 | NS      | $16547.55     | 0.00%             |  |  |  | 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        |      5508 | NS      | $590370.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Real Matters Inc.                                                                | REAL MATTERS INC COMMON STOCK                            | CUSIP: 75601Y100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     24912 | NS      | $75561.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                                             | HECLA MINING CO COMMON STOCK USD.25                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      4076 | NS      | $22213.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlo Gavazzi Holding AG                                                         | CARLO GAVAZZI HOLDING AG COMMON STOCK CHF15.0            | CUSIP: 423830900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       231 | NS      | $73364.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli and C. Officine Meccaniche S.p.A.                                        | DANIELI and C OFFICINE MECCANICH COMMON STOCK EUR1.      | CUSIP: 425335007<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      4189 | NS      | $94033.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heroux-Devtek Inc.                                                               | HEROUX-DEVTEK INC COMMON STOCK                           | CUSIP: 42774L109<br>LEI: 549300ZEMF0P4EU7CI78 | Long             | EC               | CORP              | CA        |     10492 | NS      | $104752.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Addnode Group Aktiebolag                                                         | ADDNODE GROUP AB COMMON STOCK SEK12.0                    | CUSIP: 756432902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     34536 | NS      | $339773.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Elixir Energy Limited                                                            | ELIXIR PETROLEUM LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    103567 | NS      | $13086.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Draegerwerk AG and Co. KGaA                                                      | DRAEGERWERK AG and CO KGAA COMMON STOCK                  | CUSIP: 428031900<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EC               | CORP              | DE        |      1198 | NS      | $48113.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXO Corp.                                                                       | HEXO CORP COMMON STOCK                                   | CUSIP: 428304307<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10300 | NS      | $1684.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Financial Group Limited                                                  | LIBERTY FINANCIAL GROUP LTD STAPLED SECURITY             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3600 | NS      | $9706.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBM Development AG                                                               | UBM DEVELOPMENT AG COMMON STOCK                          | CUSIP: B01R9Y906<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1455 | NS      | $44817.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanders AB                                                                      | ELANDERS AB COMMON STOCK SEK10.0                         | CUSIP: 429473903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      4037 | NS      | $55013.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Interroll Holding AG                                                             | INTERROLL HOLDING AG COMMON STOCK CHF1.0                 | CUSIP: 520662909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       227 | NS      | $530398.44    | 0.08%             |  |  |  | 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        |   1377000 | NS      | $464976.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Monex Group Inc.                                                                 | MONEX GROUP INC COMMON STOCK                             | CUSIP: B01S2L909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55900 | NS      | $178658.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI Co. Ltd.                                                                   | ASAHI CO LTD COMMON STOCK                                | CUSIP: B01WP2907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $50387.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Group Limited                                                             | ALLIED GROUP LTD COMMON STOCK                            | CUSIP: B01XPC903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    360000 | NS      | $88016.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedap N.V.                                                                       | NEDERLAND APPARATENFABRIEK COMMON STOCK EUR.1            | CUSIP: 522861905<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1602 | NS      | $90998.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uponor Oyj                                                                       | UPONOR OYJ COMMON STOCK                                  | CUSIP: 523267904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     18114 | NS      | $277885.03    | 0.04%             |  |  |  | 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        |       514 | NS      | $80258.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acerinox S.A.                                                                    | ACERINOX SA COMMON STOCK EUR.25                          | CUSIP: B01ZVZ900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     55095 | NS      | $545060.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Gimv NV                                                                          | GIMV NV COMMON STOCK                                     | CUSIP: 524908902<br>LEI: 549300UFHGFY5IOON989 | Long             | EC               | CORP              | BE        |      6696 | NS      | $290270.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Takachiho Koheki Co. Ltd.                                                        | TAKACHIHO KOHEKI CO LTD COMMON STOCK                     | CUSIP: 629256900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $20813.35     | 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        |      2400 | NS      | $42248.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Healthcare Limited                                                         | REGIS HEALTHCARE LTD COMMON STOCK                        | CUSIP: 629329905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40833 | NS      | $54137.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Limited                                                           | PERSEUS MINING LTD COMMON STOCK                          | CUSIP: B02FBC906<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |    406388 | NS      | $625945.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Metals X Limited                                                                 | METALS X LTD COMMON STOCK                                | CUSIP: B02HJ5909<br>LEI: 549300PYQIA9NE598013 | Long             | EC               | CORP              | AU        |    195027 | NS      | $36887.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hard Off Corporation Co.Ltd.                                                     | HARD OFF CORP CO LTD COMMON STOCK                        | CUSIP: 629341900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $40547.90     | 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        |    102946 | NS      | $105961.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIHON CHOUZAI Co. Ltd.                                                           | NIHON CHOUZAI CO LTD COMMON STOCK                        | CUSIP: B02KKT908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4960 | NS      | $43476.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Leasing Company Limited                                                   | IBJ LEASING CO LTD COMMON STOCK                          | CUSIP: B02QLW907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $205083.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPoint Plc                                                                     | PAYPOINT PLC COMMON STOCK GBP.003333333                  | CUSIP: B02QND907<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |     22715 | NS      | $148397.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N.R. Spuntech Industries Ltd.                                                    | NR SPUNTECH INDUSTRIES LTD COMMON STOCK ILS.02           | CUSIP: B02SVV904<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7555 | NS      | $8011.16      | 0.00%             |  |  |  | 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        |      1004 | NS      | $212542.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HS Holdings Co. Ltd.                                                             | SAWADA HOLDINGS CO LTD COMMON STOCK                      | CUSIP: B02T4H903<br>LEI: 549300QL9Z6XV46RXT40 | Long             | EC               | CORP              | JP        |      9800 | NS      | $75047.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC COMMON STOCK GBP.061728                     | CUSIP: B033F2900<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    141526 | NS      | $163381.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson Aktiebolag                                                           | CLAS OHLSON AB COMMON STOCK SEK1.25                      | CUSIP: B033YF900<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     12179 | NS      | $90246.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKUL Corporation                                                                | ASKUL CORP COMMON STOCK                                  | CUSIP: 629449901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12400 | NS      | $143379.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Information Services International-Dentsu Ltd.                                   | INFORMATION SERVICES INTERNATI COMMON STOCK              | CUSIP: 629597907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $118030.98    | 0.02%             |  |  |  | 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        |      4473 | NS      | $151098.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maytronics Ltd                                                                   | MAYTRONICS LTD COMMON STOCK ILS.1                        | CUSIP: B034DS903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2944 | NS      | $33901.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexity SA                                                                        | NEXITY SA COMMON STOCK EUR5.0                            | CUSIP: B037JC905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     13856 | NS      | $349611.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S COMMON STOCK DKK10.                       | CUSIP: B0386J902<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |     19215 | NS      | $1176128.54   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagers Automotive Limited                                                        | AP EAGERS LTD COMMON STOCK                               | CUSIP: 629620907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     41786 | NS      | $353531.71    | 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        |      8800 | NS      | $125730.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delfi Limited                                                                    | DELFI LTD COMMON STOCK                                   | CUSIP: B03944905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     88200 | NS      | $50708.43     | 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        |     10900 | NS      | $93377.15     | 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        |     11000 | NS      | $89379.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NSL Ltd                                                                          | NSL LTD/SINGAPORE COMMON STOCK                           | CUSIP: 662361005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     29000 | NS      | $17210.82     | 0.00%             |  |  |  | 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        |      5400 | NS      | $44568.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPE Group Limited                                                                | IPE GROUP LTD COMMON STOCK HKD.1                         | CUSIP: B03DL0905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    220000 | NS      | $16959.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LNA Sante                                                                        | LNA SANTE SA COMMON STOCK EUR2.0                         | CUSIP: B03GCV900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2041 | NS      | $55010.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Esken Limited                                                                    | STOBART GROUP LTD COMMON STOCK GBP.1                     | CUSIP: B03HDJ904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    117527 | NS      | $7909.33      | 0.00%             |  |  |  | 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        |      7000 | NS      | $62112.56     | 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        |      1400 | NS      | $8441.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knowit AB                                                                        | KNOW IT AB COMMON STOCK SEK1.0                           | CUSIP: 536488901<br>LEI: 549300CM6KSG2GY3HV62 | Long             | EC               | CORP              | SE        |      7687 | NS      | $159535.52    | 0.03%             |  |  |  | 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        |      5200 | NS      | $333905.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmi AG                                                                          | EMMI AG COMMON STOCK CHF10.0                             | CUSIP: B03PQZ906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       752 | NS      | $655037.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| National Electronics Holdings Limited                                            | NATIONAL ELECTRONICS HLDGS COMMON STOCK HKD.1            | CUSIP: 662551001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     88000 | NS      | $10698.59     | 0.00%             |  |  |  | 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        |      3400 | NS      | $37860.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vocento S.A.                                                                     | VOCENTO SA COMMON STOCK EUR.2                            | CUSIP: B03PTZ903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      4772 | NS      | $3575.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duni AB                                                                          | DUNI AB COMMON STOCK SEK1.25                             | CUSIP: B03RSL901<br>LEI: 549300MWQEN1427O5L53 | Long             | EC               | CORP              | SE        |     13661 | NS      | $127819.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seche Environnement                                                              | SECHE ENVIRONNEMENT SA COMMON STOCK EUR.2                | CUSIP: 536683907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1539 | NS      | $145266.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberger Druckmaschinen Aktiengesellschaft                                   | HEIDELBERGER DRUCKMASCHINEN AG COMMON STOCK              | CUSIP: 536722903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     90943 | NS      | $159370.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Neturen Co. Ltd.                                                                 | NETUREN CO LTD COMMON STOCK                              | CUSIP: 662954007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12900 | NS      | $64172.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Japan Chemical Co. Ltd.                                                      | NEW JAPAN CHEMICAL CO LTD COMMON STOCK                   | CUSIP: 663134005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $15459.69     | 0.00%             |  |  |  | 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        |     82900 | NS      | $77644.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                        | ORION OYJ COMMON STOCK                                   | CUSIP: B17NXG909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      8076 | NS      | $423196.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberpapel Gestion S.A.                                                           | IBERPAPEL GESTION SA COMMON STOCK EUR.6                  | CUSIP: 537095903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      2945 | NS      | $40912.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alantra Partners SA                                                              | ALANTRA PARTNERS SA COMMON STOCK EUR3.0                  | CUSIP: 537788903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      6267 | NS      | $87030.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                        | ORION OYJ COMMON STOCK EUR.65                            | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     30694 | NS      | $1620561.43   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriola Oyj                                                                       | ORIOLA OYJ COMMON STOCK                                  | CUSIP: B17NY9904<br>LEI: 549300UWB1AIR85BM957 | Long             | EC               | CORP              | FI        |     42174 | NS      | $78926.51     | 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        |     12100 | NS      | $62301.56     | 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        |     20130 | NS      | $565971.53    | 0.09%             |  |  |  | No            |                  1 | 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        |     78906 | NS      | $38068.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| technotrans SE                                                                   | TECHNOTRANS SE COMMON STOCK                              | CUSIP: 541370904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2893 | NS      | $80967.76     | 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        |     10307 | NS      | $182999.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ValueCommerce Co. Ltd.                                                           | VALUECOMMERCE CO LTD COMMON STOCK                        | CUSIP: B17SZJ900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $74132.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Channel Infrastructure NZ Limited                                                | NEW ZEALAND REFINING CO LTD/TH COMMON STOCK              | CUSIP: 663452001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     43399 | NS      | $38575.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nadex Co. Ltd.                                                                   | NADEX CO LTD COMMON STOCK                                | CUSIP: 663575900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $6818.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porr AG                                                                          | PORR AG COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |      4862 | NS      | $65838.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Iron Limited                                                            | CHAMPION IRON LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     92037 | NS      | $402673.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| LOGISTEC Corporation                                                             | LOGISTEC CORP COMMON STOCK                               | CUSIP: 541411401<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       400 | NS      | $12560.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Gold Inc.                                                                 | SIGNAL GOLD INC COMMON STOCK                             | CUSIP: 82664T101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9500 | NS      | $2189.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Smiths News PLC                                                                  | SMITHS NEWS PLC COMMON STOCK GBP.05                      | CUSIP: B17WCR908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     42303 | NS      | $20606.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsos                                                                            | IPSOS COMMON STOCK EUR.25                                | CUSIP: B188NJ906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     16827 | NS      | $962624.91    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Emeco Holdings Limited                                                           | EMECO HOLDINGS LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    116009 | NS      | $61100.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomart Corporation                                                             | INFOMART CORP COMMON STOCK                               | CUSIP: B18RC0907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37600 | NS      | $127879.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SilverCrest Metals Inc.                                                          | SILVERCREST METALS INC COMMON STOCK                      | CUSIP: 828363101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13258 | NS      | $88015.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Country Canada Holdings Inc                                                | SLEEP COUNTRY CANADA HOLDINGS COMMON STOCK               | CUSIP: 83125J104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13709 | NS      | $235422.00    | 0.04%             |  |  |  | No            |                  1 | 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        |     12950 | NS      | $409625.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JINS HOLDINGS Inc.                                                               | JINS HOLDINGS INC COMMON STOCK                           | CUSIP: B18D6G900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $145516.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spin Master Corp.                                                                | SPIN MASTER CORP COMMON STOCK                            | CUSIP: 848510103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10054 | NS      | $256441.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Inc.                                                                      | SPROTT INC COMMON STOCK                                  | CUSIP: 852066208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7899 | NS      | $282042.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Stantec Inc.                                                                     | STANTEC INC COMMON STOCK                                 | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      3556 | NS      | $175929.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stelco Holdings Inc.                                                             | STELCO HOLDINGS INC COMMON STOCK                         | CUSIP: 858522105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12962 | NS      | $432949.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Byggmax Group AB                                                                 | BYGGMAX GROUP AB COMMON STOCK SEK.33                     | CUSIP: B5BLGL907<br>LEI: 549300MPJPYQB0KCNH03 | Long             | EC               | CORP              | SE        |     22675 | NS      | $103445.52    | 0.02%             |  |  |  | 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        |     18518 | NS      | $57578.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bic Camera Inc.                                                                  | BIC CAMERA INC COMMON STOCK                              | CUSIP: B194YN903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24900 | NS      | $229290.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| UNITED Inc.                                                                      | UNITED INC/JAPAN COMMON STOCK                            | CUSIP: B19RSQ902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $34221.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella-Jones Inc.                                                                | STELLA-JONES INC COMMON STOCK                            | CUSIP: 85853F105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19006 | NS      | $674531.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc.                                                                     | SUNOPTA INC COMMON STOCK                                 | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |     29045 | NS      | $272711.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Cross Media Group Limited                                               | SOUTHERN CROSS MEDIA GROUP LTD COMMON STOCK              | CUSIP: B5M737901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     84254 | NS      | $60392.81     | 0.01%             |  |  |  | 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        |    150000 | NS      | $14080.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SunOpta Inc.                                                                     | SUNOPTA INC COMMON STOCK                                 | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |      2100 | NS      | $19635.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Plus Corp.                                                              | SUPERIOR PLUS CORP COMMON STOCK                          | CUSIP: 86828P103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     56857 | NS      | $431135.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Supremex Inc.                                                                    | SUPREMEX INC COMMON STOCK                                | CUSIP: 86863R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4000 | NS      | $16384.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiga Building Products Ltd.                                                     | TAIGA BUILDING PRODUCTS LTD COMMON STOCK                 | CUSIP: 87402A108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5000 | NS      | $10221.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PZ Cussons Plc                                                                   | PZ CUSSONS PLC COMMON STOCK GBP.01                       | CUSIP: B19Z14902<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |     89165 | NS      | $223793.03    | 0.04%             |  |  |  | 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        |     35920 | NS      | $299759.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ODFJELL TECHNOLOGY LTD COMMON STOCK USD.01                                       | ODFJELL TECHNOLOGY LTD COMMON STOCK USD.01               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      5943 | NS      | $19197.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S.D. Standard ETC PLC                                                            | SD STANDARD ETC PLC COMMON STOCK USD.03                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CY        |     28377 | NS      | $5538.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamarack Valley Energy Ltd.                                                      | TAMARACK VALLEY ENERGY LTD COMMON STOCK                  | CUSIP: 87505Y409<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     99174 | NS      | $381906.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Taseko Mines Limited                                                             | TASEKO MINES LTD COMMON STOCK                            | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Long             | EC               | CORP              | CA        |     98102 | NS      | $137838.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tecsys Inc.                                                                      | TECSYS INC COMMON STOCK                                  | CUSIP: 878950104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       649 | NS      | $13953.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corporation                                                                | TELUS CORP COMMON STOCK                                  | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     10668 | NS      | $227135.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TeraGo Inc.                                                                      | TERAGO INC COMMON STOCK                                  | CUSIP: 88079F107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2000 | NS      | $3330.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TerraVest Industries Inc.                                                        | TERRAVEST INDUSTRIES INC COMMON STOCK                    | CUSIP: 88105G103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1900 | NS      | $35820.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayne Pharma Group Limited                                                       | MAYNE PHARMA GROUP LTD COMMON STOCK                      | CUSIP: B1BHXL906<br>LEI: 549300VIRDEN0N4MJG59 | Long             | EC               | CORP              | AU        |    476093 | NS      | $74872.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanei Architecture Planning Co. Ltd.                                             | SANEI ARCHITECTURE PLANNING CO COMMON STOCK              | CUSIP: B1BNYP903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $45993.78     | 0.01%             |  |  |  | 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      | $10963.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriola Oyj                                                                       | ORIOLA OYJ COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300UWB1AIR85BM957       | Long             | EC               | CORP              | FI        |      8342 | NS      | $16249.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genfit                                                                           | GENFIT COMMON STOCK EUR.25                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      8754 | NS      | $31381.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDOX plc                                                                         | IDOX PLC COMMON STOCK GBP.01                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     29457 | NS      | $23224.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIXI Inc.                                                                        | MIXI INC COMMON STOCK                                    | CUSIP: B1BSCX909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13400 | NS      | $241332.59    | 0.04%             |  |  |  | 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        |      6000 | NS      | $113756.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tidewater Midstream and Infrastructure Ltd                                       | TIDEWATER MIDSTREAM AND INFRAS COMMON STOCK              | CUSIP: 886453109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     97265 | NS      | $81707.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timbercreek Financial Corp.                                                      | TIMBERCREEK FINANCIAL CORP COMMON STOCK                  | CUSIP: 88709B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     29474 | NS      | $171565.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Lotus Bakeries                                                                   | LOTUS BAKERIES NV COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BE        |       111 | NS      | $713024.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Thurgauer Kantonalbank                                                           | THURGAUER KANTONALBANK COMMON STOCK CHF20.0              | CUSIP: BL0RPV909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       384 | NS      | $48329.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naked Wines plc                                                                  | MAJESTIC WINE PLC COMMON STOCK GBP.075                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2243 | NS      | $2425.50      | 0.00%             |  |  |  | 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        |     38310 | NS      | $67467.11     | 0.01%             |  |  |  | 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        |     89428 | NS      | $149344.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vetropack Holding SA                                                             | VETROPACK HOLDING AG COMMON STOCK CHF1.0                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      4450 | NS      | $157200.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentex Group PLC                                                               | ARGENTEX GROUP PLC COMMON STOCK GBP.0001                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1949 | NS      | $2694.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DWF Group plc                                                                    | DWF GROUP PLC COMMON STOCK GBP.01                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     50001 | NS      | $46768.21     | 0.01%             |  |  |  | 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        |       900 | NS      | $77956.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVU Traffic Technologies AG                                                      | IVU TRAFFIC TECHNOLOGIES AG COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      1803 | NS      | $30897.28     | 0.00%             |  |  |  | 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        |     37570 | NS      | $134657.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Y.H. Dimri Construction and Development Ltd                                      | YH DIMRI CONSTRUCTION and DEVELO COMMON STOCK ILS1.0     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1740 | NS      | $117667.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoosiers Holdings Co. Ltd.                                                       | HOOSIERS HOLDINGS COMMON STOCK                           | CUSIP: ACI055KQ9<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $66799.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meier Tobler Group AG                                                            | MEIER TOBLER GROUP AG COMMON STOCK CHF.1                 | CUSIP: ACI05P5K5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2721 | NS      | $101234.44    | 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        |      2484 | NS      | $30632.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| kaonavi inc.                                                                     | KAONAVI INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $13674.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding Ltd                                                           | BURKHALTER HOLDING AG COMMON STOCK CHF.04                | CUSIP: ACI062JC8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1777 | NS      | $150491.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SimCorp A/S                                                                      | SIMCORP A/S COMMON STOCK DKK1.                           | CUSIP: ACI0638D6<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     13331 | NS      | $855575.96    | 0.13%             |  |  |  | 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      | $13931.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyberlinks Co. Ltd.                                                              | CYBERLINKS CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $4995.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verkkokauppa.com Oyj                                                             | VERKKOKAUPPA.COM OYJ COMMON STOCK NPV                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      6156 | NS      | $19412.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eramet                                                                           | ERAMET COMMON STOCK EUR3.05                              | CUSIP: N/A<br>LEI: 549300LUH78PG2MP6N64       | Long             | EC               | CORP              | FR        |      3319 | NS      | $284019.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rizzoli Corriere della Sera MediaGroup SpA                                       | RIZZOLI CORRIERE DELLA SERA ME COMMON STOCK              | CUSIP: ACI0647S2<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     44608 | NS      | $30120.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Beteiligungs AG                                                         | DEUTSCHE BETEILIGUNGS AG COMMON STOCK                    | CUSIP: ACI068BL3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4967 | NS      | $151432.41    | 0.02%             |  |  |  | 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        |     11000 | NS      | $211856.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Bio Inc.                                                                  | TAKARA BIO INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15800 | NS      | $208463.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktia Bank Oyj                                                                   | AKTIA BANK OYJ COMMON STOCK NPV                          | CUSIP: ACI06BJ61<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     18402 | NS      | $193542.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medigene AG                                                                      | MEDIGENE AG COMMON STOCK                                 | CUSIP: ACI06NPK7<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6493 | NS      | $15823.21     | 0.00%             |  |  |  | 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      | $13225.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagahori Corporation                                                             | NAGAHORI CORP COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $13165.91     | 0.00%             |  |  |  | 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        |      7100 | NS      | $230585.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Minkabu The Infonoid Inc.                                                        | MINKABU THE INFONOID INC COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $5287.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IJTT Co. Ltd.                                                                    | IJTT CO LTD COMMON STOCK                                 | CUSIP: ACI06Q324<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7760 | NS      | $28906.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlit Holdings Co.Ltd.                                                          | CARLIT HOLDINGS CO LTD COMMON STOCK                      | CUSIP: ACI06Q365<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $37953.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| River Eletec Corporation                                                         | RIVER ELETEC CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $7285.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REC Silicon ASA                                                                  | REC SILICON ASA                                          | CUSIP: N/A<br>LEI: 549300VPZURYDFG0AB60       | Long             | EC               | CORP              | US        |     90960 | NS      | $160473.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Nacon SASU                                                                       | NACON SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      2227 | NS      | $5980.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Camellia Plc                                                                     | CAMELLIA PLC COMMON STOCK GBP.1                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       237 | NS      | $12898.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL HEARTS HOLDINGS Co. Ltd.                                                 | DIGITAL HEARTS HOLDINGS CO LTD COMMON STOCK              | CUSIP: ACI06Q480<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $44889.19     | 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        |     35662 | NS      | $94285.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Protector Forsikring ASA                                                         | PROTECTOR FORSIKRING ASA                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     18763 | NS      | $231980.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Corbion                                                                          | CORBION NV COMMON STOCK EUR.25                           | CUSIP: ACI070452<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     17985 | NS      | $554385.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BW LPG Limited                                                                   | BW LPG LTD COMMON STOCK USD.01                           | CUSIP: ACI078TL3<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |     30561 | NS      | $272512.80    | 0.04%             |  |  |  | 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        |      5085 | NS      | $48280.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next Fifteen Communications Group plc                                            | NEXT FIFTEEN COMMUNICATIONS GR COMMON STOCK GBP.025      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     27404 | NS      | $348005.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Logistics Network Limited                                                  | KERRY LOGISTICS NETWORK LTD COMMON STOCK HKD.5           | CUSIP: ACI07C1F7<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    237500 | NS      | $418412.73    | 0.07%             |  |  |  | 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        |      3900 | NS      | $69077.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pact Group Holdings Ltd                                                          | PACT GROUP HOLDINGS LTD COMMON STOCK                     | CUSIP: ACI07CVC1<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33533 | NS      | $24360.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F.I.L.A - Fabbrica Italiana Lapis ed Affini - Societa per Azioni                 | FILA SPA COMMON STOCK NPV                                | CUSIP: ACI07FM59<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      3770 | NS      | $27067.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tribal Group plc                                                                 | TRIBAL GROUP PLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |        40 | NS      | $27.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Pharma PLC                                                              | ALLIANCE PHARMA PLC COMMON STOCK GBP.01                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    126363 | NS      | $73290.30     | 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        |      7495 | NS      | $934343.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| RM plc                                                                           | RM PLC COMMON STOCK GBP.022857                           | CUSIP: ACI07X0D7<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12019 | NS      | $6767.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FD Technologies PLC                                                              | FIRST DERIVATIVES PLC COMMON STOCK GBP.005               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4462 | NS      | $77059.93     | 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      | $54751.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Fleet Group Limited                                                           | SG FLEET GROUP LTD COMMON STOCK                          | CUSIP: ACI07Y5H1<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     39363 | NS      | $47157.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruha Nichiro Corporation                                                       | MARUHA NICHIRO CORP COMMON STOCK                         | CUSIP: ACI07YZS4<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13281 | NS      | $237696.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dialight PLC                                                                     | DIALIGHT PLC COMMON STOCK GBP.0189                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     10395 | NS      | $36817.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIR SpA-Compagnie Industriali                                                    | CIR SPA-COMPAGNIE INDUSTRIALI COMMON STOCK EUR.5         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |    318454 | NS      | $143232.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Earth Corporation                                                                | EARTH CORP COMMON STOCK                                  | CUSIP: B0NHMM905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $116595.18    | 0.02%             |  |  |  | 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        |     39590 | NS      | $315527.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Grandy House Corporation                                                         | GRANDY HOUSE CORP COMMON STOCK                           | CUSIP: B0NSG9907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $22765.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delica Foods Holdings Co.Ltd.                                                    | DELICA FOODS HOLDINGS CO LTD COMMON STOCK                | CUSIP: B0NWXV900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $6368.08      | 0.00%             |  |  |  | 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             | EP               | CORP              | IT        |     11575 | NS      | $180808.96    | 0.03%             |  |  |  | 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        |      3737 | NS      | $49489.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRE Holdings Corporation                                                         | SRE HOLDINGS CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $112578.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oricon Inc.                                                                      | ORICON INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2800 | NS      | $19384.23     | 0.00%             |  |  |  | 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        |     16600 | NS      | $119796.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Fitness Japan Inc.                                                          | FAST FITNESS JAPAN INC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $7888.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIKE Inc.                                                                        | LIKE CO LTD COMMON STOCK                                 | CUSIP: B0NZTN906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $47221.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Seas Seafood Limited                                                       | CLEAN SEAS SEAFOOD LTD COMMON STOCK                      | CUSIP: B0PFW9905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23080 | NS      | $9668.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belships ASA                                                                     | BELSHIPS ASA COMMON STOCK NOK2.0                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     19970 | NS      | $27634.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CellaVision AB                                                                   | CELLAVISION AB COMMON STOCK SEK.15                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      4258 | NS      | $89884.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurotech S.p.A.                                                                  | EUROTECH SPA COMMON STOCK                                | CUSIP: B0PQC0902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      9022 | NS      | $31242.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Limited                                                      | LANCASHIRE HOLDINGS LTD COMMON STOCK USD.5               | CUSIP: B0PYHC904<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | GB        |     86022 | NS      | $622314.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Silverlake Axis LTD                                                              | SILVERLAKE AXIS LTD COMMON STOCK USD.02                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     45300 | NS      | $12552.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO GlobalSign Holdings K.K.                                                     | GMO CLOUD KK COMMON STOCK                                | CUSIP: B0Q3FT906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $47503.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNE AG                                                                           | PNE AG COMMON STOCK                                      | CUSIP: B0QCZ2903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     16489 | NS      | $377172.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| NagaCorp Ltd.                                                                    | NAGACORP LTD COMMON STOCK USD.0125                       | CUSIP: B1FSSM902<br>LEI: N/A                  | Long             | EC               | CORP              | KH        |    349278 | NS      | $253696.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining PLC                                                            | HOCHSCHILD MINING PLC COMMON STOCK GBP.25                | CUSIP: B1FW50906<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | PE        |    107762 | NS      | $91697.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Riverstone Holdings Limited                                                      | RIVERSTONE HOLDINGS LTD COMMON STOCK                     | CUSIP: B1G16Z905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     47000 | NS      | $21828.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermador Groupe                                                                 | THERMADOR GROUPE COMMON STOCK EUR8.0                     | CUSIP: BFMGL6901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2187 | NS      | $206369.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBIO Vereinigte BioEnergie AG                                                  | VERBIO VEREINIGTE BIOENERGIE A COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      7922 | NS      | $622156.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Anora Group Oyj                                                                  | ALTIA OYJ COMMON STOCK NPV                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      2753 | NS      | $21277.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvia Oyj                                                                       | HARVIA OYJ COMMON STOCK NPV                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      3999 | NS      | $78404.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VINX Corp.                                                                       | VINX CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $16019.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisso Corporation                                                                | NISSO CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4000 | NS      | $17552.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Corporation                                                               | VERTEX CORP/JAPAN COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4320 | NS      | $41330.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fosun Tourism Group                                                              | FOSUN TOURISM GROUP COMMON STOCK EUR.0001                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     15600 | NS      | $17835.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| BandS Group                                                                      | BandS GROUP SARL COMMON STOCK EUR.06                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      5479 | NS      | $29337.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Biometrics ASA                                                              | IDEX ASA COMMON STOCK NOK.15                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |    160219 | NS      | $18905.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitron ASA                                                                       | KITRON ASA COMMON STOCK NOK.1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     44546 | NS      | $107360.81    | 0.02%             |  |  |  | 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        |       936 | NS      | $19302.84     | 0.00%             |  |  |  | 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        |     13200 | NS      | $56947.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma PLC                                                                      | DIPLOMA PLC COMMON STOCK GBP.05                          | CUSIP: 018266908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     25041 | NS      | $856407.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                                                 | BOVIS HOMES GROUP PLC COMMON STOCK GBP.5                 | CUSIP: 018592907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     71404 | NS      | $535408.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                                                     | CLARKSON PLC COMMON STOCK GBP.25                         | CUSIP: 020183000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10111 | NS      | $377407.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Altius Minerals Corporation                                                      | ALTIUS MINERALS CORP COMMON STOCK                        | CUSIP: 020936100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15908 | NS      | $259703.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rathbones Group PLC                                                              | RATHBONE BROTHERS PLC COMMON STOCK GBP.05                | CUSIP: 021483904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19807 | NS      | $507895.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Altus Group Limited                                                              | ALTUS GROUP LTD/CANADA COMMON STOCK                      | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |     14436 | NS      | $571258.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cranswick plc                                                                    | CRANSWICK PLC COMMON STOCK GBP.1                         | CUSIP: 023188006<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |     17981 | NS      | $670021.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementis plc                                                                    | ELEMENTIS PLC COMMON STOCK GBP.05                        | CUSIP: 024185902<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |    199175 | NS      | $284739.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iress Limited                                                                    | IRESS LTD COMMON STOCK                                   | CUSIP: 629749904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61000 | NS      | $399781.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Electra Ltd.                                                                     | ELECTRA LTD/ISRAEL COMMON STOCK ILS1.                    | CUSIP: 629882903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        80 | NS      | $46900.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adastria Co. Ltd.                                                                | ADASTRIA CO LTD COMMON STOCK                             | CUSIP: 630001907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7540 | NS      | $110676.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glosel Co.Ltd.                                                                   | GLOSEL CO LTD COMMON STOCK                               | CUSIP: 630104909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $13868.80     | 0.00%             |  |  |  | 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        |      2900 | NS      | $57289.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Limited                                                           | TECHNOLOGY ONE LTD COMMON STOCK                          | CUSIP: 630241909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     56489 | NS      | $532464.85    | 0.08%             |  |  |  | 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        |      6300 | NS      | $140858.08    | 0.02%             |  |  |  | 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        |     11364 | NS      | $169664.14    | 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        |      1400 | NS      | $25068.90     | 0.00%             |  |  |  | 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        |     12550 | NS      | $80856.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiken Chemical Co. Ltd.                                                          | EIKEN CHEMICAL CO LTD COMMON STOCK                       | CUSIP: 630711000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $161448.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakayo Inc.                                                                      | NAKAYO INC COMMON STOCK                                  | CUSIP: 662087907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $7985.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trusco Nakayama Corporation                                                      | TRUSCO NAKAYAMA CORP COMMON STOCK                        | CUSIP: 662088004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $214425.78    | 0.03%             |  |  |  | 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        |     10000 | NS      | $55297.20     | 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        |     11372 | NS      | $40648.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Nanto Bank Ltd.                                                              | NANTO BANK LTD/THE COMMON STOCK                          | CUSIP: 662152008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $155107.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Naphtha Israel Petroleum Corp. Ltd.                                              | NAPHTHA ISRAEL PETROLEUM CORP COMMON STOCK ILS2.         | CUSIP: 662196906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     14316 | NS      | $80888.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAC Co.Ltd.                                                                      | NAC CO LTD COMMON STOCK                                  | CUSIP: 662202902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $23660.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noda Corporation                                                                 | NODA CORP COMMON STOCK                                   | CUSIP: 662214907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $21895.30     | 0.00%             |  |  |  | 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        |      1600 | NS      | $20685.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NZX Limited                                                                      | NZX LTD COMMON STOCK                                     | CUSIP: 662315902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     81881 | NS      | $63662.40     | 0.01%             |  |  |  | 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        |       872 | NS      | $97915.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siegfried Holding AG                                                             | SIEGFRIED HOLDING AG COMMON STOCK CHF2.0                 | CUSIP: 739176907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1421 | NS      | $962605.28    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UIE PLC                                                                          | UNITED INTERNATIONAL ENTERPRIS COMMON STOCK USD10.       | CUSIP: 739475903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      5980 | NS      | $159260.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PrairieSky Royalty Ltd.                                                          | PRAIRIESKY ROYALTY LTD COMMON STOCK                      | CUSIP: 739721108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     61894 | NS      | $1015040.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Virbac                                                                           | VIRBAC SA COMMON STOCK EUR1.25                           | CUSIP: 739936904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1414 | NS      | $360167.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                   | PRECISION DRILLING CORP COMMON STOCK                     | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |      6554 | NS      | $523287.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Premium Brands Holdings Corporation                                              | PREMIUM BRANDS HOLDINGS CORP COMMON STOCK                | CUSIP: 74061A108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13707 | NS      | $864412.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                                          | PRIMO WATER CORP COMMON STOCK                            | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49861 | NS      | $778782.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                                          | PRIMO WATER CORP COMMON STOCK                            | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       753 | NS      | $11784.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Cannabis Inc.                                                             | AURORA CANNABIS INC COMMON STOCK                         | CUSIP: 05156X884<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11162 | NS      | $14355.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AGRANA Beteiligungs-Aktiengesellschaft                                           | AGRANA BETEILIGUNGS AG COMMON STOCK                      | CUSIP: 744373903<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      5107 | NS      | $82658.58     | 0.01%             |  |  |  | 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        |     62375 | NS      | $33609.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TClarke plc                                                                      | TCLARKE PLC COMMON STOCK GBP.1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     22432 | NS      | $32966.30     | 0.01%             |  |  |  | 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      | $12112.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoCanada Inc.                                                                  | AUTOCANADA INC COMMON STOCK                              | CUSIP: 05277B209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8443 | NS      | $169029.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Groupe Bmtc Inc.                                                                 | BMTC GROUP INC COMMON STOCK                              | CUSIP: 05561N208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4096 | NS      | $35687.56     | 0.01%             |  |  |  | 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        |     41935 | NS      | $96491.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Badger Infrastructure Solutions Ltd.                                             | BADGER INFRASTRUCTURE SOLUTION COMMON STOCK              | CUSIP: 056533102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12568 | NS      | $263664.99    | 0.04%             |  |  |  | No            |                  1 | 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        |      7300 | NS      | $159968.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SinterCast AB                                                                    | SINTERCAST AB COMMON STOCK SEK1.0                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1910 | NS      | $21906.58     | 0.00%             |  |  |  | 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        |     48471 | NS      | $295838.32    | 0.05%             |  |  |  | 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        |    109524 | NS      | $403374.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National Express Group PLC                                                       | NATIONAL EXPRESS GROUP PLC COMMON STOCK GBP.05           | CUSIP: 062152905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    190812 | NS      | $400216.90    | 0.06%             |  |  |  | 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        |      2928 | NS      | $56265.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vranken-Pommery Monopole                                                         | VRANKEN-POMMERY MONOPOLE SA COMMON STOCK EUR15.0         | CUSIP: 543843908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       923 | NS      | $16087.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raisio Oyj                                                                       | RAISIO OYJ COMMON STOCK                                  | CUSIP: 544663909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     46629 | NS      | $101705.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVN AG                                                                           | EVN AG COMMON STOCK                                      | CUSIP: 429537004<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     11283 | NS      | $208953.22    | 0.03%             |  |  |  | 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        |       495 | NS      | $22309.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cegedim                                                                          | CEGEDIM SA COMMON STOCK EUR.9528                         | CUSIP: 545623902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1780 | NS      | $28528.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                                                    | SALZGITTER AG COMMON STOCK                               | CUSIP: 546535907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     13156 | NS      | $385806.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vidrala S.A.                                                                     | VIDRALA SA COMMON STOCK EUR1.02                          | CUSIP: 546672908<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      5628 | NS      | $469241.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| High Liner Foods Incorporated                                                    | HIGH LINER FOODS INC COMMON STOCK                        | CUSIP: 429695109<br>LEI: 5493003THCPUJ8LV6J59 | Long             | EC               | CORP              | CA        |      6893 | NS      | $73021.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeudan A/S                                                                       | JEUDAN A/S COMMON STOCK DKK100.0                         | CUSIP: 430107003<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      3010 | NS      | $108545.64    | 0.02%             |  |  |  | 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        |     21278 | NS      | $336229.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIXTRON SE                                                                       | AIXTRON SE COMMON STOCK NPV                              | CUSIP: 546834904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     18245 | NS      | $601492.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Totalenergies EP Gabon                                                           | TOTAL GABON COMMON STOCK USD17.                          | CUSIP: 430978007<br>LEI: N/A                  | Long             | EC               | CORP              | GA        |       243 | NS      | $40698.62     | 0.01%             |  |  |  | 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        |       635 | NS      | $36766.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jenoptik Aktiengesellschaft                                                      | JENOPTIK AG COMMON STOCK                                 | CUSIP: 547055905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     18413 | NS      | $515212.89    | 0.08%             |  |  |  | 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        |     12200 | NS      | $89306.47     | 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        |    127708 | NS      | $147286.26    | 0.02%             |  |  |  | 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        |     15300 | NS      | $93239.48     | 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        |      8155 | NS      | $95275.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Finnair Oyj                                                                      | FINNAIR OYJ COMMON STOCK EUR.85                          | CUSIP: 433639903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    205747 | NS      | $96768.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alm. Brand A/S                                                                   | ALM BRAND A/S COMMON STOCK DKK10.0                       | CUSIP: 435002902<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |    287180 | NS      | $476968.96    | 0.08%             |  |  |  | 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        |       331 | NS      | $390065.80    | 0.06%             |  |  |  | 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        |      5600 | NS      | $65867.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Justsystems Corporation                                                          | JUSTSYSTEMS CORP COMMON STOCK                            | CUSIP: 607979903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $190905.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                                               | UNITED INTERNET AG COMMON STOCK                          | CUSIP: 435413901<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |     10039 | NS      | $213426.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Savencia SA                                                                      | SAVENCIA SA COMMON STOCK EUR1.0                          | CUSIP: 435692900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1501 | NS      | $87028.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDC Soft Inc.                                                                    | TDC SOFT INC COMMON STOCK                                | CUSIP: 607981909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $70832.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yutaka Giken Co.Ltd.                                                             | YUTAKA GIKEN CO LTD COMMON STOCK                         | CUSIP: 607995909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $19426.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recticel SA/NV                                                                   | RECTICEL SA COMMON STOCK                                 | CUSIP: 436349005<br>LEI: 549300R8K43AXHYP5M15 | Long             | EC               | CORP              | BE        |     14862 | NS      | $232876.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Capital Group Inc.                                                          | HOME CAPITAL GROUP INC COMMON STOCK                      | CUSIP: 436913107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13702 | NS      | $434951.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healius Limited                                                                  | HEALIUS LTD COMMON STOCK                                 | CUSIP: 611776907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    144876 | NS      | $289870.29    | 0.05%             |  |  |  | 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        |      3100 | NS      | $31258.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Technology Venture Company Limited                                     | HONG KONG TELEVISION NETWORK L ADR                       | CUSIP: 43858G107<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1717 | NS      | $25703.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GronlandsBANKEN aktieselskab                                                     | GRONLANDSBANKEN A/S COMMON STOCK DKK100.                 | CUSIP: 439109901<br>LEI: 549300EQF6IH6OIAYL40 | Long             | EC               | CORP              | GL        |       313 | NS      | $25927.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S.A.S. Dragon Holdings Limited                                                   | SAS DRAGON HOLDINGS LTD COMMON STOCK HKD.1               | CUSIP: 612177907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     84000 | NS      | $40432.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Benesse Holdings Inc.                                                            | BENESSE HOLDINGS INC COMMON STOCK                        | CUSIP: 612192906<br>LEI: 549300XOPEJA8L2IV934 | Long             | EC               | CORP              | JP        |     18300 | NS      | $266072.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDCREST Co.Ltd.                                                                | GOLDCREST CO LTD COMMON STOCK                            | CUSIP: 612334904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5770 | NS      | $74344.65     | 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      | $26.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guerbet                                                                          | GUERBET COMMON STOCK EUR1.0                              | CUSIP: 439515008<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2565 | NS      | $44564.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grenobloise D Electronique Et D Automatismes                                     | GEA COMMON STOCK EUR2.0                                  | CUSIP: 439784901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       126 | NS      | $10463.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H+H International A/S                                                            | H+H INTERNATIONAL A/S COMMON STOCK DKK10.0               | CUSIP: 439960907<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      6801 | NS      | $101621.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Faurecia                                                                         | FAURECIA SE COMMON STOCK EUR7.0                          | CUSIP: 440044907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     40348 | NS      | $672203.24    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MegaChips Corporation                                                            | MEGACHIPS CORP COMMON STOCK                              | CUSIP: 612392902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $115169.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Electronic Materials Corporation                                           | JAPAN ELECTRONIC MATERIALS COR COMMON STOCK              | CUSIP: 612648907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $49105.65     | 0.01%             |  |  |  | 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        |     25600 | NS      | $101891.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Entertainment Corporation                                              | UNIVERSAL ENTERTAINMENT CORP COMMON STOCK                | CUSIP: 612689901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $157679.89    | 0.02%             |  |  |  | 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        |     17100 | NS      | $125877.61    | 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        |     33700 | NS      | $252600.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Peab AB                                                                          | PEAB AB COMMON STOCK SEK5.35                             | CUSIP: 440776904<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |      3152 | NS      | $18191.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fielmann Aktiengesellschaft                                                      | FIELMANN AG COMMON STOCK                                 | CUSIP: 440920908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6964 | NS      | $254987.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaumont                                                                          | GAUMONT SA COMMON STOCK EUR8.0                           | CUSIP: 441216900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       489 | NS      | $52236.38     | 0.01%             |  |  |  | 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        |     38465 | NS      | $287674.42    | 0.05%             |  |  |  | No            |                  2 | 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        |      1100 | NS      | $18147.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAFCO Group Co. Ltd.                                                             | JAFCO CO LTD COMMON STOCK                                | CUSIP: 647143007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22400 | NS      | $395246.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JASTEC Co. Ltd.                                                                  | JASTEC CO LTD COMMON STOCK                               | CUSIP: 647184001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $30536.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBCC Holdings Inc.                                                               | JBCC HOLDINGS INC COMMON STOCK                           | CUSIP: 647295005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $82992.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O Innovation Inc.                                                              | H2O INNOVATION INC COMMON STOCK                          | CUSIP: 443300306<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6200 | NS      | $9218.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums                                                                     | INTERPARFUMS SA COMMON STOCK EUR3.0                      | CUSIP: 443383906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1659 | NS      | $93622.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Joban Kosan Co.Ltd.                                                              | JOBAN KOSAN CO LTD COMMON STOCK                          | CUSIP: 647430008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $17451.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Cash Machine Co. Ltd.                                                      | JAPAN CASH MACHINE CO LTD COMMON STOCK                   | CUSIP: 647589902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $69039.40     | 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        |     72222 | NS      | $407512.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hypothekarbank Lenzburg AG                                                       | HYPOTHEKARBANK LENZBURG AG COMMON STOCK CHF260.0         | CUSIP: 443717905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        17 | NS      | $73712.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Delight Co. Ltd.                                                            | AEON DELIGHT CO LTD COMMON STOCK                         | CUSIP: 647621903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $134363.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Limited                                                          | REGIS RESOURCES LTD COMMON STOCK                         | CUSIP: 647654904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    241409 | NS      | $321586.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Huhtamaki Oyj                                                                    | HUHTAMAKI OYJ COMMON STOCK                               | CUSIP: 444747000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |     29972 | NS      | $1095575.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg                                                                     | DERICHEBOURG SA COMMON STOCK EUR.25                      | CUSIP: 445708902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     34102 | NS      | $184486.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Financial Holdings Ltd                                                    | PUBLIC FINANCIAL HOLDINGS LTD COMMON STOCK HKD.1         | CUSIP: 647749001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    126000 | NS      | $36113.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Pacific Metals Corp.                                                         | NEW PACIFIC METALS CORP COMMON STOCK                     | CUSIP: 64782A107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2211 | NS      | $4668.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joshin Denki Co. Ltd.                                                            | JOSHIN DENKI CO LTD COMMON STOCK                         | CUSIP: 647960004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $95934.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wood One Co. Ltd.                                                                | WOOD ONE CO LTD COMMON STOCK                             | CUSIP: 647987007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $24526.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trigano                                                                          | TRIGANO SA COMMON STOCK EUR4.2568                        | CUSIP: 445762909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2880 | NS      | $360654.55    | 0.06%             |  |  |  | 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        |     50727 | NS      | $521743.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Syzygy AG                                                                        | SYZYGY AG COMMON STOCK                                   | CUSIP: 448215905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       471 | NS      | $2381.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Oyj                                                                      | CITYCON OYJ COMMON STOCK                                 | CUSIP: 449109909<br>LEI: 549300P8N0P6KDGTJ206 | Long             | EC               | CORP              | FI        |     21062 | NS      | $142110.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| K. Wah International Holdings Limited                                            | K WAH INTERNATIONAL HOLDINGS L COMMON STOCK HKD.1        | CUSIP: 648008001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    295000 | NS      | $92862.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Best Group Holding Limited                                                 | CHINA BEST GROUP HOLDING LTD COMMON STOCK HKD.1          | CUSIP: 648038909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    210000 | NS      | $12970.82     | 0.00%             |  |  |  | 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        |      4093 | NS      | $282362.18    | 0.04%             |  |  |  | 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        |        73 | NS      | $31966.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TX Group AG                                                                      | TAMEDIA AG COMMON STOCK CHF10.0                          | CUSIP: 449881903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       974 | NS      | $146449.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lectra                                                                           | LECTRA COMMON STOCK EUR1.0                               | CUSIP: 450866009<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6803 | NS      | $240847.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IAMGOLD Corporation                                                              | IAMGOLD CORP COMMON STOCK                                | CUSIP: 450913108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    171967 | NS      | $351566.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenzing Aktiengesellschaft                                                       | LENZING AG COMMON STOCK                                  | CUSIP: 451233001<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4215 | NS      | $287949.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kader Holdings Company Limited                                                   | KADER HOLDINGS CO LTD COMMON STOCK HKD.1                 | CUSIP: 648073005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     14000 | NS      | $810.97       | 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        |      6500 | NS      | $209709.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Energiedienst Holding AG                                                         | ENERGIEDIENST HOLDING AG COMMON STOCK CHF.1              | CUSIP: 451285902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4888 | NS      | $226542.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemira Oyj                                                                       | KEMIRA OYJ COMMON STOCK                                  | CUSIP: 451361901<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     33664 | NS      | $488132.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila Corporation                                                             | WARTSILA OYJ ABP COMMON STOCK                            | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    101028 | NS      | $875148.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Immutep Limited                                                                  | IMMUTEP LTD ADR                                          | CUSIP: 45257L108<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11923 | NS      | $28615.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Metals Corporation                                                      | IMPERIAL METALS CORP COMMON STOCK                        | CUSIP: 452892102<br>LEI: 549300WQSPLDYCC4Z755 | Long             | EC               | CORP              | CA        |     22308 | NS      | $34826.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluegger Group A/S                                                               | FLUEGGER GROUP A/S COMMON STOCK DKK20.0                  | CUSIP: 454789900<br>LEI: 5493008AHEOXL9ETQO38 | Long             | EC               | CORP              | DK        |       225 | NS      | $13869.52     | 0.00%             |  |  |  | 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      | $10169.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AS ONE Corporation                                                               | AS ONE CORP COMMON STOCK                                 | CUSIP: 648092906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $126086.02    | 0.02%             |  |  |  | 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        |      4400 | NS      | $139327.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamei Corporation                                                                | KAMEI CORP COMMON STOCK                                  | CUSIP: 648255008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $81743.39     | 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        |     11500 | NS      | $188958.09    | 0.03%             |  |  |  | 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        |      1600 | NS      | $39194.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanaden Corporation                                                              | KANADEN CORP COMMON STOCK                                | CUSIP: 648330009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $45736.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaneka Corporation                                                               | KANEKA CORP COMMON STOCK                                 | CUSIP: 648336006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14500 | NS      | $372604.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group Aktiengesellschaft                                                     | GEA GROUP AG COMMON STOCK                                | CUSIP: 455710905<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      5540 | NS      | $226538.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTZ AG                                                                         | DEUTZ AG COMMON STOCK                                    | CUSIP: 455784900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     41092 | NS      | $186216.86    | 0.03%             |  |  |  | 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        |      2653 | NS      | $450555.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Manutan International                                                            | MANUTAN INTERNATIONAL COMMON STOCK EUR2.0                | CUSIP: 456486000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       906 | NS      | $96512.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Information Services Corporation                                                 | INFORMATION SERVICES CORP COMMON STOCK                   | CUSIP: 45676A105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4400 | NS      | $76051.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKWEL                                                                            | AKWEL COMMON STOCK EUR.8                                 | CUSIP: 456953900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3921 | NS      | $66751.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InPlay Oil Corp.                                                                 | INPLAY OIL CORP COMMON STOCK                             | CUSIP: 45780T206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8571 | NS      | $20453.41     | 0.00%             |  |  |  | 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        |     46841 | NS      | $586404.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KANEKO SEEDS CO. LTD.                                                            | KANEKO SEEDS CO LTD COMMON STOCK                         | CUSIP: 648340909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $40515.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corporation                                                            | KANEMATSU CORP COMMON STOCK                              | CUSIP: 648346005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26000 | NS      | $290335.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KANDENKO CO. LTD.                                                                | KANDENKO CO LTD COMMON STOCK                             | CUSIP: 648358000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33000 | NS      | $208972.51    | 0.03%             |  |  |  | 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        |     15500 | NS      | $117163.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interfor Corporation                                                             | INTERFOR CORP COMMON STOCK                               | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |     18029 | NS      | $337754.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nolato AB                                                                        | NOLATO AB COMMON STOCK SEK5.0                            | CUSIP: 458971900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     67781 | NS      | $362080.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsukuba Bank Ltd.                                                                | TSUKUBA BANK LTD COMMON STOCK                            | CUSIP: 648363000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31600 | NS      | $48850.78     | 0.01%             |  |  |  | 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        |     40200 | NS      | $97028.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Katakura Industries Co. Ltd.                                                     | KATAKURA INDUSTRIES CO LTD COMMON STOCK                  | CUSIP: 648384006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $138258.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Katakura and Co-op Agri Corporation                                              | KATAKURA and CO-OP AGRI CORP COMMON STOCK                | CUSIP: 648386001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $12959.67     | 0.00%             |  |  |  | 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        |      6017 | NS      | $68981.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corporation                                              | INTERNATIONAL PETROLEUM CORP/S COMMON STOCK              | CUSIP: 46016U108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16696 | NS      | $194008.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corporation                                              | INTERNATIONAL PETROLEUM CORP/S COMMON STOCK              | CUSIP: 46016U108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1489 | NS      | $17013.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OC Oerlikon Corporation AG                                                       | OC OERLIKON CORP AG COMMON STOCK CHF1.0                  | CUSIP: 461275901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     64142 | NS      | $429265.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Electronics Ltd.                                                       | KANEMATSU ELECTRONICS LTD COMMON STOCK                   | CUSIP: 648413003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $136590.82    | 0.02%             |  |  |  | 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        |      8000 | NS      | $204734.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Olvi Oyj                                                                         | OLVI OYJ COMMON STOCK EUR2.                              | CUSIP: 462216904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      4942 | NS      | $166827.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Borussia Dortmund GmbH and Co. Kommanditgesellschaft auf Aktien                  | BORUSSIA DORTMUND GMBH and CO KG COMMON STOCK            | CUSIP: 462719907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     29529 | NS      | $109518.73    | 0.02%             |  |  |  | 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        |     29100 | NS      | $107892.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avex Inc.                                                                        | AVEX INC COMMON STOCK                                    | CUSIP: 612907907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $110647.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Relia Inc.                                                                       | RELIA INC COMMON STOCK                                   | CUSIP: 612915900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13500 | NS      | $101456.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Vintage Ltd                                                           | AUSTRALIAN VINTAGE LTD COMMON STOCK                      | CUSIP: 613067909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     76170 | NS      | $31148.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria AG                                                               | TELEKOM AUSTRIA AG COMMON STOCK                          | CUSIP: 463508903<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     53633 | NS      | $327863.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC Aktiebolag                                                                   | NCC AB COMMON STOCK SEK8.0                               | CUSIP: 464574003<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     22559 | NS      | $219059.85    | 0.03%             |  |  |  | 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        |      4400 | NS      | $72546.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ID Holdings Corporation                                                          | ID HOLDINGS CORP COMMON STOCK                            | CUSIP: 613128909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4950 | NS      | $33088.45     | 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        |      5500 | NS      | $153168.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHS Holdings Ltd.                                                                | SHS HOLDINGS LTD COMMON STOCK                            | CUSIP: 613394907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     84000 | NS      | $9140.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE BIC SA                                                                   | SOCIETE BIC SA COMMON STOCK EUR3.82                      | CUSIP: 529878902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      9132 | NS      | $603291.29    | 0.10%             |  |  |  | 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      |
| K's Holdings Corporation                                                         | K'S HOLDINGS CORP COMMON STOCK                           | CUSIP: 648427003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $292270.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kato Works Co.Ltd.                                                               | KATO WORKS CO LTD COMMON STOCK                           | CUSIP: 648428001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $22309.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightspeed Commerce Inc.                                                         | LIGHTSPEED COMMERCE INC COMMON STOCK                     | CUSIP: 53229C107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     40760 | NS      | $668753.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Linamar Corporation                                                              | LINAMAR CORP COMMON STOCK                                | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |     14816 | NS      | $727279.84    | 0.11%             |  |  |  | No            |                  1 | 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        |     14700 | NS      | $191650.37    | 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        |    285269 | NS      | $149023.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elders Limited                                                                   | ELDERS LTD COMMON STOCK                                  | CUSIP: 635785009<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     53058 | NS      | $372886.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GUD Holdings Limited                                                             | GUD HOLDINGS LTD COMMON STOCK                            | CUSIP: 635800006<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     54955 | NS      | $308308.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                   | RHEINMETALL AG COMMON STOCK                              | CUSIP: 533458907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5733 | NS      | $1171687.39   | 0.18%             |  |  |  | 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        |      9725 | NS      | $78563.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| G. K. Goh Holdings Limited                                                       | GK GOH HOLDINGS LTD COMMON STOCK                         | CUSIP: 635803901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     21000 | NS      | $13956.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujisash Co.Ltd.                                                                 | FUJISASH CO LTD COMMON STOCK                             | CUSIP: 635838006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45100 | NS      | $21967.41     | 0.00%             |  |  |  | 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        |     10198 | NS      | $324196.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WashTec AG                                                                       | WASHTEC AG COMMON STOCK                                  | CUSIP: 535543904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4217 | NS      | $167296.22    | 0.03%             |  |  |  | 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        |      8100 | NS      | $60655.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON DENTSU KOGYO CO. LTD.                                                     | NIPPON DENSETSU KOGYO CO LTD COMMON STOCK                | CUSIP: 664032000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10900 | NS      | $135421.74    | 0.02%             |  |  |  | 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        |      2500 | NS      | $47114.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWATA MFG Co. Ltd.                                                              | KAWATA MANUFACTURING CO LTD COMMON STOCK                 | CUSIP: 648489904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $9945.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Chemi-Con Corporation                                                     | NIPPON CHEMI-CON CORP COMMON STOCK                       | CUSIP: 664035003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6927 | NS      | $93973.03     | 0.01%             |  |  |  | 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        |     31900 | NS      | $98945.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parken Sport and Entertainment A/S                                               | PARKEN SPORT and ENTERTAINMENT A COMMON STOCK DKK20.     | CUSIP: 535954903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      1870 | NS      | $19720.88     | 0.00%             |  |  |  | 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        |     14816 | NS      | $13281.15     | 0.00%             |  |  |  | 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        |     31200 | NS      | $285815.69    | 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        |     28100 | NS      | $204375.21    | 0.03%             |  |  |  | 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        |      7400 | NS      | $231269.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Carbide Industries Co. Inc.                                               | NIPPON CARBIDE INDUSTRIES CO I COMMON STOCK              | CUSIP: 664064003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $23826.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laurent-Perrier                                                                  | LAURENT-PERRIER COMMON STOCK EUR3.8                      | CUSIP: 570095901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1118 | NS      | $119449.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gurit Holding AG                                                                 | GURIT HOLDING AG COMMON STOCK CHF50.0                    | CUSIP: 570379909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1224 | NS      | $125821.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| GFT Technologies SE                                                              | GFT TECHNOLOGIES SE COMMON STOCK                         | CUSIP: 570994905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6077 | NS      | $232387.52    | 0.04%             |  |  |  | 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        |      7224 | NS      | $1148228.53   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KYB Corporation                                                                  | KYB CORP COMMON STOCK                                    | CUSIP: 648500007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $170174.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Karrie International Holdings Limited                                            | KARRIE INTERNATIONAL HOLDINGS COMMON STOCK HKD.1         | CUSIP: 648562908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    180000 | NS      | $29950.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konishi Co. Ltd.                                                                 | KONISHI CO LTD COMMON STOCK                              | CUSIP: 648586907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $141416.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PIOLAX Inc.                                                                      | PIOLAX INC COMMON STOCK                                  | CUSIP: 648596906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $110589.68    | 0.02%             |  |  |  | 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        |      3900 | NS      | $46072.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Felt Co.Ltd.                                                              | NIPPON FELT CO LTD COMMON STOCK                          | CUSIP: 664072006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $16509.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corporation                                                                | NIPPON FLOUR MILLS CO LTD COMMON STOCK                   | CUSIP: 664074002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16900 | NS      | $195170.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissui Corporation                                                               | NIPPON SUISAN KAISHA LTD COMMON STOCK                    | CUSIP: 664092004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     95400 | NS      | $363598.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Anima Holding S.p.A.                                                             | ANIMA HOLDING SPA COMMON STOCK NPV                       | CUSIP: ACI0854F8<br>LEI: 549300T1EREIRH8ICX03 | Long             | EC               | CORP              | IT        |     87266 | NS      | $333975.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OEM International AB                                                             | OEM INTERNATIONAL AB COMMON STOCK SEK.83                 | CUSIP: ACI085J21<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     25746 | NS      | $155977.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bossard Holding AG                                                               | BOSSARD HOLDING AG REG A COMMON STOCK CHF5.0             | CUSIP: ACI087035<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2262 | NS      | $497648.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Helia Group Limited                                                              | GENWORTH MORTGAGE INSURANCE AU COMMON STOCK              | CUSIP: ACI08GHD5<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    120934 | NS      | $223538.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tremor International Ltd.                                                        | TREMOR INTERNATIONAL LTD COMMON STOCK                    | CUSIP: ACI08J211<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     17934 | NS      | $70025.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurelia Metals Limited                                                           | AURELIA METALS LTD COMMON STOCK                          | CUSIP: ACI08L463<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    409013 | NS      | $43667.65     | 0.01%             |  |  |  | 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        |      7794 | NS      | $187130.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MLP SE                                                                           | MLP SE COMMON STOCK                                      | CUSIP: 572027902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     22937 | NS      | $126727.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Limited                                                         | KERRY PROPERTIES LTD COMMON STOCK HKD1.0                 | CUSIP: 648631901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    143000 | NS      | $273372.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Keck Seng Investments (Hong Kong) Limited                                        | KECK SENG INVESTMENTS COMMON STOCK                       | CUSIP: 648668002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     19000 | NS      | $5263.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri S.p.A.                                                               | FINCANTIERI SPA COMMON STOCK NPV                         | CUSIP: ACI08NDN2<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    193472 | NS      | $111275.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| FDM Group (Holdings) plc                                                         | FDM GROUP HOLDINGS PLC COMMON STOCK GBP.01               | CUSIP: ACI08P274<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28133 | NS      | $249800.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Brodrene Hartmann A/S                                                            | BRODRENE HARTMANN A/S COMMON STOCK DKK20.                | CUSIP: 572258903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |       865 | NS      | $35585.79     | 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        |      4533 | NS      | $103197.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| G-Tekt Corporation                                                               | G-TEKT CORP COMMON STOCK                                 | CUSIP: 648707909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $98778.78     | 0.02%             |  |  |  | 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        |     11500 | NS      | $107623.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Profilo S.p.A.                                                             | BANCA PROFILO SPA COMMON STOCK                           | CUSIP: 572458909<br>LEI: RRAN7P32P0W0YY4XQW79 | Long             | EC               | CORP              | IT        |    121842 | NS      | $25670.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEA S.p.A.                                                                      | ACEA SPA COMMON STOCK EUR5.16                            | CUSIP: 572812907<br>LEI: 549300Q3448N041CTH56 | Long             | EC               | CORP              | IT        |     13366 | NS      | $183730.99    | 0.03%             |  |  |  | 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        |      3500 | NS      | $33304.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keiyo Co. Ltd.                                                                   | KEIYO CO LTD COMMON STOCK                                | CUSIP: 648745008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $92137.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEL Corporation                                                                  | KEL CORP COMMON STOCK                                    | CUSIP: 648757904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $23698.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohsoku Corporation                                                              | KOHSOKU CORP COMMON STOCK                                | CUSIP: 648859908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $41205.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romande Energie Holding SA                                                       | ROMANDE ENERGIE HOLDING SA COMMON STOCK CHF25.0          | CUSIP: 572885903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       158 | NS      | $179764.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Azkoyen SA                                                                       | AZKOYEN SA COMMON STOCK EUR.6                            | CUSIP: 573032901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      4660 | NS      | $29972.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scales Corporation Limited                                                       | SCALES CORP LTD COMMON STOCK                             | CUSIP: ACI08TQT2<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     25768 | NS      | $71464.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bystronic AG                                                                     | CONZZETA AG COMMON STOCK CHF2.0                          | CUSIP: ACI08V5B9<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       529 | NS      | $378027.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Martinrea International Inc.                                                     | MARTINREA INTERNATIONAL INC COMMON STOCK                 | CUSIP: 573459104<br>LEI: 5493004U3PUN21MLJG41 | Long             | EC               | CORP              | CA        |     26032 | NS      | $230488.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1and1 AG                                                                         | 1and1 DRILLISCH AG COMMON STOCK                          | CUSIP: 573467909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     13559 | NS      | $194884.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                     | AMS-OSRAM AG COMMON STOCK                                | CUSIP: ACI08ZN87<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     80594 | NS      | $671212.66    | 0.11%             |  |  |  | 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        |     68997 | NS      | $248887.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                                | TAG IMMOBILIEN AG COMMON STOCK                           | CUSIP: 573563905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     46798 | NS      | $282236.17    | 0.04%             |  |  |  | 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        |     39823 | NS      | $218926.81    | 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        |      8108 | NS      | $39541.41     | 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        |      9658 | NS      | $169097.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                                                        | INWIDO AB COMMON STOCK SEK4.0                            | CUSIP: ACI09H8S9<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     19565 | NS      | $197013.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RAI Way S.p.A.                                                                   | RAI WAY SPA COMMON STOCK NPV                             | CUSIP: ACI09Y274<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     34478 | NS      | $189010.14    | 0.03%             |  |  |  | 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        |      1291 | NS      | $29160.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojima Co. Ltd.                                                                  | KOJIMA CO LTD COMMON STOCK                               | CUSIP: 648891901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13300 | NS      | $59630.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| The Hour Glass Limited                                                           | HOUR GLASS LTD/THE COMMON STOCK                          | CUSIP: ACI09ZVM6<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     68900 | NS      | $108571.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iFAST Corporation Ltd.                                                           | IFAST CORP LTD COMMON STOCK                              | CUSIP: ACI0B5VX5<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     32000 | NS      | $126001.37    | 0.02%             |  |  |  | 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        |       842 | NS      | $137301.86    | 0.02%             |  |  |  | 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        |      2024 | NS      | $203171.52    | 0.03%             |  |  |  | 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        |       600 | NS      | $34165.37     | 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        |      4300 | NS      | $192105.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IR Japan Holdings Ltd.                                                           | IR JAPAN HOLDINGS LTD COMMON STOCK                       | CUSIP: ACI0BD1B9<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $33481.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenon Holdings Ltd.                                                              | KENON HOLDINGS LTD/SINGAPORE COMMON STOCK                | CUSIP: ACI0BDP31<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      1371 | NS      | $49994.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress-Werk Oberkirch Aktiengesellschaft                                       | PROGRESS-WERK OBERKIRCH AG COMMON STOCK                  | CUSIP: 574082905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       386 | NS      | $12315.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amper S.A.                                                                       | AMPER SA COMMON STOCK EUR.05                             | CUSIP: 574422903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |    307165 | NS      | $54223.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Semperit Aktiengesellschaft Holding                                              | SEMPERIT AG HOLDING COMMON STOCK                         | CUSIP: 576028906<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      3480 | NS      | $70991.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENIT Aktiengesellschaft                                                         | CENIT AG COMMON STOCK                                    | CUSIP: 576151906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2412 | NS      | $32439.14     | 0.01%             |  |  |  | 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        |     16700 | NS      | $133833.37    | 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        |     22699 | NS      | $444017.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Vicat S.A.                                                                       | VICAT SA COMMON STOCK EUR4.0                             | CUSIP: 576320907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6848 | NS      | $164588.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis N.V.                                                                     | ARCADIS NV COMMON STOCK EUR.02                           | CUSIP: 576920904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     22418 | NS      | $915091.47    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc.                                                            | MACNICA FUJI ELECTRONICS HOLDI COMMON STOCK              | CUSIP: ACI0BXWY1<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $415664.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intershop Holding AG                                                             | INTERSHOP HOLDING AG COMMON STOCK CHF10.0                | CUSIP: ACI0C46M9<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       540 | NS      | $361097.44    | 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        |      5300 | NS      | $63712.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan KFC Holdings Ltd.                                                          | KFC HOLDINGS JAPAN LTD COMMON STOCK                      | CUSIP: 649016003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $99095.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKKT AG                                                                         | TAKKT AG COMMON STOCK                                    | CUSIP: 576947907<br>LEI: 549300AZ0JTVTW3IZY37 | Long             | EC               | CORP              | DE        |     15103 | NS      | $210682.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuestenrot and Wuerttembergische AG                                              | WUESTENROT and WUERTTEMBERGISCHE COMMON STOCK            | CUSIP: 577091903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     10450 | NS      | $165292.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMOTO Co. Ltd.                                                                  | KIMOTO CO LTD COMMON STOCK                               | CUSIP: 649154903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15600 | NS      | $27100.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecoss Corporation                                                               | GECOSS CORP COMMON STOCK                                 | CUSIP: 649179900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $38062.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANCOM SE                                                                        | CANCOM SE COMMON STOCK                                   | CUSIP: 577262900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     12396 | NS      | $374579.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONI AG                                                                         | LEONI AG COMMON STOCK                                    | CUSIP: 577325905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9448 | NS      | $62332.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Digia Oyj                                                                        | DIGIA OYJ COMMON STOCK EUR.1                             | CUSIP: 577436900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      7562 | NS      | $46429.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maverix Metals Inc.                                                              | MAVERIX METALS INC COMMON STOCK                          | CUSIP: 57776F405<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18001 | NS      | $78687.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kowloon Development Company Limited                                              | KOWLOON DEVELOPMENT CO LTD COMMON STOCK                  | CUSIP: 649199908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    106000 | NS      | $98646.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingmaker Footwear Holdings Limited                                              | KINGMAKER FOOTWEAR HOLDINGS LT COMMON STOCK HKD.1        | CUSIP: 649209905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     54000 | NS      | $6811.95      | 0.00%             |  |  |  | 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        |     15596 | NS      | $271701.60    | 0.04%             |  |  |  | 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        |      3793 | NS      | $225502.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi Unicem Spa - Senza Vincoli Di Rappresentazione Grafica                     | BUZZI UNICEM SPA COMMON STOCK EUR.6                      | CUSIP: 578220907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     29399 | NS      | $567622.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Suedzucker AG                                                                    | SUEDZUCKER AG COMMON STOCK                               | CUSIP: 578446908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     22841 | NS      | $336352.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimura Chemical Plants Co. Ltd.                                                  | KIMURA CHEMICAL PLANTS CO LTD COMMON STOCK               | CUSIP: 649248903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $30261.63     | 0.00%             |  |  |  | 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      | $6797.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klil Industries Ltd                                                              | KLIL INDUSTRIES LTD COMMON STOCK ILS5.                   | CUSIP: 649318904<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       300 | NS      | $22884.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN HOLDINGSINC.                                                                 | SAN HOLDINGS INC COMMON STOCK                            | CUSIP: 649397908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $49124.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boustead Projects Pte. Ltd.                                                      | BOUSTEAD PROJECTS LTD COMMON STOCK                       | CUSIP: ACI0CDVH2<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     28557 | NS      | $16245.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biocartis Group NV                                                               | BIOCARTIS NV COMMON STOCK                                | CUSIP: ACI0CGHW8<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     20768 | NS      | $16741.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Kissei Pharmaceutical Co. Ltd.                                                   | KISSEI PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 649406006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $159337.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitagawa Corporation                                                             | KITAGAWA CORP COMMON STOCK                               | CUSIP: 649410008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $29430.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KITANO CONSTRUCTION CORP.                                                        | KITANO CONSTRUCTION CORP COMMON STOCK                    | CUSIP: 649416005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $26638.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bourbon Corporation                                                              | BOURBON CORP/JAPAN COMMON STOCK                          | CUSIP: 649421005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $39715.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Surteco Group SE                                                                 | SURTECO GROUP SE COMMON STOCK                            | CUSIP: 578518904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2163 | NS      | $43822.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspo Oyj                                                                         | ASPO OYJ COMMON STOCK                                    | CUSIP: 578549909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5505 | NS      | $45639.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento de Construcciones y Contratas S.A.                                       | FCC COMMON STOCK EUR1.                                   | CUSIP: 578711905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     12966 | NS      | $118961.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bittium Oyj                                                                      | BITTIUM OYJ COMMON STOCK                                 | CUSIP: 579298902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     10462 | NS      | $40640.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Plazza AG                                                                        | PLAZZA AG COMMON STOCK CHF.5                             | CUSIP: ACI0D4LX7<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       271 | NS      | $89352.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRENKE AG                                                                        | GRENKE AG COMMON STOCK                                   | CUSIP: ACI0DPF58<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1670 | NS      | $36216.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KITZ Corporation                                                                 | KITZ CORP COMMON STOCK                                   | CUSIP: 649427002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22100 | NS      | $137075.65    | 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        |      3500 | NS      | $49323.74     | 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        |     25158 | NS      | $488189.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Avio S.p.A.                                                                      | AVIO SPA COMMON STOCK NPV                                | CUSIP: ACI0FJF19<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      6136 | NS      | $71612.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assystem SA                                                                      | ASSYSTEM SA COMMON STOCK EUR1.0                          | CUSIP: 579792904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2475 | NS      | $100108.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bigben Interactive                                                               | BIGBEN INTERACTIVE COMMON STOCK EUR2.0                   | CUSIP: 580003903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4952 | NS      | $34776.23     | 0.01%             |  |  |  | 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        |     18139 | NS      | $202286.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOA Corporation                                                                  | KOA CORP COMMON STOCK                                    | CUSIP: 649586005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $179777.85    | 0.03%             |  |  |  | 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        |     12200 | NS      | $57789.95     | 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        |      2300 | NS      | $54087.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stratec SE                                                                       | STRATEC SE COMMON STOCK                                  | CUSIP: ACI0GDQY7<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2035 | NS      | $176831.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co. Ltd.                                                   | COSMO ENERGY HOLDINGS CO LTD COMMON STOCK                | CUSIP: ACI0GQS26<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $87196.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                                                  | KOBE STEEL LTD COMMON STOCK                              | CUSIP: 649602000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |    100020 | NS      | $453847.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Achilles Corporation                                                             | ACHILLES CORP COMMON STOCK                               | CUSIP: 649604006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $46243.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Pour L'Informatique Industrielle SII                                     | SOCIETE POUR L'INFORMATIQUE IN COMMON STOCK EUR2.0       | CUSIP: 580129906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2648 | NS      | $128944.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Varta Aktiengesellschaft                                                         | VARTA AG COMMON STOCK NPV                                | CUSIP: 580244903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4004 | NS      | $118316.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| KOMERI Co. Ltd.                                                                  | KOMERI CO LTD COMMON STOCK                               | CUSIP: 649625001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $181232.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOKUYO Co. Ltd.                                                                  | KOKUYO CO LTD COMMON STOCK                               | CUSIP: 649650009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25173 | NS      | $332794.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Earlypay Ltd                                                                     | EARLYPAY LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     42680 | NS      | $11897.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bufab AB                                                                         | BUFAB AB COMMON STOCK SEK.01                             | CUSIP: BJZ2Z0908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      9144 | NS      | $201968.61    | 0.03%             |  |  |  | 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        |      7300 | NS      | $42703.36     | 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        |      1800 | NS      | $16853.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WithSecure Oyj                                                                   | F-SECURE OYJ COMMON STOCK                                | CUSIP: 580685907<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     33411 | NS      | $48565.19     | 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        |     12241 | NS      | $363323.14    | 0.06%             |  |  |  | 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      | $13488.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Tel Aviv Stock Exchange Ltd.                                                 | TEL AVIV STOCK EXCHANGE LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     15875 | NS      | $107198.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komori Corporation                                                               | KOMORI CORP COMMON STOCK                                 | CUSIP: 649665007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14424 | NS      | $86080.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komaihaltec Inc.                                                                 | KOMAIHALTEC INC COMMON STOCK                             | CUSIP: 649666005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $13460.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evotec SE                                                                        | EVOTEC SE COMMON STOCK                                   | CUSIP: 581191905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7818 | NS      | $139678.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BasicNet S.p.A.                                                                  | BASICNET SPA COMMON STOCK EUR.52                         | CUSIP: 581526902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      3403 | NS      | $20507.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bekaert SA                                                                       | BEKAERT SA COMMON STOCK                                  | CUSIP: 582743902<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     10307 | NS      | $368052.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Baywa Aktiengesellschaft                                                         | BAYWA AG COMMON STOCK                                    | CUSIP: 583805908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6365 | NS      | $308406.08    | 0.05%             |  |  |  | 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        |    267274 | NS      | $564525.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| I-ne CO.LTD.                                                                     | I-NE CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $34711.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTORUN Co. Ltd                                                                  | OPTORUN CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5700 | NS      | $107116.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyHolder Inc.                                                                   | KEYHOLDER INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $6309.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takasho Co. Ltd.                                                                 | TAKASHO CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $15427.37     | 0.00%             |  |  |  | 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        |     11400 | NS      | $161504.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Facilities Corporation                                                   | MEDICAL FACILITIES CORP COMMON STOCK                     | CUSIP: 58457V503<br>LEI: 549300KHW6BB8F1NXK22 | Long             | EC               | CORP              | CA        |     12830 | NS      | $77066.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Melcor Developments Ltd.                                                         | MELCOR DEVELOPMENTS LTD COMMON STOCK                     | CUSIP: 585467103<br>LEI: 549300RYMI0PJCFQBB05 | Long             | EC               | CORP              | CA        |      4800 | NS      | $38895.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moriroku Holdings Company Ltd.                                                   | MORIROKU HOLDINGS CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $34627.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yukiguni Maitake Co.Ltd.                                                         | YUKIGUNI MAITAKE CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5000 | NS      | $36405.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konica Minolta Inc.                                                              | KONICA MINOLTA INC COMMON STOCK                          | CUSIP: 649670007<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |    147900 | NS      | $615629.63    | 0.10%             |  |  |  | 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        |     11100 | NS      | $205489.02    | 0.03%             |  |  |  | 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        |     15690 | NS      | $106170.68    | 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        |      5000 | NS      | $79632.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kureha Corporation                                                               | KUREHA CORP COMMON STOCK                                 | CUSIP: 649790003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $350467.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurimoto Ltd.                                                                    | KURIMOTO LTD COMMON STOCK                                | CUSIP: 649794005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $43053.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Future Mobility Group Limited                                             | APOLLO FUTURE MOBILITY GROUP L COMMON STOCK NPV          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   1040000 | NS      | $40970.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentamaster International Limited                                                | PENTAMASTER INTERNATIONAL LTD COMMON STOCK HKD.01        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     62000 | NS      | $5836.36      | 0.00%             |  |  |  | No            |                  2 | 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        |     16582 | NS      | $1038799.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Immsi S.p.A.                                                                     | IMMSI SPA COMMON STOCK                                   | CUSIP: 589861905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     75963 | NS      | $33121.33     | 0.01%             |  |  |  | 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        |    324582 | NS      | $136567.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenvolt - Energias Renovaveis S.A.                                             | GREENVOLT-ENERGIAS RENOVAVEIS COMMON STOCK NPV           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PT        |      7722 | NS      | $65520.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Photocure ASA                                                                    | PHOTOCURE ASA COMMON STOCK NOK.5                         | CUSIP: 590037909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      7868 | NS      | $81301.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RATIONAL AG                                                                      | RATIONAL AG COMMON STOCK                                 | CUSIP: 591060900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        39 | NS      | $24503.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Krosaki Harima Corporation                                                       | KROSAKI HARIMA CORP COMMON STOCK                         | CUSIP: 649800000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $77081.50     | 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        |      2200 | NS      | $46457.31     | 0.01%             |  |  |  | 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        |      5416 | NS      | $825577.11    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Methanex Corporation                                                             | METHANEX CORP COMMON STOCK                               | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |     21137 | NS      | $826372.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic Paper Holding AB                                                          | NORDIC PAPER HOLDING AB COMMON STOCK SEK.285715          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      3939 | NS      | $12107.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aztech Global Ltd                                                                | AZTECH GLOBAL LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     44700 | NS      | $26827.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Huo Technology Holdings Limited                                              | HUOBI TECHNOLOGY HOLDINGS LTD COMMON STOCK HKD.001       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     18500 | NS      | $8246.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atoss Software AG                                                                | ATOSS SOFTWARE AG COMMON STOCK                           | CUSIP: 592735906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1254 | NS      | $192251.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dea Capital Spa                                                                  | DEA CAPITAL SPA COMMON STOCK EUR1.0                      | CUSIP: 593201908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     30974 | NS      | $36575.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunimine Industries Co.Ltd.                                                      | KUNIMINE INDUSTRIES CO LTD COMMON STOCK                  | CUSIP: 649860905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $13150.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Boeki Kaisha Ltd.                                                        | KYOKUTO BOEKI KAISHA LTD COMMON STOCK                    | CUSIP: 649865003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $25091.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaisala Oyj                                                                      | VAISALA OYJ COMMON STOCK                                 | CUSIP: 593235906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      6527 | NS      | $271349.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle Aktiengesellschaft                                                       | BECHTLE AG COMMON STOCK                                  | CUSIP: 593240906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     24471 | NS      | $892379.31    | 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        |     40232 | NS      | $32873.96     | 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        |     26124 | NS      | $23950.34     | 0.00%             |  |  |  | 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        |      6888 | NS      | $42812.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanoma Oyj                                                                       | SANOMA OYJ COMMON STOCK                                  | CUSIP: 596464909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     27196 | NS      | $321114.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Net Insight AB                                                                   | NET INSIGHT AB COMMON STOCK SEK.04                       | CUSIP: 596768903<br>LEI: 549300BMCT8IT2CFDH63 | Long             | EC               | CORP              | SE        |     57222 | NS      | $33303.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linedata Services                                                                | LINEDATA SERVICES COMMON STOCK EUR1.0                    | CUSIP: 596787903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1472 | NS      | $69414.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haulotte Group                                                                   | HAULOTTE GROUP SA COMMON STOCK EUR.13                    | CUSIP: 596884908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3951 | NS      | $14150.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energiekontor AG                                                                 | ENERGIEKONTOR AG COMMON STOCK                            | CUSIP: 597098904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2118 | NS      | $195032.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                                                    | SONAE SGPS SA COMMON STOCK EUR1.0                        | CUSIP: 597399906<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |    304900 | NS      | $309738.94    | 0.05%             |  |  |  | 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        |      1453 | NS      | $390194.54    | 0.06%             |  |  |  | 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        |       389 | NS      | $312518.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Electronics Group AB                                                      | BEIJER ELECTRONICS GROUP AB COMMON STOCK SEK.33          | CUSIP: 598763902<br>LEI: 549300HBZGNQOTYZPJ54 | Long             | EC               | CORP              | SE        |      9584 | NS      | $102497.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                                                          | METROPOLE TELEVISION SA COMMON STOCK EUR.4               | CUSIP: 599390903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10149 | NS      | $145926.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRJ Group                                                                        | NRJ GROUP COMMON STOCK                                   | CUSIP: 599612900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6595 | NS      | $43350.90     | 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        |       934 | NS      | $95021.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1                                                           | TELEVISION FRANCAISE 1 COMMON STOCK EUR.2                | CUSIP: 599711900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     16840 | NS      | $127282.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOKUYO CO. LTD.                                                                 | KYOKUYO CO LTD COMMON STOCK                              | CUSIP: 649870003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $102404.45    | 0.02%             |  |  |  | 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      | $36120.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synergie                                                                         | SYNERGIE SA COMMON STOCK EUR5.0                          | CUSIP: 599974904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3038 | NS      | $97254.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| North Media A/S                                                                  | NORTH MEDIA AS COMMON STOCK DKK5.                        | CUSIP: 599975901<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      2487 | NS      | $21763.60     | 0.00%             |  |  |  | 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      | $2.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gr Properties Limited                                                            | GR PROPERTIES LTD COMMON STOCK                           | CUSIP: 615149903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    184000 | NS      | $21845.32     | 0.00%             |  |  |  | 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        |     10500 | NS      | $104740.20    | 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        |     14900 | NS      | $45105.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bull-Dog Sauce Co.Ltd.                                                           | BULL-DOG SAUCE CO LTD COMMON STOCK                       | CUSIP: 615200003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $35016.51     | 0.01%             |  |  |  | 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        |     18000 | NS      | $147719.50    | 0.02%             |  |  |  | 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        |      6300 | NS      | $108859.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yasuda Logistics Corporation                                                     | YASUDA LOGISTICS CORP COMMON STOCK                       | CUSIP: 615584901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $35465.33     | 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      | $4981.72      | 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        |      2300 | NS      | $32751.10     | 0.01%             |  |  |  | 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        |      1100 | NS      | $19749.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEO Group Inc.                                                                  | EXEO GROUP INC COMMON STOCK                              | CUSIP: 649942000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $103998.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MMA Offshore Limited                                                             | MMA OFFSHORE LTD COMMON STOCK                            | CUSIP: 615694908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     92633 | NS      | $47353.38     | 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        |     27013 | NS      | $377821.59    | 0.06%             |  |  |  | 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        |    361840 | NS      | $106608.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CKD Corporation                                                                  | CKD CORP COMMON STOCK                                    | CUSIP: 616005005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15100 | NS      | $227993.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Electronic Instruments Co. Ltd.                                            | KYOWA ELECTRONIC INSTRUMENTS C COMMON STOCK              | CUSIP: 649944907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $19085.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Leather Cloth Co. Ltd.                                                     | KYOWA LEATHER CLOTH CO LTD COMMON STOCK                  | CUSIP: 649950904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $18552.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mincor Resources NL                                                              | MINCOR RESOURCES NL COMMON STOCK                         | CUSIP: 600052906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     97857 | NS      | $105528.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMPT Limited                                                                    | ASM PACIFIC TECHNOLOGY LTD COMMON STOCK HKD.1            | CUSIP: 600245005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     81900 | NS      | $609704.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyudenko Corporation                                                             | KYUDENKO CORP COMMON STOCK                               | CUSIP: 649996006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $356077.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KVK Corporation                                                                  | KVK CORP COMMON STOCK                                    | CUSIP: 650121908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $16980.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMK CORPORATION                                                                  | CMK CORP COMMON STOCK                                    | CUSIP: 616016002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19000 | NS      | $81110.42     | 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        |    100000 | NS      | $145463.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kondotec Inc.                                                                    | KONDOTEC INC COMMON STOCK                                | CUSIP: 650176902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $51955.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| K.R.S.Corporation                                                                | KRS CORP COMMON STOCK                                    | CUSIP: 650266901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $33858.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuang's China Investments Limited                                               | CHUANG'S CHINA INVESTMENTS LTD COMMON STOCK HKD.05       | CUSIP: 616235909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    210000 | NS      | $7189.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corporation                                                                 | FUJI CORP/MIYAGI COMMON STOCK                            | CUSIP: 616354908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $35710.69     | 0.01%             |  |  |  | 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        |      8039 | NS      | $33587.33     | 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        |    262000 | NS      | $36233.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konaka Co. Ltd.                                                                  | KONAKA CO LTD COMMON STOCK                               | CUSIP: 650356900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $25561.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kwoon Chung Bus Holdings Limited                                                 | KWOON CHUNG BUS HOLDINGS LTD COMMON STOCK HKD.1          | CUSIP: 650369903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     20000 | NS      | $4513.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adbri Limited                                                                    | ADELAIDE BRIGHTON LTD COMMON STOCK                       | CUSIP: 600688006<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     93582 | NS      | $110559.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRONEXUS Inc.                                                                    | PRONEXUS INC COMMON STOCK                                | CUSIP: 600702906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $42187.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SB Technology Corp.                                                              | SOFTBANK TECHNOLOGY CORP COMMON STOCK                    | CUSIP: 616399903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $51545.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CAC Holdings Corporation                                                         | CAC HOLDINGS CORP COMMON STOCK                           | CUSIP: 616443909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $49200.88     | 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        |      3400 | NS      | $53691.27     | 0.01%             |  |  |  | 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        |     60000 | NS      | $36748.31     | 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        |      7300 | NS      | $176232.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Infocom Corp.                                                                    | INFOCOM CORP COMMON STOCK                                | CUSIP: 650673908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $103821.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Agro-Kanesho Co.Ltd.                                                             | AGRO-KANESHO CO LTD COMMON STOCK                         | CUSIP: 600986905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $31627.70     | 0.00%             |  |  |  | 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        |     16000 | NS      | $379606.17    | 0.06%             |  |  |  | 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        |   1788300 | NS      | $381760.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckon Limited                                                                   | RECKON LTD COMMON STOCK                                  | CUSIP: 616502902<br>LEI: 549300Z31B2VGMEV1175 | Long             | EC               | CORP              | AU        |     25906 | NS      | $9972.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical System Network Co.Ltd.                                                   | MEDICAL SYSTEM NETWORK CO LTD COMMON STOCK               | CUSIP: 650805906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $19495.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Migdal Insurance and Financial Holdings Ltd                                      | MIGDAL INSURANCE and FINANCIAL H COMMON STOCK ILS.01     | CUSIP: 650906902<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     80532 | NS      | $106389.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Arrows Ltd.                                                               | UNITED ARROWS LTD COMMON STOCK                           | CUSIP: 616659900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $78772.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinwa Co. Ltd.                                                                  | SHINWA CO LTD/NAGOYA COMMON STOCK                        | CUSIP: 616781902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $60064.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imasen Electric Industrial Co. Ltd.                                              | IMASEN ELECTRIC INDUSTRIAL COMMON STOCK                  | CUSIP: 650995905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $9009.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDION Corporation                                                                | EDION CORP COMMON STOCK                                  | CUSIP: 651271900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26400 | NS      | $240890.24    | 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        |      7200 | NS      | $79325.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Lamick Co. Ltd.                                                           | TAISEI LAMICK CO LTD COMMON STOCK                        | CUSIP: 651522906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $55850.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S Line Co.Ltd.                                                                   | S LINE CO LTD COMMON STOCK                               | CUSIP: 676405905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $11944.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S.T.Corporation                                                                  | ST CORP COMMON STOCK                                     | CUSIP: 676435001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $48151.76     | 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        |      2100 | NS      | $55611.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saibu Gas Holdings Co.Ltd.                                                       | SAIBU GAS CO LTD COMMON STOCK                            | CUSIP: 676782006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $97941.79     | 0.02%             |  |  |  | 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        |      3600 | NS      | $120784.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanko Gosei Ltd.                                                                 | SANKO GOSEI LTD COMMON STOCK                             | CUSIP: 676934904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $10397.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Tokei Denki Co. Ltd.                                                       | AICHI TOKEI DENKI CO LTD COMMON STOCK                    | CUSIP: 601006000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $32800.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Corporation                                                                | AICHI CORP COMMON STOCK                                  | CUSIP: 601009004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $62549.64     | 0.01%             |  |  |  | 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        |      5200 | NS      | $71528.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Heavy IndustriesLtd.                                                       | SAKAI HEAVY INDUSTRIES LTD COMMON STOCK                  | CUSIP: 676948003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $41116.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Energy Limited                                                            | COOPER ENERGY LTD COMMON STOCK                           | CUSIP: 651561904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    756946 | NS      | $100528.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Corporation                                                                 | LIFE CORP COMMON STOCK                                   | CUSIP: 651582009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $93389.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Steel Corporation                                                          | AICHI STEEL CORP COMMON STOCK                            | CUSIP: 601020001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $68156.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aida Engineering Ltd.                                                            | AIDA ENGINEERING LTD COMMON STOCK                        | CUSIP: 601032006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16800 | NS      | $103064.46    | 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        |     13800 | NS      | $111561.86    | 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        |    298000 | NS      | $185502.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Global Investments Limited                                             | NAVIGATOR GLOBAL INVESTMENTS L COMMON STOCK              | CUSIP: ACI0YVHS0<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51211 | NS      | $40735.69     | 0.01%             |  |  |  | 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        |      3000 | NS      | $76262.30     | 0.01%             |  |  |  | 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        |     96298 | NS      | $66287.56     | 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        |      8020 | NS      | $87698.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arata Corporation                                                                | ARATA CORP COMMON STOCK                                  | CUSIP: 651751901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $158741.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Create Co.Ltd.                                                           | ADVANCE CREATE CO LTD COMMON STOCK                       | CUSIP: 651794901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $24958.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisan Industry Co. Ltd.                                                          | AISAN INDUSTRY CO LTD COMMON STOCK                       | CUSIP: 601064900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $64918.27     | 0.01%             |  |  |  | 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        |     25300 | NS      | $30549.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezion Holdings Limited                                                           | EZION HOLDINGS LTD WARRANT CALL EXP 16APR23              | CUSIP: ACI11XJS8<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    260891 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Be Semiconductor Industries N.V.                                                 | BE SEMICONDUCTOR INDUSTRIES NV COMMON STOCK EUR.01       | CUSIP: ACI12HBP6<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     18268 | NS      | $1189938.22   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| The Akita BankLtd.                                                               | AKITA BANK LTD/THE COMMON STOCK                          | CUSIP: 601165004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $70180.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airport Facilities Co. Ltd.                                                      | AIRPORT FACILITIES CO LTD COMMON STOCK                   | CUSIP: 601274905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $36092.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FastPartner AB                                                                   | FASTPARTNER AB COMMON STOCK SEK10.0                      | CUSIP: ACI12Y5V3<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     10041 | NS      | $75716.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellevue Gold Limited                                                            | BELLEVUE GOLD LTD COMMON STOCK                           | CUSIP: ACI144GL7<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    294047 | NS      | $222932.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capral Limited                                                                   | CAPRAL LTD COMMON STOCK                                  | CUSIP: 601397003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7205 | NS      | $38843.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkane Resources Ltd                                                             | ALKANE RESOURCES LTD COMMON STOCK                        | CUSIP: 601402001<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    124706 | NS      | $52283.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liu Chong Hing Investment Limited                                                | LIU CHONG HING INVESTMENT LTD COMMON STOCK               | CUSIP: 652028002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     76000 | NS      | $67299.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SALA Corporation                                                                 | SALA CORP COMMON STOCK                                   | CUSIP: 652060906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18800 | NS      | $102836.80    | 0.02%             |  |  |  | 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        |     12955 | NS      | $1456923.86   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer AG                                                                    | TEAMVIEWER AG COMMON STOCK                               | CUSIP: ACI1FRJB3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     44499 | NS      | $579685.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinco Incorporated                                                              | ALINCO INC COMMON STOCK                                  | CUSIP: 601445901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $39315.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Webjet Limited                                                                   | WEBJET LTD COMMON STOCK                                  | CUSIP: 601581903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    115598 | NS      | $508998.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AVJennings Limited                                                               | AVJENNINGS LTD COMMON STOCK                              | CUSIP: 652355900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     46118 | NS      | $12366.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WATTS Co. Ltd.                                                                   | WATTS CO LTD COMMON STOCK                                | CUSIP: 652437906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $22116.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jumbo Interactive Limited                                                        | JUMBO INTERACTIVE LTD COMMON STOCK                       | CUSIP: 652447905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11374 | NS      | $109980.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubun Corporation                                                              | MARUBUN CORP COMMON STOCK                                | CUSIP: 652650904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $39406.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professiona Aktiebolag                                                | ELECTROLUX PROFESSIONAL AB COMMON STOCK SEK.1            | CUSIP: ACI1KV879<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     56300 | NS      | $233366.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ina Invest Holding AG                                                            | INA INVEST HOLDING AG COMMON STOCK CHF.03                | CUSIP: ACI1KWGS2<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1963 | NS      | $40249.16     | 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        |      8190 | NS      | $768368.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CompuGroup Medical SE and Co. KGaA                                               | COMPUGROUP MEDICAL SE and CO KGA COMMON STOCK            | CUSIP: ACI1N48P6<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8422 | NS      | $318818.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Carbon Capture ASA                                                          | AKER CARBON CAPTURE AS COMMON STOCK NOK1.0               | CUSIP: ACI1QDQY4<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     18506 | NS      | $20825.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO1 Group SE                                                                   | AUTO1 GROUP SE COMMON STOCK                              | CUSIP: ACI1VFC77<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9294 | NS      | $81203.30     | 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        |     13000 | NS      | $132440.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sinarmas Land Limited                                                            | SINARMAS LAND LTD COMMON STOCK                           | CUSIP: 601845902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    300000 | NS      | $43276.53     | 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        |    188400 | NS      | $102262.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO ALICE Co. Ltd.                                                            | STUDIO ALICE CO LTD COMMON STOCK                         | CUSIP: 652816901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $53156.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Martens PLC                                                                  | DR MARTENS PLC COMMON STOCK                              | CUSIP: ACI1VG292<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12080 | NS      | $30010.91     | 0.00%             |  |  |  | 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        |      3480 | NS      | $1609433.78   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Technology Venture Company Limited                                     | HONG KONG TELEVISION NETWORK L COMMON STOCK              | CUSIP: 601935901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    130000 | NS      | $97014.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIFUL Corporation                                                                | AIFUL CORP COMMON STOCK                                  | CUSIP: 601941909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70900 | NS      | $211196.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CMIC HOLDINGS Co. Ltd.                                                           | CMIC HOLDINGS CO LTD COMMON STOCK                        | CUSIP: 652955907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $43137.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomen Devices Corporation                                                        | TOMEN DEVICES CORP COMMON STOCK                          | CUSIP: 653029900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $36725.36     | 0.01%             |  |  |  | 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        |     12034 | NS      | $41615.45     | 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        |      3500 | NS      | $48894.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Low Keng Huat (Singapore) Limited                                                | LOW KENG HUAT SINGAPORE LTD COMMON STOCK                 | CUSIP: 653096008<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     64000 | NS      | $19950.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skellerup Holdings Limited                                                       | SKELLERUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 653248906<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     39675 | NS      | $140481.40    | 0.02%             |  |  |  | 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        |     40900 | NS      | $392334.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinia Ltd.                                                                     | HADERA PAPER LTD COMMON STOCK ILS.01                     | CUSIP: 602609901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1499 | NS      | $153413.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro N.V.                                                                       | FUGRO NV COMMON STOCK                                    | CUSIP: ACI1XXT37<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     31463 | NS      | $497960.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesco Technologies Group Aktiengesellschaft                                    | VITESCO TECHNOLOGIES GROUP AG COMMON STOCK               | CUSIP: ACI20BRX5<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3744 | NS      | $198669.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medmix GmbH                                                                      | MEDMIX AG COMMON STOCK CHF.01                            | CUSIP: ACI20MVH1<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7405 | NS      | $130270.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MINI MSCI EAFE 1222                                                              | MINI MSCI EAFE 1222                                      | CUSIP: ADI1VV5K9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $63505.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amano Corporation                                                                | AMANO CORP COMMON STOCK                                  | CUSIP: 602730004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17200 | NS      | $312234.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Altech Corporation                                                               | ALTECH CORP COMMON STOCK                                 | CUSIP: 602956906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5730 | NS      | $87545.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantia Co.Ltd.                                                                  | SANYO HOUSING NAGOYA CO LTD COMMON STOCK                 | CUSIP: 653282905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $33170.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lippo Limited                                                                    | LIPPO LTD COMMON STOCK                                   | CUSIP: 653504902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     31250 | NS      | $10005.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AJIS Co.Ltd.                                                                     | AJIS CO LTD COMMON STOCK                                 | CUSIP: 603407909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $24375.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G-7 Holdings Inc.                                                                | G-7 HOLDINGS INC COMMON STOCK                            | CUSIP: 603418906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $93844.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Mines Limited                                                             | SILVER MINES LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     92637 | NS      | $12767.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| JCU Corporation                                                                  | JCU CORP COMMON STOCK                                    | CUSIP: B0QH44902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $156588.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dufry AG                                                                         | DUFRY AG COMMON STOCK CHF5.0                             | CUSIP: B0R80X901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     23322 | NS      | $955427.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                                               | ZEALAND PHARMA A/S COMMON STOCK DKK1.                    | CUSIP: B0SDJB907<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |     11790 | NS      | $337506.97    | 0.05%             |  |  |  | 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      | $38108.22     | 0.01%             |  |  |  | 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        |    107000 | NS      | $259405.49    | 0.04%             |  |  |  | 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        |      6600 | NS      | $81198.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GDH Guangnan (Holdings) Limited                                                  | GUANGNAN HOLDINGS LTD COMMON STOCK                       | CUSIP: B0TP5P903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    108000 | NS      | $8736.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SkiStar AB                                                                       | SKISTAR AB COMMON STOCK SEK.5                            | CUSIP: B0TYPS906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     14295 | NS      | $156379.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-Abello A/S                                                                   | ALK-ABELLO A/S COMMON STOCK DKK10.                       | CUSIP: B0VL7C906<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     43720 | NS      | $634877.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Systena Corporation                                                              | SYSTENA CORP COMMON STOCK                                | CUSIP: 653788901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87000 | NS      | $268892.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lung Kee (Bermuda) Holdings Limited                                              | LUNG KEE BERMUDA HOLDINGS COMMON STOCK HKD.1             | CUSIP: 653841908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     48000 | NS      | $15283.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEF S.A.                                                                        | STEF SA COMMON STOCK EUR1.0                              | CUSIP: B0VY3M900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1253 | NS      | $110467.76    | 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        |    357000 | NS      | $44789.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cresco Ltd.                                                                      | CRESCO LTD COMMON STOCK                                  | CUSIP: 603600909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $64847.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosaido Holdings Co. Ltd.                                                        | KOSAIDO CO LTD COMMON STOCK                              | CUSIP: 603649906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $69670.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre S.A.                                                                      | MAPFRE SA COMMON STOCK EUR.1                             | CUSIP: B1G40S901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |    234025 | NS      | $445040.10    | 0.07%             |  |  |  | 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        |     33235 | NS      | $93916.49     | 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        |      1307 | NS      | $116930.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DUSKIN Co. Ltd.                                                                  | DUSKIN CO LTD COMMON STOCK                               | CUSIP: B1GVJ7907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13900 | NS      | $298715.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HIRATA Corporation                                                               | HIRATA CORP COMMON STOCK                                 | CUSIP: B1GZ9S903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $116487.29    | 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        |      8600 | NS      | $81398.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halows Co.Ltd.                                                                   | HALOWS CO LTD COMMON STOCK                               | CUSIP: 653970905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $67643.90     | 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      | $808.86       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Net One Systems Co. Ltd.                                                         | NET ONE SYSTEMS CO LTD COMMON STOCK                      | CUSIP: 603654906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14700 | NS      | $369290.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Media Holdings Inc.                                                         | FUJI MEDIA HOLDINGS INC COMMON STOCK                     | CUSIP: 603658907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13800 | NS      | $108635.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichirin Co.Ltd.                                                                 | NICHIRIN CO LTD COMMON STOCK                             | CUSIP: 603708900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3890 | NS      | $53385.94     | 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        |      8800 | NS      | $94667.96     | 0.01%             |  |  |  | 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        |      1320 | NS      | $149365.21    | 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      |
| TandK Toka Co.Ltd.                                                               | TandK TOKA CO LTD COMMON STOCK                           | CUSIP: 603846908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $54271.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amara Holdings Limited                                                           | AMARA HOLDINGS LTD COMMON STOCK                          | CUSIP: 603862905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     80000 | NS      | $19103.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korian                                                                           | KORIAN SA COMMON STOCK EUR5.0                            | CUSIP: B1HKRM908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     23528 | NS      | $236197.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali S.p.A.                                                            | BANCA GENERALI SPA COMMON STOCK EUR1.                    | CUSIP: B1HKSV907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     18595 | NS      | $630593.47    | 0.10%             |  |  |  | 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        |    264000 | NS      | $44185.23     | 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        |      2200 | NS      | $38153.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Breedon Group plc                                                                | BREEDON GROUP PLC COMMON STOCK                           | CUSIP: B2419D902<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     58167 | NS      | $42772.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Little eArth Corporation Co.Ltd.                                                 | LAC CO LTD COMMON STOCK                                  | CUSIP: B248ZL900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $23460.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McPherson's Limited                                                              | MCPHERSON'S LTD COMMON STOCK                             | CUSIP: 654205905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23787 | NS      | $11724.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Cota Co. Ltd.                                                                    | COTA CO LTD COMMON STOCK                                 | CUSIP: 654274901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6704 | NS      | $82208.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Happinet Corporation                                                             | HAPPINET CORP COMMON STOCK                               | CUSIP: 604267906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $84881.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansha Electric Manufacturing Co.Ltd.                                            | SANSHA ELECTRIC MANUFACTURING COMMON STOCK               | CUSIP: 604381905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $28914.22     | 0.00%             |  |  |  | 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        |     10293 | NS      | $126912.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Severfield plc                                                                   | SEVERFIELD PLC COMMON STOCK GBP.025                      | CUSIP: B27YGJ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    117388 | NS      | $87574.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairwood Holdings Limited                                                        | FAIRWOOD HOLDINGS LTD COMMON STOCK HKD1.                 | CUSIP: 654304906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     30500 | NS      | $40456.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NJS Co.Ltd.                                                                      | NJS CO LTD COMMON STOCK                                  | CUSIP: 654346907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $42155.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anritsu Corporation                                                              | ANRITSU CORP COMMON STOCK                                | CUSIP: 604410001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46000 | NS      | $495156.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorttrust Inc.                                                                 | RESORTTRUST INC COMMON STOCK                             | CUSIP: 604413906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27400 | NS      | $487886.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagron N.V.                                                                      | FAGRON COMMON STOCK                                      | CUSIP: B281L7907<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |     19779 | NS      | $260229.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Systemair AB                                                                     | SYSTEMAIR AB COMMON STOCK                                | CUSIP: B287X7901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     31828 | NS      | $215154.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Arts Inc.                                                                | DIGITAL ARTS INC COMMON STOCK                            | CUSIP: 654358902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $192576.33    | 0.03%             |  |  |  | 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      | $24290.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JINUSHI Co. Ltd.                                                                 | NIPPON COMMERCIAL DEVELOPMENT COMMON STOCK               | CUSIP: B28BWW908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $65311.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastnine AB                                                                      | EASTNINE AB COMMON STOCK                                 | CUSIP: B28KPZ909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      5069 | NS      | $56272.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                                                | U-BLOX HOLDING AG COMMON STOCK CHF.9                     | CUSIP: B28PS9903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2977 | NS      | $387583.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Lake Resources Limited                                                    | SILVER LAKE RESOURCES LTD COMMON STOCK                   | CUSIP: B28RMY900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    235274 | NS      | $197190.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc.                                                               | AOKI HOLDINGS INC COMMON STOCK                           | CUSIP: 604575001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12500 | NS      | $62700.26     | 0.01%             |  |  |  | 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        |     15100 | NS      | $110747.97    | 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        |     10164 | NS      | $37968.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cookpad Inc.                                                                     | COOKPAD INC COMMON STOCK                                 | CUSIP: B5MTK1907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $11172.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carasso Motors Ltd                                                               | CARASSO MOTORS LTD COMMON STOCK ILS.001                  | CUSIP: B5MTMX905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10045 | NS      | $65796.23     | 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        |    200883 | NS      | $316686.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| E-Guardian Inc.                                                                  | E-GUARDIAN INC COMMON STOCK                              | CUSIP: B5N99L909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $61189.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centamin plc                                                                     | CENTAMIN PLC COMMON STOCK                                | CUSIP: B5TT18906<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |    402088 | NS      | $517950.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMY Company Ltd.                                                                | TOMY CO LTD COMMON STOCK                                 | CUSIP: 604692905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28200 | NS      | $259141.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoden CompanyLimited                                                            | KYODEN CO LTD COMMON STOCK                               | CUSIP: 604734905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $31487.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen CHI Holdings Co. Ltd.                                                    | MARUZEN CHI HOLDINGS CO LTD COMMON STOCK                 | CUSIP: B5VP9T907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $11512.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodbaby International Holdings Limited                                          | GOODBABY INTERNATIONAL HOLDING COMMON STOCK HKD.01       | CUSIP: B5VVFL904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    162000 | NS      | $11737.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON Hokkaido Corporation                                                        | AEON HOKKAIDO CORP COMMON STOCK                          | CUSIP: 654475904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $66273.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tohokushinsha Film Corporation                                                   | TOHOKUSHINSHA FILM CORP COMMON STOCK                     | CUSIP: 654541903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $31230.91     | 0.00%             |  |  |  | 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        |      1200 | NS      | $20228.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arclands Co.Ltd.                                                                 | ARCLANDS CORP COMMON STOCK                               | CUSIP: 604800904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $14200.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIOR AG                                                                         | ORIOR AG COMMON STOCK CHF4.0                             | CUSIP: B5VW1G908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2567 | NS      | $201239.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inghams Group Limited                                                            | INGHAMS GROUP LTD COMMON STOCK                           | CUSIP: BZCNHW901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    113255 | NS      | $218088.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arisawa Manufacturing Co. Ltd.                                                   | ARISAWA MANUFACTURING CO LTD COMMON STOCK                | CUSIP: 604960005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $118230.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Logistics Co.Ltd.                                                           | ALPS LOGISTICS CO LTD COMMON STOCK                       | CUSIP: 605076900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $50903.49     | 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        |     14400 | NS      | $29227.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBE SYSTEM Inc.                                                                 | CUBE SYSTEM INC COMMON STOCK                             | CUSIP: 654820901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $33375.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTI Corporation                                                                 | ASTI CORP COMMON STOCK                                   | CUSIP: 605089903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13770.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advan Group Co.Ltd.                                                              | ADVAN CO LTD COMMON STOCK                                | CUSIP: 605091909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $47487.01     | 0.01%             |  |  |  | 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        |   2882517 | NS      | $467989.71    | 0.07%             |  |  |  | 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        |     11000 | NS      | $224129.66    | 0.04%             |  |  |  | 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        |      3600 | NS      | $42044.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichigo Inc.                                                                      | ICHIGO INC COMMON STOCK                                  | CUSIP: 654976901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14100 | NS      | $31842.26     | 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        |      1540 | NS      | $58140.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Borr Drilling Limited                                                            | BORR DRILLING LTD COMMON STOCK USD.05                    | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     34884 | NS      | $162908.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamakyorex Co. Ltd.                                                              | HAMAKYOREX CO LTD COMMON STOCK                           | CUSIP: 605144906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $145371.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMAGICA GROUP Inc.                                                               | IMAGICA GROUP INC COMMON STOCK                           | CUSIP: 605418904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $30191.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Broadcasting Group Holdings Corporation                                    | ASAHI BROADCASTING GROUP HOLDI COMMON STOCK              | CUSIP: 605445907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $18099.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Standard International Group Limited                                        | ASIA STANDARD INTERNATIONAL GR COMMON STOCK HKD.01       | CUSIP: 605458009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    236000 | NS      | $17288.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cazoo Group Ltd                                                                  | CAZOO GROUP LTD COMMON STOCK                             | CUSIP: G2007L105<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     33834 | NS      | $9135.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SolGold plc                                                                      | SOLGOLD PLC COMMON STOCK GBP.01                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    193333 | NS      | $42472.47     | 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        |     19800 | NS      | $104475.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adeka Corporation                                                                | ADEKA CORP COMMON STOCK                                  | CUSIP: 605490002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26991 | NS      | $447404.14    | 0.07%             |  |  |  | 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        |     24577 | NS      | $145440.26    | 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        |    120571 | NS      | $69802.43     | 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        |     18950 | NS      | $468976.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Luceco plc                                                                       | LUCECO PLC COMMON STOCK GBP.0005                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     36040 | NS      | $36105.56     | 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        |     11300 | NS      | $54545.50     | 0.01%             |  |  |  | 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        |     15600 | NS      | $472482.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Levinstein Properties Ltd.                                                       | LEVINSTEIN PROPERTIES LTD COMMON STOCK ILS.01            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1350 | NS      | $35193.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elica S.P.A.                                                                     | ELICA SPA COMMON STOCK EUR.2                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |     10005 | NS      | $28915.34     | 0.00%             |  |  |  | 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        |      3400 | NS      | $52789.06     | 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        |      5300 | NS      | $103411.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entrust Inc.                                                                     | ENTRUST INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $18559.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodcom Asset Co. Ltd                                                            | GOOD COM ASSET CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4800 | NS      | $26489.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASANUMA CORPORATION                                                              | ASANUMA CORP COMMON STOCK                                | CUSIP: 605590009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $114703.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashimori Industry Co.Ltd.                                                        | ASHIMORI INDUSTRY CO LTD COMMON STOCK                    | CUSIP: 605710003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1599 | NS      | $14973.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotetsu Holdings Inc.                                                            | SOTETSU HOLDINGS INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14000 | NS      | $223881.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMITEC Corporation                                                              | SEMITEC CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $21910.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macmahon Holdings Limited                                                        | MACMAHON HOLDINGS LTD COMMON STOCK                       | CUSIP: 655116002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    496385 | NS      | $52311.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maezawa Industries Inc.                                                          | MAEZAWA INDUSTRIES INC COMMON STOCK                      | CUSIP: 655173003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $22313.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Micro Science Co. Ltd.                                                    | NOMURA MICRO SCIENCE CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $69875.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AudioCodes Ltd.                                                                  | AUDIOCODES LTD COMMON STOCK ILS.01                       | CUSIP: M15342104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5373 | NS      | $103161.60    | 0.02%             |  |  |  | No            |                  1 | 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        |      7200 | NS      | $48929.11     | 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        |      7015 | NS      | $237190.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceragon Networks Ltd                                                             | CERAGON NETWORKS LTD COMMON STOCK ILS.01                 | CUSIP: M22013102<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     14289 | NS      | $28006.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilat Satellite Networks Ltd.                                                    | GILAT SATELLITE NETWORKS LTD COMMON STOCK ILS.2          | CUSIP: M51474118<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       759 | NS      | $4690.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asiasec Properties Limited                                                       | ASIASEC PROPERTIES LTD COMMON STOCK                      | CUSIP: 605725001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    103000 | NS      | $3011.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Financial Holdings Ltd.                                                     | ASIA FINANCIAL HOLDINGS LTD COMMON STOCK HKD1.           | CUSIP: 605775006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     94000 | NS      | $39482.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Printing Co.Ltd.                                                           | ASAHI PRINTING CO LTD COMMON STOCK                       | CUSIP: 605809904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $19035.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated International Hotels Limited                                          | ASSOCIATED INTERNATIONAL HOTEL COMMON STOCK              | CUSIP: 605849900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     26000 | NS      | $33383.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Limited                                                                  | AUSDRILL COMMON STOCK                                    | CUSIP: 605991900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    186413 | NS      | $140635.04    | 0.02%             |  |  |  | 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        |     21600 | NS      | $229369.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvelous Inc.                                                                   | MARVELOUS INC COMMON STOCK                               | CUSIP: 655890903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12700 | NS      | $62924.69     | 0.01%             |  |  |  | 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        |      5500 | NS      | $55480.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azorim Investment Development and Construction Company Ltd.                      | AZORIM-INVESTMENT DEVELOPMENT COMMON STOCK ILS1.         | CUSIP: 606852903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18584 | NS      | $63109.58     | 0.01%             |  |  |  | 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        |     12200 | NS      | $181967.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aval Data Corporation                                                            | AVAL DATA CORP COMMON STOCK                              | CUSIP: 606945004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $19638.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belluna Co. Ltd.                                                                 | BELLUNA CO LTD COMMON STOCK                              | CUSIP: 607035904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $82538.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandarin Oriental International Ltd                                              | MANDARIN ORIENTAL INTERNATIONA COMMON STOCK USD.05       | CUSIP: 656071909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     48800 | NS      | $82159.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandom Corporation                                                               | MANDOM CORP COMMON STOCK                                 | CUSIP: 656097003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $124428.75    | 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        |      3600 | NS      | $183436.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gav- Yam Lands Corporation Ltd.                                                  | BAYSIDE LAND CORP COMMON STOCK ILS1.0                    | CUSIP: 608972907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     27831 | NS      | $239837.35    | 0.04%             |  |  |  | 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        |      1000 | NS      | $18185.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiko Network Japan Co. Ltd.                                                     | MEIKO NETWORK JAPAN CO LTD COMMON STOCK                  | CUSIP: 656366903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $22458.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MaxiPARTS Limited                                                                | MAXIPARTS LTD COMMON STOCK                               | CUSIP: 656407905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6539 | NS      | $9093.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeuchi Mfg.Co. Ltd.                                                            | TAKEUCHI MANUFACTURING CO LTD COMMON STOCK               | CUSIP: 656503901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $251379.30    | 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        |      1400 | NS      | $24138.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NICHIAS Corporation                                                              | NICHIAS CORP COMMON STOCK                                | CUSIP: 664114006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $323008.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QAF Limited                                                                      | QAF LTD COMMON STOCK                                     | CUSIP: 609120001<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     59334 | NS      | $35990.08     | 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        |     50636 | NS      | $238240.62    | 0.04%             |  |  |  | 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        |     20200 | NS      | $140598.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Plasson Industries Ltd.                                                          | PLASSON INDUSTRIES LTD COMMON STOCK ILS1.                | CUSIP: 609472907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       710 | NS      | $31151.52     | 0.00%             |  |  |  | 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        |      3700 | NS      | $117189.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Concrete Industries Co. Ltd.                                              | NIPPON CONCRETE INDUSTRIES CO COMMON STOCK               | CUSIP: 664118007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18600 | NS      | $31761.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Hume Corporation                                                          | NIPPON HUME CORP COMMON STOCK                            | CUSIP: 664126000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $40671.48     | 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        |      4400 | NS      | $72115.36     | 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        |     16200 | NS      | $71979.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Piston Ring Co.Ltd.                                                       | NIPPON PISTON RING CO LTD COMMON STOCK                   | CUSIP: 664150000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $29968.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritake Co. Limited                                                             | NORITAKE CO LTD/NAGOYA JAPAN COMMON STOCK                | CUSIP: 664152006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $100478.99    | 0.02%             |  |  |  | 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        |      5220 | NS      | $165106.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SBS Transit Ltd                                                                  | SBS TRANSIT LTD COMMON STOCK                             | CUSIP: 609482906<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     27700 | NS      | $51773.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rorze Corporation                                                                | RORZE CORP COMMON STOCK                                  | CUSIP: 609665906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $219497.98    | 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        |      3400 | NS      | $141748.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OM Holdings Limited                                                              | OM HOLDINGS LTD COMMON STOCK AUD.1                       | CUSIP: 610027906<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     69157 | NS      | $34621.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nipro Corporation                                                                | NIPRO CORP COMMON STOCK                                  | CUSIP: 664159001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48300 | NS      | $358801.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Electric Co. Ltd.                                                         | NISSIN ELECTRIC CO LTD COMMON STOCK                      | CUSIP: 664166006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15900 | NS      | $156549.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Seiko Co. Ltd.                                                             | NITTO SEIKO CO LTD COMMON STOCK                          | CUSIP: 664185006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $33283.78     | 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        |     15200 | NS      | $196298.55    | 0.03%             |  |  |  | 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        |     11000 | NS      | $313479.30    | 0.05%             |  |  |  | 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        |      4000 | NS      | $92084.45     | 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        |     17400 | NS      | $308561.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Koei Co. Ltd.                                                             | NIPPON KOEI CO LTD COMMON STOCK                          | CUSIP: 664234002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $95657.75     | 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        |      7800 | NS      | $189501.78    | 0.03%             |  |  |  | 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        |      7100 | NS      | $114195.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK Corporation                                                                  | NOK CORP COMMON STOCK                                    | CUSIP: 664242005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24600 | NS      | $228029.65    | 0.04%             |  |  |  | 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        |      1300 | NS      | $58882.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Pillar Packing Co.Ltd.                                                    | NIPPON PILLAR PACKING CO LTD COMMON STOCK                | CUSIP: 664113008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $124327.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA Corporation                                                                | ALPHA CORP COMMON STOCK                                  | CUSIP: 674418900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $17383.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sharyo Ltd.                                                               | NIPPON SHARYO LTD COMMON STOCK                           | CUSIP: 664250008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $42885.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Signal Company Ltd                                                        | NIPPON SIGNAL COMPANY LTD COMMON STOCK                   | CUSIP: 664252004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16800 | NS      | $126858.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Yuasa Corporation                                                             | GS YUASA CORP COMMON STOCK                               | CUSIP: 674425905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20600 | NS      | $327100.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Golf Digest Online Inc.                                                          | GOLF DIGEST ONLINE INC COMMON STOCK                      | CUSIP: 674447909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $34690.43     | 0.01%             |  |  |  | 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        |      4900 | NS      | $116005.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Gaia Corporation                                                               | T-GAIA CORP COMMON STOCK                                 | CUSIP: 674467907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $88974.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obsidian Energy Ltd.                                                             | OBSIDIAN ENERGY LTD COMMON STOCK                         | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               | CORP              | CA        |      2964 | NS      | $22453.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaichi Electronics Co.Ltd.                                                     | YAMAICHI ELECTRONICS CO LTD COMMON STOCK                 | CUSIP: 698567906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $114612.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipres Corporation                                                              | UNIPRES CORP COMMON STOCK                                | CUSIP: 698569902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12500 | NS      | $80876.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc.                                                        | TOREX GOLD RESOURCES INC COMMON STOCK                    | CUSIP: 891054603<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30780 | NS      | $284883.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Seiki Co. Ltd.                                                            | NIPPON SEIKI CO LTD COMMON STOCK                         | CUSIP: 664253002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $109821.22    | 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        |      1000 | NS      | $31810.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Total Energy Services Inc.                                                       | TOTAL ENERGY SERVICES INC COMMON STOCK                   | CUSIP: 89154B102<br>LEI: 549300R3W0R3EV800D58 | Long             | EC               | CORP              | CA        |     16306 | NS      | $106189.32    | 0.02%             |  |  |  | No            |                  1 | 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        |     42400 | NS      | $68715.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Electric Glass Co. Ltd.                                                   | NIPPON ELECTRIC GLASS CO LTD COMMON STOCK                | CUSIP: 664266004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15800 | NS      | $293008.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nireco Corporation                                                               | NIRECO CORP COMMON STOCK                                 | CUSIP: 664287000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $13788.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Forest Products Inc.                                                     | WESTERN FOREST PRODUCTS INC COMMON STOCK                 | CUSIP: 958211203<br>LEI: 54930025VS2JPY0XAU56 | Long             | EC               | CORP              | CA        |    174042 | NS      | $142323.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westshore Terminals Investment Corporation                                       | WESTSHORE TERMINALS INVESTMENT COMMON STOCK              | CUSIP: 96145A200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15644 | NS      | $279583.51    | 0.04%             |  |  |  | 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        |      7219 | NS      | $858498.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc.                                                          | WHITECAP RESOURCES INC COMMON STOCK                      | CUSIP: 96467A200<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |    140238 | NS      | $1118651.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Shatai Co. Ltd.                                                           | NISSAN SHATAI CO LTD COMMON STOCK                        | CUSIP: 664290004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22700 | NS      | $138308.60    | 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        |     44657 | NS      | $332084.57    | 0.05%             |  |  |  | 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        |     18800 | NS      | $385665.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Corporation                                                               | NISSIN CORP COMMON STOCK                                 | CUSIP: 664302007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $77407.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTOC CONSTRUCTION CO. LTD.                                                     | NITTOC CONSTRUCTION CO LTD COMMON STOCK                  | CUSIP: 664317005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $34485.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Kogyo Corporation                                                          | NITTO KOGYO CORP COMMON STOCK                            | CUSIP: 664328002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $141269.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinity Industrial Corporation                                                   | TRINITY INDUSTRIAL CORP COMMON STOCK                     | CUSIP: 664340007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $9953.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HI-LEX Corporation                                                               | HI-LEX CORP COMMON STOCK                                 | CUSIP: 664347002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $64880.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WildBrain Ltd.                                                                   | WILDBRAIN LTD COMMON STOCK                               | CUSIP: 96810C101<br>LEI: 549300WVVSC8SXM80J15 | Long             | EC               | CORP              | CA        |     20697 | NS      | $46159.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winpak Ltd.                                                                      | WINPAK LTD COMMON STOCK                                  | CUSIP: 97535P104<br>LEI: 549300FWDGJBHZHH8U59 | Long             | EC               | CORP              | CA        |     11036 | NS      | $356886.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Filcon Co. Ltd.                                                           | NIPPON FILCON CO LTD/TOKYO COMMON STOCK                  | CUSIP: 664350006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $18958.47     | 0.00%             |  |  |  | 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        |     16500 | NS      | $73987.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lagercrantz Group AB                                                             | LAGERCRANTZ GROUP AB COMMON STOCK SEK.7                  | CUSIP: 976HLS900<br>LEI: 5493002L6I4YHANEYR87 | Long             | EC               | CORP              | SE        |     43145 | NS      | $456742.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nicox Sa                                                                         | NICOX COMMON STOCK EUR.2                                 | CUSIP: 976HYX905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6072 | NS      | $8099.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valqua Ltd.                                                                      | VALQUA LTD COMMON STOCK                                  | CUSIP: 664362001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $115881.74    | 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        |     10700 | NS      | $70417.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QT Group Oyj                                                                     | QT GROUP OYJ COMMON STOCK NPV                            | CUSIP: 976UKF900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3412 | NS      | $164188.03    | 0.03%             |  |  |  | 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        |      6753 | NS      | $1122849.71   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nohmi Bosai Ltd.                                                                 | NOHMI BOSAI LTD COMMON STOCK                             | CUSIP: 664368008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $83737.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritz Corporation                                                               | NORITZ CORP COMMON STOCK                                 | CUSIP: 664389004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $116137.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamana Gold Inc.                                                                 | YAMANA GOLD INC COMMON STOCK                             | CUSIP: 98462Y100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    291703 | NS      | $1589549.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabasoft AG                                                                      | FABASOFT AG COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |      1301 | NS      | $29422.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Malt Group Limited                                                        | UNITED MALT GRP LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     78602 | NS      | $180059.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Widgie Nickel Limited                                                            | WIDGIE NICKEL LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      8042 | NS      | $2779.51      | 0.00%             |  |  |  | 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        |      2800 | NS      | $86353.94     | 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        |      1400 | NS      | $23548.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Ceramic Co. Ltd.                                                          | NIPPON CERAMIC CO LTD COMMON STOCK                       | CUSIP: 664656006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $29108.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitta Corporation                                                                | NITTA CORP COMMON STOCK                                  | CUSIP: 664668902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $152274.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Rutile Holdings Limited                                                   | SIERRA RUTILE HOLDINGS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     77827 | NS      | $11543.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUB Group Limited                                                                | AUB GROUP LTD COMMON STOCK                               | CUSIP: B0MBNC900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33068 | NS      | $523908.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tradelink Electronic Commerce Limited                                            | TRADELINK ELECTRONIC COMMERCE COMMON STOCK               | CUSIP: B0MSY1905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    186000 | NS      | $18908.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harboes Bryggeri A/S                                                             | HARBOES BRYGGERI A/S COMMON STOCK DKK10.                 | CUSIP: B0MTVL902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      1452 | NS      | $14452.23     | 0.00%             |  |  |  | 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        |      5200 | NS      | $44419.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Trading Corporation                                                 | NIPPON STEEL TRADING CORP COMMON STOCK                   | CUSIP: 664688900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4568 | NS      | $170244.79    | 0.03%             |  |  |  | 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        |      5600 | NS      | $39081.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NSW Inc.                                                                         | NIPPON SYSTEMWARE CO LTD COMMON STOCK                    | CUSIP: 664876901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $49132.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safilo Group S.p.A.                                                              | SAFILO GROUP SPA COMMON STOCK EUR5.                      | CUSIP: B0N64J906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     50543 | NS      | $81581.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Britvic plc                                                                      | BRITVIC PLC COMMON STOCK GBP.2                           | CUSIP: B0N8QD901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     87158 | NS      | $845660.31    | 0.13%             |  |  |  | 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        |      6800 | NS      | $131403.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedan International (Holdings) Limited                                           | VEDAN INTERNATIONAL HOLDINGS L COMMON STOCK USD.01       | CUSIP: 664899903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    168000 | NS      | $12519.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ Corporation                                                                 | UACJ CORP COMMON STOCK                                   | CUSIP: B0N9WZ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9871 | NS      | $167963.84    | 0.03%             |  |  |  | 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        |    102509 | NS      | $172721.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Immobel SA                                                                       | IMMOBEL SA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300GAV4HKKFJA8W67       | Long             | EC               | CORP              | BE        |      1341 | NS      | $67264.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenyard NV                                                                     | GREENYARD NV COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BE        |       986 | NS      | $6576.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOZAWA Corporation                                                               | NOZAWA CORP COMMON STOCK                                 | CUSIP: 665063004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $13428.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTN Corporation                                                                  | NTN CORP COMMON STOCK                                    | CUSIP: 665118006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    133900 | NS      | $285401.61    | 0.05%             |  |  |  | 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        |      5822 | NS      | $86522.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deceuninck NV                                                                    | DECEUNINCK NV COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300R6YGQQ24P6WW72       | Long             | EC               | CORP              | BE        |     22742 | NS      | $56246.55     | 0.01%             |  |  |  | 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        |       700 | NS      | $29975.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arealink Co.Ltd.                                                                 | AREALINK CO LTD COMMON STOCK                             | CUSIP: 665409900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $43576.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSG Corporation                                                                  | OSG CORP COMMON STOCK                                    | CUSIP: 665562005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29800 | NS      | $424242.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohba Co.Ltd.                                                                     | OHBA CO LTD COMMON STOCK                                 | CUSIP: 665642906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $10919.64     | 0.00%             |  |  |  | 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        |      2367 | NS      | $79625.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie d'Entreprises CFE SA                                                         | CIE D'ENTREPRISES CFE COMMON STOCK                       | CUSIP: N/A<br>LEI: 5493003N7PPOYDZI1G90       | Long             | EC               | CORP              | BE        |      2358 | NS      | $23217.41     | 0.00%             |  |  |  | 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        |     11600 | NS      | $156024.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oiles Corporation                                                                | OILES CORP COMMON STOCK                                  | CUSIP: 665753901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8672 | NS      | $94560.32     | 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        |      4500 | NS      | $65005.93     | 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        |     29700 | NS      | $158237.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Irish Continental Group Public Limited Company                                   | IRISH CONTINENTAL GROUP PLC UNIT EUR.065                 | CUSIP: BLP585906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     31699 | NS      | $139452.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantiva                                                                          | TECHNICOLOR - REGR COMMON STOCK EUR.01                   | CUSIP: BLR97V900<br>LEI: 4N6SD705LP5XZKA2A097 | Long             | EC               | CORP              | FR        |     63521 | NS      | $13650.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okabe Co. Ltd.                                                                   | OKABE CO LTD COMMON STOCK                                | CUSIP: 665774006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $75042.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| San-Ai Obbli Co.Ltd.                                                             | SAN-AI OIL CO LTD COMMON STOCK                           | CUSIP: 677280000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18400 | NS      | $173958.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Saga plc                                                                         | SAGA PLC COMMON STOCK GBP.01                             | CUSIP: BLT1Y0903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     41405 | NS      | $47889.66     | 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        |      6442 | NS      | $619344.11    | 0.10%             |  |  |  | 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        |      1756 | NS      | $16154.05     | 0.00%             |  |  |  | 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        |       413 | NS      | $95508.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Villeroy and Boch Aktiengesellschaft                                             | VILLEROY and BOCH AG PREFERENCE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | DE        |      3600 | NS      | $62929.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adesso SE                                                                        | ADESSO SE COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       836 | NS      | $119039.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MT Hoejgaard Holding A/S                                                         | MT HOEJGAARD HOLDING A/S COMMON STOCK DKK20.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |       339 | NS      | $7286.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| RTX A/S                                                                          | RTX A/S COMMON STOCK DKK5.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DK        |      2997 | NS      | $58270.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| The San-in Godo Bank Ltd.                                                        | SAN-IN GODO BANK LTD/THE COMMON STOCK                    | CUSIP: 677285009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45100 | NS      | $248842.06    | 0.04%             |  |  |  | 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        |      6700 | NS      | $109101.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumibird                                                                         | LUMIBIRD COMMON STOCK EUR1.0                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      2952 | NS      | $52144.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oeneo                                                                            | OENEO SA COMMON STOCK EUR1.0                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      4715 | NS      | $67302.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CK San-Etsu Co.Ltd.                                                              | CK-SAN-ETSU CO LTD COMMON STOCK                          | CUSIP: 677320905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $24561.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanford Limited                                                                  | SANFORD LTD/NZ COMMON STOCK                              | CUSIP: 677418006<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     22753 | NS      | $63194.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aubay                                                                            | AUBAY COMMON STOCK EUR.5                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      2888 | NS      | $150186.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Guillemot Corporation                                                            | GUILLEMOT CORP COMMON STOCK EUR.77                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       834 | NS      | $10638.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sangetsu Corporation                                                             | SANGETSU CORP COMMON STOCK                               | CUSIP: 677465007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12700 | NS      | $194419.13    | 0.03%             |  |  |  | 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        |      6887 | NS      | $338644.46    | 0.05%             |  |  |  | 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        |     15500 | NS      | $180514.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SANKO METAL INDUSTRIAL CO. LTD.                                                  | SANKO METAL INDUSTRIAL CO LTD COMMON STOCK               | CUSIP: 677494007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $13093.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZNEXT Corporation                                                             | RAIZNEXT CORP COMMON STOCK                               | CUSIP: 677498008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $96313.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wajax Corporation                                                                | WAJAX CORP COMMON STOCK                                  | CUSIP: 930783105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6547 | NS      | $100749.28    | 0.02%             |  |  |  | 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      | $16533.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterloo Brewing Ltd.                                                            | WATERLOO BREWING LTD COMMON STOCK                        | CUSIP: 94155W105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2200 | NS      | $5086.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurones                                                                         | NEURONES COMMON STOCK EUR.4                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1505 | NS      | $60380.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Services plc                                                          | HARGREAVES SERVICES PLC COMMON STOCK GBP.1               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       890 | NS      | $3725.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesdome Gold Mines Ltd.                                                          | WESDOME GOLD MINES LTD COMMON STOCK                      | CUSIP: 95083R100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     52961 | NS      | $357496.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwing Group SE                                                                | WESTWING GROUP AG COMMON STOCK                           | CUSIP: 954235107<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3087 | NS      | $27066.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S Aktiengesellschaft                                                           | K+S AG COMMON STOCK                                      | CUSIP: ACI00RQT4<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     59611 | NS      | $1315775.34   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Cavotec SA                                                                       | CAVOTEC SA COMMON STOCK CHF1.28                          | CUSIP: ACI00W5H2<br>LEI: 549300W82KU6CIGQP689 | Long             | EC               | CORP              | CH        |     16419 | NS      | $26158.72     | 0.00%             |  |  |  | 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        |     38484 | NS      | $70107.23     | 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        |     72366 | NS      | $33744.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Be Shaping The Future SpA                                                        | BE COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |     20525 | NS      | $74484.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aoki Super Co. Ltd.                                                              | AOKI SUPER CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $10498.83     | 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        |       600 | NS      | $5052.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AINAVO HOLDINGS Corporation.                                                     | AINAVO HOLDINGS CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $16342.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                                           | BKW AG COMMON STOCK                                      | CUSIP: ACI00WIH8<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |      7192 | NS      | $935210.94    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chorus Limited                                                                   | CHORUS LTD COMMON STOCK                                  | CUSIP: ACI00YY29<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | EC               | CORP              | NZ        |     96228 | NS      | $495323.95    | 0.08%             |  |  |  | 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        |     14295 | NS      | $84639.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Gruppo S.p.A.                                                             | UNIPOL GRUPPO SPA COMMON STOCK                           | CUSIP: ACI01TKW8<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    159150 | NS      | $814107.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli S.p.A.                                                        | BRUNELLO CUCINELLI SPA COMMON STOCK NPV                  | CUSIP: ACI01VLQ5<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |     10679 | NS      | $706937.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hugo Boss AG                                                                     | HUGO BOSS AG COMMON STOCK                                | CUSIP: ACI0232I5<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     20108 | NS      | $1131169.35   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRONEER Holdings Inc.                                                          | INFRONEER HOLDINGS INC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     48916 | NS      | $367849.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KFC Ltd.                                                                         | KFC LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $6624.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jimoto Holdings Inc.                                                             | JIMOTO HOLDINGS INC COMMON STOCK                         | CUSIP: ACI02EAL5<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7179 | NS      | $21712.44     | 0.00%             |  |  |  | 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        |      3970 | NS      | $53756.08     | 0.01%             |  |  |  | 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        |      1500 | NS      | $22827.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NexTone Inc.                                                                     | NEXTONE INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $64994.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WIN-Partners Co. Ltd.                                                            | WIN-PARTNERS CO LTD COMMON STOCK                         | CUSIP: ACI055BV8<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $35366.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argosy Minerals Limited                                                          | ARGOSY MINERALS LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    134969 | NS      | $59399.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Members Co. Ltd.                                                                 | MEMBERS CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $45022.09     | 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        |    121577 | NS      | $70090.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| De Grey Mining Limited                                                           | DE GREY MINING LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    384097 | NS      | $343065.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Deep Yellow Limited                                                              | DEEP YELLOW LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     54202 | NS      | $26880.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itera ASA                                                                        | ITERA ASA COMMON STOCK NOK.3                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     21736 | NS      | $30014.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcticzymes Technologies ASA                                                     | ARCTICZYMES TECHNOLOGIES ASA COMMON STOCK NOK1.0         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     10381 | NS      | $71348.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Peninsula Energy Limited                                                         | PENINSULA ENERGY NEW SHARES COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     79144 | NS      | $6953.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI Net Inc.                                                                   | ASAHI NET INC COMMON STOCK                               | CUSIP: B1HTX9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $28332.30     | 0.00%             |  |  |  | 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        |      1267 | NS      | $60409.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marumae Co.Ltd.                                                                  | MARUMAE CO LTD COMMON STOCK                              | CUSIP: B1JNHR900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $42392.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Volue ASA                                                                        | VOLUE ASA COMMON STOCK NOK.4                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      4209 | NS      | $13144.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corticeira Amorim S.G.P.S. S.A.                                                  | CORTICEIRA AMORIM SGPS SA COMMON STOCK EUR1.             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PT        |      6510 | NS      | $60453.39     | 0.01%             |  |  |  | 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      | $19320.78     | 0.00%             |  |  |  | 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      | $3425.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pendragon PLC                                                                    | PENDRAGON PLC COMMON STOCK GBP.05                        | CUSIP: B1JQBT905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    460065 | NS      | $155336.15    | 0.02%             |  |  |  | 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        |    244595 | NS      | $111908.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orexo AB                                                                         | OREXO AB COMMON STOCK SEK.4                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2352 | NS      | $4153.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G5 Entertainment AB (publ)                                                       | G5 ENTERTAINMENT AB COMMON STOCK SEK.1                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1577 | NS      | $30074.45     | 0.00%             |  |  |  | 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        |      5739 | NS      | $173737.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wee Hur Holdings Ltd.                                                            | WEE HUR HOLDINGS LTD COMMON STOCK                        | CUSIP: B2N7F2905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    102000 | NS      | $14418.86     | 0.00%             |  |  |  | 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        |     89187 | NS      | $510065.16    | 0.08%             |  |  |  | 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        |      7000 | NS      | $49266.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| InnoTek Limited                                                                  | INNOTEK LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     20500 | NS      | $7152.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SJM Holdings Limited                                                             | SJM HOLDINGS LTD COMMON STOCK                            | CUSIP: B2NR3Y904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    675000 | NS      | $325587.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Bank Ltd.                                                                  | SEVEN BANK LTD COMMON STOCK                              | CUSIP: B2NT8S908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18700 | NS      | $35447.44     | 0.01%             |  |  |  | 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        |     35928 | NS      | $613427.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SMS Co. Ltd.                                                                     | SMS CO LTD COMMON STOCK                                  | CUSIP: B2PLYM907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $265876.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barco N.V.                                                                       | BARCO NV COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300N17QCD827TII61       | Long             | EC               | CORP              | BE        |     21791 | NS      | $501878.02    | 0.08%             |  |  |  | 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        |    178080 | NS      | $49791.91     | 0.01%             |  |  |  | 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        |      2101 | NS      | $104425.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hawesko Holding SE                                                               | HAWESKO HOLDING AG COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       828 | NS      | $34159.70     | 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        |     17714 | NS      | $146900.47    | 0.02%             |  |  |  | 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        |     27112 | NS      | $34394.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichols plc                                                                      | NICHOLS PLC COMMON STOCK GBP.1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1774 | NS      | $23871.39     | 0.00%             |  |  |  | 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        |      5978 | NS      | $81726.32     | 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        |      2256 | NS      | $17711.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sano bruno's Enterprises Ltd.                                                    | SANO-BRUNOS ENTERPRISES LTD COMMON STOCK ILS1.           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       577 | NS      | $40551.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abra Information Technologies Ltd                                                | ABRA INFORMATION TECHNOLOGIES COMMON STOCK ILS.01        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     12456 | NS      | $13538.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascopiave S.p.A                                                                  | ASCOPIAVE SPA COMMON STOCK EUR1.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |     22706 | NS      | $58998.70     | 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      | $2366.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXXZIA Inc.                                                                      | AXXZIA INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $13137.21     | 0.00%             |  |  |  | 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        |      8200 | NS      | $76859.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AnGes Inc.                                                                       | ANGES INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6300 | NS      | $6646.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eBASE Co.Ltd.                                                                    | EBASE CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8000 | NS      | $36553.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OXIDE Corporation                                                                | OXIDE CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $34837.21     | 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        |      7300 | NS      | $210013.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kagome Co. Ltd.                                                                  | KAGOME CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2100 | NS      | $46709.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Leasing Service Co. Ltd.                                                  | KYUSHU LEASING SERVICE CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5600 | NS      | $27590.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| King Co. Ltd.                                                                    | KING CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $8131.27      | 0.00%             |  |  |  | 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        |      2399 | NS      | $222650.06    | 0.04%             |  |  |  | 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        |      9500 | NS      | $294160.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CAICA DIGITAL Inc.                                                               | CAICA DIGITAL INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13900 | NS      | $10996.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lucara Diamond Corp.                                                             | LUCARA DIAMOND CORP COMMON STOCK                         | CUSIP: 54928Q108<br>LEI: 549300GGHEV7KQEE8R10 | Long             | EC               | CORP              | CA        |    124430 | NS      | $47176.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A S.p.A.                                                                       | A2A SPA COMMON STOCK EUR.52                              | CUSIP: 549913903<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    449642 | NS      | $603673.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Trans Genic Inc.                                                                 | TRANS GENIC INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4600 | NS      | $11229.82     | 0.00%             |  |  |  | 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        |       800 | NS      | $26004.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITALICO Inc.                                                                    | LITALICO INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6600 | NS      | $114387.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elopak ASA                                                                       | ELOPAK ASA COMMON STOCK NOK1.4                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      5391 | NS      | $13792.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordic Waterproofing Holding AB                                                  | NORDIC WATERPROOFING HOLD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      9734 | NS      | $139773.78    | 0.02%             |  |  |  | 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        |     79456 | NS      | $124086.92    | 0.02%             |  |  |  | No            |                  2 | 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      | $10563.63     | 0.00%             |  |  |  | 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        |      1271 | NS      | $233356.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc.                                                                 | LUNDIN GOLD INC COMMON STOCK                             | CUSIP: 550371108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     26200 | NS      | $258464.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sacyr S.A.                                                                       | SACYR SA COMMON STOCK EUR1.0                             | CUSIP: 550478903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |    175526 | NS      | $487954.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| PSI Software AG                                                                  | PSI SOFTWARE AG COMMON STOCK                             | CUSIP: 552271900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3728 | NS      | $88908.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                                                                        | KRONES AG COMMON STOCK                                   | CUSIP: 552388902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4487 | NS      | $510824.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                                 | MEG ENERGY CORP COMMON STOCK                             | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |    103771 | NS      | $1477318.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AIN Holdings Inc.                                                                | AIN HOLDINGS INC COMMON STOCK                            | CUSIP: 624912903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $363395.70    | 0.06%             |  |  |  | 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        |     46744 | NS      | $104417.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Metal Co. Ltd.                                                             | DAIDO METAL CO LTD COMMON STOCK                          | CUSIP: 624989000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16300 | NS      | $58931.08     | 0.01%             |  |  |  | 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        |      2800 | NS      | $86371.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICHIKEN Co. Ltd.                                                                 | ICHIKEN CO LTD COMMON STOCK                              | CUSIP: 625023007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $30096.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enplas Corporation                                                               | ENPLAS CORP COMMON STOCK                                 | CUSIP: 625029004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $52371.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihatsu Diesel Mfg.Co.Ltd.                                                      | DAIHATSU DIESEL MANUFACTURING COMMON STOCK               | CUSIP: 625033006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $46809.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIHO CORPORATION                                                                | DAIHO CORP COMMON STOCK                                  | CUSIP: 625036009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $126252.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiken Corporation                                                               | DAIKEN CORP COMMON STOCK                                 | CUSIP: 625040001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $62456.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEDY Corporation                                                                | EXEDY CORP COMMON STOCK                                  | CUSIP: 625041900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $122864.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiki Aluminium Industry Co.Ltd.                                                 | DAIKI ALUMINIUM INDUSTRY CO LT COMMON STOCK              | CUSIP: 625049002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $86913.66     | 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        |      2900 | NS      | $37808.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEED CO.LTD.                                                                     | SEED CO LTD/TOKYO COMMON STOCK                           | CUSIP: 679213900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $12074.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seika Corporation                                                                | SEIKA CORP COMMON STOCK                                  | CUSIP: 679330001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $32830.14     | 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        |      9500 | NS      | $55279.04     | 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        |     13800 | NS      | $264726.01    | 0.04%             |  |  |  | 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        |      3600 | NS      | $111316.59    | 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        |      9300 | NS      | $122985.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Kasei Co. Ltd.                                                           | SEKISUI PLASTICS CO LTD COMMON STOCK                     | CUSIP: 679386003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9800 | NS      | $28055.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EcoGraf Limited                                                                  | ECOGRAF LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     64276 | NS      | $13209.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Firefinch Limited                                                                | FIREFINCH LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    160759 | NS      | $21822.98     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PENINSULA ENERGY LTD                                                             | PENINSULA ENERGY LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     19362 | NS      | $1701.14      | 0.00%             |  |  |  | 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        |     51500 | NS      | $14804.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                                 | AIB GROUP PLC COMMON STOCK EUR.625                       | CUSIP: BF0L35906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     60458 | NS      | $196324.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kelsian Group Limited                                                            | SEALINK TRAVEL GROUP LTD COMMON STOCK                    | CUSIP: BF10HN907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19690 | NS      | $73851.61     | 0.01%             |  |  |  | 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        |     67649 | NS      | $759546.13    | 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        |      2300 | NS      | $50100.48     | 0.01%             |  |  |  | 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        |     47231 | NS      | $1031674.67   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| RPS Group Plc                                                                    | RPS GROUP PLC COMMON STOCK GBP.03                        | CUSIP: 075947002<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     86944 | NS      | $228832.37    | 0.04%             |  |  |  | No            |                  2 | 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        |     50051 | NS      | $649113.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BioGaia AB                                                                       | BIOGAIA AB COMMON STOCK SEK1.0                           | CUSIP: 547312900<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |      7750 | NS      | $62623.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA COMMON STOCK EUR.3                          | CUSIP: 547400903<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |    210725 | NS      | $1385960.43   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaffner Holding AG                                                             | SCHAFFNER HOLDING AG COMMON STOCK CHF32.5                | CUSIP: 547942904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       235 | NS      | $71642.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                                                    | TIETO OYJ COMMON STOCK                                   | CUSIP: 547970905<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |     26058 | NS      | $710765.68    | 0.11%             |  |  |  | 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      | $28185.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mersen                                                                           | MERSEN SA COMMON STOCK EUR2.0                            | CUSIP: 548120906<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |      6826 | NS      | $262939.94    | 0.04%             |  |  |  | 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        |     13538 | NS      | $91427.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Analogue Holdings Limited                                                        | ANALOGUE HOLDINGS LTD COMMON STOCK HKD.01                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     44000 | NS      | $5870.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PostNL N.V.                                                                      | POSTNL NV COMMON STOCK EUR.08                            | CUSIP: 548155902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    114857 | NS      | $213901.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Bonduelle                                                                        | BONDUELLE SCA COMMON STOCK EUR1.75                       | CUSIP: 548198902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5347 | NS      | $68600.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                                       | AURUBIS AG COMMON STOCK                                  | CUSIP: 548552900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     11167 | NS      | $896511.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lisi                                                                             | LISI COMMON STOCK EUR.4                                  | CUSIP: 548991900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7678 | NS      | $162984.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Energy Limited                                                                | BW ENERGY LTD COMMON STOCK USD.01                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     24240 | NS      | $67265.42     | 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        |      1968 | NS      | $43889.75     | 0.01%             |  |  |  | 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        |     11563 | NS      | $223984.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lark Distilling Co. Ltd                                                          | LARK DISTILLING CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3102 | NS      | $5416.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Strategic Materials Limited                                           | AUSTRALIAN STRATEGIC MATERIALS COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     32274 | NS      | $37829.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Proximus                                                                         | PROXIMUS COMMON STOCK                                    | CUSIP: B00D9P907<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     34603 | NS      | $361977.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Encavis AG                                                                       | ENCAVIS AG COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |     35041 | NS      | $734016.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| Peninsula Group Ltd                                                              | PENINSULA GROUP LTD COMMON STOCK ILS.1                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     11513 | NS      | $6702.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Bank Services Ltd                                                      | AUTOMATIC BANK SERVICES LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2098 | NS      | $10451.25     | 0.00%             |  |  |  | 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        |      1229 | NS      | $70029.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesnara plc                                                                     | CHESNARA PLC COMMON STOCK GBP.05                         | CUSIP: B00FPT906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     61626 | NS      | $216569.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Basilea Pharmaceutica AG                                                         | BASILEA PHARMACEUTICA AG COMMON STOCK CHF1.0             | CUSIP: B00FX5909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1111 | NS      | $57416.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McMillan Shakespeare Limited                                                     | MCMILLAN SHAKESPEARE LTD COMMON STOCK                    | CUSIP: B00G1Q906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23521 | NS      | $236727.01    | 0.04%             |  |  |  | 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        |    266000 | NS      | $16543.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strix Group Plc                                                                  | STRIX GROUP PLC COMMON STOCK GBP.01                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IM        |     29122 | NS      | $26279.19     | 0.00%             |  |  |  | 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        |       454 | NS      | $16617.51     | 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        |     25591 | NS      | $11195.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifestyle International Holdings Limited                                         | LIFESTYLE INTERNATIONAL HOLDIN COMMON STOCK HKD.005      | CUSIP: B00LN4900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    158500 | NS      | $101563.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amvis Holdings Inc.                                                              | AMVIS HOLDINGS INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4700 | NS      | $111137.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| oRo Co. Ltd.                                                                     | ORO CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2100 | NS      | $28799.45     | 0.00%             |  |  |  | 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        |     72434 | NS      | $681010.14    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnora ASA                                                                      | MAGNORA ASA COMMON STOCK NOK.49                          | CUSIP: B00RQ8905<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      9322 | NS      | $21938.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Karoon Energy Ltd                                                                | KAROON ENERGY LTD COMMON STOCK                           | CUSIP: B00SV0904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    182511 | NS      | $288587.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MCJ Co. Ltd.                                                                     | MCJ CO LTD COMMON STOCK                                  | CUSIP: B00TL4905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24600 | NS      | $172616.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nick Scali Limited                                                               | NICK SCALI LTD COMMON STOCK                              | CUSIP: B00VZV905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23090 | NS      | $179588.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                                                                | KARDEX AG COMMON STOCK CHF.45                            | CUSIP: B00ZC7904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2463 | NS      | $408278.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ilkka Oyj                                                                        | ILKKA-YHTYMA OYJ COMMON STOCK EUR.25                     | CUSIP: B00ZP9906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      9901 | NS      | $36373.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SES S.A.                                                                         | SES SA RECEIPT                                           | CUSIP: B00ZQQ907<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |    109158 | NS      | $748405.59    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| C and C Group Public Limited Company                                             | CandC GROUP PLC COMMON STOCK EUR.01                      | CUSIP: B010DT901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    147926 | NS      | $315538.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Imerys                                                                           | IMERYS SA COMMON STOCK EUR2.0                            | CUSIP: B011GL903<br>LEI: 54930075MZSSIB2TGC64 | Long             | EC               | CORP              | FR        |      9519 | NS      | $378187.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| The Reject Shop Limited                                                          | REJECT SHOP LTD/THE COMMON STOCK                         | CUSIP: B0126H901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7826 | NS      | $24116.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RPMGlobal Holdings Limited                                                       | RPMGLOBAL HOLDINGS LTD COMMON STOCK                      | CUSIP: B2RK00902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61685 | NS      | $73455.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinnihonseiyaku Co. Ltd.                                                        | SHINNIHONSEIYAKU CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $27048.93     | 0.00%             |  |  |  | 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        |      1600 | NS      | $50905.41     | 0.01%             |  |  |  | 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        |        78 | NS      | $161360.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Bros S.p.A.                                                              | DIGITAL BROS SPA COMMON STOCK EUR.4                      | CUSIP: B39KMF903<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |       631 | NS      | $14784.48     | 0.00%             |  |  |  | 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        |     21100 | NS      | $272705.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Electric Co. Ltd.                                                          | SEIKO ELECTRIC CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $8237.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seino Holdings Co. Ltd.                                                          | SEINO HOLDINGS CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18100 | NS      | $159536.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Technoflex Corporation                                                           | TECHNOFLEX CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $9456.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAKUODO HOLDINGS Co.Ltd.                                                         | YAKUODO HOLDINGS CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4800 | NS      | $90555.24     | 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        |       700 | NS      | $17931.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontage Holdings Corporation                                                    | FRONTAGE HOLDINGS CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    106000 | NS      | $31980.25     | 0.01%             |  |  |  | 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        |      9307 | NS      | $45084.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Self Storage Group ASA                                                           | SELF STORAGE GROUP ASA COMMON STOCK NOK.1                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     14066 | NS      | $34708.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OKEA ASA                                                                         | OKEA ASA COMMON STOCK NOK.1                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      6814 | NS      | $27489.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARYZTA AG                                                                        | ARYZTA AG COMMON STOCK CHF.02                            | CUSIP: B39VJC900<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |    347674 | NS      | $428167.27    | 0.07%             |  |  |  | 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        |      3558 | NS      | $239744.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Ultimovacs ASA                                                                   | ULTIMOVACS ASA                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      2829 | NS      | $29672.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Collector Bank AB                                                                | COLLECTOR BANK AB COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     12523 | NS      | $33582.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EnQuest PLC                                                                      | ENQUEST PLC COMMON STOCK GBP.05                          | CUSIP: B635TG906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    492057 | NS      | $143745.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMONY Holdings Inc.                                                             | TOMONY HOLDINGS INC COMMON STOCK                         | CUSIP: B6391L907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54300 | NS      | $138474.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HRnetgroup Limited                                                               | HRNETGROUP LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     75200 | NS      | $43985.28     | 0.01%             |  |  |  | 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        |      9947 | NS      | $891502.01    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan SA                                                                      | VISCOFAN SA COMMON STOCK EUR.7                           | CUSIP: 563828904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     12393 | NS      | $770972.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Basler Aktiengesellschaft                                                        | BASLER AG COMMON STOCK                                   | CUSIP: 564458909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3699 | NS      | $131315.57    | 0.02%             |  |  |  | No            |                  2 | 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        |      9864 | NS      | $94261.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadian Timber Corp.                                                             | ACADIAN TIMBER CORP COMMON STOCK                         | CUSIP: 004272100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3534 | NS      | $41037.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maple Leaf Foods Inc.                                                            | MAPLE LEAF FOODS INC COMMON STOCK                        | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |     27833 | NS      | $526388.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleste Oyj                                                                      | TELESTE OYJ COMMON STOCK                                 | CUSIP: 565393907<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3860 | NS      | $15150.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adtran Holdings Inc.                                                             | ADTRAN HOLDINGS INC COMMON STOCK                         | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15333 | NS      | $307422.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AcuityAds Holdings Inc.                                                          | ACUITYADS HOLDINGS INC COMMON STOCK                      | CUSIP: 00510L106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3180 | NS      | $5673.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TV TOKYO Holdings Corporation                                                    | TV TOKYO HOLDINGS CORP COMMON STOCK                      | CUSIP: B63KM1903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $32252.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deme Group NV                                                                    | DREDGING ENVIRONMENTAL and MARIN COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BE        |      2358 | NS      | $293188.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OFX Group Limited                                                                | OFX GROUP LTD COMMON STOCK                               | CUSIP: BFG1Q5908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    100657 | NS      | $167357.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avance Gas Holdings Ltd                                                          | AVANCE GAS HOLDING LTD COMMON STOCK USD1.0               | CUSIP: BFH4P4905<br>LEI: 5493009VK043S9CL8W20 | Long             | EC               | CORP              | NO        |      2133 | NS      | $15272.79     | 0.00%             |  |  |  | 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        |      4300 | NS      | $15288.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS PETROLUB SE                                                                | FUCHS PETROLUB SE PREFERENCE                             | CUSIP: BNHRG8908<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     21316 | NS      | $746662.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandi Standard AB                                                               | SCANDI STANDARD AB COMMON STOCK SEK.01                   | CUSIP: BNJZRJ902<br>LEI: 5493006VHH78UQJVF844 | Long             | EC               | CORP              | SE        |     16774 | NS      | $82334.46     | 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        |     13672 | NS      | $63640.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GK Software SE                                                                   | GK SOFTWARE SE COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       245 | NS      | $36795.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S and U plc                                                                      | S and U PLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1096 | NS      | $28840.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueJay Mining PLC                                                               | BLUEJAY MINING PLC COMMON STOCK GBP.0001                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     84591 | NS      | $5029.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Corporation plc                                                            | NOBLE CORP PLC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5743 | NS      | $208517.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tera Light Ltd                                                                   | TERA LIGHT LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     11021 | NS      | $15775.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LTS Inc.                                                                         | LTS INC/TOKYO COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $10295.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos Se                                                                          | ATOS SE COMMON STOCK EUR1.0                              | CUSIP: 565478906<br>LEI: 5493001EZOOA66PTBR68 | Long             | EC               | CORP              | FR        |      3283 | NS      | $34577.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Gold Corporation                                                        | MARATHON GOLD CORP COMMON STOCK                          | CUSIP: 56580Q102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15600 | NS      | $11597.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marimaca Copper Corp.                                                            | MARIMACA COPPER CORP COMMON STOCK                        | CUSIP: 56783M106<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |      3200 | NS      | $7136.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berner Kantonalbank AG                                                           | BERNER KANTONALBANK AG COMMON STOCK CHF20.0              | CUSIP: 567954904<br>LEI: 4T0J6O251JXNEB0VEZ08 | Long             | EC               | CORP              | CH        |      1951 | NS      | $461355.33    | 0.07%             |  |  |  | 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        |      9901 | NS      | $327307.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Agfa-Gevaert N.V.                                                                | AGFA-GEVAERT NV COMMON STOCK                             | CUSIP: 568905905<br>LEI: 549300IHBDUTUNQJJB79 | Long             | EC               | CORP              | BE        |     41215 | NS      | $119176.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suny Cellular Communication Ltd                                                  | SUNY CELLULAR COMMUNICATION LT COMMON STOCK ILS.12       | CUSIP: 632166906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18682 | NS      | $8934.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mipox Corporation                                                                | MIPOX CORP COMMON STOCK                                  | CUSIP: 632184909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $19681.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Systems Engineering Consultants Co.Ltd.                                          | SYSTEMS ENGINEERING CONSULTANT COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $10232.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRE Holdings Corporation                                                         | TRE HOLDINGS CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1476 | NS      | $17004.09     | 0.00%             |  |  |  | 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        |      2800 | NS      | $43007.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUKA FURUSATO Corporation                                                      | MARUKA FURUSATO CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1153 | NS      | $33663.24     | 0.01%             |  |  |  | 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        |       800 | NS      | $17687.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuoka Corporation                                                             | MATSUOKA CORP COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $6862.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prevas Aktiebolag                                                                | PREVAS AB COMMON STOCK SEK2.5                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1258 | NS      | $15183.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fingerprint Cards AB                                                             | FINGERPRINT CARDS AB-B UNIT                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      5152 | NS      | $7702.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Co.Ltd.                                                                   | SUZUKI CO LTD COMMON STOCK                               | CUSIP: 632186904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $37603.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Access Co. Ltd.                                                                  | ACCESS CO LTD COMMON STOCK                               | CUSIP: 632430906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $61355.45     | 0.01%             |  |  |  | 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        |     15600 | NS      | $407057.81    | 0.06%             |  |  |  | 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        |      2100 | NS      | $79261.59     | 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        |     13676 | NS      | $184276.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| F-Tech Inc.                                                                      | F-TECH INC COMMON STOCK                                  | CUSIP: 632956900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $23052.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braemar Plc                                                                      | BRAEMAR SHIPPING SERVICES PLC COMMON STOCK GBP.1         | CUSIP: 006009906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7806 | NS      | $30515.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avon Protection PLC                                                              | AVON RUBBER PLC COMMON STOCK GBP1.0                      | CUSIP: 006670004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12292 | NS      | $153828.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aecon Group Inc.                                                                 | AECON GROUP INC COMMON STOCK                             | CUSIP: 00762V109<br>LEI: 549300VROCXVWXFR8B83 | Long             | EC               | CORP              | CA        |     21101 | NS      | $154043.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Energy Ltd.                                                            | ADVANTAGE ENERGY LTD COMMON STOCK                        | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |     71006 | NS      | $610214.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Africa Oil Corp.                                                                 | AFRICA OIL CORP COMMON STOCK                             | CUSIP: 00829Q101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10700 | NS      | $23068.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimia Inc.                                                                       | AIMIA INC COMMON STOCK                                   | CUSIP: 00900Q103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     31533 | NS      | $82515.82     | 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        |     28720 | NS      | $697874.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Galil Ltd                                                                  | DELTA GALIL INDUSTRIES LTD COMMON STOCK ILS1.            | CUSIP: 626202907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2564 | NS      | $110316.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DKK Co. Ltd.                                                                     | DENKI KOGYO CO LTD COMMON STOCK                          | CUSIP: 626260004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $67356.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiseki Co. Ltd.                                                                 | DAISEKI CO LTD COMMON STOCK                              | CUSIP: 626316905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14580 | NS      | $502802.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Denyo Co. Ltd.                                                                   | DENYO CO LTD COMMON STOCK                                | CUSIP: 626377006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $69174.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Automotive Systems Ltd.                                                    | DELEK AUTOMOTIVE SYSTEMS LTD COMMON STOCK ILS1.          | CUSIP: 626630909<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     14507 | NS      | $193584.08    | 0.03%             |  |  |  | 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        |     63500 | NS      | $29080.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilan Ltd.                                                                       | HILAN LTD COMMON STOCK ILS1.                             | CUSIP: 626723902<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3350 | NS      | $165888.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Infomedia Ltd                                                                    | INFOMEDIA LTD COMMON STOCK                               | CUSIP: 626809909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    133827 | NS      | $100709.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Telesis Holdings K.K.                                                     | ALLIED TELESIS HOLDINGS KK COMMON STOCK                  | CUSIP: 626916902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $6728.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOW Co.Ltd.                                                                      | TOW CO LTD COMMON STOCK                                  | CUSIP: 626919906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $38101.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HABA LaboratoriesInc.                                                            | HABA LABORATORIES INC COMMON STOCK                       | CUSIP: 661449900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $12283.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corporation                                                               | NOJIMA CORP COMMON STOCK                                 | CUSIP: 661687905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20600 | NS      | $210211.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevalier International Holdings Limited                                         | CHEVALIER INTERNATIONAL HOLDIN COMMON STOCK HKD1.25      | CUSIP: 661698902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     45524 | NS      | $39779.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FP Corporation                                                                   | FP CORP COMMON STOCK                                     | CUSIP: 632994000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $136014.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lintec Corporation                                                               | LINTEC CORP COMMON STOCK                                 | CUSIP: 633008008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $210633.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Networks and System Integration Corporation                                  | NEC NETWORKS and SYSTEM INTEGRAT COMMON STOCK            | CUSIP: 661942003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $147032.65    | 0.02%             |  |  |  | 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        |    335380 | NS      | $94747.75     | 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        |     30885 | NS      | $214943.92    | 0.03%             |  |  |  | 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        |      4700 | NS      | $63264.61     | 0.01%             |  |  |  | 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        |    391971 | NS      | $93276.94     | 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        |     13400 | NS      | $139547.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nufarm Limited                                                                   | NUFARM LTD/AUSTRALIA COMMON STOCK                        | CUSIP: 633533906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    118255 | NS      | $489341.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Raysum Co. Ltd.                                                                  | RAYSUM CO LTD COMMON STOCK                               | CUSIP: 633589908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $7154.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finbar Group Limited                                                             | FINBAR GROUP LTD COMMON STOCK                            | CUSIP: 633721907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     71892 | NS      | $32544.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHiDAX Corporation                                                               | SHIDAX CORP COMMON STOCK                                 | CUSIP: 633811906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $41339.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOWOW Inc.                                                                       | WOWOW INC COMMON STOCK                                   | CUSIP: 633863907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $21890.00     | 0.00%             |  |  |  | No            |                  2 | 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        |      3400 | NS      | $43362.18     | 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        |    618000 | NS      | $193942.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncall Corporation                                                              | SUNCALL CORP COMMON STOCK                                | CUSIP: 677503906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $36265.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanden Corporation                                                               | SANDEN CORP COMMON STOCK                                 | CUSIP: 677518003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $7685.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo TateyamaInc.                                                              | SANKYO TATEYAMA INC COMMON STOCK                         | CUSIP: 677530008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $39700.82     | 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        |     10400 | NS      | $36747.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyu Inc.                                                                      | SANKYU INC COMMON STOCK                                  | CUSIP: 677538001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $383611.97    | 0.06%             |  |  |  | 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        |    210281 | NS      | $66051.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wing On Company International Limited                                            | WING ON CO INTERNATIONAL LTD COMMON STOCK HKD.1          | CUSIP: 697224004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28000 | NS      | $45571.70     | 0.01%             |  |  |  | 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        |    113217 | NS      | $125441.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                                        | PAN AMERICAN SILVER CORP COMMON STOCK                    | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     13750 | NS      | $225801.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOELLER-BLECKMANN OILFIELD EQUIPMENT Aktiengesellschaft                        | SCHOELLER-BLECKMANN OILFIELD E COMMON STOCK EUR1.        | CUSIP: 757130901<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |      4222 | NS      | $289103.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Picanol                                                                          | PICANOL COMMON STOCK                                     | CUSIP: 758466908<br>LEI: 549300TLMDDUQR3DJ408 | Long             | EC               | CORP              | BE        |       195 | NS      | $14818.12     | 0.00%             |  |  |  | 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        |      9341 | NS      | $52017.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poseidon Nickel Limited                                                          | POSEIDON NICKEL LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    331150 | NS      | $9402.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                                                  | SANKYO CO LTD COMMON STOCK                               | CUSIP: 677543001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $316937.87    | 0.05%             |  |  |  | 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        |      8800 | NS      | $43242.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PeopleIN Limited                                                                 | PEOPLE INFRASTRUCTURE LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     16091 | NS      | $35518.98     | 0.01%             |  |  |  | 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        |      1519 | NS      | $120592.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lai Sun Garment (International) Limited                                          | LAI SUN GARMENT INTERNATIONAL COMMON STOCK               | CUSIP: BF99WX901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     46846 | NS      | $10229.73     | 0.00%             |  |  |  | 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        |     57676 | NS      | $55423.35     | 0.01%             |  |  |  | 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      | $23784.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZ-COM MARUWA Holdings Inc.                                                      | MARUWA UNYU KIKAN CO LTD COMMON STOCK                    | CUSIP: BKRC09901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $129402.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuit Group PLC                                                                 | POLYPIPE GROUP PLC COMMON STOCK GBP.001                  | CUSIP: BKRC5K901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     85251 | NS      | $320825.83    | 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        |     22244 | NS      | $59716.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Satori Electric Co.Ltd.                                                          | SATORI ELECTRIC CO LTD COMMON STOCK                      | CUSIP: 677609901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $28643.63     | 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        |      2900 | NS      | $47623.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansei Technologies Inc.                                                         | SANSEI TECHNOLOGIES INC COMMON STOCK                     | CUSIP: 677638009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $22648.64     | 0.00%             |  |  |  | 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        |      3900 | NS      | $125560.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yachiyo Industry Co. Ltd.                                                        | YACHIYO INDUSTRY CO LTD COMMON STOCK                     | CUSIP: 698471901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $17903.20     | 0.00%             |  |  |  | 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        |      7100 | NS      | $48824.19     | 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        |      9700 | NS      | $52218.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaizu Suisankagaku Industry Co.Ltd.                                              | YAIZU SUISANKAGAKU INDUSTRY CO COMMON STOCK              | CUSIP: 698507001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $17509.72     | 0.00%             |  |  |  | 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        |     25087 | NS      | $23196.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Musti Group Oyj                                                                  | MUSTI GROUP OYJ COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      8683 | NS      | $138822.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verallia                                                                         | VERALLIA SA COMMON STOCK EUR1.0                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |     18813 | NS      | $573397.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkavor Group Plc                                                               | BAKKAVOR GROUP PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     32786 | NS      | $36779.40     | 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        |      3500 | NS      | $39167.63     | 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        |      9800 | NS      | $87201.46     | 0.01%             |  |  |  | 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        |      8851 | NS      | $67494.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Kogyo Co. Ltd.                                                            | YAMATO KOGYO CO LTD COMMON STOCK                         | CUSIP: 698544004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $144804.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMATO CORPORATION                                                               | YAMATO CORP COMMON STOCK                                 | CUSIP: 698546009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $28176.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazen Corporation                                                              | YAMAZEN CORP COMMON STOCK                                | CUSIP: 698558004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19100 | NS      | $139764.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SNC-Lavalin Group Inc.                                                           | SNC-LAVALIN GROUP INC COMMON STOCK                       | CUSIP: 78460T105<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |     55234 | NS      | $996564.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc.                                                                  | SSR MINING INC COMMON STOCK                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     70020 | NS      | $1060853.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabina Gold and Silver Corp.                                                     | SABINA GOLD and SILVER CORP COMMON STOCK                 | CUSIP: 785246109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     65468 | NS      | $62783.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandstorm Gold Ltd.                                                              | SANDSTORM GOLD LTD COMMON STOCK                          | CUSIP: 80013R206<br>LEI: 549300QWJPV45VQF1B33 | Long             | EC               | CORP              | CA        |      2700 | NS      | $14040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandstorm Gold Ltd.                                                              | SANDSTORM GOLD LTD COMMON STOCK                          | CUSIP: 80013R206<br>LEI: 549300QWJPV45VQF1B33 | Long             | EC               | CORP              | CA        |     68630 | NS      | $356121.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Savaria Corporation                                                              | SAVARIA CORP COMMON STOCK                                | CUSIP: 805112109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16877 | NS      | $193969.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Seabridge Gold Inc.                                                              | SEABRIDGE GOLD INC COMMON STOCK                          | CUSIP: 811916105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     23651 | NS      | $295033.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Energy Services Inc.                                                      | SECURE ENERGY SERVICES INC COMMON STOCK                  | CUSIP: 81373C102<br>LEI: 549300EZKELHYBQO9X11 | Long             | EC               | CORP              | CA        |     90776 | NS      | $505454.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shawcor Ltd.                                                                     | SHAWCOR LTD COMMON STOCK                                 | CUSIP: 820439107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     31578 | NS      | $292973.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sienna Senior Living Inc.                                                        | SIENNA SENIOR LIVING INC COMMON STOCK                    | CUSIP: 82621K102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     26699 | NS      | $232424.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Sierra Metals Inc.                                                               | SIERRA METALS INC COMMON STOCK                           | CUSIP: 82639W106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8600 | NS      | $1534.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lucapa Diamond Company Limited                                                   | LUCAPA DIAMOND CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    220306 | NS      | $6618.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lindab International AB                                                          | LINDAB INTERNATIONAL AB COMMON STOCK SEK1.0              | CUSIP: B1HP07909<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |     26079 | NS      | $320302.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Monogatari Corporation                                                       | MONOGATARI CORP/THE COMMON STOCK                         | CUSIP: B2PWSL902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $179499.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ework Group AB                                                                   | EWORK GROUP AB COMMON STOCK SEK.13                       | CUSIP: B2R89B906<br>LEI: 549300WF2ILKHMGV9I45 | Long             | EC               | CORP              | SE        |      2362 | NS      | $27554.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orascom Development Holding AG                                                   | ORASCOM DEVELOPMENT HOLDING AG COMMON STOCK CHF5.0       | CUSIP: B2R90D909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6368 | NS      | $50822.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MandA Capital Partners Co.Ltd.                                                   | MandA CAPITAL PARTNERS CO LTD COMMON STOCK               | CUSIP: BFTRL6900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $154029.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGExN Co. Ltd.                                                                  | ZIGEXN CO LTD COMMON STOCK                               | CUSIP: BFWH6R909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $45426.15     | 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        |    210302 | NS      | $542148.70    | 0.09%             |  |  |  | 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        |      5899 | NS      | $90320.76     | 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      | $2050.97      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pharmanutra S.p.A.                                                               | PHARMANUTRA SPA COMMON STOCK NPV                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      1031 | NS      | $68601.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pendal Group Limited                                                             | PENDAL GROUP LTD COMMON STOCK                            | CUSIP: BFY6LL907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    104321 | NS      | $358577.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimekko Oyj                                                                    | MARIMEKKO OYJ COMMON STOCK EUR1.0                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      7820 | NS      | $74296.92     | 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        |       677 | NS      | $28710.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Systems Inc.                                                                 | JFE SYSTEMS INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $23824.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A.D. Works Group Co.Ltd.                                                         | AD WORKS GROUP CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10540 | NS      | $11965.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NF Corporation                                                                   | NF CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $18279.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinwa Co.Ltd                                                                    | SHINWA CO LTD/GIFU COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $15507.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takamatsu Machinery Co. Ltd.                                                     | TAKAMATSU MACHINERY CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $4398.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FandM Co.Ltd.                                                                    | FandM CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $49323.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEIWA Incorporated                                                               | KEIWA INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $46989.87     | 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        |      1500 | NS      | $24228.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamashina Corporation                                                            | YAMASHINA CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     24800 | NS      | $11876.34     | 0.00%             |  |  |  | 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        |     14300 | NS      | $193462.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CellSource Co. Ltd.                                                              | CELLSOURCE CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $67529.43     | 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        |    150946 | NS      | $175966.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valuence Holdings Inc.                                                           | VALUENCE HOLDINGS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $38006.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishimoto Co. Ltd.                                                               | NISHIMOTO CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $40602.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecora Resources PLC                                                              | ANGLO PACIFIC GROUP PLC COMMON STOCK GBP.02              | CUSIP: 064493000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     78847 | NS      | $134868.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Forum Engineering Inc.                                                           | FORUM ENGINEERING INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2800 | NS      | $17741.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bookoff Group Holdings Ltd                                                       | BOOKOFF GROUP HOLDINGS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2900 | NS      | $27708.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EuroEyes International Eye Clinic Limited                                        | EUROEYES INTERNATIONAL EYE CLI COMMON STOCK USD.01       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |     14000 | NS      | $9748.50      | 0.00%             |  |  |  | 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        |     14010 | NS      | $85678.86     | 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        |      7346 | NS      | $378935.74    | 0.06%             |  |  |  | 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        |     17974 | NS      | $471576.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Porvair plc                                                                      | PORVAIR PLC COMMON STOCK GBP.02                          | CUSIP: 069636009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10112 | NS      | $67308.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                              | BAYTEX ENERGY CORP COMMON STOCK                          | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |    162450 | NS      | $829670.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Renishaw plc                                                                     | RENISHAW PLC COMMON STOCK GBP.2                          | CUSIP: 073235004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8878 | NS      | $401100.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carillion PLC                                                                    | CARILLION PLC COMMON STOCK GBP.5                         | CUSIP: 073655904<br>LEI: 6SNZTEXLR1M5211YYB89 | Long             | EC               | CORP              | GB        |    114263 | NS      | $13206.97     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SATS ASA                                                                         | SATS ASA COMMON STOCK NOK2.125                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      4176 | NS      | $3510.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Balco Group AB                                                                   | BALCO GROUP AB COMMON STOCK SEK6.0002                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1878 | NS      | $8036.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nyfosa AB                                                                        | NYFOSA AB COMMON STOCK SEK.5                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     33060 | NS      | $238760.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Netlink NBN Trust                                                                | NETLINK NBN TRUST UNIT                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    439200 | NS      | $278098.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricardo plc                                                                      | RICARDO PLC COMMON STOCK GBP.25                          | CUSIP: 073700007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     20401 | NS      | $109944.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MDA Ltd.                                                                         | MDA LTD COMMON STOCK                                     | CUSIP: 55292X108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1077 | NS      | $5204.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HKScan Oyj                                                                       | HKSCAN OYJ COMMON STOCK                                  | CUSIP: 553738907<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     11127 | NS      | $11092.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTY Food Group Inc.                                                              | MTY FOOD GROUP INC COMMON STOCK                          | CUSIP: 55378N107<br>LEI: 5493004BLYNZ8OWF5Z08 | Long             | EC               | CORP              | CA        |      7815 | NS      | $355847.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Orange Belgium S.A.                                                              | ORANGE BELGIUM SA COMMON STOCK                           | CUSIP: 554197905<br>LEI: 5493007JS0ZHJVBUWP18 | Long             | EC               | CORP              | BE        |      5254 | NS      | $93666.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jungheinrich Aktiengesellschaft                                                  | JUNGHEINRICH AG PREFERENCE                               | CUSIP: 554567909<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     14274 | NS      | $422418.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bourbon Corporation                                                              | BOURBON CORP COMMON STOCK                                | CUSIP: 555299908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1464 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rapala VMC Oyj                                                                   | RAPALA VMC OYJ COMMON STOCK                              | CUSIP: 555524909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5592 | NS      | $28462.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOENIG and BAUER Aktiengesellschaft                                              | KOENIG and BAUER AG COMMON STOCK                         | CUSIP: 555820901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4359 | NS      | $73161.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bavarian Nordic A/S                                                              | BAVARIAN NORDIC A/S COMMON STOCK DKK10.                  | CUSIP: 556461903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     23351 | NS      | $793150.21    | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Nagano Keiki Co.Ltd.                                                             | NAGANO KEIKI CO LTD COMMON STOCK                         | CUSIP: 613612902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $46765.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| All for One Group SE                                                             | ALL FOR ONE GROUP AG COMMON STOCK                        | CUSIP: 557444908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       784 | NS      | $39143.87     | 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        |     10905 | NS      | $182500.74    | 0.03%             |  |  |  | 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        |     35300 | NS      | $262037.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Senshukai Co. Ltd.                                                               | SENSHUKAI CO LTD COMMON STOCK                            | CUSIP: 679547000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13900 | NS      | $41391.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Senshu Electric Co.Ltd.                                                          | SENSHU ELECTRIC CO LTD COMMON STOCK                      | CUSIP: 679561902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $110265.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAISON Information Systems Co.Ltd.                                               | SAISON INFORMATION SYSTEMS CO COMMON STOCK               | CUSIP: 680043908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $12920.13     | 0.00%             |  |  |  | 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        |      2700 | NS      | $107708.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINNIHON CORPORATION                                                            | SHINNIHON CORP COMMON STOCK                              | CUSIP: 680401908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $52384.51     | 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        |     12900 | NS      | $86519.81     | 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        |     17000 | NS      | $242129.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IDOM Inc.                                                                        | IDOM INC COMMON STOCK                                    | CUSIP: 613637909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $99565.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Medical Dynamic Marketing INC.                                             | JAPAN MEDICAL DYNAMIC MARKETIN COMMON STOCK              | CUSIP: 613670900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $37247.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Mechatronics Corporation                                                | SHIBAURA MECHATRONICS CORP COMMON STOCK                  | CUSIP: 680418001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $89784.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibuya Corporation                                                              | SHIBUYA CORP COMMON STOCK                                | CUSIP: 680423001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $101644.55    | 0.02%             |  |  |  | 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        |     12000 | NS      | $229801.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasure ASA                                                                     | TREASURE ASA COMMON STOCK NOK.1                          | CUSIP: ACI0M3YV9<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     15273 | NS      | $27093.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Austal Limited                                                                   | AUSTAL LTD COMMON STOCK                                  | CUSIP: 613716901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    124942 | NS      | $208092.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifestyle Communities Limited                                                    | LIFESTYLE COMMUNITIES LTD COMMON STOCK                   | CUSIP: 613719905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     25616 | NS      | $337803.98    | 0.05%             |  |  |  | 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        |      6500 | NS      | $105665.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Waseda Academy Co.Ltd.                                                           | WASEDA ACADEMY CO LTD COMMON STOCK                       | CUSIP: 614219905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $31856.77     | 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        |     92000 | NS      | $23064.16     | 0.00%             |  |  |  | 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        |      6000 | NS      | $30710.88     | 0.00%             |  |  |  | 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        |      8200 | NS      | $164071.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Engineering and Construction Inc.                                          | SANYO ENGINEERING and CONSTRUCTI COMMON STOCK            | CUSIP: 677683005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $8586.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Shokai Ltd.                                                                | SANYO SHOKAI LTD COMMON STOCK                            | CUSIP: 677688004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $46462.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sapporo Holdings Limited                                                         | SAPPORO HOLDINGS LTD COMMON STOCK                        | CUSIP: 677690000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $196267.34    | 0.03%             |  |  |  | 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        |      3300 | NS      | $150372.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Special Steel Co. Ltd.                                                     | SANYO SPECIAL STEEL CO LTD COMMON STOCK                  | CUSIP: 677706004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5629 | NS      | $91609.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomato Bank Ltd.                                                                 | TOMATO BANK LTD COMMON STOCK                             | CUSIP: 677715005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $23212.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sata Construction Co.Ltd.                                                        | SATA CONSTRUCTION CO LTD COMMON STOCK                    | CUSIP: 677750002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $5919.64      | 0.00%             |  |  |  | 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        |    489675 | NS      | $451708.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sato Holdings Corporation                                                        | SATO HOLDINGS CORP COMMON STOCK                          | CUSIP: 677757007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10200 | NS      | $146198.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sato Sho-ji Corporation                                                          | SATO SHOJI CORP COMMON STOCK                             | CUSIP: 677766909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $45359.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATCO Ltd.                                                                        | ATCO LTD/CANADA COMMON STOCK                             | CUSIP: 046789400<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     23807 | NS      | $762270.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Athabasca Oil Corporation                                                        | ATHABASCA OIL CORP COMMON STOCK                          | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |    150957 | NS      | $310858.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirent Communications PLC                                                       | SPIRENT COMMUNICATIONS PLC COMMON STOCK GBP.03333333     | CUSIP: 047260906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    202832 | NS      | $706873.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group plc                                                                 | KELLER GROUP PLC COMMON STOCK GBP.1                      | CUSIP: 048662902<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     27337 | NS      | $242274.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kier Group plc                                                                   | KIER GROUP PLC COMMON STOCK GBP.01                       | CUSIP: 049156904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    111930 | NS      | $85810.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura Minerals Inc.                                                               | AURA MINERALS INC COMMON STOCK                           | CUSIP: 05152Q305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $4059.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eckert and Ziegler Strahlen- und Medizintechnik AG                               | ECKERT and ZIEGLER STRAHLEN- UND COMMON STOCK            | CUSIP: 568985907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4771 | NS      | $270960.21    | 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        |      4381 | NS      | $316715.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmos Semiconductor SE                                                           | ELMOS SEMICONDUCTOR SE COMMON STOCK                      | CUSIP: 569542905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2704 | NS      | $168799.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PVA TePla AG                                                                     | PVA TEPLA AG COMMON STOCK                                | CUSIP: 569928906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5294 | NS      | $101858.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                                  | WIENERBERGER AG COMMON STOCK                             | CUSIP: 569937907<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     36554 | NS      | $966592.48    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PALFINGER AG                                                                     | PALFINGER AG COMMON STOCK                                | CUSIP: 570035907<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4501 | NS      | $119286.27    | 0.02%             |  |  |  | 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        |     86278 | NS      | $100127.04    | 0.02%             |  |  |  | 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        |      5900 | NS      | $84268.57     | 0.01%             |  |  |  | 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        |     15200 | NS      | $208472.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Energy Limited                                                             | BEACH ENERGY LTD COMMON STOCK                            | CUSIP: 608820007<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |    365726 | NS      | $440900.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujimori Kogyo Co. Ltd.                                                          | FUJIMORI KOGYO CO LTD COMMON STOCK                       | CUSIP: 635518905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $124245.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukushima Galilei Co. Ltd.                                                       | FUKUSHIMA INDUSTRIES CORP COMMON STOCK                   | CUSIP: 635521909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $153097.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackmores Limited                                                               | BLACKMORES LTD COMMON STOCK                              | CUSIP: 610226003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4617 | NS      | $224337.20    | 0.04%             |  |  |  | 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        |      6400 | NS      | $47520.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujimi Incorporated                                                              | FUJIMI INC COMMON STOCK                                  | CUSIP: 635527906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $196852.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GrainCorp Limited                                                                | GRAINCORP LTD COMMON STOCK                               | CUSIP: 610233900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     78998 | NS      | $436778.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Asia Ltd.                                                             | HONG LEONG ASIA LTD COMMON STOCK                         | CUSIP: 610575904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     70600 | NS      | $34640.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Oil Limited                                                              | HORIZON OIL LTD COMMON STOCK                             | CUSIP: 610648008<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11332 | NS      | $1041.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnarvon Energy Limited                                                         | CARNARVON PETROLEUM LTD COMMON STOCK                     | CUSIP: 611049909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    422815 | NS      | $43407.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokmanni Group Oyj                                                               | TOKMANNI GROUP CORP COMMON STOCK NPV                     | CUSIP: ACI0M4CS8<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     16285 | NS      | $224332.69    | 0.04%             |  |  |  | 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        |    208194 | NS      | $439318.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukui Computer HoldingsInc.                                                      | FUKUI COMPUTER HOLDINGS INC COMMON STOCK                 | CUSIP: 635565906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $81955.06     | 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        |      8700 | NS      | $41562.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Co. Ltd.                                                                    | FUJI CO LTD/EHIME COMMON STOCK                           | CUSIP: 635624000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $94047.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FDK Corporation                                                                  | FDK CORP COMMON STOCK                                    | CUSIP: 635630007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $36799.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonvests Holdings Limited                                                        | BONVESTS HOLDINGS LTD COMMON STOCK                       | CUSIP: 611148008<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     36400 | NS      | $24304.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City Chic Collective Limited                                                     | CITY CHIC COLLECTIVE LTD COMMON STOCK                    | CUSIP: 611617903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61368 | NS      | $33897.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VP Bank AG                                                                       | VP BANK AG COMMON STOCK CHF10.0                          | CUSIP: ACI0MBJ97<br>LEI: MI3TLH1I0D58ORE24Q14 | Long             | EC               | CORP              | LI        |      1251 | NS      | $117150.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enav S.p.A.                                                                      | ENAV SPA COMMON STOCK NPV                                | CUSIP: ACI0NKS62<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     23052 | NS      | $101977.37    | 0.02%             |  |  |  | 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        |      7400 | NS      | $266534.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corporation                                                                 | FUJI CORP/AICHI COMMON STOCK                             | CUSIP: 635659006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20500 | NS      | $312775.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujibo Holdings Inc.                                                             | FUJIBO HOLDINGS INC COMMON STOCK                         | CUSIP: 635660004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $91543.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc.                                                         | MIRACA HOLDINGS INC COMMON STOCK                         | CUSIP: 635661002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17200 | NS      | $348852.93    | 0.06%             |  |  |  | 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        |      2600 | NS      | $18632.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Somfy SA                                                                         | SOMFY SA COMMON STOCK EUR.2                              | CUSIP: ACI0PJTF2<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2576 | NS      | $384411.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                    | FUJIKURA LTD COMMON STOCK                                | CUSIP: 635670003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52300 | NS      | $429303.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Kasei Co. Ltd.                                                          | FUJIKURA KASEI CO LTD COMMON STOCK                       | CUSIP: 635672900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $28613.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Incorporated                                                         | OBARA GROUP INC COMMON STOCK                             | CUSIP: 611773904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $94066.18     | 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        |      6500 | NS      | $69968.60     | 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        |     37800 | NS      | $241635.21    | 0.04%             |  |  |  | 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        |      5200 | NS      | $287789.95    | 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        |     83107 | NS      | $44852.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Offshore Limited                                                              | BW OFFSHORE LTD COMMON STOCK USD.5                       | CUSIP: ACI0R63P4<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     31002 | NS      | $80414.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIKURA COMPOSITES Inc.                                                         | FUJIKURA COMPOSITES INC COMMON STOCK                     | CUSIP: 635676901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $41784.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Oil Holdings Inc.                                                           | FUJI OIL HOLDINGS INC COMMON STOCK                       | CUSIP: 635684004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15100 | NS      | $232617.33    | 0.04%             |  |  |  | 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        |       764 | NS      | $141715.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macromill Inc.                                                                   | MACROMILL INC COMMON STOCK                               | CUSIP: ACI0T22C1<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14100 | NS      | $114995.21    | 0.02%             |  |  |  | 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        |      2885 | NS      | $124694.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GuocoLand Limited                                                                | GUOCOLAND LTD COMMON STOCK                               | CUSIP: 678673005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     69700 | NS      | $83311.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BFF Bank SpA                                                                     | BFF BANK SPA COMMON STOCK NPV                            | CUSIP: ACI0T9D42<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     35428 | NS      | $277433.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galenica AG                                                                      | GALENICA AG COMMON STOCK CHF.1                           | CUSIP: ACI0TGDH7<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17196 | NS      | $1320499.38   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilia AB                                                                         | BILIA AB COMMON STOCK SEK2.5                             | CUSIP: ACI0V5HZ4<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     25661 | NS      | $288925.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enea Aktiebolag                                                                  | ENEA AB COMMON STOCK SEK1.0                              | CUSIP: ACI0V5J25<br>LEI: 549300UNMLWLG6B2R803 | Long             | EC               | CORP              | SE        |      7057 | NS      | $54292.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujiya Co. Ltd.                                                                  | FUJIYA CO LTD COMMON STOCK                               | CUSIP: 635696008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $74712.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUKUDA CORPORATION                                                               | FUKUDA CORP COMMON STOCK                                 | CUSIP: 635699002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $77915.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Soft Incorporated                                                           | FUJI SOFT INC COMMON STOCK                               | CUSIP: 635700008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $197129.01    | 0.03%             |  |  |  | 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        |      7118 | NS      | $76054.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Triple Flag Precious Metals Corp.                                                | TRIPLE FLAG PRECIOUS METALS CO COMMON STOCK              | CUSIP: 89679M104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       900 | NS      | $11441.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turquoise Hill Resources Ltd.                                                    | TURQUOISE HILL RESOURCES LTD COMMON STOCK                | CUSIP: 900435207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     31288 | NS      | $979705.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuyama Transporting Co. Ltd.                                                   | FUKUYAMA TRANSPORTING CO LTD COMMON STOCK                | CUSIP: 635712003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $161820.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fumakilla Limited                                                                | FUMAKILLA LTD COMMON STOCK                               | CUSIP: 635720907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $11499.39     | 0.00%             |  |  |  | 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        |     12830 | NS      | $262993.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Furukawa Battery Co. Ltd.                                                    | FURUKAWA BATTERY CO LTD/THE COMMON STOCK                 | CUSIP: 635752900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $48579.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Co. Ltd.                                                                | FURUKAWA CO LTD COMMON STOCK                             | CUSIP: 635760002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $109495.59    | 0.02%             |  |  |  | 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        |      8600 | NS      | $64134.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RIGHT ON Co. Ltd.                                                                | RIGHT ON CO LTD COMMON STOCK                             | CUSIP: 674705900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $29228.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Rokko Butter Co. Ltd.                                                            | ROKKO BUTTER CO LTD COMMON STOCK                         | CUSIP: 674749007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $59078.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Matrix I.T. Ltd                                                                  | MATRIX IT LTD COMMON STOCK ILS1.0                        | CUSIP: 674775903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8917 | NS      | $207554.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OceanaGold Corporation                                                           | OCEANAGOLD CORP COMMON STOCK                             | CUSIP: 675222103<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | AU        |    233573 | NS      | $397637.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTABA CORPORATION                                                               | FUTABA CORP COMMON STOCK                                 | CUSIP: 635773005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14757 | NS      | $63842.03     | 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        |     23200 | NS      | $63625.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liechtensteinische Landesbank Aktiengesellschaft                                 | LIECHTENSTEINISCHE LANDESBANK COMMON STOCK CHF5.0        | CUSIP: ACI0V6YN0<br>LEI: N/A                  | Long             | EC               | CORP              | LI        |      4965 | NS      | $292941.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alligo AB                                                                        | MOMENTUM GROUP AB COMMON STOCK                           | CUSIP: ACI0VHQT2<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      9039 | NS      | $67916.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahresty Corporation                                                              | AHRESTY CORP COMMON STOCK                                | CUSIP: 635780000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $26864.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUSO Pharmaceutical Industries Ltd.                                              | FUSO PHARMACEUTICAL INDUSTRIES COMMON STOCK              | CUSIP: 635782006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $37197.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagerhult Group                                                                  | FAGERHULT AB COMMON STOCK SEK.57                         | CUSIP: ACI0VPJ39<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     23698 | NS      | $94929.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIT Hon Teng Ltd                                                                 | FIT HON TENG LTD COMMON STOCK USD.01953125               | CUSIP: ACI0W3KB7<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     94000 | NS      | $20482.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumble Resources Limited                                                         | RUMBLE RESOURCES LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     56438 | NS      | $9255.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Deterra Royalties Limited                                                        | DETERRA ROYALTIES LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    104841 | NS      | $330539.37    | 0.05%             |  |  |  | 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        |   1270000 | NS      | $20794.92     | 0.00%             |  |  |  | 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      |
| Base Resources Limited                                                           | BASE RESOURCES LTD RTS COMMON STOCK                      | CUSIP: B3CLGD909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    100127 | NS      | $13657.32     | 0.00%             |  |  |  | No            |                  2 | 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        |      1831 | NS      | $131502.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elecnor S.A.                                                                     | ELECNOR SA COMMON STOCK EUR.1                            | CUSIP: B3CTJS906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      9042 | NS      | $102191.01    | 0.02%             |  |  |  | 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      | $28062.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Hat Ltd.                                                                  | YELLOW HAT LTD COMMON STOCK                              | CUSIP: 675359905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $151149.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryobi Limited                                                                    | RYOBI LTD COMMON STOCK                                   | CUSIP: 676290000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $80364.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JVCKENWOOD Corporation                                                           | JVCKENWOOD CORP COMMON STOCK                             | CUSIP: B3CY5L905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59828 | NS      | $162201.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumiseki Holdings Inc.                                                           | SUMISEKI HOLDINGS INC COMMON STOCK                       | CUSIP: B3CY74901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21100 | NS      | $39191.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Uni-Select Inc.                                                                  | UNI-SELECT INC COMMON STOCK                              | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               | CORP              | CA        |     15096 | NS      | $510962.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                                               | VAALCO ENERGY INC COMMON STOCK USD.1                     | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      5734 | NS      | $29702.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vecima Networks Inc.                                                             | VECIMA NETWORKS INC COMMON STOCK                         | CUSIP: 92241Y101<br>LEI: 549300L8DMJG6F2WB423 | Long             | EC               | CORP              | CA        |      1797 | NS      | $25235.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy Inc.                                                            | VERMILION ENERGY INC COMMON STOCK                        | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |     60324 | NS      | $1192443.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Linical Co. Ltd.                                                                 | LINICAL CO LTD COMMON STOCK                              | CUSIP: B3DD1X908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $24446.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dedicare AB (publ)                                                               | DEDICARE AB COMMON STOCK SEK.5                           | CUSIP: B67VNT903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1034 | NS      | $11537.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilh. Wilhelmsen Holding ASA                                                     | WILH WILHELMSEN HOLDING ASA COMMON STOCK NOK20.          | CUSIP: B682WX907<br>LEI: 54930050TPKOLSE1ZZ71 | Long             | EC               | CORP              | NO        |      3674 | NS      | $97009.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Collins Foods Limited                                                            | COLLINS FOODS LTD COMMON STOCK                           | CUSIP: B6QCFP901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     35727 | NS      | $188284.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansei Landic Co.Ltd                                                             | SANSEI LANDIC CO LTD COMMON STOCK                        | CUSIP: B6QLMM900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $6841.78      | 0.00%             |  |  |  | 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        |     56000 | NS      | $32645.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnos Japan Incorporated                                                        | TECNOS JAPAN INC COMMON STOCK                            | CUSIP: B6XB54903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $13949.51     | 0.00%             |  |  |  | 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        |     37251 | NS      | $225675.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryoden Corporation                                                               | RYODEN CORP COMMON STOCK                                 | CUSIP: 676300007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $76253.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryosan Company Limited                                                           | RYOSAN CO LTD COMMON STOCK                               | CUSIP: 676320005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7129 | NS      | $148254.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HandR GmbH and Co. KGaA                                                          | HandR GMBH and CO KGAA COMMON STOCK                      | CUSIP: ACI0W3YR7<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6074 | NS      | $39005.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO AG                                                                         | METRO AG COMMON STOCK                                    | CUSIP: ACI0W3ZM7<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     35729 | NS      | $318754.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUESS MicroTec SE                                                                | SUESS MICROTEC SE COMMON STOCK                           | CUSIP: B6YT19906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6541 | NS      | $104044.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding Ltd.                                                                | DKSH HOLDING AG COMMON STOCK CHF.1                       | CUSIP: B71QPM901<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |     12759 | NS      | $962039.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| VersaBank                                                                        | VERSABANK COMMON STOCK                                   | CUSIP: 92512J106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2000 | NS      | $13351.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria Gold Corp.                                                              | VICTORIA GOLD CORP COMMON STOCK                          | CUSIP: 92625W507<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4906 | NS      | $29615.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis                                                                            | RUBIS SCA COMMON STOCK EUR1.25                           | CUSIP: ACI0W90G5<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     30156 | NS      | $766734.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Allgeier SE                                                                      | ALLGEIER SE COMMON STOCK                                 | CUSIP: ACI0XS148<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2876 | NS      | $98351.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SEC Carbon Limited                                                               | SEC CARBON LTD COMMON STOCK                              | CUSIP: 676379902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $25346.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seikagaku Corporation                                                            | SEIKAGAKU CORP COMMON STOCK                              | CUSIP: 676394000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14500 | NS      | $99894.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsys Inc.                                                                      | ARTSPARK HOLDINGS INC COMMON STOCK                       | CUSIP: B71ST6908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $52477.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kojamo Oyj                                                                       | KOJAMO OYJ COMMON STOCK NPV                              | CUSIP: BFYR8L906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     36503 | NS      | $544120.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Software AG                                                                      | SOFTWARE AG COMMON STOCK                                 | CUSIP: ACI0XXV93<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     17078 | NS      | $437937.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RHI Magnesita N.V.                                                               | RHI MAGNESITA NV COMMON STOCK EUR1.0                     | CUSIP: ACI0YCJ68<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      5454 | NS      | $148151.88    | 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        |     91766 | NS      | $105530.77    | 0.02%             |  |  |  | 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        |     20876 | NS      | $199793.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Touchstone Exploration Inc.                                                      | TOUCHSTONE EXPLORATION INC COMMON STOCK                  | CUSIP: 89156L108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10000 | NS      | $8103.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TransAlta Renewables Inc.                                                        | TRANSALTA RENEWABLES INC COMMON STOCK                    | CUSIP: 893463109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     41639 | NS      | $442345.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aedas Homes SA                                                                   | AEDAS HOMES SA COMMON STOCK EUR1.0                       | CUSIP: ACI0YCNR7<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      2309 | NS      | $36526.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Befesa S.A.                                                                      | BEFESA SA COMMON STOCK                                   | CUSIP: ACI0YM371<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     10492 | NS      | $448302.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TransAlta Corporation                                                            | TRANSALTA CORP COMMON STOCK                              | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |     84056 | NS      | $784851.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Inc.                                                            | TRANSCONTINENTAL INC COMMON STOCK                        | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |     26952 | NS      | $339417.08    | 0.05%             |  |  |  | No            |                  1 | 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        |       929 | NS      | $23662.99     | 0.00%             |  |  |  | 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        |       532 | NS      | $16968.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Metals Inc.                                                             | TREASURY METALS INC WARRANTS CALL EXP 07AUG23            | CUSIP: 894647247<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2119 | NS      | $31.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tremor International Ltd.                                                        | TREMOR INTERNATIONAL LTD ADR                             | CUSIP: 89484T104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1500 | NS      | $11580.00     | 0.00%             |  |  |  | No            |                  1 | 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      | $17316.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Systems Corporation                                                        | FOCUS SYSTEMS CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2900 | NS      | $21246.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trican Well Service Ltd.                                                         | TRICAN WELL SERVICE LTD COMMON STOCK                     | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |     83926 | NS      | $249566.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential Inc.                                                          | TRICON RESIDENTIAL INC COMMON STOCK                      | CUSIP: 89612W102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     70437 | NS      | $603753.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuda Denshi Co. Ltd.                                                           | FUKUDA DENSHI CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5600 | NS      | $171612.31    | 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        |     22600 | NS      | $430057.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enero Group Limited                                                              | ENERO GROUP LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     10415 | NS      | $19259.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcrest Mining Limited                                                          | NEWCREST MINING LTD COMMON STOCK NPV                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17931 | NS      | $245140.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trisura Group Ltd.                                                               | TRISURA GROUP LTD COMMON STOCK                           | CUSIP: 89679A209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12393 | NS      | $395241.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Pages Limited                                                             | YELLOW PAGES LTD/CANADA COMMON STOCK                     | CUSIP: 985572106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3166 | NS      | $33068.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                                                           | VIEMED HEALTHCARE INC COMMON STOCK                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $30879.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                                                           | VIEMED HEALTHCARE INC COMMON STOCK                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1216 | NS      | $8925.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pole To Win Holdings Inc.                                                        | POLETOWIN PITCREW HOLDINGS INC COMMON STOCK              | CUSIP: B7434Z903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $71286.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Energy PLC                                                             | CAIRN ENERGY PLC COMMON STOCK GBP.013669                 | CUSIP: B74CDH903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    199866 | NS      | $599433.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesuvius PLC                                                                     | VESUVIUS PLC COMMON STOCK GBP.1                          | CUSIP: B82YXW900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     80276 | NS      | $370804.35    | 0.06%             |  |  |  | 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        |        91 | NS      | $159859.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOPL Inc.                                                                      | COLOPL INC COMMON STOCK                                  | CUSIP: B84B5K905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $89761.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Broadcasts Limited                                                    | TELEVISION BROADCASTS LTD COMMON STOCK                   | CUSIP: B87ZDH907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    105800 | NS      | $51186.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VitalHub Corp.                                                                   | VITALHUB CORP COMMON STOCK                               | CUSIP: 92847V501<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5800 | NS      | $9830.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Financial Group Inc.                                                      | KYUSHU FINANCIAL GROUP INC COMMON STOCK                  | CUSIP: ACI0GQT58<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    104000 | NS      | $301826.37    | 0.05%             |  |  |  | No            |                  2 | 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        |     90882 | NS      | $256738.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Inc.                                                                      | COGECO INC COMMON STOCK                                  | CUSIP: 19238T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2092 | NS      | $93313.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chilled and Frozen Logistics Holdings Co. Ltd.                                   | CHILLED and FROZEN LOGISTICS HOL COMMON STOCK            | CUSIP: ACI0GRD53<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $55689.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norcros plc                                                                      | NORCROS PLC COMMON STOCK GBP.1                           | CUSIP: ACI0GVMR6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     22835 | NS      | $51976.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc.                                                       | COGECO COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |      5030 | NS      | $281424.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc.                                                | COLLIERS INTERNATIONAL GROUP I COMMON STOCK              | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      5131 | NS      | $484510.74    | 0.08%             |  |  |  | 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        |     30133 | NS      | $135303.36    | 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      | $5904.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halcyon Agri Corporation Limited                                                 | HALCYON AGRI CORP LTD COMMON STOCK                       | CUSIP: B88224900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     88757 | NS      | $25843.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnipolSai Assicurazioni S.P.A.                                                   | UNIPOLSAI ASSICURAZIONI SPA COMMON STOCK                 | CUSIP: B89YH9902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     34902 | NS      | $89041.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Openjobmetis SpA Agenzia per il Lavoro                                           | OPENJOBMETIS SPA AGENZIA PER I COMMON STOCK EUR1.0       | CUSIP: ACI0J6NC0<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      4189 | NS      | $38051.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDAG Engineering Group AG                                                        | EDAG ENGINEERING GROUP AG COMMON STOCK CHF.04            | CUSIP: ACI0J8HQ2<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3415 | NS      | $36979.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Copper Mountain Mining Corporation                                               | COPPER MOUNTAIN MINING CORP COMMON STOCK                 | CUSIP: 21750U101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     59268 | NS      | $80630.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Corby Spirit and Wine Limited                                                    | CORBY SPIRIT AND WINE LTD COMMON STOCK                   | CUSIP: 218349108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5444 | NS      | $68801.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corus Entertainment Inc.                                                         | CORUS ENTERTAINMENT INC COMMON STOCK                     | CUSIP: 220874101<br>LEI: 549300DVZFTUMM4M2O84 | Long             | EC               | CORP              | CA        |     72507 | NS      | $125053.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Point Energy Corp.                                                      | CRESCENT POINT ENERGY CORP COMMON STOCK                  | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |    157296 | NS      | $1221977.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Studio Retail Group PLC                                                          | FINDEL PLC COMMON STOCK GBP.1                            | CUSIP: B8B4R0903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18987 | NS      | $26316.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Borregaard ASA                                                                   | BORREGAARD ASA COMMON STOCK NOK1.0                       | CUSIP: B8B6WX900<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     10332 | NS      | $164604.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Outokumpu Oyj                                                                    | OUTOKUMPU OYJ COMMON STOCK                               | CUSIP: 466514908<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |    111348 | NS      | $561670.64    | 0.09%             |  |  |  | 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        |      1764 | NS      | $67376.70     | 0.01%             |  |  |  | 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        |     31000 | NS      | $217910.36    | 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      | $13829.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSC Insurance Group Limited                                                      | PSC INSURANCE GROUP LTD COMMON STOCK                     | CUSIP: ACI0JB570<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27514 | NS      | $92264.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVE Group Limited                                                                | IVE GROUP LTD COMMON STOCK                               | CUSIP: ACI0JHJZ0<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     30620 | NS      | $50438.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Appreciate Group PLC                                                             | PARK GROUP PLC COMMON STOCK GBP.02                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     35409 | NS      | $18146.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liontrust Asset Management PLC                                                   | LIONTRUST ASSET MANAGEMENT PLC COMMON STOCK GBP.01       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     16912 | NS      | $226958.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum S.p.A.                                                          | BANCA MEDIOLANUM SPA COMMON STOCK EUR.1                  | CUSIP: ACI0JRQR8<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     54957 | NS      | $465059.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kindred Group PLC                                                                | KINDRED GROUP PLC SDR GBP.005                            | CUSIP: ACI0JS466<br>LEI: N/A                  | Long             | EC               | CORP              | MT        |      1806 | NS      | $18666.19     | 0.00%             |  |  |  | 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        |      6022 | NS      | $65508.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenith Capital Corp.                                                             | ZENITH CAPITAL CORP/ALBERTA                              | CUSIP: 98935N103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5300 | NS      | $954.00       | 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        |      9986 | NS      | $366181.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Walliser Kantonalbank                                                            | WALLISER KANTONALBANK COMMON STOCK CHF10.0               | CUSIP: ACI0K1ZQ5<br>LEI: 549300YI34DX51LRGS71 | Long             | EC               | CORP              | CH        |      1001 | NS      | $111670.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AddLife AB                                                                       | ADDLIFE AB COMMON STOCK SEK2.037                         | CUSIP: ACI0KST67<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |       746 | NS      | $7772.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Aerospace Corporation                                                   | MAGELLAN AEROSPACE CORP COMMON STOCK                     | CUSIP: 558912200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8083 | NS      | $44045.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAG Silver Corp.                                                                 | MAG SILVER CORP COMMON STOCK                             | CUSIP: 55903Q104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12282 | NS      | $193020.47    | 0.03%             |  |  |  | No            |                  1 | 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        |       324 | NS      | $8732.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Bank PLC                                                                   | METRO BANK PLC COMMON STOCK GBP.000001                   | CUSIP: ACI0L3FD1<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15668 | NS      | $18124.72     | 0.00%             |  |  |  | No            |                  2 | 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        |      6930 | NS      | $121572.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alten                                                                            | ALTEN SA COMMON STOCK EUR1.016399                        | CUSIP: 560891905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7824 | NS      | $988840.60    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Mainstreet Equity Corp.                                                          | MAINSTREET EQUITY CORP COMMON STOCK                      | CUSIP: 560915100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1822 | NS      | $164517.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSR Limited                                                                      | CSR LTD COMMON STOCK                                     | CUSIP: 623864006<br>LEI: 549300TOGR54OMW2T093 | Long             | EC               | CORP              | AU        |    149148 | NS      | $496934.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TORM plc                                                                         | TORM PLC COMMON STOCK USD.01                             | CUSIP: ACI0LPHJ7<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11033 | NS      | $320624.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Food Group AG                                                               | BELL FOOD GROUP AG COMMON STOCK CHF.5                    | CUSIP: ACI0M3F99<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       841 | NS      | $226071.97    | 0.04%             |  |  |  | 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        |     72000 | NS      | $34997.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stamford Land Corporation Ltd                                                    | STAMFORD LAND CORP LTD COMMON STOCK                      | CUSIP: 624237905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    162285 | NS      | $44884.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etn. Fr. Colruyt NV                                                              | COLRUYT SA COMMON STOCK                                  | CUSIP: ACI009ZR8<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      9563 | NS      | $252634.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                                                                  | D'IETEREN GROUP COMMON STOCK                             | CUSIP: ACI00DRF4<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       717 | NS      | $136554.56    | 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        |     58148 | NS      | $206302.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SATS Ltd.                                                                        | SATS LTD COMMON STOCK                                    | CUSIP: 624358909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    123900 | NS      | $244199.19    | 0.04%             |  |  |  | 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        |       691 | NS      | $76698.86     | 0.01%             |  |  |  | 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        |      4749 | NS      | $16738.26     | 0.00%             |  |  |  | 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        |     88986 | NS      | $329396.52    | 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        |     60003 | NS      | $300467.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IVS Group S.A.                                                                   | IVS GROUP SA COMMON STOCK NPV                            | CUSIP: ACI00FQ45<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      9712 | NS      | $39249.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI Holdings Corporation                                                       | TOKAI HOLDINGS CORP COMMON STOCK                         | CUSIP: ACI00HOL5<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33300 | NS      | $212310.53    | 0.03%             |  |  |  | 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        |     69400 | NS      | $115004.26    | 0.02%             |  |  |  | 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        |      9600 | NS      | $103614.79    | 0.02%             |  |  |  | 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        |      1495 | NS      | $128712.67    | 0.02%             |  |  |  | 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      | $12236.88     | 0.00%             |  |  |  | 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        |      1259 | NS      | $101305.12    | 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        |    129690 | NS      | $88499.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoneum Holding Ltd                                                             | AUTONEUM HOLDING AG COMMON STOCK CHF.05                  | CUSIP: ACI00L9W9<br>LEI: 549300FL07XZC5MNXS47 | Long             | EC               | CORP              | CH        |      1174 | NS      | $144389.07    | 0.02%             |  |  |  | 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        |     18205 | NS      | $64184.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axell Corporation                                                                | AXELL CORP COMMON STOCK                                  | CUSIP: 656742905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $40917.33     | 0.01%             |  |  |  | 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        |      1000 | NS      | $21048.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagarro SE                                                                       | NAGARRO SE COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      2762 | NS      | $320984.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| F-Secure Oyj                                                                     | F-SECURE CORP COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |     33411 | NS      | $106758.53    | 0.02%             |  |  |  | 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      | $34.75        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Distribuidora Internacional De Alimentacion SA                                   | DISTRIBUIDORA INTERNACIONAL DE COMMON STOCK EUR.1        | CUSIP: ACI00NNS8<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               | CORP              | ES        |   1894676 | NS      | $27342.34     | 0.00%             |  |  |  | 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        |     10337 | NS      | $139015.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Ethical Investment Limited                                            | AUSTRALIAN ETHICAL INVESTMENT COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7350 | NS      | $23966.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bannerman Energy Ltd                                                             | BANNERMAN RESOURCES LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11581 | NS      | $14622.39     | 0.00%             |  |  |  | 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        |     19298 | NS      | $20300.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DECMIL GROUP LTD-RTS                                                             | DECMIL GROUP LTD-RTS                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3773 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB24 Limited                                                                    | HUB24 LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     21626 | NS      | $402905.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Moonpig Group PLC                                                                | MOONPIG GROUP PLC COMMON STOCK GBP.1                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     21156 | NS      | $41399.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burford Capital Limited                                                          | BURFORD CAPITAL LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     47843 | NS      | $435912.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lycopodium Limited                                                               | LYCOPODIUM LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4375 | NS      | $19527.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element 25 Limited                                                               | ELEMENT 25 LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13560 | NS      | $10020.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meitav Investment House Ltd.                                                     | MEITAV DASH INVESTMENTS LTD COMMON STOCK ILS1.0          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      7033 | NS      | $24246.33     | 0.00%             |  |  |  | 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        |      6905 | NS      | $108166.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuriyama Holdings Corporation                                                    | KURIYAMA HOLDINGS CORP COMMON STOCK                      | CUSIP: B03VK8909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $35337.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTSOURCING Inc.                                                                 | OUTSOURCING INC COMMON STOCK                             | CUSIP: B03XKH905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40100 | NS      | $298762.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraca Inc.                                                                      | PARACA INC COMMON STOCK                                  | CUSIP: B03YXP901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $34726.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FJ Next Holdings Co. Ltd.                                                        | FJ NEXT CO LTD COMMON STOCK                              | CUSIP: B0406Q902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $53459.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Geox S.p.A.                                                                      | GEOX SPA COMMON STOCK EUR.1                              | CUSIP: B044JP902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     22422 | NS      | $19479.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellnet Corporation                                                              | WELLNET CORP COMMON STOCK                                | CUSIP: B045FZ901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $11737.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saras S.p.A.                                                                     | SARAS SPA COMMON STOCK                                   | CUSIP: B04F67901<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    186965 | NS      | $227503.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Probi Aktiebolag                                                                 | PROBI AB COMMON STOCK SEK5.0                             | CUSIP: B04FH8907<br>LEI: 5493004CJOCT273MU397 | Long             | EC               | CORP              | SE        |       430 | NS      | $8166.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Stream Limited                                                           | SERVICE STREAM LTD COMMON STOCK                          | CUSIP: B04KLG903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    212032 | NS      | $100180.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Onxeo                                                                            | ONXEO COMMON STOCK EUR.25                                | CUSIP: B04P0G905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2056 | NS      | $364.28       | 0.00%             |  |  |  | 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        |     12708 | NS      | $23685.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mesoblast Limited                                                                | MESOBLAST LTD COMMON STOCK                               | CUSIP: B04SF4900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     77690 | NS      | $58935.06     | 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        |    232562 | NS      | $685403.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMOFINANZ AG COMMON STOCK                                                       | IMMOFINANZ AG                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |     28769 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ClearView Wealth Limited                                                         | CLEARVIEW WEALTH LTD/AUSTRALIA COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     34533 | NS      | $11639.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Automotive ASA                                                         | KONGSBERG AUTOMOTIVE ASA COMMON STOCK NOK.5              | CUSIP: B04VNK908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    252962 | NS      | $68409.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Maurel et Prom SA                                                 | ETABLISSEMENTS MAUREL ET PROM COMMON STOCK EUR.77        | CUSIP: B05DY7904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     21880 | NS      | $95522.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Resources NL                                                             | EMERALD RESOURCES NL COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     49314 | NS      | $37990.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Probiotec Limited                                                                | PROBIOTEC LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4196 | NS      | $6554.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emperor International Holdings Limited                                           | EMPEROR INTERNATIONAL HOLDINGS COMMON STOCK HKD.01       | CUSIP: B05GWV906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    508250 | NS      | $35397.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emperor Entertainment Hotel Limited                                              | EMPEROR ENTERTAINMENT HOTEL LT COMMON STOCK HKD.0001     | CUSIP: B05H3J903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    185000 | NS      | $10585.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| World Holdings Co.Ltd.                                                           | WORLD HOLDINGS CO LTD COMMON STOCK                       | CUSIP: B05J4P904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $65782.96     | 0.01%             |  |  |  | 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        |      3800 | NS      | $57517.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prophecy International Holdings Limited                                          | PROPHECY INTERNATIONAL HOLDING COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9576 | NS      | $4587.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ReadyTech Holdings Limited                                                       | READYTECH HOLDINGS LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11234 | NS      | $30294.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pointsbet Holdings Limited                                                       | POINTSBET HOLDINGS LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     41968 | NS      | $58999.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSSIE BROADBAND LIMITED                                                         | AUSSIE BROADBAND LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     54478 | NS      | $98206.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eureka Group Holdings Limited                                                    | Eureka Group Holdings Ltd COMMON STOCK NPV               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3770 | NS      | $1179.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd.                                                                 | AOZORA BANK LTD COMMON STOCK                             | CUSIP: B1G185909<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |      1700 | NS      | $32142.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| I-PEX Inc.                                                                       | DAI-ICHI SEIKO CO LTD COMMON STOCK                       | CUSIP: B1G2RD909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $42270.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Education Ltd                                                            | RAFFLES EDUCATION CORP LTD COMMON STOCK                  | CUSIP: B1G2XT907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    279802 | NS      | $10483.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DeNA Co. Ltd.                                                                    | DENA CO LTD COMMON STOCK                                 | CUSIP: B05L36902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25600 | NS      | $345747.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS AG COMMON STOCK                                  | CUSIP: B05M8B904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     28186 | NS      | $1132456.52   | 0.18%             |  |  |  | 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        |     14700 | NS      | $298486.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TechMatrix Corporation                                                           | TECHMATRIX CORP COMMON STOCK                             | CUSIP: B05MTT902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14200 | NS      | $172594.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                                                       | GREGGS PLC COMMON STOCK GBP.02                           | CUSIP: B63QSB902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     33313 | NS      | $933091.94    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirt one corp                                                                    | MIRAIT HOLDINGS CORP COMMON STOCK                        | CUSIP: B64KR6906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30020 | NS      | $331318.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Costain Group PLC                                                                | COSTAIN GROUP PLC COMMON STOCK GBP.5                     | CUSIP: B64NSP907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     45591 | NS      | $22412.64     | 0.00%             |  |  |  | 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        |    203300 | NS      | $246556.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Transaction Co.Ltd.                                                              | TRANSACTION CO LTD COMMON STOCK                          | CUSIP: B667QF904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $34763.38     | 0.01%             |  |  |  | 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        |      9519 | NS      | $444518.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Toell Co. Ltd.                                                                   | TOELL CO LTD COMMON STOCK                                | CUSIP: B05MXL904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $20752.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro-Ship Incorporated                                                            | PRO-SHIP INC COMMON STOCK                                | CUSIP: B05NZM908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $21141.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Niox Group PLC                                                                   | CIRCASSIA PHARMACEUTICALS PLC COMMON STOCK GBP.0008      | CUSIP: BJVD3B909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     16959 | NS      | $7504.53      | 0.00%             |  |  |  | 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        |    187834 | NS      | $260836.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DaikyoNishikawa Corporation                                                      | DAIKYONISHIKAWA CORP COMMON STOCK                        | CUSIP: BJVSF2903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16500 | NS      | $71293.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Card Factory plc                                                                 | CARD FACTORY PLC COMMON STOCK                            | CUSIP: BLY2F7901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    136843 | NS      | $121826.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Applus Services S.A.                                                             | APPLUS SERVICES SA COMMON STOCK EUR.1                    | CUSIP: BM677T900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     49354 | NS      | $329380.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                                 | GEORG FISCHER AG COMMON STOCK                            | CUSIP: BM8J5G902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     28748 | NS      | $1753638.22   | 0.28%             |  |  |  | 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        |      1907 | NS      | $205504.39    | 0.03%             |  |  |  | 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        |      8719 | NS      | $115219.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Central Asia Metals plc                                                          | CENTRAL ASIA METALS PLC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     46495 | NS      | $141833.95    | 0.02%             |  |  |  | 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      | $2291.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verici Dx plc                                                                    | VERICI DX PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2137 | NS      | $337.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bet Shemesh Engines Holdings (1997) Ltd.                                         | BET SHEMESH ENGINES HOLDINGS 1 COMMON STOCK ILS1.        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2169 | NS      | $48368.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illimity Bank S.p.A.                                                             | ILLIMITY BANK SPA COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |     18559 | NS      | $145185.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Newlat Food S.P.A.                                                               | NEWLAT FOOD SPA COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      1582 | NS      | $7341.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFC-HD AMS Life Science Co.Ltd.                                                  | AFC-HD AMS LIFE SCIENCE CO LTD COMMON STOCK              | CUSIP: B05QHP904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $16531.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EF-ON INC.                                                                       | EF-ON INC COMMON STOCK                                   | CUSIP: B05R1Z907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6680 | NS      | $26895.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Mica Holdings Co. Ltd.                                                      | STAR MICA HOLDINGS CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8400 | NS      | $44127.24     | 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        |     11200 | NS      | $214288.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tera Probe Inc.                                                                  | TERA PROBE INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $15622.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobila Systems Inc.                                                              | TOBILA SYSTEMS INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $7474.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                                        | NORDEX SE COMMON STOCK                                   | CUSIP: B06CF7906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     44605 | NS      | $572732.55    | 0.09%             |  |  |  | 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        |     11600 | NS      | $45376.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Hospice Holdings Inc.                                                      | JAPAN HOSPICE HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $11728.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roland Corporation                                                               | ROLAND CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3500 | NS      | $103968.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MECOM Power and Construction Limited                                             | MECOM POWER WARRANTS                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MO        |     18400 | NS      | $365.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Fashion Group S.A.                                                        | GLOBAL FASHION GROUP SA                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      9562 | NS      | $10955.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sydbank AS                                                                       | SYDBANK AS COMMON STOCK DKK10.                           | CUSIP: B06JSP907<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |     22266 | NS      | $832887.88    | 0.13%             |  |  |  | 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        |      9900 | NS      | $44438.08     | 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        |     27466 | NS      | $273220.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcreate Holdings Corp.                                                        | SOFTCREATE HOLDINGS CORP COMMON STOCK                    | CUSIP: B06T2M900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $69680.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BANK INTERNATIONAL COMMON STOCK               | CUSIP: B0704T905<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     38352 | NS      | $603524.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Essentra plc                                                                     | ESSENTRA PLC COMMON STOCK GBP.25                         | CUSIP: B07443904<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |    113656 | NS      | $337621.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Limited                                                                  | METCASH LTD COMMON STOCK                                 | CUSIP: B0744W900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     96600 | NS      | $276240.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokian Renkaat Oyj                                                               | NOKIAN RENKAAT OYJ COMMON STOCK                          | CUSIP: B07G37909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     44842 | NS      | $491382.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Galapagos NV                                                                     | GALAPAGOS NV COMMON STOCK                                | CUSIP: B07Q2V905<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |     10447 | NS      | $416392.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolva Holding SA                                                                | EVOLVA HOLDING SA COMMON STOCK CHF.2                     | CUSIP: B07Q41909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    222970 | NS      | $18591.69     | 0.00%             |  |  |  | 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        |     33653 | NS      | $118311.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alma Media Oyj                                                                   | ALMA MEDIA OYJ COMMON STOCK                              | CUSIP: B07YZW900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     11325 | NS      | $116137.34    | 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        |      2228 | NS      | $880984.67    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                              | SWISS PRIME SITE AG COMMON STOCK                         | CUSIP: B083BH906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     18104 | NS      | $1510334.25   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell SE                                                                       | ODFJELL SE COMMON STOCK NOK2.5                           | CUSIP: B08646901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      7780 | NS      | $66885.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frencken Group Limited                                                           | FRENCKEN GROUP LTD COMMON STOCK                          | CUSIP: B088VB906<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     94900 | NS      | $72318.27     | 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        |      2454 | NS      | $104861.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takamiya Co.Ltd.                                                                 | TAKAMIYA CO LTD COMMON STOCK                             | CUSIP: B08G97902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $27270.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudberry Clean Energy ASA                                                      | CLOUDBERRY CLEAN ENERGY ASA COMMON STOCK NOK.25          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      6372 | NS      | $8643.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XANO Industri AB                                                                 | XANO INDUSTRI AB  CLASS B COMMON STOCK SEK1.25           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      3940 | NS      | $38027.48     | 0.01%             |  |  |  | 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        |     25848 | NS      | $366535.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Energy Development Holdings Limited                                        | CHINA ENERGY DEVELOPMENT HOLDI COMMON STOCK HKD.05       | CUSIP: B08LHY903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   2938000 | NS      | $45531.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naigai Tec Corporation                                                           | NAIGAI TEC CORP COMMON STOCK                             | CUSIP: B08N4F904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $12187.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprinet S.P.A.                                                                  | ESPRINET SPA COMMON STOCK EUR.15                         | CUSIP: B08QZ4908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     11933 | NS      | $88216.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TomTom N.V.                                                                      | TOMTOM NV COMMON STOCK EUR.2                             | CUSIP: B08TZQ903<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     18990 | NS      | $154960.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Plastic Omnium SE                                                      | CIE PLASTIC OMNIUM SA COMMON STOCK EUR.5                 | CUSIP: B08V9H907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     19624 | NS      | $307277.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Andritz AG                                                                       | ANDRITZ AG COMMON STOCK                                  | CUSIP: B1WVF6905<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |     21299 | NS      | $1165635.87   | 0.18%             |  |  |  | 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        |      3479 | NS      | $504318.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell S.A.                                                           | BANCO DE SABADELL SA COMMON STOCK EUR.125                | CUSIP: B1X8QN906<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |   1889509 | NS      | $1764280.34   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                                                     | VEIDEKKE ASA COMMON STOCK NOK.5                          | CUSIP: B1XCHJ906<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     31220 | NS      | $305600.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrexpo PLC                                                                     | FERREXPO PLC COMMON STOCK GBP.1                          | CUSIP: B1XH2C906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     85604 | NS      | $149106.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Platinum Asset Management Limited                                                | PLATINUM ASSET MANAGEMENT LTD COMMON STOCK               | CUSIP: B1XK7G905<br>LEI: 549300TVTLACJB3TLF38 | Long             | EC               | CORP              | AU        |    142263 | NS      | $176105.95    | 0.03%             |  |  |  | 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        |     88700 | NS      | $149885.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIC Asset AG                                                                     | DIC ASSET AG COMMON STOCK                                | CUSIP: BD1NML900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     14590 | NS      | $115343.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                        | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0            | CUSIP: BD1RP6901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    312684 | NS      | $2592800.51   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Accent Group Limited                                                             | ACCENT GROUP LTD COMMON STOCK                            | CUSIP: BD20RS909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    117141 | NS      | $144596.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas S.p.A.                                                                   | ITALGAS SPA COMMON STOCK NPV                             | CUSIP: BD2Z8S903<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    179397 | NS      | $1055767.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Best World International Limited                                                 | BEST WORLD INTERNATIONAL LTD COMMON STOCK                | CUSIP: BD370L907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     20626 | NS      | $26980.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Medical Group Ltd                                                        | RAFFLES MEDICAL GROUP LTD COMMON STOCK                   | CUSIP: BD3CFT903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    245718 | NS      | $246500.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG Group AB                                                                     | BHG GROUP AB COMMON STOCK                                | CUSIP: BD4535902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      7065 | NS      | $13682.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI N.V.                                                                         | OCI NV COMMON STOCK EUR.02                               | CUSIP: BD4TZK902<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |     19145 | NS      | $810488.07    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                                     | SIG COMBIBLOC GROUP AG COMMON STOCK CHF.01               | CUSIP: BD5GN6903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     10795 | NS      | $237986.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Landsea Green Management Limited                                                 | LANDSEA GREEN GROUP CO LTD COMMON STOCK HKD.01           | CUSIP: BD5J32908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    404000 | NS      | $6244.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronav NV                                                                       | EURONAV NV COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |     64024 | NS      | $1251568.83   | 0.20%             |  |  |  | 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        |      4231 | NS      | $93446.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comet Holding AG                                                                 | COMET HOLDING AG COMMON STOCK CHF1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      2242 | NS      | $466469.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTEC Elektronik Aktiengesellschaft                                             | FORTEC ELEKTRONIK AG COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       601 | NS      | $16116.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eQ Oyj                                                                           | EQ OYJ COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      1165 | NS      | $28519.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Gorge                                                                     | GROUPE GORGE SA COMMON STOCK EUR1.0                      | CUSIP: N/A<br>LEI: 549300EWC06TYV07XE53       | Long             | EC               | CORP              | FR        |       519 | NS      | $11015.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infotel                                                                          | INFOTEL SA COMMON STOCK EUR.4                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1413 | NS      | $79325.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Catana Group                                                                     | CATANA GROUP COMMON STOCK EUR.5                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      5106 | NS      | $28144.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBo Territoria SA                                                                | CBO TERRITORIA COMMON STOCK EUR1.32                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      8257 | NS      | $30800.88     | 0.00%             |  |  |  | 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      | $5568.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe LDC SA                                                                   | LDC SA COMMON STOCK EUR.4                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       493 | NS      | $53926.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Numis Corporation Plc                                                            | NUMIS CORP PLC COMMON STOCK GBP.05                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     26686 | NS      | $55101.94     | 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        |      1996 | NS      | $50276.23     | 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        |     59801 | NS      | $211994.38    | 0.03%             |  |  |  | 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        |     91000 | NS      | $76076.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brainsway Ltd.                                                                   | BRAINSWAY LTD COMMON STOCK ILS.04                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2776 | NS      | $2736.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GungHo Online Entertainment Inc.                                                 | GUNGHO ONLINE ENTERTAINMENT IN COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14300 | NS      | $217995.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyber Com Co. Ltd.                                                               | CYBER COM CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $10289.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| System Research Co. Ltd.                                                         | SYSTEM RESEARCH CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $20732.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHANGE Inc.                                                                      | CHANGE INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4800 | NS      | $77704.05     | 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        |      6220 | NS      | $18580.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wealth Management Inc.                                                           | WEALTH MANAGEMENT INC/ TOKYO COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $7994.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Communications Inc.                                                        | JAPAN COMMUNICATIONS INC COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     61000 | NS      | $98950.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Management Solutions Co. Ltd.                                                    | MANAGEMENT SOLUTIONS CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $96550.42     | 0.02%             |  |  |  | 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        |      3343 | NS      | $63837.02     | 0.01%             |  |  |  | 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      | $9137.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunter Group ASA                                                                 | HUNTER GROUP ASA COMMON STOCK NOK1.25                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     72078 | NS      | $16530.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouvet ASA                                                                       | BOUVET ASA COMMON STOCK NOK1.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     21297 | NS      | $123262.54    | 0.02%             |  |  |  | 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        |      5063 | NS      | $11150.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovzon AB                                                                         | OVZON AB COMMON STOCK SEK.1                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      5064 | NS      | $19621.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Propnex Limited                                                                  | PROPNEX LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |      7700 | NS      | $9045.64      | 0.00%             |  |  |  | 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        |     64139 | NS      | $129852.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tate and Lyle Public Limited Company                                             | TATE and LYLE PLC COMMON STOCK GBP.25                    | CUSIP: 087541009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    116545 | NS      | $1035219.80   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus PLC                                                                 | TELECOM PLUS PLC COMMON STOCK                            | CUSIP: 087947909<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |     23239 | NS      | $702651.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Trifast plc                                                                      | TRIFAST PLC COMMON STOCK GBP.05                          | CUSIP: 088839907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     32876 | NS      | $24091.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reach plc                                                                        | REACH PLC COMMON STOCK GBP.1                             | CUSIP: 090399007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    105636 | NS      | $139996.17    | 0.02%             |  |  |  | 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      | $0.83         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Birchcliff Energy Ltd.                                                           | BIRCHCLIFF ENERGY LTD COMMON STOCK                       | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |     96293 | NS      | $768826.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Construction Inc.                                                           | BIRD CONSTRUCTION INC COMMON STOCK                       | CUSIP: 09076P104<br>LEI: 549300P1WGG3QPKID017 | Long             | EC               | CORP              | CA        |     15285 | NS      | $84313.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Diamond Group Limited                                                      | BLACK DIAMOND GROUP LTD COMMON STOCK                     | CUSIP: 09202D207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17717 | NS      | $58874.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackBerry Limited                                                               | BLACKBERRY LTD COMMON STOCK                              | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Long             | EC               | CORP              | CA        |    120725 | NS      | $585159.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vp plc                                                                           | VP PLC COMMON STOCK GBP.05                               | CUSIP: 092869007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3980 | NS      | $33215.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eslead Corporation                                                               | NIHON ESLEAD CORP COMMON STOCK                           | CUSIP: 617584909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $38414.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cash Converters International Limited                                            | CASH CONVERTERS INTERNATIONAL COMMON STOCK               | CUSIP: 617960901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    122755 | NS      | $20059.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natori Co. Ltd.                                                                  | NATORI CO LTD COMMON STOCK                               | CUSIP: 618205900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $59877.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Limited                                                         | SIGMA HEALTHCARE LTD COMMON STOCK                        | CUSIP: 618206908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    333871 | NS      | $148643.05    | 0.02%             |  |  |  | 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        |     19145 | NS      | $58399.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corona Corporation                                                               | CORONA CORP COMMON STOCK                                 | CUSIP: 618330906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $31477.21     | 0.00%             |  |  |  | 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        |      3600 | NS      | $62505.45     | 0.01%             |  |  |  | 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        |      9686 | NS      | $246696.52    | 0.04%             |  |  |  | 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        |      3200 | NS      | $56929.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Century City International Holdings Limited                                      | CENTURY CITY INTERNATIONAL HOL COMMON STOCK HKD.1        | CUSIP: 618515001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    452000 | NS      | $16300.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Shibusawa Warehouse Co. Ltd.                                                 | SHIBUSAWA WAREHOUSE CO LTD/THE COMMON STOCK              | CUSIP: 680428000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $53017.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Chemicals Corporation                                                    | SHIKOKU CHEMICALS CORP COMMON STOCK                      | CUSIP: 680430006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $113813.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikibo Ltd.                                                                     | SHIKIBO LTD COMMON STOCK                                 | CUSIP: 680432002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $13420.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YONDENKO CORPORATION                                                             | YONDENKO CORP COMMON STOCK                               | CUSIP: 680443009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $41313.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S IMMO AG ANSPR. NACHZ. RIGHTS                                                   | S IMMO AG ANSPR. NACHZ. RIGHTS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |     19209 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRABAG SE COMMON STOCK                                                          | STRABAG SE COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AT        |      6041 | NS      | $251962.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardent Leisure Group Limited                                                     | ARDENT LEISURE GROUP LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    150506 | NS      | $61303.05     | 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        |     85789 | NS      | $44838.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Cobalt Blue Holdings Limited                                                     | COBALT BLUE HOLDINGS RIGHT RIGHT                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       865 | NS      | $41.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Limited                                                       | SANDFIRE RESOURCES LTD RIGHTS RIGHTS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17381 | NS      | $8258.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy World Corporation Ltd                                                     | ENERGY WORLD CORP RIGHT                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    137594 | NS      | $93.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Work SE                                                                      | XING SE COMMON STOCK EUR1.0                              | CUSIP: B1JTY9908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1026 | NS      | $173449.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Humm Group Limited                                                               | FLEXIGROUP LTD/AUSTRALIA COMMON STOCK                    | CUSIP: B1L2QW902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    129472 | NS      | $50453.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment                                                            | UBISOFT ENTERTAINMENT SA COMMON STOCK EUR.0775           | CUSIP: B1L3CS904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     23219 | NS      | $645913.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Paz Oil Company Ltd                                                              | PAZ OIL CO LTD COMMON STOCK ILS5.                        | CUSIP: B1L3K6903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2625 | NS      | $354720.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| The Rank Group Plc                                                               | RANK GROUP PLC COMMON STOCK GBP.1388889                  | CUSIP: B1L5QH908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     69151 | NS      | $75562.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGS ASA                                                                          | PGS ASA COMMON STOCK NOK3.0                              | CUSIP: B1L7YL906<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |    202980 | NS      | $125351.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE COMMON STOCK EUR7.876972                         | CUSIP: B1LB9P906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     48717 | NS      | $936806.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiap Hoe Limited                                                                 | HIAP HOE LTD COMMON STOCK                                | CUSIP: B1LJQQ908<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     38000 | NS      | $21231.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujishoji Co.Ltd.                                                                | FUJISHOJI CO LTD COMMON STOCK                            | CUSIP: B1MP48907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $16899.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Artnature Inc.                                                                   | ARTNATURE INC COMMON STOCK                               | CUSIP: B1N2ZG905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $35703.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naigai Trans Line Ltd.                                                           | NAIGAI TRANS LINE LTD COMMON STOCK                       | CUSIP: B3DGGD909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $45137.87     | 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        |     64689 | NS      | $63255.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMC CORPORATION                                                                  | CMC CORP COMMON STOCK                                    | CUSIP: B3F9TK903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $13147.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamabiko Corporation                                                             | YAMABIKO CORP COMMON STOCK                               | CUSIP: B3FD1T905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13400 | NS      | $111185.79    | 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        |     71378 | NS      | $507222.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloetta AB                                                                       | CLOETTA AB COMMON STOCK SEK5.0                           | CUSIP: B3K5QQ905<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |     67383 | NS      | $134606.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                                                        | LOOMIS AB COMMON STOCK SEK5.0                            | CUSIP: B3K7KL908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     20235 | NS      | $597931.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IRC Limited                                                                      | IRC LTD COMMON STOCK                                     | CUSIP: B3ND01908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1194000 | NS      | $18340.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Compania de Seguridad S.A.                                              | PROSEGUR CIA DE SEGURIDAD SA COMMON STOCK EUR.06         | CUSIP: B8CLHY901<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |     60034 | NS      | $110870.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| R. Stahl Aktiengesellschaft                                                      | R STAHL AG COMMON STOCK                                  | CUSIP: B8DBS8907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       823 | NS      | $13015.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBJ Inc.                                                                         | IBJ INC COMMON STOCK                                     | CUSIP: B8FY49909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $55586.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAUTY GARAGE Inc.                                                               | BEAUTY GARAGE INC COMMON STOCK                           | CUSIP: B8H96X907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $24325.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediclinic International plc                                                     | MEDICLINIC INTERNATIONAL PLC COMMON STOCK GBP.1          | CUSIP: B8HX8Z907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    150271 | NS      | $896091.26    | 0.14%             |  |  |  | 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        |     29654 | NS      | $297125.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinepolis Group NV                                                               | KINEPOLIS GROUP NV COMMON STOCK                          | CUSIP: N/A<br>LEI: 5493002BJQRO0S06F161       | Long             | EC               | CORP              | BE        |      4120 | NS      | $158882.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dermapharm Holding SE                                                            | DERMAPHARM HOLDING SE COMMON STOCK                       | CUSIP: BFYTTC909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5347 | NS      | $234299.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tethys Oil AB                                                                    | TETHYS OIL AB COMMON STOCK SEK.17                        | CUSIP: BFZCSR903<br>LEI: 549300WI3UNWMNQDVQ18 | Long             | EC               | CORP              | SE        |      8103 | NS      | $46916.41     | 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        |     77473 | NS      | $345215.15    | 0.05%             |  |  |  | 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        |     57817 | NS      | $244627.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elior Group                                                                      | ELIOR GROUP SA COMMON STOCK EUR.01                       | CUSIP: BN40H6904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     50304 | NS      | $155002.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compania de Distribucion Integral Logista Holdings S.A.                          | CIA DE DISTRIBUCION INTEGRAL L COMMON STOCK EUR.2        | CUSIP: BP3QYZ900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     17943 | NS      | $423208.43    | 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        |    114253 | NS      | $143269.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Technicolor Creative Studios                                                     | TECHNICOLOR CREATIVE STUDIOS S COMMON STOCK EUR.5        | CUSIP: BP6910908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     51859 | NS      | $15860.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accordia Golf Trust                                                              | ACCORDIA GOLF TRUST UNIT                                 | CUSIP: BP8YH7909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    316900 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALD                                                                              | ALD SA RIGHT                                             | CUSIP: BPCMP5905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     32153 | NS      | $27770.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japfa Ltd.                                                                       | JAPFA LTD COMMON STOCK                                   | CUSIP: BPYD72908<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     87620 | NS      | $33051.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Investment Adviser Co. Ltd.                                                | JAPAN INVESTMENT ADVISER CO LT COMMON STOCK              | CUSIP: BQ25C2902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $41420.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HotLand Co.Ltd.                                                                  | HOTLAND CO LTD COMMON STOCK                              | CUSIP: BQJYQT907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $33341.69     | 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        |     11014 | NS      | $98144.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Realord Group Holdings Limited                                                   | REALORD GROUP HOLDINGS LTD COMMON STOCK HKD.1            | CUSIP: BQV68C901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     30000 | NS      | $34561.97     | 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      | $9114.13      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| XXL ASA                                                                          | XXL ASA COMMON STOCK NOK.4                               | CUSIP: BQZHXB907<br>LEI: 5967007LIEEXZXHCTC69 | Long             | EC               | CORP              | NO        |     37894 | NS      | $17264.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                                          | SPIE SA COMMON STOCK EUR.47                              | CUSIP: BRB38F901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     42580 | NS      | $1053057.54   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTiM CORPORATION                                                                | OPTIM CORP COMMON STOCK                                  | CUSIP: BRG9JP909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $34556.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELAN Corporation                                                                 | ELAN CORP COMMON STOCK                                   | CUSIP: BRG9JZ907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $81471.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medios AG                                                                        | MEDIOS AG COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       530 | NS      | $11145.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Instone Real Estate Group SE                                                     | INSTONE REAL ESTATE GROUP AG COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |     13507 | NS      | $120561.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| USU SOFTWARE AG COMMON STOCK                                                     | USU SOFTWARE AG COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |       468 | NS      | $9131.30      | 0.00%             |  |  |  | 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        |      5281 | NS      | $636396.63    | 0.10%             |  |  |  | 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        |    124942 | NS      | $36041.24     | 0.01%             |  |  |  | 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        |     17756 | NS      | $235112.68    | 0.04%             |  |  |  | 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        |      9104 | NS      | $61605.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dignity plc                                                                      | DIGNITY PLC COMMON STOCK GBP.123357                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     17624 | NS      | $79538.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ScS Group plc                                                                    | SCS GROUP PLC COMMON STOCK GBP.001                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4496 | NS      | $8421.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITbook Holdings Co. LTD                                                          | ITBOOK HOLDINGS CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4000 | NS      | $12262.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AlphaPolis Co. Ltd                                                               | ALPHAPOLIS CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $20232.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Insurance Group Co. Ltd.                                                     | SBI INSURANCE GROUP CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $14642.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohizumi Mfg. Co. Ltd.                                                            | OHIZUMI MFG. CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $1292.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAREERLINK Co.LTD.                                                               | CAREERLINK CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $33285.98     | 0.01%             |  |  |  | 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        |     43300 | NS      | $237876.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Smaregi Inc.                                                                     | SMAREGI INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $18754.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceres Inc.                                                                       | CERES INC/JAPAN COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2700 | NS      | $19222.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND ELECTRIC HOLDINGS Co. Ltd.                                               | DIAMOND ELECTRIC HOLDINGS CO L COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $17629.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avant Group Corporation                                                          | AVANT CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7100 | NS      | $78422.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trenders Inc.                                                                    | TRENDERS INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $16925.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pickles Holdings Co.Ltd.                                                         | PICKLES HOLDINGS CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4200 | NS      | $33118.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Management Inc.                                                         | FRONTIER MANAGEMENT INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $10350.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Impact HD Inc.                                                                   | IMPACT HD INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $26579.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MedPeer Inc.                                                                     | MEDPEER INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4500 | NS      | $55249.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Aperam S.A.                                                                      | APERAM SA - RTS                                          | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               | CORP              | LU        |     11031 | NS      | $5739.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparebanken Moere                                                                | SPAREBANKEN MORE CAP CERT COMMON STOCK NOK100.           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      7071 | NS      | $56082.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| poLight ASA                                                                      | POLIGHT ASA COMMON STOCK NOK.2                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      3345 | NS      | $7043.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGS ASA RIGHT                                                                    | PGS ASA RIGHT                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     16076 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solid Forsakring AB                                                              | SOLID FORSAKRING AB COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      5351 | NS      | $29508.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Instalco AB                                                                      | INSTALCO AB COMMON STOCK SEK.005                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     50540 | NS      | $205653.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Momentum Group AB                                                                | MOMENTUM GROUP KOMPONENTER and T COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     10018 | NS      | $53061.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSE Global Limited                                                               | CSE GLOBAL LTD RIGHT                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     18400 | NS      | $121.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ho Bee Land Limited                                                              | HO BEE LAND LTD COMMON STOCK                             | CUSIP: 619935901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     53300 | NS      | $96268.02     | 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        |     10500 | NS      | $65304.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clal Insurance Enterprises Holdings Ltd.                                         | CLAL INSURANCE ENTERPRISES HOL COMMON STOCK ILS1.0       | CUSIP: 620060905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     17158 | NS      | $316213.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleanup Corporation                                                              | CLEANUP CORP COMMON STOCK                                | CUSIP: 620351007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $47338.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Marine Ltd                                                              | SEMBCORP MARINE LTD COMMON STOCK                         | CUSIP: 620513903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   3205100 | NS      | $328277.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boustead Singapore Limited                                                       | BOUSTEAD SINGAPORE LTD COMMON STOCK                      | CUSIP: 620707901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    104189 | NS      | $60166.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Creative Technology Ltd.                                                         | CREATIVE TECHNOLOGY LTD/SINGAP COMMON STOCK              | CUSIP: 620758904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     11500 | NS      | $12620.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohashi Technica Inc.                                                             | OHASHI TECHNICA INC COMMON STOCK                         | CUSIP: 620795906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $41795.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yeo Hiap Seng Limited                                                            | YEO HIAP SENG LTD COMMON STOCK NPV                       | CUSIP: 620905901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      9032 | NS      | $4301.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omni Bridgeway Limited                                                           | IMF BENTHAM LTD COMMON STOCK                             | CUSIP: 620974907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     95000 | NS      | $282293.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pantoro Limited                                                                  | PANTORO LTD COMMON STOCK                                 | CUSIP: 621028901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    351290 | NS      | $29085.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Optiva Inc.                                                                      | OPTIVA INC COMMON STOCK                                  | CUSIP: 68403N307<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       500 | NS      | $6504.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Koki Co.Ltd.                                                               | SIGMA KOKI CO LTD COMMON STOCK                           | CUSIP: 684095904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $20157.33     | 0.00%             |  |  |  | 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        |     12200 | NS      | $156892.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Starts Corporation Inc.                                                          | STARTS CORP INC COMMON STOCK                             | CUSIP: 684191901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $195379.89    | 0.03%             |  |  |  | No            |                  2 | 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      | $17981.55     | 0.00%             |  |  |  | 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        |     26078 | NS      | $46351.67     | 0.01%             |  |  |  | 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        |     85000 | NS      | $21245.95     | 0.00%             |  |  |  | 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        |       500 | NS      | $32904.48     | 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        |      4000 | NS      | $60099.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SmarTone Telecommunications Holdings Limited                                     | SMARTONE TELECOMMUNICATIONS HO COMMON STOCK HKD.1        | CUSIP: 685699902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     73089 | NS      | $37105.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suminoe Textile Co. Ltd.                                                         | SUMINOE TEXTILE CO LTD COMMON STOCK                      | CUSIP: 685845000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2199 | NS      | $28182.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Bakelite Company Limited                                                | SUMITOMO BAKELITE CO LTD COMMON STOCK                    | CUSIP: 685850000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $340469.57    | 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        |     10700 | NS      | $252557.16    | 0.04%             |  |  |  | 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        |      5400 | NS      | $100251.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Precision Products Co. Ltd.                                             | SUMITOMO PRECISION PRODUCTS CO COMMON STOCK              | CUSIP: 685888000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $39847.11     | 0.01%             |  |  |  | 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        |     17276 | NS      | $252999.31    | 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        |    129318 | NS      | $47195.30     | 0.01%             |  |  |  | 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        |      1300 | NS      | $32487.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Organigram Holdings Inc.                                                         | ORGANIGRAM HOLDINGS INC COMMON STOCK                     | CUSIP: 68620P101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     23600 | NS      | $24308.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organigram Holdings Inc.                                                         | ORGANIGRAM HOLDINGS INC COMMON STOCK                     | CUSIP: 68620P101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     35200 | NS      | $36373.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Orla Mining Ltd.                                                                 | ORLA MINING LTD COMMON STOCK                             | CUSIP: 68634K106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11612 | NS      | $42964.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardea Resources Limited                                                          | ARDEA RESOURCES LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13492 | NS      | $8971.11      | 0.00%             |  |  |  | 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        |     53805 | NS      | $269535.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanosonics Limited                                                               | NANOSONICS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     66387 | NS      | $217603.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Redbubble Limited                                                                | REDBUBBLE LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     56271 | NS      | $21058.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Nobia AB                                                                         | NOBIA AB COMMON STOCK SEK.33                             | CUSIP: B1W6PY908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     40167 | NS      | $85824.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ence Energia y Celulosa S.A.                                                     | ENCE ENERGIA Y CELULOSA SA COMMON STOCK EUR.9            | CUSIP: B1W7BK901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     57514 | NS      | $190546.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts N.V.                                                                    | AALBERTS NV COMMON STOCK EUR.25                          | CUSIP: B1W8P1906<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |     30836 | NS      | $1232068.86   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontron AG                                                                       | SandT AG COMMON STOCK                                    | CUSIP: 466593902<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     14916 | NS      | $240398.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pricer Aktiebolag                                                                | PRICER AB COMMON STOCK SEK1.0                            | CUSIP: 466802907<br>LEI: 5493000MATG2DYK19F35 | Long             | EC               | CORP              | SE        |     39488 | NS      | $65576.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Rothschild and Co SCS                                                            | ROTHSCHILD and CO COMMON STOCK EUR2.0                    | CUSIP: 467230900<br>LEI: 549300ILF3L0BBIDPZ11 | Long             | EC               | CORP              | FR        |     12415 | NS      | $486814.74    | 0.08%             |  |  |  | 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        |     12076 | NS      | $475462.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GAM Holding AG                                                                   | GAM HOLDING AG COMMON STOCK CHF.05                       | CUSIP: B1WHVV903<br>LEI: 549300GGVID7ZGDMX291 | Long             | EC               | CORP              | CH        |     66118 | NS      | $59689.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recylex S.A.                                                                     | RECYLEX SA COMMON STOCK EUR.37                           | CUSIP: 467940003<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4454 | NS      | $8565.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INFICON Holding AG                                                               | INFICON HOLDING AG COMMON STOCK CHF5.0                   | CUSIP: 468172903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       601 | NS      | $523601.03    | 0.08%             |  |  |  | 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        |    270000 | NS      | $88959.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dampskibsselskabet NORDEN A/S                                                    | D/S NORDEN A/S COMMON STOCK DKK1.                        | CUSIP: B1WP65900<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      8783 | NS      | $461931.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Mecano AG                                                                | PHOENIX MECANO AG COMMON STOCK CHF1.0                    | CUSIP: 468759006<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       307 | NS      | $112070.45    | 0.02%             |  |  |  | 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        |      7226 | NS      | $60442.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wang On Group Limited                                                            | WANG ON GROUP LTD COMMON STOCK HKD.01                    | CUSIP: B1WSGT901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1780000 | NS      | $10077.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSI Properties Limited                                                           | CSI PROPERTIES LTD COMMON STOCK HKD.008                  | CUSIP: B1WSH5902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1976333 | NS      | $36629.37     | 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        |     14663 | NS      | $361029.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rosenbauer International AG                                                      | ROSENBAUER INTERNATIONAL AG COMMON STOCK                 | CUSIP: 474843901<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      1314 | NS      | $46464.21     | 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        |      6540 | NS      | $64912.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Highfield Resources Limited                                                      | HIGHFIELD RESOURCES LTD COMMON STOCK                     | CUSIP: B3X0JY903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43867 | NS      | $25358.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hutchison Telecommunications Hong Kong Holdings Limited                          | HUTCHISON TELECOMMUNICATIONS H COMMON STOCK HKD.25       | CUSIP: B3XH0P905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    516000 | NS      | $74065.81     | 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        |     16832 | NS      | $125688.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Rottneros AB                                                                     | ROTTNEROS AB COMMON STOCK SEK1.0                         | CUSIP: 475383907<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     30661 | NS      | $40307.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoki Corporation                                                                | ITOKI CORP COMMON STOCK                                  | CUSIP: 646800003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16100 | NS      | $63154.74     | 0.01%             |  |  |  | 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        |      5600 | NS      | $78946.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astena Holdings Co. Ltd.                                                         | IWAKI and CO LTD COMMON STOCK                            | CUSIP: 646806901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12400 | NS      | $37794.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwasaki Electric Co. Ltd.                                                        | IWASAKI ELECTRIC CO LTD COMMON STOCK                     | CUSIP: 646812008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $44473.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANEST IWATA Corporation                                                          | ANEST IWATA CORP COMMON STOCK                            | CUSIP: 646814004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $84140.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwatsu Electric Co. Ltd.                                                         | IWATSU ELECTRIC CO LTD COMMON STOCK                      | CUSIP: 646818005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $21039.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSP Corporation                                                                  | JSP CORP COMMON STOCK                                    | CUSIP: 646835900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $45540.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentric AB                                                                    | CONCENTRIC AB COMMON STOCK SEK2.2                        | CUSIP: B3YWDL906<br>LEI: 5493002G9GMTKIP3PW19 | Long             | EC               | CORP              | GB        |     11039 | NS      | $216171.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitta Gelatin Inc.                                                               | NITTA GELATIN INC COMMON STOCK                           | CUSIP: B3Z4MY909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $26705.74     | 0.00%             |  |  |  | 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        |     15500 | NS      | $195686.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Restar Holdings Corporation                                                      | RESTAR HOLDINGS CORP COMMON STOCK                        | CUSIP: B3ZGHJ901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $58392.75     | 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        |      7200 | NS      | $205571.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JANOME Corporation                                                               | JANOME SEWING MACHINE CO LTD COMMON STOCK                | CUSIP: 647010008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $29445.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                                                    | FNAC DARTY SA COMMON STOCK                               | CUSIP: B7VQL4902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5986 | NS      | $221794.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| bpost SA                                                                         | BPOST SA COMMON STOCK                                    | CUSIP: BBH7K6907<br>LEI: 5493008AAX0BESN9WN06 | Long             | EC               | CORP              | BE        |     30413 | NS      | $174790.88    | 0.03%             |  |  |  | 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        |     13454 | NS      | $134212.76    | 0.02%             |  |  |  | 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        |    176000 | NS      | $14569.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caverion Oyj                                                                     | CAVERION OYJ COMMON STOCK                                | CUSIP: BBP6J8908<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     33497 | NS      | $242630.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTAGE Co.Ltd.                                                                  | NEXTAGE CO LTD COMMON STOCK                              | CUSIP: BBQ2ZC909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $337066.50    | 0.05%             |  |  |  | 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        |     16664 | NS      | $1143227.40   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Talgo S.A.                                                                       | TALGO SA COMMON STOCK EUR.301                            | CUSIP: BX9C1J900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     23378 | NS      | $76824.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AEM Holdings Ltd.                                                                | AEM HOLDINGS LTD COMMON STOCK                            | CUSIP: BXC7XC907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     62200 | NS      | $172824.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Promotora de Informaciones S.A.                                                  | PROMOTORA DE INFORMACIONES SA COMMON STOCK EUR.94        | CUSIP: BXC8GV902<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     66046 | NS      | $25077.95     | 0.00%             |  |  |  | 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        |      4500 | NS      | $164743.23    | 0.03%             |  |  |  | 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        |     15400 | NS      | $265929.04    | 0.04%             |  |  |  | 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        |     59300 | NS      | $205369.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Finance Group Limited                                                 | AUSTRALIAN FINANCE GROUP LTD COMMON STOCK                | CUSIP: BY4K6K907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     65518 | NS      | $74622.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Nohyaku Co. Ltd.                                                           | NIHON NOHYAKU CO LTD COMMON STOCK                        | CUSIP: 647036003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15800 | NS      | $86893.67     | 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        |      6600 | NS      | $25854.29     | 0.00%             |  |  |  | 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        |     15686 | NS      | $39695.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Information Technologies Corporation                                     | DIGITAL INFORMATION TECHNOLOGI COMMON STOCK              | CUSIP: BYL7K4907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $40966.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakamura Choukou Co.Ltd.                                                         | NAKAMURA CHOUKOU CO LTD COMMON STOCK                     | CUSIP: BYL7K6902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $7901.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI DIE Co. Ltd.                                                                | FUJI DIE CO LTD COMMON STOCK                             | CUSIP: BYL7K7900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $4454.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organo Corporation                                                               | ORGANO CORP COMMON STOCK                                 | CUSIP: 647052000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $157664.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JEOL Ltd.                                                                        | JEOL LTD COMMON STOCK                                    | CUSIP: 647054006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $40651.41     | 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        |     20000 | NS      | $429532.56    | 0.07%             |  |  |  | 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      | $3193.98      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DEUTSCHE PFANDBRIEFBANK AG COMMON STOCK                  | CUSIP: BYM691907<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | EC               | CORP              | DE        |     59817 | NS      | $475084.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JM Holdings Co. Ltd.                                                             | JAPAN MEAT CO LTD COMMON STOCK                           | CUSIP: BYM6DQ907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $56453.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Japan Steel Works Ltd.                                                       | JAPAN STEEL WORKS LTD/THE COMMON STOCK                   | CUSIP: 647068006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $66636.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meito Sangyo Co. Ltd.                                                            | MEITO SANGYO CO LTD COMMON STOCK                         | CUSIP: 657634002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $40863.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC Corporation                                                               | MEITEC CORP COMMON STOCK                                 | CUSIP: 657635009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24000 | NS      | $447959.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ZENITAKA CORPORATION                                                         | ZENITAKA CORP/THE COMMON STOCK                           | CUSIP: 698943008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $11733.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascential plc                                                                    | ASCENTIAL PLC COMMON STOCK GBP.01                        | CUSIP: BYM8GJ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    115514 | NS      | $303213.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM S.p.A.                                                                 | BANCO BPM SPA COMMON STOCK NPV                           | CUSIP: BYMD5K904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    532763 | NS      | $1846381.85   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ZUIKO Corporation                                                                | ZUIKO CORP COMMON STOCK                                  | CUSIP: 698959004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $21436.09     | 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        |     12800 | NS      | $80458.86     | 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        |      1800 | NS      | $23198.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Resources Ltd.                                                         | PARAMOUNT RESOURCES LTD  A COMMON STOCK                  | CUSIP: 699320206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     26905 | NS      | $600444.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yonex Co. Ltd.                                                                   | YONEX CO LTD COMMON STOCK                                | CUSIP: 699378907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $120590.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc.                                                             | PAREX RESOURCES INC COMMON STOCK                         | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     41004 | NS      | $587099.61    | 0.09%             |  |  |  | No            |                  1 | 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        |      6442 | NS      | $208523.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PCI Holdings INC.                                                                | PCI HOLDINGS INC/JP COMMON STOCK                         | CUSIP: BYMM5F905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $11718.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Lawn Corporation                                                            | PARK LAWN CORP COMMON STOCK                              | CUSIP: 700563208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12127 | NS      | $225023.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corporation                                                             | PARKLAND CORP/CANADA COMMON STOCK                        | CUSIP: 70137W108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     52112 | NS      | $1110307.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bund Center Investment Ltd                                                       | BUND CENTER INVESTMENT LTD COMMON STOCK USD.1            | CUSIP: BYMYCB900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     55500 | NS      | $18485.18     | 0.00%             |  |  |  | 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        |    130292 | NS      | $450101.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Hoenle Aktiengesellschaft                                                    | DR HOENLE AG COMMON STOCK                                | CUSIP: 701758906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1598 | NS      | $30763.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Navigator Company S.A.                                                       | NAVIGATOR CO SA/THE COMMON STOCK NPV                     | CUSIP: 701855900<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |     75306 | NS      | $305899.13    | 0.05%             |  |  |  | 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      | $6163.92      | 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      | $47202.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calima Energy Limited                                                            | CALIMA ENERGY LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    114568 | NS      | $10031.58     | 0.00%             |  |  |  | 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        |     15081 | NS      | $4718.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EML Payments Limited                                                             | EML PAYMENTS LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     79307 | NS      | $35661.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| New Century Resources Limited                                                    | NEW CENTURY RESOURCES LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      7464 | NS      | $5278.33      | 0.00%             |  |  |  | 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        |     18600 | NS      | $446391.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bjorn Borg AB                                                                    | BJORN BORG AB                                            | CUSIP: BYPBPZ900<br>LEI: 549300UIPGM58Z67Z634 | Long             | EC               | CORP              | SE        |      1367 | NS      | $3858.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Superloop Limited                                                                | SUPERLOOP LTD COMMON STOCK                               | CUSIP: BYPC6V908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    117047 | NS      | $59617.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EC Healthcare                                                                    | UNION MEDICAL HEALTHCARE LTD COMMON STOCK HKD.00001      | CUSIP: BYPFQH900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     82000 | NS      | $57162.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Plastiques Du Val De Loire                                                       | PLASTIVALOIRE COMMON STOCK EUR.9                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1440 | NS      | $6032.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGS Corporation                                                                  | AGS CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $6636.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Double Standard Inc.                                                             | DOUBLE STANDARD INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2100 | NS      | $34514.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MetaReal Corp.                                                                   | ROZETTA CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $16208.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| d'Amico International Shipping S.A.                                              | D'AMICO INTERNATIONAL SHIPPING COMMON STOCK EUR.1        | CUSIP: N/A<br>LEI: 2221005IWV4R4EP4D553       | Long             | EC               | CORP              | LU        |    215214 | NS      | $82723.38     | 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        |      2462 | NS      | $30718.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Star Entertainment Group Limited                                             | STAR ENTERTAINMENT GRP LTD/THE COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    266941 | NS      | $496460.80    | 0.08%             |  |  |  | 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        |     16870 | NS      | $1868975.56   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Marshalls plc                                                                    | MARSHALLS PLC COMMON STOCK GBP.25                        | CUSIP: B012BV904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     72550 | NS      | $252743.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Halfords Group plc                                                               | HALFORDS GROUP PLC COMMON STOCK GBP.01                   | CUSIP: B012TP908<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |     66664 | NS      | $156938.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ainsworth Game Technology Limited                                                | AINSWORTH GAME TECHNOLOGY LTD COMMON STOCK               | CUSIP: 642782908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     47462 | NS      | $42438.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HIOKI E.E. Corporation                                                           | HIOKI EE CORP COMMON STOCK                               | CUSIP: 642844906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $155754.76    | 0.02%             |  |  |  | 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      | $10125.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orell Fuessli AG                                                                 | ORELL FUESSLI HOLDING AG COMMON STOCK CHF1.0             | CUSIP: B014DP901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       223 | NS      | $19662.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anabuki Kosan Inc.                                                               | ANABUKI KOSAN INC COMMON STOCK                           | CUSIP: B015P2906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $14475.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Financial Group Limited                                                 | MAGELLAN FINANCIAL GROUP LTD COMMON STOCK                | CUSIP: B015YX908<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |      4309 | NS      | $29161.20     | 0.00%             |  |  |  | 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        |      3200 | NS      | $52480.07     | 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        |      7700 | NS      | $36457.84     | 0.01%             |  |  |  | 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        |     32492 | NS      | $662181.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KME Group S.p.A.                                                                 | INTEK GROUP SPA COMMON STOCK                             | CUSIP: B019XN903<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     66972 | NS      | $38756.60     | 0.01%             |  |  |  | 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        |      5281 | NS      | $31754.54     | 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        |      7600 | NS      | $309265.27    | 0.05%             |  |  |  | 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        |     43131 | NS      | $326704.93    | 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      | $29863.53     | 0.00%             |  |  |  | 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        |    137648 | NS      | $95976.20     | 0.02%             |  |  |  | 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        |      5700 | NS      | $46430.35     | 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        |      3000 | NS      | $39231.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADTEC Plasma Technology Co.Ltd.                                                  | ADTEC PLASMA TECHNOLOGY CO LTD COMMON STOCK              | CUSIP: B01L8R905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $18083.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canfor Corporation                                                               | CANFOR CORP COMMON STOCK                                 | CUSIP: 137576104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19227 | NS      | $340615.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Strike Energy Limited                                                            | STRIKE ENERGY LTD COMMON STOCK                           | CUSIP: B01NQF907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    377611 | NS      | $73315.11     | 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        |    114776 | NS      | $295656.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canfor Pulp Products Inc.                                                        | CANFOR PULP PRODUCTS INC COMMON STOCK                    | CUSIP: 137584207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15045 | NS      | $49436.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corporation                                                        | CAPITAL POWER CORP COMMON STOCK                          | CUSIP: 14042M102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     43905 | NS      | $1509249.67   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp.                                                            | CAPSTONE COPPER CORP COMMON STOCK                        | CUSIP: 14071L108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    171933 | NS      | $600739.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Energy Ltd.                                                             | CARDINAL ENERGY LTD COMMON STOCK                         | CUSIP: 14150G400<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     41663 | NS      | $252737.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Peet Limited                                                                     | PEET LTD COMMON STOCK                                    | CUSIP: B01QLP903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    115617 | NS      | $90118.50     | 0.01%             |  |  |  | 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        |      2600 | NS      | $53033.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dios Fastigheter AB                                                              | DIOS FASTIGHETER AB COMMON STOCK SEK2.0                  | CUSIP: B1323T904<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |     31221 | NS      | $232067.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashmore Group plc                                                                | ASHMORE GROUP PLC COMMON STOCK GBP.0001                  | CUSIP: B132NW905<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |    105627 | NS      | $289620.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cargojet Inc.                                                                    | CARGOJET INC VAR VTG COMMON STOCK                        | CUSIP: 14179V503<br>LEI: 549300C4GBBANCBT3K72 | Long             | EC               | CORP              | CA        |       540 | NS      | $52733.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascades Inc.                                                                    | CASCADES INC COMMON STOCK                                | CUSIP: 146900105<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | EC               | CORP              | CA        |     25515 | NS      | $158194.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Savills plc                                                                      | SAVILLS PLC COMMON STOCK GBP.025                         | CUSIP: B135BJ900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     49755 | NS      | $571420.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Century Premium Developments Limited                                     | PACIFIC CENTURY PREMIUM DEVELO COMMON STOCK HKD.5        | CUSIP: B8180J903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     32400 | NS      | $1322.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Patrizia SE                                                                      | PATRIZIA AG COMMON STOCK                                 | CUSIP: 15089R102<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     15691 | NS      | $155009.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica Inc.                                                                   | CELESTICA INC COMMON STOCK                               | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      2400 | NS      | $26784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NZME Limited                                                                     | NZME LTD COMMON STOCK                                    | CUSIP: BD5W4X900<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     72696 | NS      | $54344.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Strike co.Ltd.                                                                   | STRIKE CO LTD COMMON STOCK                               | CUSIP: BD6C2P902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $85825.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                              | VIRGIN MONEY UK PLC COMMON STOCK GBP.1                   | CUSIP: BD6GN0905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    337270 | NS      | $710595.30    | 0.11%             |  |  |  | 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        |     91625 | NS      | $88938.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica Inc.                                                                   | CELESTICA INC COMMON STOCK                               | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     37646 | NS      | $420076.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc.                                                               | CENTERRA GOLD INC COMMON STOCK                           | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |     82216 | NS      | $439455.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Investore Property Limited                                                       | INVESTORE PROPERTY LTD COMMON STOCK                      | CUSIP: BD6K21907<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     79415 | NS      | $75398.34     | 0.01%             |  |  |  | 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        |     94999 | NS      | $200776.83    | 0.03%             |  |  |  | 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        |    112004 | NS      | $238970.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boral Limited                                                                    | BORAL LTD COMMON STOCK                                   | CUSIP: 621867902<br>LEI: 549300KLCHOLFEMSPR08 | Long             | EC               | CORP              | AU        |     87279 | NS      | $181184.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arjo AB                                                                          | ARJO AB COMMON STOCK SEK.33                              | CUSIP: BF17YL907<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     59921 | NS      | $238114.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Food and Life Companies Ltd.                                                     | FOOD and LIFE COS LTD COMMON STOCK                       | CUSIP: BF1HPT908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $136407.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd.                                                                 | DELEK GROUP LTD COMMON STOCK ILS1.                       | CUSIP: 621964907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2792 | NS      | $356315.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Future Corporation                                                               | FUTURE CORP COMMON STOCK                                 | CUSIP: 622158905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14400 | NS      | $178653.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Leifheit Aktiengesellschaft                                                      | LEIFHEIT AG COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      2841 | NS      | $44663.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion S.A.                                                          | GESTAMP AUTOMOCION SA COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |     36770 | NS      | $139324.29    | 0.02%             |  |  |  | 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        |      1800 | NS      | $119575.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SUNeVision Holdings Ltd.                                                         | SUNEVISION HOLDINGS LTD COMMON STOCK HKD.1               | CUSIP: 622221901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    173000 | NS      | $87504.37     | 0.01%             |  |  |  | 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        |      3900 | NS      | $92747.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kozo Keikaku Engineering Inc.                                                    | KOZO KEIKAKU ENGINEERING INC COMMON STOCK                | CUSIP: 622298909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $30891.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wavestone                                                                        | WAVESTONE COMMON STOCK EUR.025                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      2034 | NS      | $94126.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MandC Saatchi PLC                                                                | MandC SAATCHI PLC COMMON STOCK GBP.01                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |        32 | NS      | $57.30        | 0.00%             |  |  |  | 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      | $34909.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPS Inc.                                                                         | IPS INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $29369.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Izumi Co. Ltd.                                                                   | IZUMI CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9100 | NS      | $200128.16    | 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        |      1500 | NS      | $45262.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiroshima Gas Co. Ltd.                                                           | HIROSHIMA GAS CO LTD COMMON STOCK                        | CUSIP: 642867907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16200 | NS      | $40070.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hisaka Works Ltd.                                                                | HISAKA WORKS LTD COMMON STOCK                            | CUSIP: 642886006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $40635.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Create Medic Co.Ltd.                                                             | CREATE MEDIC CO LTD COMMON STOCK                         | CUSIP: 623243904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $15810.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotel Grand Central Limited                                                      | HOTEL GRAND CENTRAL LTD COMMON STOCK                     | CUSIP: 623498904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     48457 | NS      | $31574.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QB Net Holdings Co.Ltd.                                                          | QB NET HOLDINGS CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $34962.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co. Ltd.                                                         | NIPPON SHOKUBAI CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6400 | NS      | $258072.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibergate Inc.                                                                   | FIBERGATE INC/JAPAN COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $17284.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| User Local Inc.                                                                  | USER LOCAL INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $16380.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Zosen Corporation                                                        | HITACHI ZOSEN CORP COMMON STOCK                          | CUSIP: 642930002<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |     57180 | NS      | $376104.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd.                                                                      | MAXELL HOLDINGS LTD COMMON STOCK                         | CUSIP: 642938005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16300 | NS      | $168459.46    | 0.03%             |  |  |  | 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        |      5300 | NS      | $89640.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHIKI Corporation                                                              | HOCHIKI CORP COMMON STOCK                                | CUSIP: 643006000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $58016.48     | 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        |      6600 | NS      | $73377.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mota-Engil SGPS S.A.                                                             | MOTA-ENGIL SGPS SA COMMON STOCK EUR1.                    | CUSIP: 702547902<br>LEI: 549300L6RR1203WN9F57 | Long             | EC               | CORP              | PT        |     23312 | NS      | $30061.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medistim ASA                                                                     | MEDISTIM ASA COMMON STOCK NOK.25                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      2819 | NS      | $75506.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceania Healthcare Limited                                                       | OCEANIA HEALTHCARE LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |    131970 | NS      | $67593.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pason Systems Inc.                                                               | PASON SYSTEMS INC COMMON STOCK                           | CUSIP: 702925108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     27155 | NS      | $324006.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo SE                                                                       | EURAZEO SE COMMON STOCK                                  | CUSIP: 704239904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     11557 | NS      | $729427.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibersol SGPS S.A.                                                                | IBERSOL SGPS SA COMMON STOCK EUR1.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PT        |      2073 | NS      | $12349.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTE AB                                                                          | NOTE AB COMMON STOCK SEK.5                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      5236 | NS      | $81270.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 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      | $7877.00      | 0.00%             |  |  |  | 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        |      1021 | NS      | $364048.50    | 0.06%             |  |  |  | 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        |      9775 | NS      | $111061.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERNER KANTONALBANK AG COMMON STOCK CHF31.0            | CUSIP: 705227908<br>LEI: 549300C2XKS86VQDGV41 | Long             | EC               | CORP              | CH        |      1177 | NS      | $521810.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OHB SE                                                                           | OHB SE COMMON STOCK                                      | CUSIP: 705822906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2007 | NS      | $73210.17     | 0.01%             |  |  |  | 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        |      1161 | NS      | $592752.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tornos Holding Ltd.                                                              | TORNOS HOLDING AG COMMON STOCK CHF3.5                    | CUSIP: 706765906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3182 | NS      | $19122.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chalice Mining Limited                                                           | CHALICE MINING LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     38702 | NS      | $142785.58    | 0.02%             |  |  |  | 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      | $278.43       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IREN S.p.A.                                                                      | IREN SPA COMMON STOCK EUR1.                              | CUSIP: 478321904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    217224 | NS      | $360596.60    | 0.06%             |  |  |  | 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      | $26640.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGL Carbon SE                                                                    | SGL CARBON SE COMMON STOCK                               | CUSIP: 481835908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     17099 | NS      | $135086.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Mining Limited                                                          | RESOLUTE MINING LTD-RIGHTS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    349054 | NS      | $0.00         | 0.00%             |  |  |  | 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      | $9.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                                                                        | SOLAR A/S COMMON STOCK DKK100.                           | CUSIP: 482167905<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      2213 | NS      | $188241.00    | 0.03%             |  |  |  | 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        |      3186 | NS      | $68213.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neighbourly Pharmacy Inc.                                                        | NEIGHBOURLY PHARMACY INC COMMON STOCK                    | CUSIP: 64016L101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       900 | NS      | $16673.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagiwara Electric Holdings Co. Ltd.                                              | HAGIWARA ELECTRIC HOLDINGS CO COMMON STOCK               | CUSIP: 640223905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $56919.86     | 0.01%             |  |  |  | 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        |      3800 | NS      | $28390.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpen Co. Ltd.                                                                   | ALPEN CO LTD COMMON STOCK                                | CUSIP: B0ZGMK908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $80269.89     | 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        |      5400 | NS      | $156094.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Panoramic Resources Limited                                                      | PANORAMIC RESOURCES LTD COMMON STOCK                     | CUSIP: 640566907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    476965 | NS      | $57321.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elematec Corporation                                                             | ELEMATEC CORP COMMON STOCK                               | CUSIP: 640623906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $76556.00     | 0.01%             |  |  |  | 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        |    123297 | NS      | $473924.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| eGuarantee Inc.                                                                  | EGUARANTEE INC COMMON STOCK                              | CUSIP: B1QGV4902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $201898.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group Plc                                                                | SPORTS DIRECT INTERNATIONAL PL COMMON STOCK GBP.1        | CUSIP: B1QH8P909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     49988 | NS      | $547616.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Soliton Systems K. K.                                                            | SOLITON SYSTEMS KK COMMON STOCK                          | CUSIP: B1QHKZ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $32601.87     | 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        |      3200 | NS      | $48883.44     | 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        |    197000 | NS      | $346974.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Agri Resources Ltd.                                                     | INDOFOOD AGRI RESOURCES LTD COMMON STOCK                 | CUSIP: B1QNF4905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     58100 | NS      | $13088.37     | 0.00%             |  |  |  | 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      | $4334.26      | 0.00%             |  |  |  | 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        |      2300 | NS      | $52447.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PIA Corporation                                                                  | PIA CORP COMMON STOCK                                    | CUSIP: 643094907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $24029.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comture Corporation                                                              | COMTURE CORP COMMON STOCK                                | CUSIP: B1RMMB902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $155833.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FreeBit Co. Ltd.                                                                 | FREEBIT CO LTD COMMON STOCK                              | CUSIP: B1RMMJ905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $29551.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIT Corporation                                                                  | AIT CORP COMMON STOCK                                    | CUSIP: B1RMMM908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $24136.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Power Limited                                                                 | XP POWER LTD COMMON STOCK GBP.01                         | CUSIP: B1RMWL909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4132 | NS      | $96882.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkan Holdings Limited                                                          | HOKKAN HOLDINGS LTD COMMON STOCK                         | CUSIP: 643110000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $25009.96     | 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        |       800 | NS      | $24293.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ya-Man Ltd.                                                                      | YA-MAN LTD COMMON STOCK                                  | CUSIP: B4KSB1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $98636.19     | 0.02%             |  |  |  | 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        |    114000 | NS      | $29470.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O Retailing Corporation                                                        | H2O RETAILING CORP COMMON STOCK                          | CUSIP: 640870002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25500 | NS      | $226785.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwa Co. Ltd.                                                                   | HANWA CO LTD COMMON STOCK                                | CUSIP: 640882007<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |     10900 | NS      | $286105.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Centre Development Limited                                               | HARBOUR CENTRE DEVELOPMENT LTD COMMON STOCK              | CUSIP: 640895009<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     37500 | NS      | $31447.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc.                                                             | AXIAL RETAILING INC COMMON STOCK                         | CUSIP: 640897005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $143944.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkaido Electric Power Co. Inc.                                                 | HOKKAIDO ELECTRIC POWER CO INC COMMON STOCK              | CUSIP: 643132004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60200 | NS      | $199192.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkaido Gas Co. Ltd.                                                            | HOKKAIDO GAS CO LTD COMMON STOCK                         | CUSIP: 643134000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $68999.42     | 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        |      7600 | NS      | $50747.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compugen Ltd                                                                     | COMPUGEN LTD COMMON STOCK                                | CUSIP: 643240906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2812 | NS      | $2964.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Limited                                                            | STOLT-NIELSEN LTD COMMON STOCK USD1.                     | CUSIP: B4PKZG907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4318 | NS      | $111831.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsonite International S.A.                                                     | SAMSONITE INTERNATIONAL SA COMMON STOCK USD.01           | CUSIP: B4Q153900<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | US        |    185700 | NS      | $503359.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKUTO CORPORATION                                                               | HOKUTO CORP COMMON STOCK                                 | CUSIP: 643271901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $108532.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuetsu Corporation                                                             | HOKUETSU CORP COMMON STOCK                               | CUSIP: 643310006<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |     39200 | NS      | $222615.24    | 0.04%             |  |  |  | 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        |     52300 | NS      | $204569.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuetsu Industries Co. Ltd.                                                     | HOKUETSU INDUSTRIES CO LTD COMMON STOCK                  | CUSIP: 643314008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $75944.67     | 0.01%             |  |  |  | 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        |      6000 | NS      | $36812.98     | 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        |    783567 | NS      | $86105.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Property Management Center Co.Ltd.                                         | JAPAN PROPERTY MANAGEMENT CENT COMMON STOCK              | CUSIP: B4Q77X909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $32737.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Id Logistics Group                                                               | ID LOGISTICS GROUP COMMON STOCK EUR.5                    | CUSIP: B4RFDT902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       889 | NS      | $253229.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NORMA Group SE                                                                   | NORMA GROUP SE COMMON STOCK                              | CUSIP: B4RLNR902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     11109 | NS      | $194499.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                        | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005          | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2645 | NS      | $3225.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuriku Electric Industry Co.Ltd.                                               | HOKURIKU ELECTRIC INDUSTRY CO COMMON STOCK               | CUSIP: 643318009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $29269.02     | 0.00%             |  |  |  | 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        |      5640 | NS      | $28326.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harel Insurance Investments and Financial Services Ltd.                          | HAREL INSURANCE INVESTMENTS and COMMON STOCK ILS.1       | CUSIP: 641070909<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18638 | NS      | $185089.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corporation                                                          | SEIKO HOLDINGS CORP COMMON STOCK                         | CUSIP: 641480009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $185872.56    | 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        |     33500 | NS      | $229467.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Leben Co.Ltd.                                                             | TAKARA LEBEN CO LTD COMMON STOCK                         | CUSIP: 641635909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27300 | NS      | $77623.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanison Construction Holdings Limited                                            | HANISON CONSTRUCTION HOLDINGS COMMON STOCK HKD.1         | CUSIP: 643344906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    143631 | NS      | $20531.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIMARAYA Co.Ltd.                                                                 | HIMARAYA CO LTD COMMON STOCK                             | CUSIP: 643361900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $11346.97     | 0.00%             |  |  |  | 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        |     13802 | NS      | $40638.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VECTOR INC.                                                                      | VECTOR INC COMMON STOCK                                  | CUSIP: B7MTYY906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $91807.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivne Real Estate (KD) Ltd                                                       | INDUSTRIAL BUILDINGS CORP LTD COMMON STOCK ILS1.0        | CUSIP: 641698907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $2.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuto Co. Ltd.                                                                  | HAKUTO CO LTD COMMON STOCK                               | CUSIP: 641725908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $120824.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quadient S.A.                                                                    | NEOPOST SA COMMON STOCK EUR1.0                           | CUSIP: 561709908<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |     12777 | NS      | $194942.58    | 0.03%             |  |  |  | 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        |    275473 | NS      | $343271.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech plc                                                                     | PLAYTECH PLC COMMON STOCK                                | CUSIP: B7S9G9909<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |    117955 | NS      | $788223.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| INTAGE HOLDINGS Inc.                                                             | INTAGE HOLDINGS INC COMMON STOCK                         | CUSIP: 641814900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $143904.87    | 0.02%             |  |  |  | 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        |      6780 | NS      | $85067.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Corporation                                                                | HEIWA CORP COMMON STOCK                                  | CUSIP: 641958004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $307895.80    | 0.05%             |  |  |  | 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        |      7400 | NS      | $220942.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KP Tissue Inc.                                                                   | KP TISSUE INC COMMON STOCK                               | CUSIP: 48265Y104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5100 | NS      | $38293.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sulzer AG                                                                        | SULZER AG COMMON STOCK CHF.01                            | CUSIP: 485471007<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6238 | NS      | $481785.51    | 0.08%             |  |  |  | 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        |     14200 | NS      | $108453.27    | 0.02%             |  |  |  | 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        |      7600 | NS      | $63227.71     | 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        |      1891 | NS      | $224846.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orla Mining Ltd.                                                                 | ORLA MINING LTD COMMON STOCK                             | CUSIP: 68634K106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16900 | NS      | $62818.27     | 0.01%             |  |  |  | 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        |     64000 | NS      | $53800.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suruga Bank Ltd.                                                                 | SURUGA BANK LTD COMMON STOCK                             | CUSIP: 686432006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60700 | NS      | $190078.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LECInc.                                                                          | LEC INC COMMON STOCK                                     | CUSIP: 686527904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $50512.83     | 0.01%             |  |  |  | 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        |     11200 | NS      | $89860.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tachikawa Corporation                                                            | TACHIKAWA CORP COMMON STOCK                              | CUSIP: 686951005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $39745.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRY AB                                                                          | AF POYRY AB COMMON STOCK SEK2.5                          | CUSIP: BN791J901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     15019 | NS      | $248589.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FACC AG                                                                          | FACC AG COMMON STOCK                                     | CUSIP: BN796M909<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      6411 | NS      | $40156.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESPEC Corp.                                                                      | ESPEC CORP COMMON STOCK                                  | CUSIP: 686965005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $111860.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tadano Ltd.                                                                      | TADANO LTD COMMON STOCK                                  | CUSIP: 686972001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31500 | NS      | $226797.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hongkong and Shanghai Hotels Limited                                         | HONGKONG and SHANGHAI HOTELS LTD COMMON STOCK            | CUSIP: 643638000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    116523 | NS      | $103034.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hibiya Engineering Ltd.                                                          | HIBIYA ENGINEERING LTD COMMON STOCK                      | CUSIP: 643797905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $96509.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwado Co. Ltd.                                                                 | HEIWADO CO LTD COMMON STOCK                              | CUSIP: 641961008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $136098.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourism Holdings Limited                                                         | TOURISM HOLDINGS LTD COMMON STOCK                        | CUSIP: 641964903<br>LEI: 549300V6QK7IM7HZ2F86 | Long             | EC               | CORP              | NZ        |     24687 | NS      | $57675.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Karora Resources Inc                                                             | KARORA RESOURCES INC COMMON STOCK                        | CUSIP: 48575L206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     39895 | NS      | $131683.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apetit Oyj                                                                       | APETIT OYJ COMMON STOCK EUR2.0                           | CUSIP: 487263907<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      1524 | NS      | $16074.84     | 0.00%             |  |  |  | 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        |      6500 | NS      | $84315.79     | 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        |    115000 | NS      | $61229.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIZUOKA GAS CO. LTD.                                                            | SHIZUOKA GAS CO LTD COMMON STOCK                         | CUSIP: 641995907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14400 | NS      | $115981.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Take and Give. Needs Co. Ltd.                                                    | TAKE AND GIVE NEEDS CO LTD COMMON STOCK                  | CUSIP: 642151906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $12655.67     | 0.00%             |  |  |  | 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        |      4000 | NS      | $92026.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taikisha Ltd.                                                                    | TAIKISHA LTD COMMON STOCK                                | CUSIP: 686995002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $198922.03    | 0.03%             |  |  |  | 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        |      4610 | NS      | $7411.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inrom Construction Industries Ltd                                                | INROM CONSTRUCTION INDUSTRIES COMMON STOCK               | CUSIP: BN7ZFB905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     29233 | NS      | $120455.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Miroku Jyoho Service Co. Ltd.                                                    | MIROKU JYOHO SERVICE CO LTD COMMON STOCK                 | CUSIP: 659435002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $67181.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mimasu Semiconductor Industry Co. Ltd.                                           | MIMASU SEMICONDUCTOR INDUSTRY COMMON STOCK               | CUSIP: 659460901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $109754.91    | 0.02%             |  |  |  | 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        |      7800 | NS      | $137923.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilot Corporation                                                                | PILOT CORP COMMON STOCK                                  | CUSIP: 642536908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $242681.99    | 0.04%             |  |  |  | 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        |      8100 | NS      | $18430.44     | 0.00%             |  |  |  | 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        |      3200 | NS      | $98631.08     | 0.02%             |  |  |  | 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        |     13300 | NS      | $42506.70     | 0.01%             |  |  |  | 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        |    317520 | NS      | $155782.30    | 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        |     45241 | NS      | $147985.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontex Group NV                                                                   | ONTEX GROUP NV COMMON STOCK                              | CUSIP: BNBNNH905<br>LEI: 549300AQESC6JJOPW253 | Long             | EC               | CORP              | BE        |     17990 | NS      | $121173.20    | 0.02%             |  |  |  | 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        |     35184 | NS      | $557232.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Learning Technologies Group plc                                                  | LEARNING TECHNOLOGIES GROUP PL COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    150338 | NS      | $238843.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Kouhatsu Incorporated                                                   | TAIHEIYO KOUHATSU INC COMMON STOCK                       | CUSIP: 687004002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $6551.86      | 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      | $14624.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akatsuki Corp.                                                                   | AKATSUKI CORP COMMON STOCK                               | CUSIP: 658666904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $15494.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Limited                                                       | RAMELIUS RESOURCES LTD COMMON STOCK                      | CUSIP: 658687900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    263053 | NS      | $155182.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                                                                      | IMPLENIA AG COMMON STOCK CHF1.02                         | CUSIP: B10DQJ900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5768 | NS      | $243211.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RACCOON HOLDINGS Inc.                                                            | RACCOON HOLDINGS INC COMMON STOCK                        | CUSIP: B10QRZ904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $53037.36     | 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        |     72800 | NS      | $39218.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YIT Oyj                                                                          | YIT OYJ COMMON STOCK                                     | CUSIP: B11BQV906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     47048 | NS      | $131546.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ergomed plc                                                                      | ERGOMED PLC COMMON STOCK GBP.01                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     11072 | NS      | $177191.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lai Sun Garment (International) Limited                                          | LAI SUN GARMENT INTERNATIONAL RIGHT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     23423 | NS      | $98.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSO Holding AG                                                                  | ALSO HOLDING AG COMMON STOCK CHF1.0                      | CUSIP: B11TD8902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2278 | NS      | $421018.81    | 0.07%             |  |  |  | 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      | $1530.32      | 0.00%             |  |  |  | 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        |      4200 | NS      | $106878.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON Fantasy Co. Ltd.                                                            | AEON FANTASY CO LTD COMMON STOCK                         | CUSIP: 643925902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $70492.39     | 0.01%             |  |  |  | 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        |      2600 | NS      | $131741.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FTGroup Co. Ltd.                                                                 | FTGROUP CO LTD COMMON STOCK                              | CUSIP: 658926902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $22166.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioLineRx Ltd.                                                                   | BIOLINE RX LTD COMMON STOCK ILS.01                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     56614 | NS      | $2843.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Art Holdings Co. Ltd.                                                        | NEW ART HOLDINGS CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3000 | NS      | $32973.10     | 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        |      5400 | NS      | $46128.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terilogy Holdings Corp                                                           | TERILOGY HOLDINGS COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4200 | NS      | $9732.78      | 0.00%             |  |  |  | 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        |      1400 | NS      | $31997.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Corporation                                                                 | CORE CORP COMMON STOCK                                   | CUSIP: 659103907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $22521.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co.Ltd.                                                            | CREDIT SAISON CO LTD COMMON STOCK                        | CUSIP: 659180004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12500 | NS      | $160261.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Kwok Land Investment Company Limited                                         | HON KWOK LAND INVESTMENT CO LT COMMON STOCK              | CUSIP: 659183909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     64000 | NS      | $15679.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RaQualia Pharma Inc.                                                             | RAQUALIA PHARMA INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3300 | NS      | $32638.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otello Corporation ASA                                                           | OTELLO CORP ASA                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     16811 | NS      | $14597.03     | 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        |     14616 | NS      | $240372.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Will Group Inc.                                                                  | WILL GROUP INC COMMON STOCK                              | CUSIP: BGLY5R903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $56929.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mikuni Corporation                                                               | MIKUNI CORP COMMON STOCK                                 | CUSIP: 659220909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $20928.86     | 0.00%             |  |  |  | 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        |      4500 | NS      | $67242.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensys Gatso Group AB                                                            | SENSYS GATSO GROUP AB COMMON STOCK SEK.05                | CUSIP: N/A<br>LEI: 5493008GYHJL9PWTC395       | Long             | EC               | CORP              | SE        |    223958 | NS      | $20678.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Besqab AB (Publ)                                                                 | BESQAB AB COMMON STOCK SEK10.0                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2865 | NS      | $24248.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAR Corporation                                                                 | TEAR CORP COMMON STOCK                                   | CUSIP: B142B8900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $15034.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JM AB                                                                            | JM AB COMMON STOCK SEK1.0                                | CUSIP: B142FZ906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     16432 | NS      | $265240.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosiden Corporation                                                              | HOSIDEN CORP COMMON STOCK                                | CUSIP: 643981004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16100 | NS      | $191818.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosokawa Micron Corporation                                                      | HOSOKAWA MICRON CORP COMMON STOCK                        | CUSIP: 643987001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $116254.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBA Corporation                                                              | MITSUBA CORP COMMON STOCK                                | CUSIP: 659638001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $43956.31     | 0.01%             |  |  |  | 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        |     86000 | NS      | $122833.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Howa Machinery Ltd.                                                              | HOWA MACHINERY LTD COMMON STOCK                          | CUSIP: 644128001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $33988.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko PMC Corporation                                                            | SEIKO PMC CORP COMMON STOCK                              | CUSIP: 644466906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $22755.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                                          | COREM PROPERTY GROUP AB COMMON STOCK SEK1.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |       667 | NS      | $10677.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitani Corporation                                                               | MITANI CORP COMMON STOCK                                 | CUSIP: 659647903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16800 | NS      | $172201.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Pencil Co. Ltd.                                                       | MITSUBISHI PENCIL CO LTD COMMON STOCK                    | CUSIP: 659676001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $106108.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spar Nord Bank A/S                                                               | SPAR NORD BANK A/S COMMON STOCK DKK10.                   | CUSIP: B14LS0907<br>LEI: 549300DHT635Q5P8J715 | Long             | EC               | CORP              | DK        |     31557 | NS      | $461957.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Doro AB                                                                          | DORO AB COMMON STOCK SEK1.0                              | CUSIP: B14N4N909<br>LEI: 5493006JEXBO6HGRZ244 | Long             | EC               | CORP              | SE        |      6824 | NS      | $10043.37     | 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        |    198017 | NS      | $286335.38    | 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        |     37215 | NS      | $124699.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Symbio Holdings Limited                                                          | MNF GROUP LTD COMMON STOCK                               | CUSIP: B14PJ3902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15935 | NS      | $32274.82     | 0.01%             |  |  |  | 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        |     55565 | NS      | $159163.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gallant Venture Ltd.                                                             | GALLANT VENTURE LTD COMMON STOCK                         | CUSIP: B14SLW909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    264000 | NS      | $24397.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings Ltd                                                                 | CHINA STRATEGIC HOLDINGS LTD COMMON STOCK                | CUSIP: B14VKP908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   4597500 | NS      | $22645.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamron Co. Ltd.                                                                  | TAMRON CO LTD COMMON STOCK                               | CUSIP: 687102004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $124457.08    | 0.02%             |  |  |  | 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        |     36780 | NS      | $290647.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil Refineries Ltd                                                               | OIL REFINERIES LTD COMMON STOCK ILS1.                    | CUSIP: B1S058905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    590897 | NS      | $219645.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                                    | NEW GOLD INC COMMON STOCK                                | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |    239551 | NS      | $265346.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Co. Ltd.                                                                     | CTS CO LTD COMMON STOCK                                  | CUSIP: 644731903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $60316.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| freenet AG                                                                       | FREENET AG COMMON STOCK                                  | CUSIP: B1SK0S902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     48936 | NS      | $1087732.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Urbanet Corporation Co. Ltd.                                                     | URBANET CORP CO LTD REIT                                 | CUSIP: B1SM87906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $8520.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Aqua Co.Ltd.                                                              | NIPPON AQUA CO LTD COMMON STOCK                          | CUSIP: BGSCP2907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $17999.58     | 0.00%             |  |  |  | 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        |    207632 | NS      | $217243.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deliveroo PLC                                                                    | DELIVEROO PLC COMMON STOCK GBP.005                       | CUSIP: BNC5T3908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     22397 | NS      | $23385.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                                                        | COFACE SA COMMON STOCK EUR2.0                            | CUSIP: BNFWV7904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     37203 | NS      | $455423.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamura Corporation                                                               | TAMURA CORP COMMON STOCK                                 | CUSIP: 687104000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28100 | NS      | $168807.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Taiko Bank Ltd.                                                              | TAIKO BANK LTD/THE COMMON STOCK                          | CUSIP: 687149906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $29370.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synlab AG                                                                        | SYNLAB AG COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      2086 | NS      | $29419.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Piovan S.p.A.                                                                    | PIOVAN SPA COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      1138 | NS      | $9391.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Logistics Corporation                                                 | MITSUBISHI LOGISTICS CORP COMMON STOCK                   | CUSIP: 659684005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $68447.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsuboshi Belting Ltd.                                                          | MITSUBOSHI BELTING LTD COMMON STOCK                      | CUSIP: 659698005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $175492.13    | 0.03%             |  |  |  | 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        |     11500 | NS      | $214647.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TANSEISHA Co. Ltd.                                                               | TANSEISHA CO LTD COMMON STOCK                            | CUSIP: 687193003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13500 | NS      | $78777.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Ljungberg AB                                                              | ATRIUM LJUNGBERG AB COMMON STOCK SEK2.5                  | CUSIP: B1TJ33906<br>LEI: 5493001NNP6HM67OVU09 | Long             | EC               | CORP              | SE        |      5974 | NS      | $95967.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ai Holdings Corporation                                                          | AI HOLDINGS CORP COMMON STOCK                            | CUSIP: B1TK20900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $198691.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Shiraishi Corporation                                                   | ORIENTAL SHIRAISHI CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     46600 | NS      | $94387.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gift Holdings Inc.                                                               | GIFT INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $23130.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fullwealth International Group Holdings Limited                                  | FULLWEALTH INTERNATIONAL GROUP COMMON STOCK HKD.01       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     40000 | NS      | $9506.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shurgard Self Storage SA                                                         | SHURGARD SELF STORAGE SA COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      6671 | NS      | $291194.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Tool Co.                                                                   | UNION TOOL CO COMMON STOCK                               | CUSIP: 691405005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $79735.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Land Group Limited                                                     | UNITED INDUSTRIAL CORP LTD COMMON STOCK                  | CUSIP: 691653000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     55200 | NS      | $90919.36     | 0.01%             |  |  |  | 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        |      3600 | NS      | $74214.21     | 0.01%             |  |  |  | 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        |     45600 | NS      | $169235.58    | 0.03%             |  |  |  | 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        |    160000 | NS      | $422502.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IES Holdings Ltd                                                                 | IES HOLDINGS LTD COMMON STOCK ILS1.0                     | CUSIP: 645039900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       762 | NS      | $56865.36     | 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        |     10700 | NS      | $171055.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gefran S.p.A.                                                                    | GEFRAN SPA COMMON STOCK EUR1.                            | CUSIP: 726594906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1600 | NS      | $15506.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beneteau                                                                         | BENETEAU SA COMMON STOCK EUR.1                           | CUSIP: 730928900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     14545 | NS      | $165534.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Renewable Energy Inc.                                                    | POLARIS RENEWABLE ENERGY INC COMMON STOCK                | CUSIP: 73108L101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7043 | NS      | $76129.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Holding AG                                                                    | VZ HOLDING AG COMMON STOCK CHF.25                        | CUSIP: B1TSL1900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5067 | NS      | $404875.41    | 0.06%             |  |  |  | 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        |      9600 | NS      | $192026.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pollard Banknote Limited                                                         | POLLARD BANKNOTE LTD COMMON STOCK                        | CUSIP: 73150R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3690 | NS      | $53492.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PolyMet Mining Corp.                                                             | POLYMET MINING CORP COMMON STOCK                         | CUSIP: 731916409<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2025 | NS      | $5976.47      | 0.00%             |  |  |  | No            |                  1 | 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        |     23845 | NS      | $156512.98    | 0.02%             |  |  |  | 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        |    476000 | NS      | $157099.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                                        | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1              | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |         1 | NS      | $25.27        | 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      | $11420.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivoryon Therapeutics N.V.                                                       | VIVORYON THERAPEUTICS NV COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      1006 | NS      | $10633.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meltwater NV                                                                     | MELTWATER NV COMMON STOCK USD.01                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |     22305 | NS      | $33422.89     | 0.01%             |  |  |  | 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        |    159532 | NS      | $36945.56     | 0.01%             |  |  |  | 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        |     19100 | NS      | $31499.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-Free ASA                                                                       | Q-FREE ASA COMMON STOCK NOK.38                           | CUSIP: 733673909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     16307 | NS      | $10388.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORPEA SA                                                                         | ORPEA COMMON STOCK EUR1.25                               | CUSIP: 733945901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5710 | NS      | $38999.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Zensun Enterprises Limited                                                       | ZENSUN ENTERPRISES LTD COMMON STOCK                      | CUSIP: B1VL1X904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    107000 | NS      | $19989.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akastor ASA                                                                      | AKASTOR ASA COMMON STOCK NOK.592                         | CUSIP: B1VLVW903<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     61659 | NS      | $61110.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delegat Group Limited                                                            | DELEGAT GROUP LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |      9275 | NS      | $58658.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HANZA AB                                                                         | HANZA AB COMMON STOCK SEK1.0                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2882 | NS      | $13042.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avarga Limited                                                                   | AVARGA LTD COMMON STOCK                                  | CUSIP: 691738009<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     74200 | NS      | $12243.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unitika Ltd.                                                                     | UNITIKA LTD COMMON STOCK                                 | CUSIP: 691830004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23900 | NS      | $47082.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biotage AB                                                                       | BIOTAGE AB COMMON STOCK SEK1.28                          | CUSIP: B1VN5T905<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     16718 | NS      | $292941.11    | 0.05%             |  |  |  | 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        |    125150 | NS      | $45804.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melexis NV                                                                       | MELEXIS NV COMMON STOCK                                  | CUSIP: 737006908<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |      5920 | NS      | $521604.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG COMMON STOCK                              | CUSIP: 738006907<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | EC               | CORP              | DE        |     24051 | NS      | $828883.96    | 0.13%             |  |  |  | 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        |      6300 | NS      | $155859.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leopalace21 Corporation                                                          | LEOPALACE21 CORP COMMON STOCK                            | CUSIP: 659842009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51900 | NS      | $116304.68    | 0.02%             |  |  |  | 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        |    150318 | NS      | $1112068.94   | 0.18%             |  |  |  | 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        |      5200 | NS      | $94106.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ushio Inc.                                                                       | USHIO INC COMMON STOCK                                   | CUSIP: 691898001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31100 | NS      | $408116.86    | 0.06%             |  |  |  | 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        |     11700 | NS      | $150224.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas S.A.                                                                      | ENAGAS SA COMMON STOCK EUR1.5                            | CUSIP: 738307909<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     72958 | NS      | $1317818.18   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Audinate Group Limited                                                           | AUDINATE GROUP LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     14507 | NS      | $82900.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitanotatsujin Corporation                                                       | KITANOTATSUJIN CORP COMMON STOCK                         | CUSIP: B7TYN3908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21400 | NS      | $47325.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Broadleaf Co. Ltd.                                                               | BROADLEAF CO LTD COMMON STOCK                            | CUSIP: B7VB4G907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $42802.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitasoy International Holdings Limited                                           | VITASOY INTERNATIONAL HOLDINGS COMMON STOCK              | CUSIP: 692759905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    194000 | NS      | $353853.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| YAOKO Co. Ltd.                                                                   | YAOKO CO LTD COMMON STOCK                                | CUSIP: 698589900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $170635.46    | 0.03%             |  |  |  | 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        |      6765 | NS      | $125941.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Transcity Corporation                                                      | JAPAN TRANSCITY CORP COMMON STOCK                        | CUSIP: 698638004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14700 | NS      | $53782.84     | 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        |     98400 | NS      | $176333.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ForFarmers B.V.                                                                  | FORFARMERS NV COMMON STOCK                               | CUSIP: BD6S9Q908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     13376 | NS      | $40711.40     | 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        |     12100 | NS      | $170777.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOREI Co.Ltd                                                                   | YOKOHAMA REITO CO LTD COMMON STOCK                       | CUSIP: 698648003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17200 | NS      | $124726.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Dominion Access S.A.                                                      | GLOBAL DOMINION ACCESS SA COMMON STOCK                   | CUSIP: BD6SZ7901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     31309 | NS      | $119201.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Resurs Holding AB                                                                | RESURS HOLDING AB COMMON STOCK SEK.005                   | CUSIP: BD718Q907<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     53512 | NS      | $124601.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boss Energy Limited                                                              | BOSS ENERGY LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     27383 | NS      | $46797.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calidus Resources Limited                                                        | CALIDUS RESOURCES LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     48056 | NS      | $11043.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Michael Hill International Limited                                               | MICHAEL HILL INTERNATIONAL LTD COMMON STOCK              | CUSIP: BD8D24905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43259 | NS      | $34353.48     | 0.01%             |  |  |  | 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      | $12915.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivtach Shamir Holdings Ltd.                                                     | MIVTACH SHAMIR HOLDINGS LTD COMMON STOCK ILS1.           | CUSIP: 659910905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1455 | NS      | $36087.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ULVAC Inc.                                                                       | ULVAC INC COMMON STOCK                                   | CUSIP: 659948905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $506828.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Atenor Group SA                                                                  | ATENOR COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300ZIL1V7D7F3YH40       | Long             | EC               | CORP              | BE        |      1423 | NS      | $72050.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIPEF SA                                                                         | SIPEF NV COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300NN3PC8KDD43S24       | Long             | EC               | CORP              | BE        |      2705 | NS      | $161269.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danakali Limited                                                                 | DANAKALI LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     17023 | NS      | $3800.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonix Limited                                                                  | NOVONIX LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     46257 | NS      | $72965.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Village Vanguard CO.LTD.                                                         | VILLAGE VANGUARD CO LTD COMMON STOCK                     | CUSIP: 659976906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $10606.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monadelphous Group Limited                                                       | MONADELPHOUS GROUP LTD COMMON STOCK                      | CUSIP: 660047903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     35849 | NS      | $336998.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokowo Co.Ltd.                                                                   | YOKOWO CO LTD COMMON STOCK                               | CUSIP: 698672003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $108119.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaya Corporation                                                               | YAMAYA CORP COMMON STOCK                                 | CUSIP: 698680907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $32360.63     | 0.01%             |  |  |  | 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        |     23096 | NS      | $84793.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nickel Industries Limited                                                        | NICKEL MINES LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    305224 | NS      | $205707.64    | 0.03%             |  |  |  | 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      | $17102.13     | 0.00%             |  |  |  | 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        |      2800 | NS      | $36376.69     | 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        |    189509 | NS      | $1293028.46   | 0.20%             |  |  |  | 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        |      8446 | NS      | $123697.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamux Corporation                                                                | KAMUX CORP COMMON STOCK NPV                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      8572 | NS      | $46153.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redcentric plc                                                                   | REDCENTRIC PLC COMMON STOCK GBP.001                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1167 | NS      | $1512.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Watkin Jones plc                                                                 | WATKIN JONES PLC COMMON STOCK GBP.01                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     61285 | NS      | $73345.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biffa plc                                                                        | BIFFA PLC COMMON STOCK GBP.0001                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     86723 | NS      | $427087.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yorozu Corporation                                                               | YOROZU CORP COMMON STOCK                                 | CUSIP: 698697000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $35922.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAMURA CORPORATION                                                             | YAMAURA CORP COMMON STOCK                                | CUSIP: 698761905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $11668.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grieg Seafood ASA                                                                | GRIEG SEAFOOD ASA COMMON STOCK NOK4.                     | CUSIP: B1Y1P6908<br>LEI: 5967007LIEEXZXH5VC37 | Long             | EC               | CORP              | NO        |     15218 | NS      | $108044.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                                  | GERRESHEIMER AG COMMON STOCK                             | CUSIP: B1Y47Y901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     10784 | NS      | $796012.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruppo MutuiOnline S.p.A.                                                        | GRUPPO MUTUIONLINE SPA COMMON STOCK                      | CUSIP: B1Y6V6900<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      9754 | NS      | $274667.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Des Alpes                                                              | CIE DES ALPES COMMON STOCK                               | CUSIP: B1YBWR902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8668 | NS      | $126881.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| P/F BankNordik                                                                   | BANKNORDIK P/F COMMON STOCK                              | CUSIP: B1YHK3905<br>LEI: N/A                  | Long             | EC               | CORP              | FO        |      1415 | NS      | $24813.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym S.p.A.                                                                 | TECHNOGYM SPA COMMON STOCK NPV                           | CUSIP: BD9Y5C907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     41738 | NS      | $325098.09    | 0.05%             |  |  |  | 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        |     12628 | NS      | $343458.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Baroque Japan Limited                                                            | BAROQUE JAPAN LTD COMMON STOCK                           | CUSIP: BDB46N905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $23279.53     | 0.00%             |  |  |  | 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        |      4200 | NS      | $51520.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rovio Entertainment Oyj                                                          | ROVIO ENTERTAINMENT OYJ COMMON STOCK NPV                 | CUSIP: BYWYSP901<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5234 | NS      | $32279.66     | 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        |      5700 | NS      | $57223.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuasa Funashoku Co. Ltd.                                                         | YUASA FUNASHOKU CO LTD COMMON STOCK                      | CUSIP: 698845906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $21227.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AandD HOLON Holdings Company Limited                                             | AandD CO LTD COMMON STOCK                                | CUSIP: 660138900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $53046.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wealthking Investments Limited                                                   | OP FINANCIAL LTD COMMON STOCK HKD.1                      | CUSIP: 660141904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    376000 | NS      | $21601.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Modern Dental Group Limited                                                      | MODERN DENTAL GROUP LTD COMMON STOCK USD.01              | CUSIP: BYX33P905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    107000 | NS      | $25793.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VPower Group International Holdings Limited                                      | VPOWER GROUP INTERNATIONAL HOL COMMON STOCK HKD.1        | CUSIP: BYX5WZ906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    201361 | NS      | $13290.75     | 0.00%             |  |  |  | No            |                  2 | 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        |      6278 | NS      | $184106.02    | 0.03%             |  |  |  | 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        |     22700 | NS      | $94279.59     | 0.01%             |  |  |  | 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        |      6300 | NS      | $165296.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuken Kogyo Co. Ltd.                                                             | YUKEN KOGYO CO LTD COMMON STOCK                          | CUSIP: 698866001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $15911.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mory Industries Inc.                                                             | MORY INDUSTRIES INC COMMON STOCK                         | CUSIP: 660254004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $45055.58     | 0.01%             |  |  |  | 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        |     40100 | NS      | $541629.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SAES Getters S.p.A.                                                              | SAES GETTERS SPA COMMON STOCK EUR.554196                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      2668 | NS      | $62987.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITmedia Inc.                                                                     | ITMEDIA INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3500 | NS      | $48015.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| De' Longhi S.p.A.                                                                | DE' LONGHI SPA COMMON STOCK EUR1.5                       | CUSIP: 716951900<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     21515 | NS      | $484540.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Peyto Exploration and Development Corp.                                          | PEYTO EXPLORATION and DEVELOPMEN COMMON STOCK            | CUSIP: 717046106<br>LEI: 549300WZKJ63UJDWP310 | Long             | EC               | CORP              | CA        |     68868 | NS      | $767958.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Akatsuki Inc.                                                                    | AKATSUKI INC COMMON STOCK                                | CUSIP: BYXBLB908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $49922.12     | 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        |    154024 | NS      | $295715.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Display Optoelectronics Technology Holdings Ltd.                           | CHINA DISPLAY OPTOELECTRONICS COMMON STOCK HKD.1         | CUSIP: BYXYGP903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    296000 | NS      | $14904.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siltronic AG                                                                     | SILTRONIC AG COMMON STOCK                                | CUSIP: BYY597903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7643 | NS      | $634293.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrafabrics Holdings Co.Ltd.                                                    | ULTRAFABRICS HOLDINGS CO LTD COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $43596.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHL-JAPAN Ltd.                                                                   | SHL-JAPAN LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $19256.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yushiro Chemical Industry Co. Ltd.                                               | YUSHIRO CHEMICAL INDUSTRY CO L COMMON STOCK              | CUSIP: 698875002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $22259.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starzen Company Limited                                                          | STARZEN CO LTD COMMON STOCK                              | CUSIP: 698940004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $75669.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Aviation Services Limited                                               | ALLIANCE AVIATION SERVICES LTD COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     39423 | NS      | $80635.63     | 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        |    294711 | NS      | $236265.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify N.V.                                                                     | SIGNIFY NV COMMON STOCK                                  | CUSIP: BYY7VY905<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     33733 | NS      | $1152143.27   | 0.18%             |  |  |  | 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        |     12286 | NS      | $151338.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orron Energy AB                                                                  | LUNDIN PETROLEUM AB COMMON STOCK SEK.01                  | CUSIP: 718762909<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |     38699 | NS      | $89745.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pieridae Energy Limited                                                          | PIERIDAE ENERGY LTD COMMON STOCK                         | CUSIP: 720786102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16126 | NS      | $17382.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO MEDY Co.Ltd.                                                              | MIZUHO MEDY CO LTD COMMON STOCK                          | CUSIP: BYYHLR909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $37252.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FURYU Corporation.                                                               | FURYU CORP COMMON STOCK                                  | CUSIP: BYYHNF903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $47423.89     | 0.01%             |  |  |  | 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        |      1200 | NS      | $15251.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharma Foods International Co. Ltd.                                              | PHARMA FOODS INTERNATIONAL CO COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7000 | NS      | $66441.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Atrae Inc.                                                                       | ATRAE INC COMMON STOCK                                   | CUSIP: BYYLGL909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $63374.86     | 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        |     23274 | NS      | $28545.91     | 0.00%             |  |  |  | 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        |      9400 | NS      | $78367.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes OYJ                                                                   | KONECRANES OYJ COMMON STOCK EUR.5                        | CUSIP: B11WFP905<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |     20483 | NS      | $604019.47    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Adairs Limited                                                                   | ADAIRS LTD COMMON STOCK                                  | CUSIP: BYYT7Q901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     58688 | NS      | $92266.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| HomeServe PLC                                                                    | HOMESERVE PLC COMMON STOCK GBP.0269231                   | CUSIP: BYYTFB905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28513 | NS      | $408279.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RENOVA Inc.                                                                      | RENOVA INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5700 | NS      | $114454.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCONDOInc.                                                                      | LOCONDO INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3100 | NS      | $26717.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alconix Corporation                                                              | ALCONIX CORP COMMON STOCK                                | CUSIP: B121L6907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $81004.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ponsse Oyj                                                                       | PONSSE OYJ COMMON STOCK                                  | CUSIP: B125V7905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3645 | NS      | $98627.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Forterra plc                                                                     | FORTERRA PLC COMMON STOCK                                | CUSIP: BYYW3C909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     82151 | NS      | $200975.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kogan.com Ltd                                                                    | KOGAN.COM LTD COMMON STOCK                               | CUSIP: BYYY33905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15803 | NS      | $36565.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bellsystem24 holdings Inc.                                                       | BELL SYSTEM24 HOLDINGS INC COMMON STOCK                  | CUSIP: BYYZH6900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $103556.30    | 0.02%             |  |  |  | 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        |      2800 | NS      | $101346.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Debenhams PLC                                                                    | DEBENHAMS PLC COMMON STOCK                               | CUSIP: B126KH903<br>LEI: 5493007MMUEIF4NJG110 | Long             | EC               | CORP              | GB        |    306827 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hirakawa Hewtech Corp.                                                           | HIRAKAWA HEWTECH CORP COMMON STOCK                       | CUSIP: B1272V900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $28796.14     | 0.00%             |  |  |  | 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        |    277752 | NS      | $223154.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atea ASA                                                                         | ATEA ASA COMMON STOCK NOK1.0                             | CUSIP: B12TR1901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     23697 | NS      | $288740.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Sorost-Norge                                                         | SPAREBANK 1 SOROST-NORGE COMMON STOCK NOK15.0            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      9718 | NS      | $54376.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Catella AB                                                                       | CATELLA AB COMMON STOCK SEK2.0                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     11079 | NS      | $40146.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAM Group                                                                        | KONINKLIJKE BAM GROEP NV COMMON STOCK EUR.1              | CUSIP: B12W5Y906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     68896 | NS      | $161804.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ratos AB                                                                         | RATOS AB COMMON STOCK SEK3.15                            | CUSIP: B130WD901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     70754 | NS      | $309493.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fingerprint Cards AB                                                             | FINGERPRINT CARDS AB COMMON STOCK SEK.04                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     82439 | NS      | $24508.92     | 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      | $29000.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pipestone Energy Corp.                                                           | PIPESTONE ENERGY CORP COMMON STOCK                       | CUSIP: 724112107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12600 | NS      | $31847.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catena AB                                                                        | CATENA AB COMMON STOCK SEK4.4                            | CUSIP: B131GJ904<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |      7148 | NS      | $254377.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemring Group PLC                                                               | CHEMRING GROUP PLC COMMON STOCK GBP.01                   | CUSIP: B45C9X909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    105376 | NS      | $399456.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Administration Holdings Limited                                             | LINK ADMINISTRATION HOLDINGS L COMMON STOCK              | CUSIP: BYZBCY906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    165552 | NS      | $402783.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat plc                                                                      | SOFTCAT PLC COMMON STOCK GBP.0005                        | CUSIP: BYZDVK901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     33287 | NS      | $512691.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pihlajalinna Oyj                                                                 | PIHLAJALINNA OYJ COMMON STOCK NPV                        | CUSIP: BYZFLR902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      2615 | NS      | $23617.41     | 0.00%             |  |  |  | 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        |     30236 | NS      | $187674.69    | 0.03%             |  |  |  | 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      | $2.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synlait Milk Limited                                                             | SYNLAIT MILK LTD COMMON STOCK                            | CUSIP: B4JWJZ904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     21479 | NS      | $41367.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNO HORIZON Co.Ltd.                                                           | TECHNO HORIZON HOLDINGS CO LTD COMMON STOCK              | CUSIP: B4K5GT908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $15945.79     | 0.00%             |  |  |  | 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        |     20600 | NS      | $369133.33    | 0.06%             |  |  |  | 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        |      8819 | NS      | $1108859.15   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| System Information Co.Ltd.                                                       | SYSTEM INFORMATION CO LTD COMMON STOCK                   | CUSIP: BF2331903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $14461.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brembo S.p.A.                                                                    | FRENI BREMBO SPA COMMON STOCK NPV                        | CUSIP: BF3798902<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     42382 | NS      | $496175.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Terveystalo Plc                                                                  | TERVEYSTALO OYJ COMMON STOCK NPV                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |     24763 | NS      | $161972.88    | 0.03%             |  |  |  | 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        |     22645 | NS      | $402253.20    | 0.06%             |  |  |  | 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      | $9115.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Group AB (publ)                                                               | BE GROUP AB COMMON STOCK SEK2.04                         | CUSIP: BYZJSK902<br>LEI: 549300TD8XXBS8J3TF85 | Long             | EC               | CORP              | SE        |       899 | NS      | $6173.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Aviation Limited                                                             | BOC AVIATION LTD COMMON STOCK                            | CUSIP: BYZJV1900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     17200 | NS      | $136196.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobson Pharma Corporation Limited                                              | JACOBSON PHARMA CORP LTD COMMON STOCK HKD.01             | CUSIP: BYZTBB908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    176000 | NS      | $20195.32     | 0.00%             |  |  |  | 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        |      7800 | NS      | $36836.32     | 0.01%             |  |  |  | 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        |      5754 | NS      | $35320.03     | 0.01%             |  |  |  | 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        |     93903 | NS      | $90783.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                                     | VAT GROUP AG COMMON STOCK CHF.1                          | CUSIP: BYZWMR904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3786 | NS      | $1061119.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAB Shop Concept AB                                                             | ITAB SHOP CONCEPT AB COMMON STOCK SEK1.25                | CUSIP: BZ01XT901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      7377 | NS      | $7272.61      | 0.00%             |  |  |  | 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        |      5482 | NS      | $108051.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lacto Japan Co. Ltd.                                                             | LACTO JAPAN CO LTD COMMON STOCK                          | CUSIP: BZ03M2908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $40271.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italmobiliare S.P.A.                                                             | ITALMOBILIARE SPA COMMON STOCK NPV                       | CUSIP: BZ05RT909<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      5244 | NS      | $140314.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Europris ASA                                                                     | EUROPRIS ASA COMMON STOCK NOK1.0                         | CUSIP: BZ0769902<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     45417 | NS      | $288640.60    | 0.05%             |  |  |  | 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        |      9421 | NS      | $129836.19    | 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        |     10376 | NS      | $103285.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimak Group AB                                                                  | ALIMAK GROUP AB COMMON STOCK SEK.02                      | CUSIP: BZ0Y0T905<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     14034 | NS      | $106960.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Current Group Limited                                                    | PACIFIC CURRENT GROUP LTD COMMON STOCK                   | CUSIP: BZ15T9900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16873 | NS      | $89546.50     | 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        |     26246 | NS      | $210458.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Matching Service Japan Co. Ltd.                                                  | MATCHING SERVICE JAPAN CO LTD COMMON STOCK               | CUSIP: BZ19ZZ907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $24308.82     | 0.00%             |  |  |  | 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        |     27005 | NS      | $273663.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                   | BAWAG GROUP AG COMMON STOCK                              | CUSIP: BZ1GZ0908<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     23046 | NS      | $1207449.34   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Attendo AB                                                                       | ATTENDO AB COMMON STOCK                                  | CUSIP: BZ1N26906<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     43122 | NS      | $104708.56    | 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        |      3245 | NS      | $98424.99     | 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        |     10156 | NS      | $150633.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARUHI Corporation                                                                | ARUHI CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10800 | NS      | $79047.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Juventus Football Club S.p.A.                                                    | JUVENTUS FOOTBALL CLUB SPA COMMON STOCK                  | CUSIP: 726480908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     66613 | NS      | $19209.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Revenio Group Oyj                                                                | REVENIO GROUP OYJ COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      6747 | NS      | $287959.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Catering International and Services                                              | CATERING INTERNATIONAL SERVICE COMMON STOCK EUR.2        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1089 | NS      | $10924.55     | 0.00%             |  |  |  | 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      | $591.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HORIBA Ltd.                                                                      | HORIBA LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5100 | NS      | $234408.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Briscoe Group Limited                                                            | BRISCOE GROUP LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     11818 | NS      | $36212.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NWS Holdings Limited                                                             | NWS HOLDINGS LTD COMMON STOCK HKD1.0                     | CUSIP: 656835907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    331000 | NS      | $272917.73    | 0.04%             |  |  |  | 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        |      6700 | NS      | $69499.64     | 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        |     11700 | NS      | $243353.96    | 0.04%             |  |  |  | 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        |      4700 | NS      | $110661.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KOTOBUKIYA CO.LTD.                                                               | KOTOBUKIYA CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       300 | NS      | $27496.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midac Holdings Co. Ltd.                                                          | MIDAC CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $62191.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                                                          | MPC CONTAINER SHIPS AS COMMON STOCK NOK1.0               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     81418 | NS      | $154863.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MIPS AB                                                                          | MIPS AB COMMON STOCK SEK.1                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      8371 | NS      | $323493.51    | 0.05%             |  |  |  | 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        |     22161 | NS      | $68238.88     | 0.01%             |  |  |  | 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        |      7500 | NS      | $67718.74     | 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        |      6100 | NS      | $46486.41     | 0.01%             |  |  |  | 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        |      3620 | NS      | $61248.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUWA Co. Ltd.                                                                  | MARUWA CO LTD/AICHI COMMON STOCK                         | CUSIP: 657066908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $389103.96    | 0.06%             |  |  |  | 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        |      8500 | NS      | $34870.35     | 0.01%             |  |  |  | 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        |      4100 | NS      | $96998.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Maruzen Co.Ltd.                                                                  | MARUZEN CO LTD/TAITO WARD COMMON STOCK                   | CUSIP: 657349908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $53675.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli and C. S.p.A.                                                            | PIRELLI and C SPA COMMON STOCK NPV                       | CUSIP: BZ5ZHK908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    109418 | NS      | $488438.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Soitec                                                                           | SOITEC COMMON STOCK EUR2.0                               | CUSIP: BZ6T5C902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7224 | NS      | $1175116.58   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW Limited                                                                     | PCCW LTD COMMON STOCK                                    | CUSIP: 657407904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    876773 | NS      | $383389.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Co. Ltd.                                                                     | MAX CO LTD COMMON STOCK                                  | CUSIP: 657422002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $93537.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meidensha Corporation                                                            | MEIDENSHA CORP COMMON STOCK                              | CUSIP: 657590006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10717 | NS      | $156187.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Shipping Co.Ltd.                                                           | MEIJI SHIPPING CO LTD COMMON STOCK                       | CUSIP: 657624003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $16502.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neto M.E. Holdings Ltd                                                           | NETO ME HOLDINGS LTD COMMON STOCK ILS1.                  | CUSIP: 657629903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       616 | NS      | $24311.79     | 0.00%             |  |  |  | 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        |     12700 | NS      | $67045.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xingye Alloy Materials Group Limited                                             | HUAN YUE INTERACTIVE HOLDINGS COMMON STOCK HKD.1         | CUSIP: BZ6TPK902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    176000 | NS      | $23586.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Gym Group plc                                                                | GYM GROUP PLC/THE COMMON STOCK GBP.0001                  | CUSIP: BZBX0P903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     50921 | NS      | $63558.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonava AB                                                                        | BONAVA AB COMMON STOCK SEK4.0                            | CUSIP: BZBXJW908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     29697 | NS      | $79596.99     | 0.01%             |  |  |  | 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        |      4326 | NS      | $343143.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Crit                                                                      | GROUPE CRIT COMMON STOCK EUR.36                          | CUSIP: 707177903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1108 | NS      | $71556.39     | 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        |     13131 | NS      | $707084.24    | 0.11%             |  |  |  | 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        |      3904 | NS      | $101706.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grenergy Renovables S.A.                                                         | GRENERGY RENOVABLES SA COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |       473 | NS      | $16304.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xilam Animation                                                                  | XILAM ANIMATION SA COMMON STOCK EUR.1                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       268 | NS      | $9225.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equasens                                                                         | PHARMAGEST INTER@CTIVE COMMON STOCK EUR.2                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1219 | NS      | $100316.49    | 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        |      9513 | NS      | $54349.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Energy Company PLC                                                   | DIVERSIFIED GAS and OIL PLC COMMON STOCK GBP.01          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    242396 | NS      | $369816.87    | 0.06%             |  |  |  | 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        |     17409 | NS      | $22124.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGas Energy plc                                                                  | IGAS ENERGY PLC COMMON STOCK GBP.00002                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      7738 | NS      | $2027.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raval ICS LTD.                                                                   | RAVAL ICS LTD COMMON STOCK ILS.1                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     11596 | NS      | $11023.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| doValue S.p.A.                                                                   | DOVALUE SPA COMMON STOCK NPV                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |     11526 | NS      | $83038.42     | 0.01%             |  |  |  | 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        |     11414 | NS      | $499535.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                  | ADECCO GROUP AG COMMON STOCK CHF.1                       | CUSIP: 711072900<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |      7992 | NS      | $271700.97    | 0.04%             |  |  |  | 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        |      2504 | NS      | $37083.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| I'LL inc.                                                                        | I'LL INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3600 | NS      | $52551.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| i-mobile Co. Ltd.                                                                | I-MOBILE CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $12045.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwaki Co. Ltd.                                                                   | IWAKI CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $24858.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                                                   | TECAN GROUP AG COMMON STOCK CHF.1                        | CUSIP: 711090902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       177 | NS      | $74574.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                                      | CLARIANT AG COMMON STOCK CHF3.7                          | CUSIP: 711399907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     80053 | NS      | $1300848.96   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Asteria Corporation                                                              | ASTERIA CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5400 | NS      | $32382.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubicom HoldingsInc.                                                              | UBICOM HOLDINGS INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2100 | NS      | $35622.37     | 0.01%             |  |  |  | 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      | $41496.24     | 0.01%             |  |  |  | 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        |     10370 | NS      | $646112.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLED CORP.                                                                      | ATLED CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $6652.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aucnet Inc.                                                                      | AUCNET INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3600 | NS      | $51684.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J-LEASE Co.Ltd.                                                                  | J-LEASE CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $20575.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orchestra Holdings Inc.                                                          | ORCHESTRA HOLDINGS INC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $11928.34     | 0.00%             |  |  |  | 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        |      5546 | NS      | $838786.91    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans                                                                           | NEXANS SA COMMON STOCK EUR1.0                            | CUSIP: 713083905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8590 | NS      | $759562.26    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mortgage Service Japan Limitd.                                                   | MORTGAGE SERVICE JAPAN LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $15030.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Tusyo Inc.                                                                | HIROSE TUSYO INC COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $10632.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metaps Inc.                                                                      | METAPS INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $6414.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTEO Inc.                                                                     | FRONTEO INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $18022.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Arbonia AG                                                                       | ARBONIA AG COMMON STOCK CHF4.2                           | CUSIP: 713273902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17476 | NS      | $257650.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer Materials Limited                                                         | ARCHER MATERIALS LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     14055 | NS      | $6772.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| 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      | $8227.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hypebeast Limited                                                                | HYPEBEAST LTD COMMON STOCK HKD.01                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    120000 | NS      | $7068.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YTO Express Holdings Limited                                                     | YTO EXPRESS HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     30000 | NS      | $7912.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Catena Media plc                                                                 | CATENA MEDIA PLC COMMON STOCK EUR.0015                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MT        |      2080 | NS      | $4771.24      | 0.00%             |  |  |  | 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        |      2339 | NS      | $150199.14    | 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        |      4273 | NS      | $113824.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Oestlandet                                                           | SPAREBANK 1 OESTLANDET COMMON STOCK NOK50.0              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      5853 | NS      | $67447.24     | 0.01%             |  |  |  | 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        |     17078 | NS      | $183189.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ioneer Ltd                                                                       | IONEER LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    466451 | NS      | $186370.67    | 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        |    152100 | NS      | $45340.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kahoot! ASA                                                                      | KAHOOT! ASA COMMON STOCK NOK.1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     23324 | NS      | $54446.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AQ Group AB                                                                      | AQ GROUP AB COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2735 | NS      | $76392.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samty Co.Ltd.                                                                    | SAMTY CO LTD COMMON STOCK                                | CUSIP: B1Z83H902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $131167.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Tri Chemical Laboratories Inc.                                                   | TRI CHEMICAL LABORATORIES INC COMMON STOCK               | CUSIP: B1Z8XW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $150452.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group N.V.                                            | AMG ADVANCED METALLURGICAL GRO COMMON STOCK EUR.02       | CUSIP: B1Z95S904<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      8363 | NS      | $336124.86    | 0.05%             |  |  |  | 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        |     11700 | NS      | $53140.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nilorngruppen AB                                                                 | NILORNGRUPPEN AB COMMON STOCK SEK1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1816 | NS      | $14056.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serneke Group AB                                                                 | SERNEKE GROUP AB COMMON STOCK SEK.1                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2199 | NS      | $5418.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moneysupermarket.com Group PLC                                                   | MONEYSUPERMARKET.COM GROUP PLC COMMON STOCK GBP.0002     | CUSIP: B1ZBKY909<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |    180232 | NS      | $415447.97    | 0.07%             |  |  |  | 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        |      7000 | NS      | $166612.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana AB                                                                        | HUMANA AB COMMON STOCK SEK.022                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     14866 | NS      | $60108.16     | 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        |      3453 | NS      | $30769.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS S.A.                                      | REN - REDES ENERGETICAS NACION COMMON STOCK EUR1.        | CUSIP: B233HR909<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |    155280 | NS      | $411221.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAF-Holland SE                                                                   | SAF-HOLLAND SA COMMON STOCK EUR.01                       | CUSIP: B2352K905<br>LEI: 222100QJQLUJHWREL058 | Long             | EC               | CORP              | DE        |     14787 | NS      | $145485.59    | 0.02%             |  |  |  | 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        |       503 | NS      | $10315.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                                                         | AMBEA AB COMMON STOCK SEK.024968                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     14053 | NS      | $67983.00     | 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        |     33072 | NS      | $293012.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Boozt AB                                                                         | BOOZT AB COMMON STOCK SEK.0833                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     12378 | NS      | $134652.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Daiken Medical Co.Ltd.                                                           | DAIKEN MEDICAL CO LTD COMMON STOCK                       | CUSIP: B4W9ND904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $16618.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ercros S.A.                                                                      | ERCROS SA COMMON STOCK EUR.3                             | CUSIP: B4WHFN903<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     32252 | NS      | $113436.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuan Hup Holdings Limited                                                       | CHUAN HUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 618551907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    109000 | NS      | $16449.27     | 0.00%             |  |  |  | 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        |      5800 | NS      | $42082.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clover Corporation Limited                                                       | CLOVER CORP LTD COMMON STOCK                             | CUSIP: 618642904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51463 | NS      | $43844.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neoen                                                                            | NEOEN SA COMMON STOCK                                    | CUSIP: BGV7F9900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7011 | NS      | $286652.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMAXYZ Holdings Inc.                                                           | SIGMAXYZ INC COMMON STOCK                                | CUSIP: BH0VS0904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $104792.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mebuki Financial Group Inc.                                                      | MEBUKI FINANCIAL GROUP INC COMMON STOCK                  | CUSIP: BH0VTS902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28000 | NS      | $63653.92     | 0.01%             |  |  |  | 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        |     22159 | NS      | $167550.45    | 0.03%             |  |  |  | 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        |     42300 | NS      | $99759.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chen Hsong Holdings Limited                                                      | CHEN HSONG HOLDINGS COMMON STOCK HKD.1                   | CUSIP: 618964001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     40000 | NS      | $8816.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco S.A.                                                               | UNICAJA BANCO SA COMMON STOCK                            | CUSIP: BH4H4H900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |    404399 | NS      | $418094.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS PETROLUB SE                                                                | FUCHS PETROLUB SE COMMON STOCK                           | CUSIP: BNHRG7900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9623 | NS      | $287448.13    | 0.05%             |  |  |  | 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      | $10502.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oma Saastopankki Oy                                                              | OMA SAASTOPANKKI OYJ COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      1470 | NS      | $28201.72     | 0.00%             |  |  |  | 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        |     19700 | NS      | $54131.42     | 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        |     37300 | NS      | $148664.33    | 0.02%             |  |  |  | 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      | $17271.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meshulam Levinstein Contracting and Engineering Ltd                              | MESHULAM LEVINSTEIN CONTRACTIN COMMON STOCK ILS1.        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       125 | NS      | $11247.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINO Corporation                                                                | CHINO CORP COMMON STOCK                                  | CUSIP: 619090004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $33535.88     | 0.01%             |  |  |  | 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        |    183500 | NS      | $53326.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gakkyusha Co.Ltd.                                                                | GAKKYUSHA CO LTD COMMON STOCK                            | CUSIP: 635977903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $31179.12     | 0.00%             |  |  |  | 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      | $13463.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehadrin Ltd.                                                                    | MEHADRIN LTD COMMON STOCK ILS1.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       167 | NS      | $6606.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasumigaseki Capital Co.Ltd.                                                     | KASUMIGASEKI CAPITAL CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $52872.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinney Investments Limited                                                      | CHINNEY INVESTMENTS LTD COMMON STOCK                     | CUSIP: 619119001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     36000 | NS      | $4969.18      | 0.00%             |  |  |  | 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        |      3000 | NS      | $16062.80     | 0.00%             |  |  |  | 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        |      1200 | NS      | $11298.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Energy Company ASA                                                     | NORWEGIAN ENERGY CO ASA COMMON STOCK NOK10.0             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      5187 | NS      | $206454.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Miyoshi Oil and Fat Co. Ltd.                                                     | MIYOSHI OIL and FAT CO LTD COMMON STOCK                  | CUSIP: 659744007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $18636.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui DM Sugar Holdings Co. Ltd.                                                | MITSUI SUGAR CO LTD COMMON STOCK                         | CUSIP: 659756001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $92465.55     | 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        |      7100 | NS      | $183770.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsuuroko Group Holdings Co. Ltd.                                               | MITSUUROKO GROUP HOLDINGS CO L COMMON STOCK              | CUSIP: 659768006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $83685.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midland Holdings Limited                                                         | MIDLAND HOLDINGS LTD COMMON STOCK HKD.1                  | CUSIP: 659770903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     54000 | NS      | $4169.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corporation                                                               | MIZUNO CORP COMMON STOCK                                 | CUSIP: 659796007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $132343.99    | 0.02%             |  |  |  | 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        |      1800 | NS      | $51852.77     | 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        |     19500 | NS      | $144378.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VICOM Ltd                                                                        | VICOM LTD COMMON STOCK                                   | CUSIP: 692837909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     26000 | NS      | $36720.72     | 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        |     41800 | NS      | $266584.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacoal Holdings Corp.                                                            | WACOAL HOLDINGS CORP COMMON STOCK                        | CUSIP: 693220006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $214249.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wai Kee Holdings Limited                                                         | WAI KEE HOLDINGS LTD COMMON STOCK HKD.1                  | CUSIP: 693230906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     72000 | NS      | $15646.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Shimizu Bank Ltd.                                                            | SHIMIZU BANK LTD/THE COMMON STOCK                        | CUSIP: 680451002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $43426.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinanen Holdings Co.Ltd.                                                         | SINANEN HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 680452000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $63643.97     | 0.01%             |  |  |  | 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        |      3600 | NS      | $71928.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wakamoto Pharmaceutical Co. Ltd.                                                 | WAKAMOTO PHARMACEUTICAL CO LTD COMMON STOCK              | CUSIP: 693274003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $7744.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genki Sushi Co. Ltd.                                                             | GENKI SUSHI CO LTD COMMON STOCK                          | CUSIP: 636684904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $48631.17     | 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      | $2410.63      | 0.00%             |  |  |  | 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        |      2900 | NS      | $71426.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinfonia Technology Co. Ltd.                                                     | SINFONIA TECHNOLOGY CO LTD COMMON STOCK                  | CUSIP: 680460003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $99739.86     | 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        |     13300 | NS      | $116321.46    | 0.02%             |  |  |  | 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        |     11019 | NS      | $63567.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascelia Pharma AB                                                                | ASCELIA PHARMA AB COMMON STOCK SEK1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      6350 | NS      | $15363.99     | 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        |      2893 | NS      | $54029.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLXYZ Co. Ltd.                                                                  | SOLXYZ CO LTD COMMON STOCK                               | CUSIP: 636873903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $6479.49      | 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        |     34100 | NS      | $178688.74    | 0.03%             |  |  |  | No            |                  2 | 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      | $46897.52     | 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      | $170940.34    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Annehem Fastigheter AB                                                           | ANNEHEM FASTIGHETER AB COMMON STOCK SEK.00848            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      9576 | NS      | $18361.94     | 0.00%             |  |  |  | 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        |     56700 | NS      | $56097.06     | 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        |     35700 | NS      | $204464.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Glory Ltd.                                                                       | GLORY LTD COMMON STOCK                                   | CUSIP: 637422007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $251062.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| European Lithium Limited                                                         | EUROPEAN LITHIUM LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    238993 | NS      | $14466.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Digital Ventures Limited                                                | FRONTIER DIGITAL VENTURES LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     54064 | NS      | $27775.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oenon Holdings Inc.                                                              | OENON HOLDINGS INC COMMON STOCK                          | CUSIP: 637430000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17500 | NS      | $36011.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Godo Steel Ltd.                                                                  | GODO STEEL LTD COMMON STOCK                              | CUSIP: 637434002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $31942.97     | 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        |     47013 | NS      | $368841.36    | 0.06%             |  |  |  | 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        |      3400 | NS      | $120216.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imugene Limited                                                                  | IMUGENE LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    468841 | NS      | $60222.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunstone Metals Limited                                                          | SUNSTONE METALS LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    119026 | NS      | $3027.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sintokogio Ltd.                                                                  | SINTOKOGIO LTD COMMON STOCK                              | CUSIP: 680462009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $73440.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinko Shoji Co. Ltd.                                                            | SHINKO SHOJI CO LTD COMMON STOCK                         | CUSIP: 680497005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $48537.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Peak Technology Group Limited                                               | GOLD PEAK INDUSTRIES HOLDINGS COMMON STOCK               | CUSIP: 637573007<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     90000 | NS      | $6468.22      | 0.00%             |  |  |  | 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        |     12900 | NS      | $78942.58     | 0.01%             |  |  |  | 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 SA COMMON STOCK EUR1.0                             | CUSIP: B15RWD900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       285 | NS      | $51323.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinsho Corporation                                                              | SHINSHO CORP COMMON STOCK                                | CUSIP: 680498003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $56071.19     | 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        |      2700 | NS      | $74964.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Faith Inc.                                                                       | FAITH INC COMMON STOCK                                   | CUSIP: 638204909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3110 | NS      | $12331.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GL Sciences Inc.                                                                 | GL SCIENCES INC COMMON STOCK                             | CUSIP: 638209908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $51127.34     | 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        |    127055 | NS      | $152588.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Proto Corporation                                                                | PROTO CORP COMMON STOCK                                  | CUSIP: 638448902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10200 | NS      | $94062.32     | 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        |    288997 | NS      | $13020.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland India Trust                                                           | ASCENDAS INDIA TRUST UNIT                                | CUSIP: B23DMQ903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    238300 | NS      | $206322.50    | 0.03%             |  |  |  | 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        |     63874 | NS      | $124710.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMUSE Inc.                                                                       | AMUSE INC COMMON STOCK                                   | CUSIP: 638823906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $51011.38     | 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        |      6900 | NS      | $78026.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuki Electric Company Inc.                                                    | SHIZUKI ELECTRIC CO INC COMMON STOCK                     | CUSIP: 680530003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $16908.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRG Global Limited                                                               | SRG GLOBAL LTD COMMON STOCK                              | CUSIP: B23DN3903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     83829 | NS      | $39595.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Syrah Resources Limited                                                          | SYRAH RESOURCES LTD COMMON STOCK                         | CUSIP: B23HV2907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    215425 | NS      | $386636.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shofu Inc.                                                                       | SHOFU INC COMMON STOCK                                   | CUSIP: 680533908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $62118.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoei Foods Corporation                                                          | SHOEI FOODS CORP COMMON STOCK                            | CUSIP: 680534906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $90586.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Capita plc                                                                       | CAPITA PLC COMMON STOCK GBP.020667                       | CUSIP: B23K0M900<br>LEI: CMIGEWPLHL4M7ZV0IZ88 | Long             | EC               | CORP              | GB        |    521379 | NS      | $149338.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEKO AB                                                                          | MEKONOMEN AB COMMON STOCK SEK2.5                         | CUSIP: B23PWD904<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |     14892 | NS      | $165222.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SWCC Showa Holdings Co. Ltd.                                                     | SWCC SHOWA HOLDINGS CO LTD COMMON STOCK                  | CUSIP: 680548005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $109614.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMK Corporation                                                                  | SMK CORP COMMON STOCK                                    | CUSIP: 680550001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $36580.77     | 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        |     14100 | NS      | $150582.32    | 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        |     68070 | NS      | $98554.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcland Service Holdings Co.Ltd.                                                 | ARCLAND SERVICE HOLDINGS CO LT COMMON STOCK              | CUSIP: B23QCF909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $85856.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.FRONT RETAILING Co. Ltd.                                                       | J FRONT RETAILING CO LTD COMMON STOCK                    | CUSIP: B23TC1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $34713.39     | 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        |      1900 | NS      | $33530.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunze Limited                                                                    | GUNZE LTD COMMON STOCK                                   | CUSIP: 639870005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $159809.59    | 0.03%             |  |  |  | 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        |     31945 | NS      | $181812.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRW Holdings Limited                                                             | NRW Holdings Ltd COMMON STOCK                            | CUSIP: B23XW7900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    180255 | NS      | $337836.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GSI Creos Corporation                                                            | GSI CREOS CORP COMMON STOCK                              | CUSIP: 639875004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $23402.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| 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      | $32979.34     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| The Hachijuni Bank Ltd.                                                          | HACHIJUNI BANK LTD/THE COMMON STOCK                      | CUSIP: 640062006<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |    116200 | NS      | $440283.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiwa Corporation                                                                | MEIWA CORP COMMON STOCK                                  | CUSIP: 657638904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $41931.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KMD Brands Limited                                                               | KATHMANDU HOLDINGS LTD COMMON STOCK                      | CUSIP: B56S7X902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    152310 | NS      | $106220.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hutchison Port Holdings Trust                                                    | HUTCHISON PORT HOLDINGS TRUST UNIT                       | CUSIP: B56ZM7906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1279000 | NS      | $239061.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcidion Group Limited                                                           | ALCIDION GROUP LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     86733 | NS      | $9351.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cobalt Blue Holdings Limited                                                     | COBALT BLUE HOLDINGS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      8655 | NS      | $3878.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMO Software Limited                                                            | ELMO SOFTWARE LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3302 | NS      | $10646.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nearmap Ltd                                                                      | NEARMAP LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    159003 | NS      | $229924.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OreCorp Limited                                                                  | ORECORP LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     20841 | NS      | $5269.65      | 0.00%             |  |  |  | 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        |      9089 | NS      | $28183.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PolyNovo Limited                                                                 | POLYNOVO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    155862 | NS      | $218342.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellevue Group AG                                                                | BELLEVUE GROUP AG COMMON STOCK CHF.1                     | CUSIP: B08Y38907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3105 | NS      | $120604.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MA Financial Group Ltd                                                           | MOELIS AUSTRALIA LTD COMMON STOCK                        | CUSIP: B092NN901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     16640 | NS      | $56775.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco International Development Limited                                          | MELCO INTERNATIONAL DEVELOPMEN COMMON STOCK              | CUSIP: B092QP903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    199000 | NS      | $162898.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Menora Mivtachim Holdings Ltd.                                                   | MENORA MIVTACHIM HOLDINGS LTD COMMON STOCK ILS1.0        | CUSIP: 657787909<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6228 | NS      | $138094.96    | 0.02%             |  |  |  | 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      |
| Cargotec Oyj                                                                     | CARGOTEC OYJ COMMON STOCK                                | CUSIP: B09M9L907<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |     12834 | NS      | $534827.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingston Financial Group Limited                                                 | KINGSTON FINANCIAL GROUP LTD COMMON STOCK HKD.02         | CUSIP: B09WJX908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    174000 | NS      | $6393.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Oil Company Ltd.                                                            | FUJI OIL CO LTD COMMON STOCK                             | CUSIP: 658136908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $19334.89     | 0.00%             |  |  |  | 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        |     73000 | NS      | $130754.54    | 0.02%             |  |  |  | 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        |     72822 | NS      | $292535.20    | 0.05%             |  |  |  | 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        |     12280 | NS      | $287790.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharos Energy plc                                                                | SOCO INTERNATIONAL PLC COMMON STOCK GBP.05               | CUSIP: B572ZV901<br>LEI: 549300DDKLXYLLO4N524 | Long             | EC               | CORP              | GB        |    103615 | NS      | $31716.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aperam S.A.                                                                      | APERAM SA COMMON STOCK                                   | CUSIP: B58C6H901<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |     11031 | NS      | $350178.04    | 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        |       345 | NS      | $149426.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobimo Holding AG                                                                | MOBIMO HOLDING AG COMMON STOCK                           | CUSIP: B0BV89902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2647 | NS      | $646534.86    | 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      | $22843.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Network Television Limited                                                   | SKY NETWORK TELEVISION LTD COMMON STOCK                  | CUSIP: B0C5VF908<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     36695 | NS      | $53077.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BroadBand Tower Inc.                                                             | BROADBAND TOWER INC COMMON STOCK                         | CUSIP: B0CLZF909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $10722.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSC ASA                                                                         | AMERICAN SHIPPING CO ASA COMMON STOCK NOK10.             | CUSIP: B0D596902<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     15163 | NS      | $65327.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXAOM                                                                           | HEXAOM COMMON STOCK                                      | CUSIP: B0DCZT908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1083 | NS      | $20379.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                  | LEONARDO FINMECCANICA S.P.A. COMMON STOCK EUR4.4         | CUSIP: B0DJNG904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    144633 | NS      | $1160433.94   | 0.18%             |  |  |  | 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      | $1483.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Japan Best Rescue System Co.Ltd.                                                 | JAPAN BEST RESCUE SYSTEM CO LT COMMON STOCK              | CUSIP: B0FGN7908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $39590.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manawa Energy Limited                                                            | TRUSTPOWER LTD COMMON STOCK                              | CUSIP: BDFT8B900<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     10579 | NS      | $34774.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| APAC Resources Limited                                                           | APAC RESOURCES LTD COMMON STOCK HKD1.0                   | CUSIP: BDFZFJ901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    218605 | NS      | $28583.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVT Limited                                                                      | EVENT HOSPITALITY AND ENTERTAI COMMON STOCK              | CUSIP: BDG0N4901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33412 | NS      | $313805.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Housewares Retail Company Limited                                  | INTERNATIONAL HOUSEWARES RETAI COMMON STOCK HKD.1        | CUSIP: BDGTGK900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     95000 | NS      | $34369.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Wave Group AB                                                                | NEW WAVE GROUP AB COMMON STOCK SEK3.0                    | CUSIP: B0FLGQ903<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |     15049 | NS      | $304938.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Helical PLC                                                                      | HELICAL PLC COMMON STOCK GBP.01                          | CUSIP: B0FYMT902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     42397 | NS      | $172397.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministop Co. Ltd.                                                                | MINISTOP CO LTD COMMON STOCK                             | CUSIP: 658385901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $53799.37     | 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        |      8520 | NS      | $356299.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Victrex plc                                                                      | VICTREX PLC COMMON STOCK GBP.01                          | CUSIP: 092922905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     29925 | NS      | $645862.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Arad Ltd.                                                                        | ARAD LTD COMMON STOCK ILS.1                              | CUSIP: B0G7VP908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2993 | NS      | $41111.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petrofac Limited                                                                 | PETROFAC LTD COMMON STOCK USD.02                         | CUSIP: B0H2K5904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    125282 | NS      | $127029.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AcadeMedia AB                                                                    | ACADEMEDIA AB COMMON STOCK SEK1.0                        | CUSIP: BDHFV6903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     30274 | NS      | $136411.97    | 0.02%             |  |  |  | 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        |     84840 | NS      | $54423.21     | 0.01%             |  |  |  | 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        |    237500 | NS      | $299540.66    | 0.05%             |  |  |  | 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        |      6278 | NS      | $585578.49    | 0.09%             |  |  |  | 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        |     17872 | NS      | $31578.18     | 0.00%             |  |  |  | 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        |      5870 | NS      | $5903.10      | 0.00%             |  |  |  | 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        |      4219 | NS      | $11357.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeffe S.P.A.                                                                     | AEFFE SPA COMMON STOCK EUR.25                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |     16597 | NS      | $22567.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| create restaurants holdings inc.                                                 | CREATE RESTAURANTS HOLDINGS IN COMMON STOCK              | CUSIP: B0J2LC906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28600 | NS      | $196062.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Dor Alon Energy in Israel (1988) Ltd.                                            | DOR ALON ENERGY IN ISRAEL 1988 COMMON STOCK ILS1.        | CUSIP: B0JNCF903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2265 | NS      | $75055.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Videndum PLC                                                                     | VITEC GROUP PLC/THE COMMON STOCK GBP.2                   | CUSIP: 092966001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13617 | NS      | $199630.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Volex plc                                                                        | VOLEX PLC COMMON STOCK GBP.25                            | CUSIP: 093900009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     43655 | NS      | $139286.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Meiji Electric Industries Co.Ltd.                                                | MEIJI ELECTRIC INDUSTRIES CO L COMMON STOCK              | CUSIP: B0JQTH904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $21172.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAKURA Internet Inc.                                                             | SAKURA INTERNET INC COMMON STOCK                         | CUSIP: B0JZCW909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $31187.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmington plc                                                                   | WILMINGTON PLC COMMON STOCK GBP.05                       | CUSIP: 096923909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8311 | NS      | $28838.33     | 0.00%             |  |  |  | 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        |    181450 | NS      | $626963.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| World Co. Ltd.                                                                   | WORLD CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8900 | NS      | $85781.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlantic Sapphire ASA                                                            | ATLANTIC SAPPHIRE ASA COMMON STOCK NOK.1                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11883 | NS      | $9049.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SThree plc                                                                       | STHREE PLC COMMON STOCK GBP.01                           | CUSIP: B0KM9T907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     43418 | NS      | $214143.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamada Ltd                                                                       | KAMADA LTD COMMON STOCK ILS1.                            | CUSIP: B0L2CR900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7673 | NS      | $35731.72     | 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        |     13978 | NS      | $31009.52     | 0.00%             |  |  |  | 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        |      1974 | NS      | $33820.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 888 Holdings Public Limited Company                                              | 888 HOLDINGS PLC COMMON STOCK GBP.005                    | CUSIP: B0L4LM907<br>LEI: N/A                  | Long             | EC               | CORP              | GI        |    111653 | NS      | $136657.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OHARA Inc.                                                                       | OHARA INC COMMON STOCK                                   | CUSIP: B0L57X906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $25086.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sims Limited                                                                     | SIMS METAL MANAGEMENT LTD COMMON STOCK                   | CUSIP: B0LCW7900<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |     51011 | NS      | $455759.06    | 0.07%             |  |  |  | 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        |       176 | NS      | $345737.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                  | BOMBARDIER INC COMMON STOCK                              | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |     26573 | NS      | $936174.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc.                                                                  | BOMBARDIER INC COMMON STOCK                              | CUSIP: 097751879<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |       816 | NS      | $29033.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EFG International AG                                                             | EFG INTERNATIONAL AG COMMON STOCK CHF.5                  | CUSIP: B0LF18905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     36347 | NS      | $323255.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Group Holding NV                                                         | TELENET GROUP HOLDING NV COMMON STOCK                    | CUSIP: B0LKSK908<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     12156 | NS      | $194066.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDICLIN Aktiengesellschaft                                                      | MEDICLIN AG COMMON STOCK                                 | CUSIP: 475509907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8179 | NS      | $28798.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vita Group Limited                                                               | VITA GROUP LTD COMMON STOCK                              | CUSIP: B0LX4B906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51061 | NS      | $3999.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat Communications S.A.                                                     | EUTELSAT COMMUNICATIONS SA COMMON STOCK EUR1.0           | CUSIP: B0M7KJ907<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |     56721 | NS      | $451282.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Bonterra Energy Corp.                                                            | BONTERRA ENERGY CORP COMMON STOCK                        | CUSIP: 098546104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1314 | NS      | $7629.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synthomer PLC                                                                    | SYNTHOMER PLC COMMON STOCK GBP.1                         | CUSIP: 098874001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    127600 | NS      | $203850.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiyoda Corporation                                                              | CHIYODA CORP COMMON STOCK                                | CUSIP: 619170004<br>LEI: 549300QKY84OVLK4L190 | Long             | EC               | CORP              | JP        |     53100 | NS      | $146829.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiyoda Co. Ltd.                                                                 | CHIYODA CO LTD COMMON STOCK                              | CUSIP: 619180003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $40012.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                                                             | CAPRICORN METALS LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     92082 | NS      | $266998.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Mader Group Limited                                                              | MADER GROUP LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4772 | NS      | $11969.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drecom Co.Ltd.                                                                   | DRECOM CO LTD COMMON STOCK                               | CUSIP: B0WD3J902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $25094.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camtek Ltd                                                                       | CAMTEK LTD/ISRAEL COMMON STOCK ILS.01                    | CUSIP: B0WG73906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1190 | NS      | $28835.56     | 0.00%             |  |  |  | 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        |      4500 | NS      | $78951.96     | 0.01%             |  |  |  | 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        |      6700 | NS      | $96324.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zumtobel Group AG                                                                | ZUMTOBEL GROUP AG COMMON STOCK                           | CUSIP: B13WZ2902<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     10070 | NS      | $67056.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Praemium Limited                                                                 | PRAEMIUM LTD COMMON STOCK                                | CUSIP: B13YTQ902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    110359 | NS      | $66259.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IwaiCosmo Holdings Inc.                                                          | IWAICOSMO HOLDINGS INC COMMON STOCK                      | CUSIP: B0WGLX904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $73349.17     | 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        |     15300 | NS      | $301347.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chori Co. Ltd.                                                                   | CHORI CO LTD COMMON STOCK                                | CUSIP: 619350002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $63850.27     | 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        |    107000 | NS      | $124292.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Beter Bed Holding N.V.                                                           | BETER BED HOLDING NV COMMON STOCK EUR.02                 | CUSIP: B13ZG7905<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      4223 | NS      | $12944.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Altri S.G.P.S. S.A.                                                              | ALTRI SGPS SA COMMON STOCK EUR.125                       | CUSIP: B13ZSL901<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     28159 | NS      | $164957.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Pool Inc.                                                                      | S-POOL INC COMMON STOCK                                  | CUSIP: B0WHYY906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21400 | NS      | $148476.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vilmorin and Cie                                                                 | VILMORIN and CIE SA COMMON STOCK EUR15.25                | CUSIP: B0WM39904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2260 | NS      | $116017.72    | 0.02%             |  |  |  | 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        |     37888 | NS      | $268511.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SA COMMON STOCK                                 | CUSIP: 713666907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     22190 | NS      | $401746.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chip Eng Seng Corporation Ltd.                                                   | CHIP ENG SENG CORP LTD COMMON STOCK                      | CUSIP: 619392905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     80900 | NS      | $44125.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A2B Australia Limited                                                            | A2B AUSTRALIA LTD COMMON STOCK                           | CUSIP: 619469901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     32294 | NS      | $23561.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perpetua Resources Corp.                                                         | PERPETUA RESOURCES CORP COMMON STOCK                     | CUSIP: 714266103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $14674.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biesse S.p.A.                                                                    | BIESSE SPA COMMON STOCK EUR1.                            | CUSIP: 714409901<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1347 | NS      | $17871.27     | 0.00%             |  |  |  | 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        |    201352 | NS      | $851741.33    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Empresarial San Jose S.A.                                                  | GRUPO EMPRESARIAL SAN JOSE SA COMMON STOCK EUR.03        | CUSIP: B3NQ9K908<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      8498 | NS      | $37249.99     | 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        |      7800 | NS      | $59107.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuetsu Pulp and Paper Co. Ltd.                                                  | CHUETSU PULP and PAPER CO LTD COMMON STOCK               | CUSIP: 619570005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $22784.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Occitane International S.A.                                                    | L'OCCITANE INTERNATIONAL SA COMMON STOCK EUR.03          | CUSIP: B3PG22905<br>LEI: 549300TLZP9DZV3ROI47 | Long             | EC               | CORP              | LU        |     64500 | NS      | $181246.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Anicom Holdings Inc.                                                             | ANICOM HOLDINGS INC COMMON STOCK                         | CUSIP: B3PQXL907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22100 | NS      | $117855.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUODENKO CORPORATION                                                            | CHUDENKO CORP COMMON STOCK                               | CUSIP: 619586001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $133606.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chugoku Electric Power Co. Inc.                                              | CHUGOKU ELECTRIC POWER CO INC/ COMMON STOCK              | CUSIP: 619590003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $33349.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                                            | VALEO SA COMMON STOCK EUR1.0                             | CUSIP: BDC5ST904<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     61277 | NS      | $1145554.01   | 0.18%             |  |  |  | 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        |      1197 | NS      | $130221.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PeptiDream Inc.                                                                  | PEPTIDREAM INC COMMON STOCK                              | CUSIP: B97SH9905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $152736.78    | 0.02%             |  |  |  | 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      |
| Chugoku Marine Paints Ltd.                                                       | CHUGOKU MARINE PAINTS LTD COMMON STOCK                   | CUSIP: 619600000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $105669.28    | 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        |      2400 | NS      | $27999.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dasin Retail Trust                                                               | DASIN RETAIL TRUST REIT                                  | CUSIP: BDCDFM906<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     49600 | NS      | $8754.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTandE Limited                                                                   | HTandE LTD COMMON STOCK                                  | CUSIP: BDCXQ2904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     83708 | NS      | $59716.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Konoike Transport Co. Ltd.                                                       | KONOIKE TRANSPORT CO LTD COMMON STOCK                    | CUSIP: B99HH0906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $119289.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Properties Group Limited                                                     | ITC PROPERTIES GROUP LTD COMMON STOCK HKD.01             | CUSIP: B9CJ24906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    136252 | NS      | $16981.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quilter plc                                                                      | QUILTER PLC COMMON STOCK GBP.01                          | CUSIP: BDCXV2908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    466912 | NS      | $572102.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Helloworld Travel Limited                                                        | HELLOWORLD TRAVEL LTD COMMON STOCK                       | CUSIP: BH4SYD902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23085 | NS      | $24698.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Orora Limited                                                                    | ORORA LTD COMMON STOCK                                   | CUSIP: BH4TCW902<br>LEI: 549300WFEQJK35VDF789 | Long             | EC               | CORP              | AU        |    323910 | NS      | $690258.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                                                       | VALMET OYJ COMMON STOCK NPV                              | CUSIP: BH6XZT903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     49042 | NS      | $1267675.59   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN SE COMMON STOCK                           | CUSIP: B9G6L8900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1858 | NS      | $119216.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shine Justice Ltd                                                                | SHINE JUSTICE LTD COMMON STOCK                           | CUSIP: B9J4K1908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4532 | NS      | $3384.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Domain Holdings Limited                                                  | DIGITAL DOMAIN HOLDINGS LTD COMMON STOCK HKD.01          | CUSIP: BH7SVD902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    190000 | NS      | $7717.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEAL Network SE                                                                  | ZEAL NETWORK SE COMMON STOCK                             | CUSIP: BHD66J908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4328 | NS      | $120720.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Maire Tecnimont S.p.A.                                                           | MAIRE TECNIMONT SPA COMMON STOCK                         | CUSIP: BBGTNT907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     49836 | NS      | $159890.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Granges AB                                                                       | GRANGES AB COMMON STOCK SEK1.339775                      | CUSIP: BRJ3BP907<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |     38652 | NS      | $313906.50    | 0.05%             |  |  |  | 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        |     23815 | NS      | $34090.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indivior PLC                                                                     | INDIVIOR PLC COMMON STOCK USD0.10                        | CUSIP: BRS65X900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     43012 | NS      | $892079.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuo Gyorui Co. Ltd.                                                             | CHUO GYORUI CO LTD COMMON STOCK                          | CUSIP: 619654007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $6575.30      | 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        |      6400 | NS      | $32980.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPH Limited                                                                      | IPH LTD COMMON STOCK                                     | CUSIP: BS7K5S901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     59336 | NS      | $370101.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bengo4.comInc.                                                                   | BENGO4.COM INC COMMON STOCK                              | CUSIP: BSLTDM900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $46117.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Servcorp Limited                                                                 | SERVCORP LTD COMMON STOCK                                | CUSIP: 619689904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13949 | NS      | $32283.27     | 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        |     79600 | NS      | $349543.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Snow Peak Inc.                                                                   | SNOW PEAK INC COMMON STOCK                               | CUSIP: BSLVC2900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $153453.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Pacific Smiles Group Limited                                                     | PACIFIC SMILES GROUP LTD COMMON STOCK                    | CUSIP: BSLVQ6906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11867 | NS      | $12992.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                                       | TEMENOS AG COMMON STOCK CHF5.0                           | CUSIP: 714789906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     12129 | NS      | $747427.74    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cementir Holding N.V.                                                            | CEMENTIR HOLDING SPA COMMON STOCK EUR1.                  | CUSIP: 714862901<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     17059 | NS      | $112427.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gl Events                                                                        | GL EVENTS COMMON STOCK EUR4.0                            | CUSIP: 715410908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4018 | NS      | $62449.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Traffic Systems SE                                                               | TRAFFIC SYSTEMS SE COMMON STOCK                          | CUSIP: 716289905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2239 | NS      | $59964.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuang's Consortium International Limited                                        | CHUANG'S CONSORTIUM INTERNATIO COMMON STOCK HKD.25       | CUSIP: 619740905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    340021 | NS      | $30067.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BML Inc.                                                                         | BML INC COMMON STOCK                                     | CUSIP: 619787906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $169787.33    | 0.03%             |  |  |  | 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        |     16337 | NS      | $9137.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genetic Signatures Limited                                                       | GENETIC SIGNATURES LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5286 | NS      | $3246.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USEN-NEXT HOLDINGS Co.Ltd.                                                       | USEN-NEXT HOLDINGS CO LTD COMMON STOCK                   | CUSIP: BSN5BP905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $70818.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Playmates Holdings Limited                                                       | PLAYMATES HOLDINGS LTD COMMON STOCK HKD.01               | CUSIP: BYST2X908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    640000 | NS      | $45795.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terracom Limited                                                                 | TERRACOM LTD COMMON STOCK                                | CUSIP: BYSXBF908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     98531 | NS      | $58316.86     | 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        |     53782 | NS      | $182924.16    | 0.03%             |  |  |  | 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        |      8458 | NS      | $317132.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Flow Traders N.V.                                                                | FLOW TRADERS COMMON STOCK EUR.1                          | CUSIP: BYT05J908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      9046 | NS      | $209414.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Neometals Ltd                                                                    | NEOMETALS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     33926 | NS      | $23534.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strandline Resources Limited                                                     | STRANDLINE RESOURCES LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    134004 | NS      | $42559.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petrus Resources Ltd.                                                            | PETRUS RESOURCES LTD COMMON STOCK                        | CUSIP: 71678F108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5912 | NS      | $11515.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netwealth Group Limited                                                          | NETWEALTH GROUP LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     30596 | NS      | $291244.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Limited                                                                      | BWX LTD COMMON STOCK                                     | CUSIP: BYT5FD909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61281 | NS      | $26204.46     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Scout24 SE                                                                       | SCOUT24 AG COMMON STOCK                                  | CUSIP: BYT934904<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     19487 | NS      | $1069608.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Aidigong Maternal and Child Health Limited                                       | AIDIGONG MATERNAL and CHILD HEAL COMMON STOCK HKD.01     | CUSIP: BHWQLK903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    588000 | NS      | $28087.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Ocean Ltd.                                                              | NORTHERN OCEAN LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     10672 | NS      | $11484.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regina Miracle International (Holdings) Limited                                  | REGINA MIRACLE INTERNATIONAL H COMMON STOCK USD.01       | CUSIP: BYTBQY908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     67000 | NS      | $31130.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoLocal Group                                                                    | SOLOCAL GROUP COMMON STOCK EUR.1                         | CUSIP: BYTBRM903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     47008 | NS      | $32893.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Pegasus Sewing Machine Mfg. Co. Ltd.                                             | PEGASUS SEWING MACHINE MANUFAC COMMON STOCK              | CUSIP: B0WWM7905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $55297.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aizawa Securities Group Co. Ltd.                                                 | AIZAWA SECURITIES CO LTD COMMON STOCK                    | CUSIP: B0X6W8908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $39697.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JOST Werke AG                                                                    | JOST WERKE AG COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      4614 | NS      | $256172.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamar Petroleum Ltd                                                              | TAMAR PETROLEUM LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     16837 | NS      | $52661.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAES Getters S.p.A.                                                              | SAES GETTERS SPA PREFERRED STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IT        |      2176 | NS      | $36141.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unieuro S.p.A.                                                                   | UNIEURO SPA COMMON STOCK NPV                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      5335 | NS      | $72400.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Corporate Travel Management Limited                                              | CORPORATE TRAVEL MANAGEMENT LT COMMON STOCK              | CUSIP: B3R1D5907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     35427 | NS      | $405652.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Axway Software                                                                   | AXWAY SOFTWARE SA COMMON STOCK                           | CUSIP: B3S0TP907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2311 | NS      | $38752.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accrete Inc.                                                                     | ACCRETE INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $21851.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WingArc1st Inc.                                                                  | WINGARC1ST INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4500 | NS      | $73853.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HPC Systems Inc.                                                                 | HPC SYSTEMS INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $12688.68     | 0.00%             |  |  |  | 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        |      2400 | NS      | $10874.73     | 0.00%             |  |  |  | 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        |      9415 | NS      | $432572.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BrainPad Inc.                                                                    | BRAINPAD INC COMMON STOCK                                | CUSIP: B3SLF7906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $33712.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FINDEX Inc.                                                                      | FINDEX INC COMMON STOCK                                  | CUSIP: B3TFM3909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $15799.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawada TechnologiesInc.                                                          | KAWADA TECHNOLOGIES INC COMMON STOCK                     | CUSIP: B3V2W3904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $46702.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Red 5 Limited                                                                    | RED 5 LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    899111 | NS      | $99831.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaufman and Broad SA                                                             | KAUFMAN and BROAD SA COMMON STOCK EUR.26                 | CUSIP: B138HB905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5431 | NS      | $146655.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| System Support Inc.                                                              | SYSTEM SUPPORT INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $12014.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhaobangji Properties Holdings Limited                                           | ZHAOBANGJI PROPERTIES HOLDINGS COMMON STOCK HKD.002      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    632000 | NS      | $33277.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Econocom Group SE                                                                | ECONOCOM GROUP SA/NV COMMON STOCK                        | CUSIP: BYTPCY902<br>LEI: 5493006G5O9JP185PU76 | Long             | EC               | CORP              | BE        |     34770 | NS      | $102937.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lai Sun Development Company Limited                                              | LAI SUN DEVELOPMENT CO LTD COMMON STOCK                  | CUSIP: BYTQH8902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    127179 | NS      | $26441.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLYTEC Holding AG                                                               | POLYTEC HOLDING AG COMMON STOCK                          | CUSIP: B138N3906<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4411 | NS      | $23109.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sing Holdings Limited                                                            | SING HOLDINGS LTD COMMON STOCK                           | CUSIP: B138S2903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     79000 | NS      | $20818.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys plc                                                                       | DIXONS CARPHONE PLC COMMON STOCK GBP.001                 | CUSIP: B4Y7R1908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    375642 | NS      | $356409.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulten AB                                                                        | BULTEN AB COMMON STOCK SEK.5                             | CUSIP: B4Y8D2909<br>LEI: 549300HUR75YN61F4108 | Long             | EC               | CORP              | SE        |      5708 | NS      | $37071.32     | 0.01%             |  |  |  | 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        |      4800 | NS      | $35428.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EATandHOLDINGS Co.Ltd.                                                           | EATandCO LTD COMMON STOCK                                | CUSIP: B4ZKTZ901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $29277.27     | 0.00%             |  |  |  | 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        |      8200 | NS      | $183872.40    | 0.03%             |  |  |  | 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        |    744600 | NS      | $64460.38     | 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        |      2500 | NS      | $93909.37     | 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      | $6050.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Myer Holdings Limited                                                            | MYER HOLDINGS LTD COMMON STOCK                           | CUSIP: B50YPZ900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    192016 | NS      | $96592.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT International Development Corporation Limited                                 | PT INTERNATIONAL DEVELOPMENT C COMMON STOCK HKD.01       | CUSIP: BF4TTY904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    453327 | NS      | $10216.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Civmec Limited                                                                   | CIVMEC LTD COMMON STOCK                                  | CUSIP: B75ZM2904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40300 | NS      | $17314.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| m-up holdingsInc.                                                                | M-UP HOLDINGS INC COMMON STOCK                           | CUSIP: B77P01900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $88554.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axactor ASA                                                                      | AXACTOR SE COMMON STOCK EUR.52342                        | CUSIP: BF50RH905<br>LEI: 549300P5VT8OMA17TJ33 | Long             | EC               | CORP              | NO        |     47680 | NS      | $29637.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Resources Development International Limited                               | GOLDEN RESOURCES DEVELOPMENT I COMMON STOCK HKD.1        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    298000 | NS      | $19119.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Group plc                                                                   | JUST GROUP PLC COMMON STOCK GBP.1                        | CUSIP: BCRX1J900<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |    404736 | NS      | $364624.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensirion Holding AG                                                             | SENSIRION HOLDING AG COMMON STOCK                        | CUSIP: BG0SQC909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3148 | NS      | $344609.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Redrow plc                                                                       | REDROW PLC COMMON STOCK GBP.105                          | CUSIP: BG11K3903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     94845 | NS      | $522607.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MarkLines Co. Ltd.                                                               | MARKLINES CO LTD COMMON STOCK                            | CUSIP: BSN5BQ903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $75752.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 2020 Bulkers Limited                                                             | 2020 BULKERS LTD COMMON STOCK USD1.0                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      2700 | NS      | $23045.25     | 0.00%             |  |  |  | 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        |      6335 | NS      | $109794.55    | 0.02%             |  |  |  | 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        |      3889 | NS      | $127888.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Smart Metering Systems plc                                                       | SMART METERING SYSTEMS PLC COMMON STOCK GBP.01           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     32595 | NS      | $317035.92    | 0.05%             |  |  |  | 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        |    443318 | NS      | $358858.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamat Group Ltd.                                                                 | HAMAT GROUP LTD COMMON STOCK ILS1.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3347 | NS      | $27842.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Data Vision Co.Ltd.                                                      | MEDICAL DATA VISION CO LTD COMMON STOCK                  | CUSIP: BSN5BR901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $61820.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AdventureInc.                                                                    | ADVENTURE INC COMMON STOCK                               | CUSIP: BSNLDJ902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $56558.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estia Health Limited                                                             | ESTIA HEALTH LTD COMMON STOCK                            | CUSIP: BSSWC5904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     67959 | NS      | $97405.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| METAWATER Co. Ltd.                                                               | METAWATER CO LTD COMMON STOCK                            | CUSIP: BSTJDT909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $104775.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Industrie - S.P.A.                                                         | PRIMA INDUSTRIE SPA COMMON STOCK EUR2.5                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      1462 | NS      | $37597.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JTC PLC                                                                          | JTC PLC COMMON STOCK GBP.01                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      1007 | NS      | $9676.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| oOh!media Limited                                                                | OOH!MEDIA LTD COMMON STOCK                               | CUSIP: BSXN8D906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    154139 | NS      | $143636.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| erex Co.Ltd.                                                                     | EREX CO LTD COMMON STOCK                                 | CUSIP: BSZM2N900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $168881.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Artiza Networks Inc.                                                             | ARTIZA NETWORKS INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $19478.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Casa Inc.                                                                        | CASA INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2200 | NS      | $13788.42     | 0.00%             |  |  |  | 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        |    111000 | NS      | $364826.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Nihon Tatemono Co.Ltd.                                                      | SHIN-NIHON TATEMONO CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3900 | NS      | $12845.27     | 0.00%             |  |  |  | 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        |      5600 | NS      | $55337.62     | 0.01%             |  |  |  | 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        |      8635 | NS      | $151689.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mason Group Holdings Limited                                                     | MASON GROUP HOLDINGS LTD COMMON STOCK                    | CUSIP: BT9PQP909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   9029000 | NS      | $30152.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lovisa Holdings Limited                                                          | LOVISA HOLDINGS LTD COMMON STOCK                         | CUSIP: BT9PVP903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15833 | NS      | $257678.61    | 0.04%             |  |  |  | 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        |      3479 | NS      | $251162.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Integral Diagnostics Limited                                                     | INTEGRAL DIAGNOSTICS LTD COMMON STOCK                    | CUSIP: BYV2ZK905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     60871 | NS      | $114810.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HIMACSLtd.                                                                       | HIMACS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $11474.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROCCOLI Co. Ltd.                                                                | BROCCOLI CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $13141.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MRK Holdings Inc.                                                                | MRK HOLDINGS INC COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7900 | NS      | $6258.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YE DIGITAL Corporation                                                           | YE DIGITAL CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $5667.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B2Holding ASA                                                                    | B2HOLDING ASA COMMON STOCK NOK.1                         | CUSIP: BTC0J3907<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     70553 | NS      | $61972.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DFS Furniture PLC                                                                | DFS FURNITURE PLC COMMON STOCK GBP1.5                    | CUSIP: BTC0LB906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     54530 | NS      | $102333.89    | 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        |     90739 | NS      | $235721.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Westgold Resources Limited                                                       | WESTGOLD RESOURCES LTD COMMON STOCK NPV                  | CUSIP: BYVQ67903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    150966 | NS      | $77958.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Goose Holdings Inc.                                                       | CANADA GOOSE HOLDINGS INC COMMON STOCK                   | CUSIP: 135086106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17492 | NS      | $327694.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvida Group Limited                                                             | ARVIDA GROUP LTD COMMON STOCK                            | CUSIP: BTGN9H903<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    134457 | NS      | $104599.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Appen Limited                                                                    | APPEN LTD COMMON STOCK                                   | CUSIP: BTPJH2906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19604 | NS      | $36326.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| gremzInc.                                                                        | GREMZ INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2600 | NS      | $34763.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakon Limited                                                                    | RAKON LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     10627 | NS      | $8159.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IWG plc                                                                          | IWG PLC COMMON STOCK                                     | CUSIP: BYVQYS906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    236270 | NS      | $452316.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pushpay Holdings Limited                                                         | PUSHPAY HOLDINGS LTD COMMON STOCK                        | CUSIP: BYW3KV904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    136920 | NS      | $111334.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Western Bank                                                            | CANADIAN WESTERN BANK COMMON STOCK                       | CUSIP: 13677F101<br>LEI: 549300QG7XFGLKN6HL17 | Long             | EC               | CORP              | CA        |     30599 | NS      | $588026.73    | 0.09%             |  |  |  | No            |                  1 | 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        |     28600 | NS      | $30735.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lucas Bols Holding B.V.                                                          | LUCAS BOLS NV COMMON STOCK EUR.1                         | CUSIP: BV0LTT901<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      3531 | NS      | $38865.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter plc                                                                | COMPUTACENTER PLC COMMON STOCK GBP.075555                | CUSIP: BV9FP3906<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |     27178 | NS      | $659667.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| andDo Holdings Co. Ltd.                                                          | HOUSE DO CO LTD COMMON STOCK                             | CUSIP: BVF9ZF905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $16182.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dustin Group AB                                                                  | DUSTIN GROUP AB COMMON STOCK SEK5.0                      | CUSIP: BVFB41905<br>LEI: 549300C3IRYAOWOT0783 | Long             | EC               | CORP              | SE        |     23623 | NS      | $105250.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Soda Nikka Co. Ltd.                                                              | SODA NIKKA CO LTD COMMON STOCK                           | CUSIP: 681881009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $25369.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodick Co. Ltd.                                                                  | SODICK CO LTD COMMON STOCK                               | CUSIP: 681883005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17100 | NS      | $95702.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novavest Real Estate AG                                                          | NOVAVEST REAL ESTATE AG COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      1200 | NS      | $51856.45     | 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        |     80156 | NS      | $50314.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSH Corporation Limited                                                          | GSH CORP LTD COMMON STOCK NPV                            | CUSIP: BYW6G1908<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     51600 | NS      | $6082.66      | 0.00%             |  |  |  | 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        |     72221 | NS      | $90073.94     | 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        |      4703 | NS      | $17284.72     | 0.00%             |  |  |  | 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        |     80240 | NS      | $94814.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO BASE Co. Ltd.                                                              | TOKYO BASE CO LTD COMMON STOCK                           | CUSIP: BYWX8X908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $16639.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| flatexDEGIRO AG                                                                  | FLATEXDEGIRO AG COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |      8505 | NS      | $91259.40     | 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        |     12308 | NS      | $431561.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taaleri Oyj                                                                      | TAALERI OYJ COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |      2201 | NS      | $25232.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shobunsha Holdings Inc.                                                          | SHOBUNSHA PUBLICATIONS INC COMMON STOCK                  | CUSIP: 681911905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $8745.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotoh Co.Ltd.                                                                    | SOTOH CO LTD COMMON STOCK                                | CUSIP: 682170006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $14518.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympique Lyonnais Groupe                                                        | OL GROUPE SA COMMON STOCK EUR1.52                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      3929 | NS      | $11329.16     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ekinops SAS                                                                      | EKINOPS SAS COMMON STOCK EUR.5                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      3234 | NS      | $23651.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Developments plc                                                        | FRONTIER DEVELOPMENTS PLC COMMON STOCK GBP.005           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      5848 | NS      | $81684.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CentralNic Group Plc                                                             | CENTRALNIC GROUP PLC COMMON STOCK GBP.001                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     34031 | NS      | $52787.94     | 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        |     98524 | NS      | $38199.06     | 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        |     33089 | NS      | $21233.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CGG                                                                              | CGG SA COMMON STOCK EUR.01                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |    244859 | NS      | $168364.32    | 0.03%             |  |  |  | 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        |     48863 | NS      | $186703.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean PLC                                                                     | ENERGEAN PLC COMMON STOCK GBP.01                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     31078 | NS      | $557048.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                                                      | PLUS500 LTD COMMON STOCK ILS.01                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     30141 | NS      | $691906.56    | 0.11%             |  |  |  | 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        |    145918 | NS      | $254881.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| S E A Holdings Limited                                                           | SEA HOLDINGS LTD COMMON STOCK HKD.1                      | CUSIP: 682471909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     68484 | NS      | $31167.05     | 0.00%             |  |  |  | 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        |       200 | NS      | $55901.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMOJIMA Co. Ltd.                                                               | SHIMOJIMA CO LTD COMMON STOCK                            | CUSIP: 682941901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $27245.48     | 0.00%             |  |  |  | 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        |     76488 | NS      | $180734.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fevertree Drinks plc                                                             | FEVERTREE DRINKS PLC COMMON STOCK GBP.0025               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     21640 | NS      | $308431.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Space Co. Ltd.                                                                   | SPACE CO LTD COMMON STOCK                                | CUSIP: 683629901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2970 | NS      | $19245.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S Foods Inc.                                                                     | S FOODS INC COMMON STOCK                                 | CUSIP: 683858906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $129784.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Globrands Ltd                                                                    | GLOBRANDS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |        85 | NS      | $9425.53      | 0.00%             |  |  |  | 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        |      9561 | NS      | $238047.55    | 0.04%             |  |  |  | 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        |     19340 | NS      | $83956.56     | 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        |      4708 | NS      | $24465.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTERIA Networks Corporation                                                     | ARTERIA NETWORKS CORP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8100 | NS      | $73896.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ULS Group Inc.                                                                   | ULS GROUP INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       600 | NS      | $15245.13     | 0.00%             |  |  |  | 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        |      6172 | NS      | $163652.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medica Group PLC                                                                 | MEDICA GROUP PLC COMMON STOCK GBP.002                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4810 | NS      | $8884.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAI SUN DEVELOPMENT COMPANY LIMITED - RTS                                        | LAI SUN DEVELOPMENT COMPANY LIMITED - RTS                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     63589 | NS      | $0.00         | 0.00%             |  |  |  | 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        |      6400 | NS      | $56212.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KPP Group Holdings Co. Ltd.                                                      | KOKUSAI PULP and PAPER CO LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11900 | NS      | $84617.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRIX Ltd.                                                                       | SPRIX LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $6537.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Energy Metals Limited                                                    | SUNRISE ENERGY METALS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5222 | NS      | $7264.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rasa Corporation                                                                 | RASA CORP COMMON STOCK                                   | CUSIP: B0XPSG903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $21287.84     | 0.00%             |  |  |  | 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        |      2600 | NS      | $17622.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Dry-Chemical Kabushiki Kaisha                                             | NIPPON DRY-CHEMICAL CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $10131.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MECOM Power and Construction Limited                                             | MECOM POWER AND CONSTRUCTION L COMMON STOCK HKD.01       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MO        |    276000 | NS      | $55518.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfen Beheer B.V.                                                                | ALFEN BEHEER BV COMMON STOCK EUR.1                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      6527 | NS      | $639017.22    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tiv Taam Holdings 1 Ltd.                                                         | TIV TAAM HOLDINGS 1 LTD COMMON STOCK ILS1.               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     11851 | NS      | $22568.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electra Real Estate Ltd.                                                         | ELECTRA REAL ESTATE LTD COMMON STOCK ILS.0001            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      5828 | NS      | $70213.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hofseth BioCare ASA                                                              | HOFSETH BIOCARE ASA COMMON STOCK NOK1.0                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     27299 | NS      | $7803.43      | 0.00%             |  |  |  | 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        |      3938 | NS      | $75842.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Restaurant Group plc                                                         | RESTAURANT GROUP PLC/THE COMMON STOCK GBP.28125          | CUSIP: B0YG1K902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    170186 | NS      | $58334.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONEXIO Corporation                                                              | CONEXIO CORP COMMON STOCK                                | CUSIP: B0YHYY904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $55005.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Holdings Corporation                                                        | WEST HOLDINGS CORP COMMON STOCK                          | CUSIP: B0YQ5X908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7609 | NS      | $246532.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| KYORIN Holdings Inc.                                                             | KYORIN HOLDINGS INC COMMON STOCK                         | CUSIP: B0YZFP904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12900 | NS      | $166571.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild S.p.A.                                                                   | SALINI IMPREGILO SPA COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |     63047 | NS      | $99760.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| B.F. S.P.A.                                                                      | BF SPA COMMON STOCK NPV                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IT        |      5823 | NS      | $23595.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Media Inc.                                                              | ADVANCED MEDIA INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $11872.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CrowdWorks Inc.                                                                  | CROWDWORKS INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $23020.86     | 0.00%             |  |  |  | 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        |      3600 | NS      | $62539.83     | 0.01%             |  |  |  | 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        |    254000 | NS      | $36578.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinkibus Co. Ltd.                                                               | SHINKI BUS CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $32014.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Felissimo Corporation                                                            | FELISSIMO CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1900 | NS      | $14146.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIM S.A.                                                                        | PRIM SA COMMON STOCK EUR.25                              | CUSIP: B0Z338905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      3271 | NS      | $38209.49     | 0.01%             |  |  |  | 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        |      2800 | NS      | $30851.75     | 0.00%             |  |  |  | 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      | $24919.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RenetJapanGroupInc.                                                              | RENETJAPANGROUP INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $5389.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cibus Nordic Real Estate AB                                                      | CIBUS NORDIC REAL ESTATE AB COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      1102 | NS      | $15483.73     | 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        |     15100 | NS      | $20179.45     | 0.00%             |  |  |  | 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        |      1082 | NS      | $76611.47     | 0.01%             |  |  |  | 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        |     26000 | NS      | $306258.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Infrastructure Trust                                                      | KEPPEL INFRASTRUCTURE TRUST UNIT                         | CUSIP: B1P31B909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    925655 | NS      | $368990.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Avgol Industries 1953 Ltd.                                                       | AVGOL INDUSTRIES 1953 LTD COMMON STOCK ILS.01            | CUSIP: B1P4LT906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     33538 | NS      | $18781.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| N Brown Group plc                                                                | N BROWN GROUP PLC COMMON STOCK GBP.1105263               | CUSIP: B1P6ZR900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     58390 | NS      | $16528.01     | 0.00%             |  |  |  | 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        |    308500 | NS      | $161876.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gem Diamonds Limited                                                             | GEM DIAMONDS LTD COMMON STOCK USD.01                     | CUSIP: B1P8H4907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     43118 | NS      | $17116.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eidai Co. Ltd.                                                                   | EIDAI CO LTD COMMON STOCK                                | CUSIP: B1P9X5904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $19710.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emperor Capital Group Limited                                                    | EMPEROR CAPITAL GROUP LTD COMMON STOCK HKD.01            | CUSIP: B1PLHJ905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1143000 | NS      | $7582.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perfect Medical Health Management Limited                                        | PERFECT SHAPE MEDICAL LTD COMMON STOCK HKD.1             | CUSIP: B7F0L0905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    121000 | NS      | $57680.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| istyle Inc.                                                                      | ISTYLE INC COMMON STOCK                                  | CUSIP: B7JCJZ901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $29755.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enigmo Inc.                                                                      | ENIGMO INC COMMON STOCK                                  | CUSIP: B7K866906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $37378.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oisix ra daichi Inc.                                                             | OISIX RA DAICHI INC COMMON STOCK                         | CUSIP: B7KT0D901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $136870.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Nippon Concept Corporation                                                       | NIPPON CONCEPT CORP COMMON STOCK                         | CUSIP: B8N6N8902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $42093.23     | 0.01%             |  |  |  | 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        |    105900 | NS      | $28671.96     | 0.00%             |  |  |  | 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        |    105944 | NS      | $137265.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crest Nicholson Holdings plc                                                     | CREST NICHOLSON HOLDINGS PLC COMMON STOCK GBP.05         | CUSIP: B8VZXT902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     95773 | NS      | $265094.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oxley Holdings Limited                                                           | OXLEY HOLDINGS LTD COMMON STOCK                          | CUSIP: B8XS41909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    409889 | NS      | $44991.06     | 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        |      5600 | NS      | $60677.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Punch Industry Co. Ltd.                                                          | PUNCH INDUSTRY CO LTD COMMON STOCK                       | CUSIP: B93SWP906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $20644.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Topdanmark A/S                                                                   | TOPDANMARK A/S COMMON STOCK DKK1.0                       | CUSIP: B94P97907<br>LEI: 549300PP3ULLF0SQRK46 | Long             | EC               | CORP              | DK        |     14308 | NS      | $748214.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Limited                                                                    | TOWER LTD COMMON STOCK                                   | CUSIP: B96Z3H907<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    136191 | NS      | $60680.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMBC Capital Holdings Limited                                                    | CMBC CAPITAL                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     42750 | NS      | $6766.52      | 0.00%             |  |  |  | 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        |      6624 | NS      | $67263.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtrom Group Ltd.                                                               | ASHTROM GROUP LTD COMMON STOCK                           | CUSIP: BN5SBF908<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     11857 | NS      | $252239.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentrack Group Limited                                                           | GENTRACK GROUP LTD COMMON STOCK                          | CUSIP: BN65GC909<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      9421 | NS      | $14197.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARTA Holdings Inc.                                                              | CARTA HOLDINGS INC COMMON STOCK                          | CUSIP: BN65J8905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $29902.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FreakOut Holdings inc.                                                           | FREAKOUT HOLDINGS INC COMMON STOCK                       | CUSIP: BN789P901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $29165.27     | 0.00%             |  |  |  | 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        |     16886 | NS      | $31204.91     | 0.00%             |  |  |  | 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        |     58000 | NS      | $95250.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auswide Bank Limited                                                             | AUSWIDE BANK LTD COMMON STOCK                            | CUSIP: BWCHB5906<br>LEI: 549300J4GJ6K0JZPI032 | Long             | EC               | CORP              | AU        |      5434 | NS      | $21328.10     | 0.00%             |  |  |  | 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        |     12463 | NS      | $223112.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamee Corp.                                                                      | HAMEE CORP COMMON STOCK                                  | CUSIP: BWSW0L903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $6476.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eclipx Group Limited                                                             | ECLIPX GROUP LTD COMMON STOCK                            | CUSIP: BWSWBT904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    101873 | NS      | $145015.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CRE Inc.                                                                         | CRE INC/JAPAN COMMON STOCK                               | CUSIP: BWTV87907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $45853.09     | 0.01%             |  |  |  | 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        |     39500 | NS      | $31587.33     | 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        |      1665 | NS      | $42840.88     | 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      | $19339.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ose Immunotherapeutics                                                           | OSE IMMUNO COMMON STOCK EUR.2                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       913 | NS      | $6830.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohort plc                                                                       | COHORT PLC COMMON STOCK GBP.1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2227 | NS      | $11043.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Langham Hospitality Investments And Langham Hospitality Investments Limited      | LANGHAM HOSPITALITY INVESTMENT STAPLED SECURITY HKD.0005 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    464250 | NS      | $45028.67     | 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        |       611 | NS      | $7509.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asax Co. Ltd.                                                                    | ASAX CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4100 | NS      | $18139.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Premium Water Holdings Inc.                                                      | PREMIUM WATER HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $15614.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aiming Inc.                                                                      | AIMING INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4200 | NS      | $12216.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TESS Holdings Co.Ltd.                                                            | TESS HOLDINGS CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4100 | NS      | $33786.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIRITA Inc.                                                                     | UNIRITA INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $9198.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiconsult ASA                                                                 | MULTICONSULT ASA COMMON STOCK NOK.5                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      4235 | NS      | $58331.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Serko Limited                                                                    | SERKO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     10833 | NS      | $16824.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARO Aktiebolag                                                                  | GARO AB COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     10007 | NS      | $109840.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boralex Inc.                                                                     | BORALEX INC COMMON STOCK                                 | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |     29767 | NS      | $836702.43    | 0.13%             |  |  |  | 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        |      5157 | NS      | $837679.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgemarq Real Estate Services Inc.                                             | BRIDGEMARQ REAL ESTATE SERVICE COMMON STOCK              | CUSIP: 10808B108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2800 | NS      | $27663.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corporation                                            | BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK              | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10084 | NS      | $472508.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp.                                                                     | B2GOLD CORP COMMON STOCK                                 | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    315282 | NS      | $1099262.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp.                                                               | CI FINANCIAL CORP COMMON STOCK                           | CUSIP: 125491100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     64152 | NS      | $678647.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Calian Group Ltd.                                                                | CALIAN GROUP LTD COMMON STOCK                            | CUSIP: 12989J108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3839 | NS      | $190473.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canaccord Genuity Group Inc.                                                     | CANACCORD GENUITY GROUP INC COMMON STOCK                 | CUSIP: 134801109<br>LEI: 5493002DR5KW4JP7YS87 | Long             | EC               | CORP              | CA        |     39036 | NS      | $227225.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Canacol Energy Ltd.                                                              | CANACOL ENERGY LTD COMMON STOCK                          | CUSIP: 134808203<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     52069 | NS      | $77417.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Showa Sangyo Co. Ltd.                                                            | SHOWA SANGYO CO LTD COMMON STOCK                         | CUSIP: 680560000<br>LEI: 549300JPYQ7YV93EU469 | Long             | EC               | CORP              | JP        |      6300 | NS      | $112253.03    | 0.02%             |  |  |  | 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        |     14100 | NS      | $129241.25    | 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        |      2700 | NS      | $37850.17     | 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        |     10000 | NS      | $153961.13    | 0.02%             |  |  |  | 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        |    455250 | NS      | $73391.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPK Corporation                                                                  | SPK CORP COMMON STOCK                                    | CUSIP: 680670908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $18180.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singamas Container Holdings Limited                                              | SINGAMAS CONTAINER HOLDINGS LT COMMON STOCK              | CUSIP: 680765906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    270000 | NS      | $25793.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumida Corporation                                                               | SUMIDA CORP COMMON STOCK                                 | CUSIP: 680895000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $114147.85    | 0.02%             |  |  |  | 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        |     84000 | NS      | $147333.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiducian Group Limited                                                           | FIDUCIAN GROUP LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1107 | NS      | $5240.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Tyre and Wheel Limited                                                  | NATIONAL TYRE and WHEEL LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13820 | NS      | $6514.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Investment Management Group Limited                                     | PINNACLE INVESTMENT MANAGEMENT COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     28009 | NS      | $168862.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTM Intellectual Property Limited                                              | QANTM INTELLECTUAL PROPERTY LT COMMON STOCK              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11929 | NS      | $7540.68      | 0.00%             |  |  |  | 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      | $16741.16     | 0.00%             |  |  |  | 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        |     61649 | NS      | $560175.55    | 0.09%             |  |  |  | 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        |      2440 | NS      | $59645.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamakura Shinsho Ltd.                                                            | KAMAKURA SHINSHO LTD COMMON STOCK                        | CUSIP: BD09G7900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $46902.77     | 0.01%             |  |  |  | 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        |     49809 | NS      | $131266.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorpoint Group Plc                                                             | MOTORPOINT GROUP PLC COMMON STOCK GBP.01                 | CUSIP: BD0SFR905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     20167 | NS      | $37288.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Baoli Technologies Holdings Limited                                        | CHINA BAOLI TECHNOLOGIES HOLDI COMMON STOCK HKD.1        | CUSIP: BD1047901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     51750 | NS      | $728.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insource Co. Ltd.                                                                | INSOURCE CO LTD COMMON STOCK                             | CUSIP: BD1JSR900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $197508.03    | 0.03%             |  |  |  | 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        |      4600 | NS      | $145126.81    | 0.02%             |  |  |  | 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        |     26484 | NS      | $65419.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BROTHERS Co.Ltd.                                                           | FIRST BROTHERS CO LTD COMMON STOCK                       | CUSIP: BVGCSW908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $5626.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JIG-SAW Inc.                                                                     | JIG-SAW INC COMMON STOCK                                 | CUSIP: BVGGXP908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $49378.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Eltel AB                                                                         | ELTEL AB COMMON STOCK                                    | CUSIP: BVRZ9V908<br>LEI: 549300QPTTHTI8KCH937 | Long             | EC               | CORP              | SE        |     12277 | NS      | $11083.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis                                                                             | ELIS SA COMMON STOCK EUR1.0                              | CUSIP: BVSS79904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     62088 | NS      | $813242.86    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Factory Inc.                                                              | MOBILE FACTORY INC COMMON STOCK                          | CUSIP: BVVPXH909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $15837.59     | 0.00%             |  |  |  | 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        |      9400 | NS      | $35953.72     | 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      | $16638.18     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Enento Group Plc                                                                 | ASIAKASTIETO GROUP OYJ COMMON STOCK                      | CUSIP: BVYPCH909<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5041 | NS      | $115276.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Energy and Resources Limited                                              | GOLDEN ENERGY and RESOURCES LTD COMMON STOCK             | CUSIP: BVYTQP908<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    123300 | NS      | $70964.95     | 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        |      4314 | NS      | $40512.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                                                       | HISCOX LTD COMMON STOCK GBP.065                          | CUSIP: BVZHXQ903<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     73063 | NS      | $891295.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| OVS SpA                                                                          | OVS SPA COMMON STOCK NPV                                 | CUSIP: BW0D7R905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     75854 | NS      | $173854.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HKBN Ltd.                                                                        | HKBN LTD COMMON STOCK HKD.0001                           | CUSIP: BW0DD8900<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    216000 | NS      | $144231.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Holdings Limited                                                           | METRO HOLDINGS LTD/SINGAPORE COMMON STOCK                | CUSIP: 621123900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    151300 | NS      | $71300.56     | 0.01%             |  |  |  | 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        |     20800 | NS      | $351920.50    | 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      | $25771.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PC Depot Corporation                                                             | PC DEPOT CORP COMMON STOCK                               | CUSIP: 621240902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $25835.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITFOR Inc.                                                                       | ITFOR INC COMMON STOCK                                   | CUSIP: 621342906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $65491.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Handsman Co. Ltd.                                                                | HANDSMAN CO LTD COMMON STOCK                             | CUSIP: 621401900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $8595.45      | 0.00%             |  |  |  | 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        |      1800 | NS      | $19998.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakudo Co.Ltd.                                                                   | HAKUDO CO LTD COMMON STOCK                               | CUSIP: 621668904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $43803.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Individualized Educational Institute Inc.                                  | TOKYO INDIVIDUALIZED EDUCATION COMMON STOCK              | CUSIP: 621815901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $30422.27     | 0.00%             |  |  |  | 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        |      1400 | NS      | $30229.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takasago International Corporation                                               | TAKASAGO INTERNATIONAL CORP COMMON STOCK                 | CUSIP: 687036004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $103880.12    | 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        |     47400 | NS      | $370685.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Takashimaya Company Limited                                                      | TAKASHIMAYA CO LTD COMMON STOCK                          | CUSIP: 687040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27500 | NS      | $357508.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara and Company Ltd                                                           | TAKARA PRINTING CO LTD COMMON STOCK                      | CUSIP: 687041004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $51733.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takisawa Machine Tool Co. Ltd.                                                   | TAKISAWA MACHINE TOOL CO LTD COMMON STOCK                | CUSIP: 687046003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $20964.31     | 0.00%             |  |  |  | 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        |     13500 | NS      | $176982.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Takuma Co. Ltd.                                                                  | TAKUMA CO LTD COMMON STOCK                               | CUSIP: 687076000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17400 | NS      | $162618.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| C.I. TAKIRON Corporation                                                         | CI TAKIRON CORP COMMON STOCK                             | CUSIP: 687088005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $60767.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daio Paper Corporation                                                           | DAIO PAPER CORP COMMON STOCK                             | CUSIP: 687089003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17300 | NS      | $134588.88    | 0.02%             |  |  |  | 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        |     11600 | NS      | $112070.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RS Technologies Co. Ltd.                                                         | RS TECHNOLOGIES CO LTD COMMON STOCK                      | CUSIP: BW4F6F903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $151929.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First-corporation Inc.                                                           | FIRST-CORP INC COMMON STOCK                              | CUSIP: BW9C4V902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $10393.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Opthea Limited                                                                   | OPTHEA LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13579 | NS      | $8866.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galan Lithium Limited                                                            | GALAN LITHIUM LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     57994 | NS      | $58895.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| RWS Holdings plc                                                                 | RWS HOLDINGS PLC COMMON STOCK GBP.01                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     12808 | NS      | $51078.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork P.L.C.                                                                    | ROTORK PLC COMMON STOCK GBP.005                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    265001 | NS      | $970263.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Spree Deutschland Limited                                                | PHOENIX SPREE DEUTSCHLAND LTD COMMON STOCK               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      5180 | NS      | $15648.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEA ConsultantsInc.                                                             | IDEA CONSULTANTS INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $8731.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pantoro Limited                                                                  | PANTORO LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     22825 | NS      | $1889.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                                         | REXEL SA COMMON STOCK EUR5.0                             | CUSIP: B1VP0K904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     73618 | NS      | $1352833.42   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Forval Corporation                                                               | FORVAL CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1600 | NS      | $12068.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komplett Bank ASA                                                                | KOMPLETT BANK ASA COMMON STOCK NOK1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     16702 | NS      | $8982.14      | 0.00%             |  |  |  | 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        |      7248 | NS      | $126585.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kendrion N.V.                                                                    | KENDRION NV COMMON STOCK EUR2.0                          | CUSIP: B1VYCB902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      4563 | NS      | $77934.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redde Northgate Plc                                                              | NORTHGATE PLC COMMON STOCK GBP.5                         | CUSIP: B41H73900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     71007 | NS      | $325058.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MyState Limited                                                                  | MYSTATE LTD COMMON STOCK                                 | CUSIP: B41XHK906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27932 | NS      | $76921.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Sugar Co. Ltd.                                                            | NISSIN SUGAR CO LTD COMMON STOCK                         | CUSIP: B44QDD908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $50091.91     | 0.01%             |  |  |  | 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        |      5300 | NS      | $225869.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RIDE ON EXPRESS HOLDINGS Co. Ltd.                                                | RIDE ON EXPRESS HOLDINGS CO LT COMMON STOCK              | CUSIP: BG5GS3908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $19620.71     | 0.00%             |  |  |  | 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        |     11648 | NS      | $5969.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| V-cube Inc.                                                                      | V-CUBE INC COMMON STOCK                                  | CUSIP: BGCYZB905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $30620.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viohalco SA                                                                      | VIOHALCO SA COMMON STOCK                                 | CUSIP: BGFB1T900<br>LEI: 549300U0BOLVY36TGJ31 | Long             | EC               | CORP              | BE        |     18237 | NS      | $79554.08     | 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        |    206218 | NS      | $1628311.81   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtrip Corp.                                                                    | AIRTRIP CORP COMMON STOCK                                | CUSIP: BYQ3G3908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $90506.66     | 0.01%             |  |  |  | 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      | $12629.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfang Modern Agriculture Holding Group Limited                                | DONGFANG MODERN AGRICULTURE HO COMMON STOCK              | CUSIP: BYQDP2908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     26600 | NS      | $14985.41     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MH Development Limited                                                           | CAMSING INTERNATIONAL HOLDING COMMON STOCK HKD.1         | CUSIP: BYQHQT909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    124000 | NS      | $8286.83      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Viva Energy Group Limited                                                        | VIVA ENERGY GROUP LTD COMMON STOCK                       | CUSIP: BYQM3N906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    160387 | NS      | $301376.85    | 0.05%             |  |  |  | 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        |     14130 | NS      | $22644.84     | 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        |     41046 | NS      | $71451.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costa Group Holdings Limited                                                     | COSTA GROUP HOLDINGS LTD COMMON STOCK                    | CUSIP: BYSGKW908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    135153 | NS      | $244037.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SIIC Environment Holdings Ltd.                                                   | SIIC ENVIRONMENT HOLDINGS LTD COMMON STOCK               | CUSIP: BYSPN3909<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    412280 | NS      | $51976.55     | 0.01%             |  |  |  | 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        |      1653 | NS      | $86531.56     | 0.01%             |  |  |  | No            |                  2 | 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        |      1662 | NS      | $58968.03     | 0.01%             |  |  |  | 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        |      5490 | NS      | $12075.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gofore Oyj                                                                       | GOFORE OYJ COMMON STOCK NPV                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FI        |       789 | NS      | $18537.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Parkmead Group plc                                                           | PARKMEAD GROUP PLC/THE COMMON STOCK GBP.00015            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     14125 | NS      | $10460.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Holdings plc                                                           | BENCHMARK HOLDINGS PLC COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       779 | NS      | $379.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TI Fluid Systems plc                                                             | TI FLUID SYSTEMS PLC COMMON STOCK GBP.01                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      6536 | NS      | $10148.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius Real Estate Limited                                                       | SIRIUS REAL ESTATE LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |    298315 | NS      | $296470.16    | 0.05%             |  |  |  | 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        |      2562 | NS      | $63965.65     | 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        |      6031 | NS      | $23711.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Architects Inc.                                                           | ALLIED ARCHITECTS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2400 | NS      | $25380.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERI Holdings Co.Ltd.                                                             | ERI HOLDINGS CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1000 | NS      | $7925.91      | 0.00%             |  |  |  | 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        |     40600 | NS      | $202388.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CareNetInc.                                                                      | CARENET INC/JAPAN COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4800 | NS      | $41800.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanaka Chemical Corporation                                                      | TANAKA CHEMICAL CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $43171.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEOJAPAN Inc.                                                                    | NEOJAPAN INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $5873.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Temairazu Inc.                                                                   | TEMAIRAZU INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       800 | NS      | $30351.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kid ASA                                                                          | KID ASA COMMON STOCK NOK1.2                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |      6963 | NS      | $49530.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspen (Group) Holdings Limited                                                   | ASPEN GROUP HOLDINGS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      9427 | NS      | $269.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kelt Exploration Ltd.                                                            | KELT EXPLORATION LTD COMMON STOCK                        | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |     60355 | NS      | $244085.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ter Beke NV                                                                      | TER BEKE SA COMMON STOCK                                 | CUSIP: 488351909<br>LEI: 549300EOHIZUJWKQ3G67 | Long             | EC               | CORP              | BE        |       185 | NS      | $17359.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tessenderlo Group Societe Anonyme                                                | TESSENDERLO GROUP SA COMMON STOCK                        | CUSIP: 488400003<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |      5778 | NS      | $191856.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Robertet Sa                                                                      | ROBERTET SA COMMON STOCK EUR2.5                          | CUSIP: 489957902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        46 | NS      | $39808.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tubacex SA.                                                                      | TUBACEX SA COMMON STOCK EUR.45                           | CUSIP: 490873007<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     47684 | NS      | $101101.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Financiere De France Banque SA                                             | UNION FINANCIERE DE FRANCE BQE COMMON STOCK              | CUSIP: 491198008<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2005 | NS      | $44212.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Von Roll Holding AG                                                              | VON ROLL HOLDING AG COMMON STOCK CHF.1                   | CUSIP: 492382908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     24922 | NS      | $24624.61     | 0.00%             |  |  |  | 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        |      2600 | NS      | $40234.97     | 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        |      4600 | NS      | $33575.23     | 0.01%             |  |  |  | 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        |     48160 | NS      | $148021.81    | 0.02%             |  |  |  | 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        |     19300 | NS      | $444055.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui EandS Holdings Co. Ltd.                                                   | MITSUI EandS HOLDINGS CO LTD COMMON STOCK                | CUSIP: 659738009<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |     29900 | NS      | $90638.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamoto Industries Inc.                                                          | OKAMOTO INDUSTRIES INC COMMON STOCK                      | CUSIP: 665776001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $101196.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OKUMA Corporation                                                                | OKUMA CORP COMMON STOCK                                  | CUSIP: 665778007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7676 | NS      | $294122.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OKUMURA CORPORATION                                                              | OKUMURA CORP COMMON STOCK                                | CUSIP: 665780003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $203189.29    | 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        |      1300 | NS      | $46160.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corporation                                                              | OKAMURA CORP COMMON STOCK                                | CUSIP: 665784005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17700 | NS      | $183567.70    | 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        |      3400 | NS      | $49926.80     | 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        |     54600 | NS      | $154604.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Okuwa Co. Ltd.                                                                   | OKUWA CO LTD COMMON STOCK                                | CUSIP: 665795001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $61050.25     | 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        |     16664 | NS      | $128080.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Okada Aiyon Corporation                                                          | OKADA AIYON CORP COMMON STOCK                            | CUSIP: 665826905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $24887.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onoken Co. Ltd.                                                                  | ONOKEN CO LTD COMMON STOCK                               | CUSIP: 665919908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $74685.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hyakugo Bank Ltd.                                                            | HYAKUGO BANK LTD/THE COMMON STOCK                        | CUSIP: 665966008<br>LEI: 549300BYCCERC5EKUX15 | Long             | EC               | CORP              | JP        |     76400 | NS      | $194899.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hyakujushi Bank Ltd.                                                         | HYAKUJUSHI BANK LTD/THE COMMON STOCK                     | CUSIP: 665970000<br>LEI: 5493009ZQOZS8JYRQN62 | Long             | EC               | CORP              | JP        |      9200 | NS      | $120498.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenwan Hongyuan (H.K.) Limited                                                  | SHENWAN HONGYUAN HK LTD COMMON STOCK                     | CUSIP: 666002902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     90000 | NS      | $5349.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Cement Corporation                                                      | TAIHEIYO CEMENT CORP COMMON STOCK                        | CUSIP: 666020003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10200 | NS      | $161344.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OZU Corporation                                                                  | OZU CORP COMMON STOCK                                    | CUSIP: 666047907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $21344.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTEX GROUP Company Limited                                                      | OPTEX GROUP CO LTD COMMON STOCK                          | CUSIP: 666091905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $183095.18    | 0.03%             |  |  |  | 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        |      3300 | NS      | $145552.64    | 0.02%             |  |  |  | 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        |    134378 | NS      | $73786.79     | 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        |      5100 | NS      | $81819.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Soda Co.Ltd.                                                               | OSAKA SODA CO LTD COMMON STOCK                           | CUSIP: 666178009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $130028.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihen Corporation                                                               | DAIHEN CORP COMMON STOCK                                 | CUSIP: 666184007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $194861.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OUG Holdings Inc.                                                                | OUG HOLDINGS INC COMMON STOCK                            | CUSIP: 666187000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $29796.00     | 0.00%             |  |  |  | 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        |      5600 | NS      | $87627.02     | 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        |     15500 | NS      | $60367.05     | 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        |      5800 | NS      | $48261.48     | 0.01%             |  |  |  | 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        |     60031 | NS      | $45894.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OUE Limited                                                                      | OUE LTD COMMON STOCK                                     | CUSIP: 666382007<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    101600 | NS      | $94166.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OYO Corporation                                                                  | OYO CORP COMMON STOCK                                    | CUSIP: 666506001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $111954.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paliburg Holdings Limited                                                        | PALIBURG HOLDINGS LTD COMMON STOCK HKD.1                 | CUSIP: 666530902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    101380 | NS      | $21843.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| P.S.Mitsubishi Construction Co.Ltd.                                              | PS MITSUBISHI CONSTRUCTION CO COMMON STOCK               | CUSIP: 666562004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $36949.14     | 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        |     15500 | NS      | $122840.88    | 0.02%             |  |  |  | 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        |      6700 | NS      | $101356.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARIS MIKI HOLDINGS Inc.                                                         | PARIS MIKI HOLDINGS INC COMMON STOCK                     | CUSIP: 666720909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $18643.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paladin Energy Ltd                                                               | PALADIN ENERGY LTD COMMON STOCK                          | CUSIP: 666846902<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    633781 | NS      | $351049.01    | 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        |     68750 | NS      | $21387.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker Corporation                                                               | PARKER CORP COMMON STOCK                                 | CUSIP: 667100903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $14970.71     | 0.00%             |  |  |  | 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      | $887.19       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Komehyo Holdings Co. Ltd.                                                        | KOMEHYO CO LTD COMMON STOCK                              | CUSIP: 667637904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $69817.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equital Ltd.                                                                     | EQUITAL LTD COMMON STOCK ILS1.0                          | CUSIP: 667735906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7225 | NS      | $234033.79    | 0.04%             |  |  |  | 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      | $26620.06     | 0.00%             |  |  |  | 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        |      2400 | NS      | $30234.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK-Electronics Co.Ltd.                                                           | SK-ELECTRONICS CO LTD COMMON STOCK                       | CUSIP: 668013907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $31470.74     | 0.00%             |  |  |  | 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        |     88800 | NS      | $420242.36    | 0.07%             |  |  |  | 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        |      3400 | NS      | $24991.95     | 0.00%             |  |  |  | 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        |    155032 | NS      | $625676.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Perpetual Limited                                                                | PERPETUAL LTD COMMON STOCK                               | CUSIP: 668239007<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |     16171 | NS      | $275974.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Hokuhoku Financial Group Inc.                                                    | HOKUHOKU FINANCIAL GROUP INC COMMON STOCK                | CUSIP: 668359904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37000 | NS      | $251402.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Miyaji Engineering GroupInc.                                                     | MIYAJI ENGINEERING GROUP INC COMMON STOCK                | CUSIP: 668755903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $64621.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freightways Limited                                                              | FREIGHTWAYS LTD COMMON STOCK                             | CUSIP: 668798903<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     31870 | NS      | $201131.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HAZAMA ANDO CORPORATION                                                          | HAZAMA ANDO CORP COMMON STOCK                            | CUSIP: 668799901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53200 | NS      | $339370.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corporation                                                               | PIGEON CORP COMMON STOCK                                 | CUSIP: 668808900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39300 | NS      | $588957.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Holdings Inc.                                                              | MELCO HOLDINGS INC COMMON STOCK                          | CUSIP: 668814908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $47732.87     | 0.01%             |  |  |  | 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        |     26200 | NS      | $125430.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| I'rom Group Co.Ltd.                                                              | I'ROM GROUP CO LTD COMMON STOCK                          | CUSIP: 669077901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $45768.09     | 0.01%             |  |  |  | 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      |
| PLENUS Co. Ltd.                                                                  | PLENUS CO LTD COMMON STOCK                               | CUSIP: 669270902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $130365.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saint-Care Holding Corporation                                                   | ST-CARE HOLDING CORP COMMON STOCK                        | CUSIP: 669524902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $20596.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Edge Limited                                                             | PACIFIC EDGE LTD COMMON STOCK                            | CUSIP: 669873903<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    113948 | NS      | $33214.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Premier Investments Limited                                                      | PREMIER INVESTMENTS LTD COMMON STOCK                     | CUSIP: 669978009<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22009 | NS      | $384674.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Foods IndustryInc.                                                         | EBARA FOODS INDUSTRY INC COMMON STOCK                    | CUSIP: 670087907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $51058.55     | 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        |     32500 | NS      | $107370.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORESCO Corporation                                                              | MORESCO CORP COMMON STOCK                                | CUSIP: 670191907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $24262.43     | 0.00%             |  |  |  | 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        |      7800 | NS      | $115968.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Castrol KK                                                                    | BP CASTROL KK COMMON STOCK                               | CUSIP: 670479906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $18241.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NuVista Energy Ltd.                                                              | NUVISTA ENERGY LTD COMMON STOCK                          | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |     69005 | NS      | $707927.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissance Incorporation                                                        | RENAISSANCE INC COMMON STOCK                             | CUSIP: 670994904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $11204.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMP Limited                                                                      | AMP LTD COMMON STOCK                                     | CUSIP: 670995901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    519139 | NS      | $483882.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Austin Engineering Limited                                                       | AUSTIN ENGINEERING LTD COMMON STOCK                      | CUSIP: 671061901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     64891 | NS      | $14977.79     | 0.00%             |  |  |  | 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        |     10300 | NS      | $323067.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Codan Limited                                                                    | CODAN LTD/AUSTRALIA COMMON STOCK                         | CUSIP: 671261907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     30933 | NS      | $83180.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAFCO Co. Ltd.                                                                   | NAFCO CO LTD COMMON STOCK                                | CUSIP: 671281905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $56286.11     | 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        |      1700 | NS      | $65544.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeys Holdings Co. Ltd.                                                         | HONEYS HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 671320901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7760 | NS      | $69472.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBS HoldingsInc.                                                                 | SBS HOLDINGS INC COMMON STOCK                            | CUSIP: 671322907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $134559.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Comvita Limited                                                                  | COMVITA LTD COMMON STOCK                                 | CUSIP: 671402907<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      3159 | NS      | $6478.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| dip Corporation                                                                  | DIP CORP COMMON STOCK                                    | CUSIP: 671407906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12700 | NS      | $381736.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Insignia Financial Limited                                                       | IOOF HOLDINGS LTD COMMON STOCK                           | CUSIP: 671439909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    189033 | NS      | $423245.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TOCALO Co. Ltd.                                                                  | TOCALO CO LTD COMMON STOCK                               | CUSIP: 671497907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $183787.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| InvoCare Limited                                                                 | INVOCARE LTD COMMON STOCK                                | CUSIP: 671526903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     37308 | NS      | $285712.53    | 0.05%             |  |  |  | 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        |     13800 | NS      | $208006.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcs Company Limited                                                             | ARCS CO LTD COMMON STOCK                                 | CUSIP: 672193901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13584 | NS      | $207730.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rasa Industries Ltd.                                                             | RASA INDUSTRIES LTD COMMON STOCK                         | CUSIP: 672460003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $43567.98     | 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        |     11900 | NS      | $277695.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ten Sixty Four Limited                                                           | MEDUSA MINING LTD COMMON STOCK                           | CUSIP: 672716909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     77809 | NS      | $29581.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosho Co. Ltd.                                                                   | TOSHO CO LTD COMMON STOCK                                | CUSIP: 672767902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $24350.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAXA Holdings Inc.                                                               | SAXA HOLDINGS INC COMMON STOCK                           | CUSIP: 672897907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $17889.57     | 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        |      4400 | NS      | $117121.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Hotels International Holdings Limited                                      | REGAL HOTELS INTERNATIONAL HOL COMMON STOCK HKD.1        | CUSIP: 673020004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    117200 | NS      | $37268.22     | 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      | $18069.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Holdings Inc.                                                            | DIGITAL HOLDINGS INC COMMON STOCK                        | CUSIP: 673139903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $42482.88     | 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        |     55300 | NS      | $349290.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Look Holdings Inc.                                                               | LOOK HOLDINGS INC COMMON STOCK                           | CUSIP: 673258000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $49322.79     | 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        |      7800 | NS      | $66983.89     | 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        |       900 | NS      | $59720.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosei Corporation                                                                | TOSEI CORP COMMON STOCK                                  | CUSIP: 673582904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $95367.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| rhythm Co. LTD.                                                                  | RHYTHM WATCH CO LTD COMMON STOCK                         | CUSIP: 673714002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $25697.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Nippon Biomedical Laboratories Ltd.                                         | SHIN NIPPON BIOMEDICAL LABORAT COMMON STOCK              | CUSIP: 673890901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $141862.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ridley Corporation Limited                                                       | RIDLEY CORP LTD COMMON STOCK                             | CUSIP: 673892006<br>LEI: 549300UQM21UZW8DVW82 | Long             | EC               | CORP              | AU        |     94684 | NS      | $124282.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Limited                                                       | SANDFIRE RESOURCES NL COMMON STOCK                       | CUSIP: 673973905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    170342 | NS      | $589602.42    | 0.09%             |  |  |  | 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        |      4400 | NS      | $162448.26    | 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        |     13400 | NS      | $48994.23     | 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        |      6900 | NS      | $89212.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Riken Corporation                                                                | RIKEN CORP COMMON STOCK                                  | CUSIP: 674020003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $51539.98     | 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        |     62600 | NS      | $40215.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDEPRO Co.Ltd.                                                                  | ARDEPRO CO LTD COMMON STOCK                              | CUSIP: 674215900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6079 | NS      | $18520.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Canada (T.R) Ltd                                                          | ISRAEL CANADA T.R LTD COMMON STOCK ILS1.0                | CUSIP: 674262902<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     28087 | NS      | $78537.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RION Co.Ltd.                                                                     | RION CO LTD COMMON STOCK                                 | CUSIP: 674306907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $50919.79     | 0.01%             |  |  |  | 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        |      8800 | NS      | $59871.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tan Chong International Limited                                                  | TAN CHONG INTERNATIONAL LTD COMMON STOCK HKD.5           | CUSIP: 687292904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     63000 | NS      | $14913.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Limited                                                         | TABCORP HOLDINGS LTD COMMON STOCK                        | CUSIP: 687326900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    136521 | NS      | $98880.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamatane Corporation                                                             | YAMATANE CORP COMMON STOCK                               | CUSIP: 687570002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $35749.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatsuta Electric Wire and Cable Co. Ltd.                                         | TATSUTA ELECTRIC WIRE AND CABL COMMON STOCK              | CUSIP: 687580001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15400 | NS      | $48376.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malam - Team Ltd                                                                 | MALAM - TEAM LTD COMMON STOCK ILS1.                      | CUSIP: 687592907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2400 | NS      | $57530.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWA Corporation                                                                 | TOWA CORP COMMON STOCK                                   | CUSIP: 687866905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $99842.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNO RYOWA LTD.                                                                | TECHNO RYOWA LTD COMMON STOCK                            | CUSIP: 687893008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $23851.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teijin Limited                                                                   | TEIJIN LTD COMMON STOCK                                  | CUSIP: 688050004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $34930.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tayca Corporation                                                                | TAYCA CORP COMMON STOCK                                  | CUSIP: 688086008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $62467.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TPR Co. Ltd.                                                                     | TPR CO LTD COMMON STOCK                                  | CUSIP: 688092907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $74793.10     | 0.01%             |  |  |  | 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        |      6300 | NS      | $76598.23     | 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        |      2800 | NS      | $28664.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEKKEN CORPORATION                                                               | TEKKEN CORP COMMON STOCK                                 | CUSIP: 688116003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $66259.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osisko Gold Royalties Ltd                                                        | OSISKO GOLD ROYALTIES LTD COMMON STOCK                   | CUSIP: 68827L101<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |     51910 | NS      | $654880.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Osisko Mining Inc.                                                               | OSISKO MINING INC COMMON STOCK                           | CUSIP: 688281104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    102340 | NS      | $273129.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENOX CORPORATION                                                                | TENOX CORP COMMON STOCK                                  | CUSIP: 688421007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $1279.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenma Corporation                                                                | TENMA CORP COMMON STOCK                                  | CUSIP: 688423003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $79201.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teraoka Seisakusho Co.Ltd.                                                       | TERAOKA SEISAKUSHO CO LTD COMMON STOCK                   | CUSIP: 688443001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $6446.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Daito Bank Ltd.                                                              | DAITO BANK LTD/THE COMMON STOCK                          | CUSIP: 688647908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $13200.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Pack Corporation                                                             | PACK CORP/THE COMMON STOCK                               | CUSIP: 688782903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $99589.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Chinese Limited                                                         | HONGKONG CHINESE LTD COMMON STOCK HKD1.0                 | CUSIP: 688965003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    224000 | NS      | $14305.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Land Development - Urban Renewal Ltd.                                     | ISRAEL LAND DEVELOPMENT - URBA COMMON STOCK ILS.01       | CUSIP: 688970904<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6186 | NS      | $86614.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trancom Co. Ltd.                                                                 | TRANCOM CO LTD COMMON STOCK                              | CUSIP: 689003903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $144561.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takebishi Corporation                                                            | TAKEBISHI CORP COMMON STOCK                              | CUSIP: 689082907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $27377.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMOE Engineering Co.Ltd.                                                        | TOMOE ENGINEERING CO LTD COMMON STOCK                    | CUSIP: 689095909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $42175.77     | 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        |      6500 | NS      | $19075.05     | 0.00%             |  |  |  | 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        |      3400 | NS      | $27217.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Corporation                                                                  | TKC CORP COMMON STOCK                                    | CUSIP: 689266005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $221306.34    | 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        |      3800 | NS      | $27253.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOBISHIMA CORPORATION                                                            | TOBISHIMA CORP COMMON STOCK                              | CUSIP: 689300002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6820 | NS      | $50790.35     | 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        |      9300 | NS      | $49600.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toda Kogyo Corp.                                                                 | TODA KOGYO CORP COMMON STOCK                             | CUSIP: 689350007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $19592.73     | 0.00%             |  |  |  | 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        |     38700 | NS      | $90878.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sac's Bar Holdings Inc.                                                          | SAC'S BAR HOLDINGS INC COMMON STOCK                      | CUSIP: 689369908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $42623.56     | 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        |     57700 | NS      | $88212.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toda Corporation                                                                 | TODA CORP COMMON STOCK                                   | CUSIP: 689388007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37200 | NS      | $198878.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Riko Company Ltd.                                                       | SUMITOMO RIKO CO LTD COMMON STOCK                        | CUSIP: 689391001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15300 | NS      | $69037.38     | 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        |     62900 | NS      | $485341.23    | 0.08%             |  |  |  | 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        |     16900 | NS      | $192515.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TBK Co. Ltd.                                                                     | TBK CO LTD COMMON STOCK                                  | CUSIP: 689410900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $17301.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Rakutenchi Co.Ltd.                                                         | TOKYO RAKUTENCHI CO LTD COMMON STOCK                     | CUSIP: 689414001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $37895.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPCON Corporation                                                               | TOPCON CORP COMMON STOCK                                 | CUSIP: 689424000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34600 | NS      | $421920.64    | 0.07%             |  |  |  | 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        |     12700 | NS      | $406976.00    | 0.06%             |  |  |  | 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        |      6600 | NS      | $38048.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI Corp.                                                                      | TOKAI CORP/GIFU COMMON STOCK                             | CUSIP: 689435006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $103713.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOA Corporation                                                                  | TOA CORP/HYOGO COMMON STOCK                              | CUSIP: 689443000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $49155.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DKK-TOA Corporation                                                              | DKK-TOA CORP COMMON STOCK                                | CUSIP: 689444008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $15419.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toagosei Co. Ltd.                                                                | TOAGOSEI CO LTD COMMON STOCK                             | CUSIP: 689446003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29300 | NS      | $252702.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOA CORPORATION                                                                  | TOA CORP/TOKYO COMMON STOCK                              | CUSIP: 689450005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $72104.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOA ROAD CORPORATION                                                             | TOA ROAD CORP COMMON STOCK                               | CUSIP: 689458008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $66539.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Togami Electric Mfg. Co.Ltd.                                                     | TOGAMI ELECTRIC MANUFACTURING COMMON STOCK               | CUSIP: 689460004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7407.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Titanium Co. Ltd.                                                           | TOHO TITANIUM CO LTD COMMON STOCK                        | CUSIP: 689462000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $201470.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YURTEC CORPORATION                                                               | YURTEC CORP COMMON STOCK                                 | CUSIP: 689467009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $78309.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tohoku Steel Co. Ltd.                                                            | TOHOKU STEEL CO LTD COMMON STOCK                         | CUSIP: 689468908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6220.28      | 0.00%             |  |  |  | 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        |     60000 | NS      | $156237.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba TEC Corporation                                                          | TOSHIBA TEC CORP COMMON STOCK                            | CUSIP: 689488005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $187303.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Ohka Kogyo Co. Ltd.                                                        | TOKYO OHKA KOGYO CO LTD COMMON STOCK                     | CUSIP: 689489003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $111179.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Topre Corporation                                                                | TOPRE CORP COMMON STOCK                                  | CUSIP: 689492007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $121087.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Recreation Co. Ltd.                                                        | TOKYU RECREATION CO LTD COMMON STOCK                     | CUSIP: 689504009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $36574.33     | 0.01%             |  |  |  | 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        |      3500 | NS      | $36069.92     | 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        |       300 | NS      | $41492.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                                                                    | TOHO CO LTD/KOBE COMMON STOCK                            | CUSIP: 689521003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $46812.82     | 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        |      2000 | NS      | $39519.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Acetylene Co. Ltd.                                                          | TOHO ACETYLENE CO LTD COMMON STOCK                       | CUSIP: 689524908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $7331.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Lease Co.Ltd.                                                              | TOKAI LEASE CO LTD COMMON STOCK                          | CUSIP: 689536001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $3100.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Theatres Company Incorporated                                              | TOKYO THEATRES CO INC COMMON STOCK                       | CUSIP: 689548006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $19872.94     | 0.00%             |  |  |  | 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        |     18300 | NS      | $284810.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Zinc Co. Ltd.                                                               | TOHO ZINC CO LTD COMMON STOCK                            | CUSIP: 689556009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $57351.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOENEC CORPORATION                                                               | TOENEC CORP COMMON STOCK                                 | CUSIP: 689562007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $67326.04     | 0.01%             |  |  |  | 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        |      8300 | NS      | $18054.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokuyama Corporation                                                             | TOKUYAMA CORP COMMON STOCK                               | CUSIP: 689576007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19900 | NS      | $278814.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Rope Mfg. Co. Ltd                                                          | TOKYO ROPE MANUFACTURING CO LT COMMON STOCK              | CUSIP: 689578003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $11113.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Juki Corporation                                                                 | JUKI CORP COMMON STOCK                                   | CUSIP: 689582005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $56739.48     | 0.01%             |  |  |  | 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        |     19600 | NS      | $201171.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Keiki Inc.                                                                 | TOKYO KEIKI INC COMMON STOCK                             | CUSIP: 689594000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $36107.38     | 0.01%             |  |  |  | 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        |      7400 | NS      | $50902.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyotokeiba Co. Ltd.                                                            | TOKYOTOKEIBA CO LTD COMMON STOCK                         | CUSIP: 689606002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $147555.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TYK Corporation                                                                  | TYK CORP/TOKYO COMMON STOCK                              | CUSIP: 689620003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $12588.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomoku Co. Ltd.                                                                  | TOMOKU CO LTD COMMON STOCK                               | CUSIP: 689631000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $48986.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMOE CORPORATION                                                                | TOMOE CORP COMMON STOCK                                  | CUSIP: 689632008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $21169.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tonami Holdings Co. Ltd.                                                         | TONAMI HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 689652006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $58509.69     | 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        |      4700 | NS      | $99809.45     | 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        |      6900 | NS      | $78173.09     | 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        |      5700 | NS      | $72239.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORIGOE CO. LTD                                                              | TORIGOE CO LTD/THE COMMON STOCK                          | CUSIP: 689716900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $26601.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Machine Co. Ltd.                                                        | TOSHIBA MACHINE CO LTD COMMON STOCK                      | CUSIP: 689726008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $135420.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Totoku Electric Co. Ltd.                                                         | TOTOKU ELECTRIC CO LTD COMMON STOCK                      | CUSIP: 689742005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $20506.93     | 0.00%             |  |  |  | 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        |      8800 | NS      | $163629.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yondoshi Holdings Inc.                                                           | YONDOSHI HOLDINGS INC COMMON STOCK                       | CUSIP: 689755908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6459 | NS      | $81593.68     | 0.01%             |  |  |  | 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        |     14100 | NS      | $56321.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of Toyama Ltd.                                                          | BANK OF TOYAMA LTD/THE COMMON STOCK                      | CUSIP: 689833903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $15257.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKEN CORPORATION                                                                | TOKEN CORP COMMON STOCK                                  | CUSIP: 689844900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2250 | NS      | $131011.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Haitong International Securities Group Limited                                   | HAITONG INTERNATIONAL SECURITI COMMON STOCK HKD.1        | CUSIP: 689890903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    715316 | NS      | $70079.42     | 0.01%             |  |  |  | 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        |      8500 | NS      | $192084.79    | 0.03%             |  |  |  | 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        |      9200 | NS      | $141739.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNO ASSOCIE Co.Ltd.                                                           | TECHNO ASSOCIE CO LTD COMMON STOCK                       | CUSIP: 689963007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $22506.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Engineering Corporation                                                     | TOYO ENGINEERING CORP COMMON STOCK                       | CUSIP: 689971000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11300 | NS      | $48322.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Kanetsu K.K.                                                                | TOYO KANETSU KK COMMON STOCK                             | CUSIP: 689980001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $56361.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Machinery and Metal Co. Ltd.                                                | TOYO MACHINERY and METAL CO LTD COMMON STOCK             | CUSIP: 689984003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $24588.30     | 0.00%             |  |  |  | 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        |      2000 | NS      | $38716.16     | 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        |      1900 | NS      | $12438.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO CONSTRUCTION CO. LTD.                                                       | TOYO CONSTRUCTION CO LTD COMMON STOCK                    | CUSIP: 690006002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31300 | NS      | $190524.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO DENKI SEIZO K.K.                                                            | TOYO DENKI SEIZO KK COMMON STOCK                         | CUSIP: 690008008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $19687.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Totech Corporation                                                               | TOTECH CORP COMMON STOCK                                 | CUSIP: 690009907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $47934.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Ink SC Holdings Co. Ltd.                                                    | TOYO INK SC HOLDINGS CO LTD COMMON STOCK                 | CUSIP: 690010004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $152306.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corporation                                                            | TOYO TIRE CORP COMMON STOCK                              | CUSIP: 690018007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23500 | NS      | $270642.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Securities Co. Ltd.                                                         | TOYO SECURITIES CO LTD COMMON STOCK                      | CUSIP: 690023007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22800 | NS      | $47186.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO Corporation                                                                 | TOYO CORP/CHUO-KU COMMON STOCK                           | CUSIP: 690029004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $83829.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOLI Corporation                                                                 | TOLI CORP COMMON STOCK                                   | CUSIP: 690034004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17800 | NS      | $27325.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Wharf and Warehouse Co.Ltd.                                                 | TOYO WHARF and WAREHOUSE CO LTD COMMON STOCK             | CUSIP: 690046008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $17715.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Logistics Co. Ltd.                                                          | TOYO LOGISTICS CO LTD COMMON STOCK                       | CUSIP: 690049903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $11397.30     | 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        |     26806 | NS      | $203230.87    | 0.03%             |  |  |  | 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        |      1400 | NS      | $23427.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| transcosmos inc.                                                                 | TRANSCOSMOS INC COMMON STOCK                             | CUSIP: 690095906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $116266.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroz Hartleys Group Limited                                                     | EUROZ LTD COMMON STOCK                                   | CUSIP: 690320908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     44457 | NS      | $34123.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tadiran Group Ltd                                                                | TADIRAN HOLDINGS LTD COMMON STOCK ILS1.0                 | CUSIP: 690489901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       944 | NS      | $106618.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TobaInc.                                                                         | TOBA INC COMMON STOCK                                    | CUSIP: 690578901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $16695.65     | 0.00%             |  |  |  | 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        |      1400 | NS      | $40625.25     | 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        |      7600 | NS      | $174998.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsugami Corporation                                                              | TSUGAMI CORP COMMON STOCK                                | CUSIP: 690676002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $129588.37    | 0.02%             |  |  |  | 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        |     17607 | NS      | $15038.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arafura Rare Earths Ltd                                                          | ARAFURA RESOURCES LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    453528 | NS      | $142145.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Cogstate Limited                                                                 | COGSTATE LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     16116 | NS      | $21443.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore N.V.                                                                | SBM OFFSHORE NV COMMON STOCK EUR.25                      | CUSIP: B156T5907<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |     52324 | NS      | $838384.89    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VBG Group AB                                                                     | VBG GROUP AB COMMON STOCK                                | CUSIP: B156Y1900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      6568 | NS      | $89063.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oesterreichische Post AG                                                         | OESTERREICHISCHE POST AG COMMON STOCK                    | CUSIP: B1577G905<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      6458 | NS      | $215181.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transition Minerals Ltd                                                   | GREENLAND MINERALS LTD COMMON STOCK                      | CUSIP: B1580D907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    176827 | NS      | $5838.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| CIE Automotive S.A.                                                              | CIE AUTOMOTIVE SA COMMON STOCK EUR.25                    | CUSIP: B15CL9904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     14909 | NS      | $379953.90    | 0.06%             |  |  |  | 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        |     59218 | NS      | $173387.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Road Resources Limited                                                      | GOLD ROAD RESOURCES LTD COMMON STOCK                     | CUSIP: B15F5K900<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    284146 | NS      | $344258.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GESCO Aktiengesellschaft                                                         | GESCO AG COMMON STOCK                                    | CUSIP: B51PVR909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      3651 | NS      | $96960.89     | 0.02%             |  |  |  | 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        |     17720 | NS      | $198640.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electra Consumer Products (1970) Ltd                                             | ELECTRA CONSUMER PRODUCTS 1970 COMMON STOCK ILS1.        | CUSIP: B536CY905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2312 | NS      | $95365.48     | 0.02%             |  |  |  | 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        |    161824 | NS      | $243362.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Financial Products Group Co.Ltd.                                                 | FINANCIAL PRODUCTS GROUP CO LT COMMON STOCK              | CUSIP: B54LCZ908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21000 | NS      | $179503.12    | 0.03%             |  |  |  | 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        |    132000 | NS      | $22376.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brack Capital Properties N.V.                                                    | BRACK CAPITAL PROPERTIES NV COMMON STOCK EUR.01          | CUSIP: B556PC907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1254 | NS      | $127174.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bega Cheese Limited                                                              | BEGA CHEESE LTD COMMON STOCK                             | CUSIP: B56CQJ907<br>LEI: 549300P1H1GM5BXPB476 | Long             | EC               | CORP              | AU        |     89005 | NS      | $213176.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sesa S.p.A.                                                                      | SESA SPA COMMON STOCK NPV                                | CUSIP: B56RD6906<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2766 | NS      | $347438.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Micro Focus International PLC                                                    | MICRO FOCUS INTERNATIONAL PLC COMMON STOCK GBP.1         | CUSIP: BD8YWM906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     91332 | NS      | $578233.70    | 0.09%             |  |  |  | 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        |     16300 | NS      | $286279.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Solasto Corporation                                                              | SOLASTO CORP COMMON STOCK                                | CUSIP: BD9724907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16100 | NS      | $97512.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIF Holding NV                                                                   | SIF HOLDING NV COMMON STOCK                              | CUSIP: BD980H908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      1808 | NS      | $21965.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neinor Homes SA                                                                  | NEINOR HOMES SA COMMON STOCK                             | CUSIP: BD9BPN901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      8814 | NS      | $80554.44     | 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        |     88000 | NS      | $28385.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                                               | ASR NEDERLAND NV COMMON STOCK EUR.16                     | CUSIP: BD9PNF909<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     32602 | NS      | $1492158.30   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| X-Fab Silicon Foundries SE                                                       | X-FAB SILICON FOUNDRIES SE                               | CUSIP: N/A<br>LEI: 5493003UDPENPUQBJH65       | Long             | EC               | CORP              | BE        |     20933 | NS      | $141971.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                                              | LANDIS+GYR GROUP AG COMMON STOCK                         | CUSIP: BF41XY900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7144 | NS      | $498850.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Priortech Ltd.                                                                   | PRIORTECH LTD COMMON STOCK ILS1.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2299 | NS      | $48511.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telsys Ltd.                                                                      | TELSYS COMMON STOCK ILS1.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       899 | NS      | $53000.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palarm Industries (1990) Ltd.                                                    | PALRAM INDUSTRIES 1990 LTD COMMON STOCK ILS1.            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2911 | NS      | $23314.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ilex Medical Ltd.                                                                | ILEX MEDICAL LTD COMMON STOCK ILS1.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1319 | NS      | $35949.19     | 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        |     61282 | NS      | $109237.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascentech K.K.                                                                   | ASCENTECH KK COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2000 | NS      | $7516.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Corporation                                                               | ORIENT CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15910 | NS      | $138988.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seria Co. Ltd.                                                                   | SERIA CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15100 | NS      | $277168.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Soiken Holdings Inc.                                                             | SOIKEN HOLDINGS INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8200 | NS      | $18749.62     | 0.00%             |  |  |  | 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        |       500 | NS      | $6787.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taoka Chemical Co. Ltd.                                                          | TAOKA CHEMICAL CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2500 | NS      | $14825.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanabe Consulting Group Co. Ltd.                                                 | TANABE CONSULTING CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1800 | NS      | $8649.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBS Holdings Inc.                                                                | TBS HOLDINGS INC COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $12612.78     | 0.00%             |  |  |  | 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      | $7556.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiho Facility Works Ltd.                                                        | MEIHO FACILITY WORKS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1400 | NS      | $7315.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yonkyu Co.Ltd                                                                    | YONKYU CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1200 | NS      | $23768.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNO ASA                                                                          | DNO ASA COMMON STOCK NOK.25                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |    126912 | NS      | $162195.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arise AB                                                                         | ARISE AB COMMON STOCK SEK.08                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      6107 | NS      | $28876.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sdiptech AB                                                                      | SDIPTECH AB COMMON STOCK SEK.025                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |      2539 | NS      | $59247.81     | 0.01%             |  |  |  | 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        |      5912 | NS      | $217023.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kin and Carta plc                                                                | KIN and CARTA PLC COMMON STOCK GBP.1                     | CUSIP: 076890003<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     32218 | NS      | $92449.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Senior plc                                                                       | SENIOR PLC COMMON STOCK GBP.1                            | CUSIP: 079582003<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |    149122 | NS      | $221252.56    | 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        |    349166 | NS      | $732547.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Renewi plc                                                                       | RENEWI PLC COMMON STOCK GBP.1                            | CUSIP: 079952008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30519 | NS      | $206182.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG plc                                                                          | SIG PLC COMMON STOCK GBP.1                               | CUSIP: 080254907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    288336 | NS      | $103083.51    | 0.02%             |  |  |  | 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        |     15566 | NS      | $307703.28    | 0.05%             |  |  |  | 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        |     18372 | NS      | $129942.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ME Group International PLC                                                       | PHOTO-ME INTERNATIONAL PLC COMMON STOCK GBP.005          | CUSIP: 084812908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    110712 | NS      | $141402.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Del Monte Pacific Limited                                                        | DEL MONTE PACIFIC LTD COMMON STOCK USD.01                | CUSIP: 616848909<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    136300 | NS      | $31755.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Castro Model Ltd.                                                                | CASTRO MODEL LTD COMMON STOCK ILS1.                      | CUSIP: 616869905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       307 | NS      | $5981.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canare Electric Co.Ltd.                                                          | CANARE ELECTRIC CO LTD COMMON STOCK                      | CUSIP: 616971909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $16307.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daitron Co.Ltd.                                                                  | DAITRON CO LTD COMMON STOCK                              | CUSIP: 617104906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $50137.80     | 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        |      7300 | NS      | $84298.51     | 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        |      2200 | NS      | $29305.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIIX Corp.                                                                       | SIIX CORP COMMON STOCK                                   | CUSIP: 617455902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $119461.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Colowide Co. Ltd.                                                                | COLOWIDE CO LTD COMMON STOCK                             | CUSIP: 617461900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22400 | NS      | $292567.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella Chemifa Corporation                                                       | STELLA CHEMIFA CORP COMMON STOCK                         | CUSIP: 617558903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $67159.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morguard Corporation                                                             | MORGUARD CORP COMMON STOCK                               | CUSIP: 617577101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1778 | NS      | $151132.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flughafen Wien AG                                                                | FLUGHAFEN WIEN AG COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300FQ2ILBH7DJ6I45       | Long             | EC               | CORP              | AT        |      2080 | NS      | $66665.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanor Investors Group                                                           | ELANOR INVESTOR GROUP STAPLED SECURITY                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     27964 | NS      | $31933.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Telecom Group Limited                                                  | MACQUARIE TELECOM GROUP LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1469 | NS      | $58591.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Develop Global Limited                                                           | DEVELOP GLOBAL LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      6294 | NS      | $12509.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Lithium Limited                                                         | EUROPEAN LITHIUM LTD-CW25                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     19944 | NS      | $216.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HENSOLDT AG                                                                      | HENSOLDT AG COMMON STOCK                                 | CUSIP: BN0SDX902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     10475 | NS      | $244791.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OAT Agrio Co. Ltd.                                                               | OAT AGRIO CO LTD COMMON STOCK                            | CUSIP: BN3YXS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $11765.59     | 0.00%             |  |  |  | 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        |     99139 | NS      | $276410.58    | 0.04%             |  |  |  | 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        |     83082 | NS      | $922760.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tinexta S.P.A.                                                                   | TINEXTA SPA COMMON STOCK NPV                             | CUSIP: BP3S24900<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      8122 | NS      | $195182.16    | 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        |      8657 | NS      | $555999.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltalia                                                                         | VOLTALIA SA COMMON STOCK EUR5.7                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      2523 | NS      | $48887.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat Communications S.A.                                                     | EUTELSAT COMMUNICATION-SCRIP                             | CUSIP: N/A<br>LEI: 549300EFWH9UR17YSK05       | Long             | EC               | CORP              | FR        |     56721 | NS      | $54892.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trellus Health PLC                                                               | TRELLUS HEALTH PLC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      6575 | NS      | $870.12       | 0.00%             |  |  |  | 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        |     11390 | NS      | $182698.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iyogin Holdings Inc.                                                             | IYOGIN HOLDINGS INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     70300 | NS      | $374895.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kibun Foods Inc.                                                                 | KIBUN FOODS INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3800 | NS      | $26087.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYORITSU CO.LTD                                                                  | KYORITSU CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9100 | NS      | $8162.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Marketing MiX Inc.                                                        | DIRECT MARKETING MIX INC COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7000 | NS      | $76598.32     | 0.01%             |  |  |  | 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        |     44500 | NS      | $314911.11    | 0.05%             |  |  |  | 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        |      2200 | NS      | $36527.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BALMUDA Inc.                                                                     | BALMUDA INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $13895.50     | 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        |      9896 | NS      | $155555.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercuria Holdings Co.Ltd.                                                        | MERCURIA HOLDINGS CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1700 | NS      | $7587.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siem Offshore Inc.                                                               | SIEM OFFSHORE INC COMMON STOCK USD1.0                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |     10316 | NS      | $12772.73     | 0.00%             |  |  |  | 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        |      1830 | NS      | $3718.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCAB Group AB                                                                    | NCAB GROUP AB COMMON STOCK SEK.01                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     33765 | NS      | $207696.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer