# EDGAR Filing Document

**Accession Number:** 0001479360
**File Stem:** 0001479360-23-000140
**Filing Date:** 2023-3
**Character Count:** 420661
**Document Hash:** e2ddb510304edb004b3260ce2bd0b661
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001479360-23-000140.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001479360-23-000140

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Equity Series
- **CENTRAL INDEX KEY:** 0001479360
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22375
- **FILM NUMBER:** 23688778

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Funds Equity Trust
- **DATE OF NAME CHANGE:** 20091223

## Series and Classes Contracts Data

### PIMCO RAFI Dynamic Multi-Factor International Equity ETF (Series ID: S000057224)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000182354 | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | MFDX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Equity Series

- **b. Investment Company Act file number:** 811-22375

- **c. CIK number of Registrant:** 0001479360

- **d. LEI of Registrant:** 549300ZSNZVZHKC5OG19

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO RAFI Dynamic Multi-Factor International Equity ETF

- **b. EDGAR series identifier (if any):** S000057224

- **c. LEI of Series:** 549300C7YSI8PXSR2B24

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $108760159.95

**Total Liabilities:** $950973.72

**Net Assets:** $107809186.23

**Cash Not Reported:** $235648.30

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000182354 | 5.91%                | 11.48%               | -0.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-106839.99              | $5129826.86                                |
| Month 2  | $46725.18                | $10694651.17                               |
| Month 3  | $-263192.73              | $-1032743.97                               |

**Designated Index Information**

- **Index Name:** RAFI Dynamic Multi-Factor Developed ex-US Net Total Return Index

- **Index Identifier:** RADMFXNT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 3I GROUP PLC                                                                 | 3I GROUP PLC COMMON STOCK GBP.738636                  | CUSIP: B1YW44908<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      3883 | NS      | $62622.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY GROUP LIMITED                                        | CHOW TAI FOOK JEWELLERY GROU COMMON STOCK HKD1.0      | CUSIP: B4R39F904<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |     25600 | NS      | $52023.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHR HANSEN HOLDING A/S                                                       | CHR HANSEN HOLDING A/S COMMON STOCK DKK10.            | CUSIP: B573M1909<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |       464 | NS      | $33376.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBU ELECTRIC POWER COMPANY INCORPOATED                                     | CHUBU ELECTRIC POWER CO INC COMMON STOCK              | CUSIP: 619560006<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     15300 | NS      | $158209.34    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUGAI PHARMACEUTICAL                                                        | CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK             | CUSIP: 619640006<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1400 | NS      | $35709.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUGOKU ELECTRIC POWER CO INC                                                | CHUGOKU ELECTRIC POWER CO COMMON STOCK                | CUSIP: 619590003<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |     10000 | NS      | $51281.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                            | CI FINANCIAL CORP COMMON STOCK                        | CUSIP: 125491951<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |      3493 | NS      | $34852.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SAU                            | CIA DE DISTRIBUCION INTEGRAL COMMON STOCK EUR.2       | CUSIP: BP3QYZ900<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |      1996 | NS      | $50332.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CINEPLEX INC                                                                 | CINEPLEX INC COMMON STOCK                             | CUSIP: 172454951<br>LEI: 549300WDU0AS30W35T75 | Long             | EC               | CORP              | CA        |      3577 | NS      | $21266.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA GROUP LIMITED                                                            | AIA GROUP LTD COMMON STOCK                            | CUSIP: B4TX8S909<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     19200 | NS      | $212032.92    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AIN HOLDINGS INC                                                             | AIN HOLDINGS INC COMMON STOCK                         | CUSIP: 624912903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $4579.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZEN WATCH CO LTD (AKA: CITIZEN HOLDINGS CO LTD)                          | CITIZEN WATCH CO LTD COMMON STOCK                     | CUSIP: 619730005<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |      9200 | NS      | $41307.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                                  | CITYCON OYJ COMMON STOCK                              | CUSIP: ACI192M47<br>LEI: 549300P8N0P6KDGTJ206 | Long             | EC               | CORP              | FI        |      4812 | NS      | $32236.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LIMITED                                                    | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0             | CUSIP: BYZQ07905<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     21000 | NS      | $128796.61    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                                                | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0         | CUSIP: BW9P81905<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     22000 | NS      | $131798.66    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOETTA AB                                                                   | CLOETTA AB B SHS COMMON STOCK SEK5.0                  | CUSIP: B3K5QQ905<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |     15743 | NS      | $31470.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE (AKA: AIRBUS GROUP SE)                                             | AIRBUS SE COMMON STOCK EUR1.0                         | CUSIP: 401225909<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      1740 | NS      | $206890.15    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP HOLDINGS LIMITED                                                         | CLP HOLDINGS LTD COMMON STOCK                         | CUSIP: 609701909<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     12100 | NS      | $88155.37     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                            | CNH INDUSTRIAL NV COMMON STOCK EUR.01                 | CUSIP: ACI06WQZ3<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |      7894 | NS      | $126635.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AISIN CORPORATION                                                            | AISIN CORP COMMON STOCK                               | CUSIP: 601070006<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      3900 | NS      | $103408.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| COCHLEAR                                                                     | COCHLEAR LTD COMMON STOCK                             | CUSIP: 621179902<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |       239 | NS      | $33007.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COFINIMMO SA                                                                 | COFINIMMO REIT                                        | CUSIP: 417798907<br>LEI: 549300TM914CSF6KI389 | Long             | EC               | CORP              | BE        |       234 | NS      | $20955.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS INC                                                    | COGECO COMMUNICATIONS INC COMMON STOCK                | CUSIP: 19239C957<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |       435 | NS      | $24670.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AJINOMOTO COMPANY                                                            | AJINOMOTO CO INC COMMON STOCK                         | CUSIP: 601090004<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      7700 | NS      | $235337.63    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| COLES GROUP LIMITED                                                          | COLES GROUP LTD COMMON STOCK                          | CUSIP: BYWR0T908<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     11301 | NS      | $128103.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| COLLIERS INTERNATIONAL GROUP INC                                             | COLLIERS INTL GR SUBORD VOT COMMON STOCK              | CUSIP: 194693958<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       322 | NS      | $29579.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOPLAST A/S                                                                | COLOPLAST B COMMON STOCK DKK1.                        | CUSIP: ACI04G724<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       306 | NS      | $35848.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMFORTDELGRO CORPORATION LIMITED                                            | COMFORTDELGRO CORP LTD COMMON STOCK                   | CUSIP: 660373903<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |     32300 | NS      | $29663.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                               | COMMERZBANK AG COMMON STOCK                           | CUSIP: ACI05RX61<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     37718 | NS      | $352648.74    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE SAINT-GOBAIN SA                                                 | COMPAGNIE DE SAINT GOBAIN COMMON STOCK EUR4.0         | CUSIP: 738048909<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2251 | NS      | $110120.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                            | CIE FINANCIERE RICHEMO A REG COMMON STOCK CHF1.0      | CUSIP: ACI06R7K8<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1498 | NS      | $194230.56    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                                            | COMPASS GROUP PLC COMMON STOCK GBP.1105               | CUSIP: BD6K45906<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     11613 | NS      | $268167.63    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTACENTER PLC                                                            | COMPUTACENTER PLC COMMON STOCK GBP.075555             | CUSIP: BV9FP3906<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |      1047 | NS      | $24314.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LIMITED                                                        | COMPUTERSHARE LTD COMMON STOCK                        | CUSIP: 618041909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3290 | NS      | $57956.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSYS HOLDINGS CORPORATION                                                  | COMSYS HOLDINGS CORP COMMON STOCK                     | CUSIP: 668724909<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |      1900 | NS      | $33337.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                                   | CONSTELLATION SOFTWARE INC COMMON STOCK               | CUSIP: 21037X951<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        48 | NS      | $74940.97     | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CONTACT ENERGY LIMITED                                                       | CONTACT ENERGY LTD COMMON STOCK                       | CUSIP: 615252905<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |      6718 | NS      | $32875.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                                               | CONTINENTAL AG COMMON STOCK                           | CUSIP: 459858908<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      1442 | NS      | $85964.11     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CONVATEC GROUP PLC (AKA: CONVATEC LTD)                                       | CONVATEC GROUP PLC COMMON STOCK GBP.1                 | CUSIP: BD3VFW904<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |     12675 | NS      | $35498.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CORBION                                                                      | CORBION NV COMMON STOCK EUR.25                        | CUSIP: ACI070452<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |       886 | NS      | $30310.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER SOLUTIONS ASA (AKA: AKER SOLUTIONS HOLDING ASA)                         | AKER SOLUTIONS ASA COMMON STOCK NOK1.08               | CUSIP: ACI098RP4<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |     19803 | NS      | $76270.80     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COSMO ENERGY HOLDINGS CO LTD                                                 | COSMO ENERGY HOLDINGS CO LTD COMMON STOCK             | CUSIP: ACI0GQS26<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |      2800 | NS      | $74116.35     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                                                | AKZO NOBEL N.V. COMMON STOCK EUR.5                    | CUSIP: BJ2KSG907<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      2954 | NS      | $198220.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| COVESTRO AG                                                                  | COVESTRO AG COMMON STOCK                              | CUSIP: BYTBWY901<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      2146 | NS      | $83599.63     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CRANSWICK PLC                                                                | CRANSWICK PLC COMMON STOCK GBP.1                      | CUSIP: 023188006<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |       710 | NS      | $26420.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT POINT ENERGY CORP                                                   | CRESCENT POINT ENERGY CORP COMMON STOCK NPV           | CUSIP: 22576C952<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |     32453 | NS      | $231533.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CRODA INTERNATIONAL PUBLIC LIMITED COMPANY                                   | CRODA INTERNATIONAL PLC COMMON STOCK GBP.1060976      | CUSIP: BJFFLV908<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |       706 | NS      | $56182.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL LIMITED                                                                  | CSL LTD COMMON STOCK                                  | CUSIP: 618549901<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       421 | NS      | $82092.53     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CSR LIMITED                                                                  | CSR LTD COMMON STOCK                                  | CUSIP: 623864006<br>LEI: 549300TOGR54OMW2T093 | Long             | EC               | CORP              | AU        |     11171 | NS      | $35722.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS EVENTIM                                                                  | CTS EVENTIM AG + CO KGAA COMMON STOCK                 | CUSIP: 588185900<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |       553 | NS      | $35103.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| D/S NORDEN                                                                   | D/S NORDEN COMMON STOCK DKK1.                         | CUSIP: B1WP65900<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |      1503 | NS      | $90577.99     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DA OFFICE INVESTMENT CORP                                                    | DAIWA OFFICE INVESTMENT CORP REIT                     | CUSIP: B0LNTF902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         2 | NS      | $9714.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI NIPPON PRINTING CO LTD                                                   | DAI NIPPON PRINTING CO LTD COMMON STOCK               | CUSIP: 625090006<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      4100 | NS      | $82367.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DAICEL CORPORATION                                                           | DAICEL CORP COMMON STOCK                              | CUSIP: 625054002<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |      5700 | NS      | $41020.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI SANKYO COMPANY LIMITED                                               | DAIICHI SANKYO CO LTD COMMON STOCK                    | CUSIP: B0J7D9901<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      3800 | NS      | $122309.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIKIN INDUSTRIES LTD                                                        | DAIKIN INDUSTRIES LTD COMMON STOCK                    | CUSIP: 625072004<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       600 | NS      | $91028.09     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DAITO TRUST CONSTRUCTION                                                     | DAITO TRUST CONSTRUCT CO LTD COMMON STOCK             | CUSIP: 625050000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       700 | NS      | $71667.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA HOUSE REIT INVESTMENT CO (AKA: DAIWAHOUSE RESIDENTIAL INVESTMENT CORP) | DAIWA HOUSE REIT INVESTMENT REIT                      | CUSIP: B0Z6WY909<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               | CORP              | JP        |        15 | NS      | $33444.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA SECURITIES GROUP INC                                                   | DAIWA SECURITIES GROUP INC COMMON STOCK               | CUSIP: 625144001<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     10000 | NS      | $44188.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA SECURITIES LIVING INVESTMENT CORPORATION                               | DAIWA SECURITIES LIVING INVE REIT                     | CUSIP: B15T1S907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        47 | NS      | $41122.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWABO HOLDINGS COLTD                                                       | DAIWABO HOLDINGS CO LTD COMMON STOCK                  | CUSIP: 625142005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $36650.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                                                    | DANONE COMMON STOCK EUR.25                            | CUSIP: B1Y9TB906<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      4281 | NS      | $225632.92    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DASSAULT AVIATION SA                                                         | DASSAULT AVIATION SA COMMON STOCK EUR.8               | CUSIP: BMT9L1906<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       365 | NS      | $61901.46     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                       | DBS GROUP HOLDINGS LTD COMMON STOCK                   | CUSIP: 617520903<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      7400 | NS      | $187305.86    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PUBLIC LIMITED COMPANY                                                   | DCC PLC COMMON STOCK EUR.25                           | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |       457 | NS      | $22471.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DCM HOLDINGS CO LTD                                                          | DCM HOLDINGS CO LTD COMMON STOCK                      | CUSIP: B1B0V3905<br>LEI: 353800S1QF5V2DN70A36 | Long             | EC               | CORP              | JP        |      6000 | NS      | $54748.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK GROUP LTD                                                              | DELEK GROUP LTD COMMON STOCK ILS1.                    | CUSIP: 621964907<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |       512 | NS      | $56101.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                             | DEUTSCHE BANK AG REGISTERED COMMON STOCK              | CUSIP: 575035902<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     19239 | NS      | $216276.35    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                                           | DEUTSCHE BOERSE AG COMMON STOCK                       | CUSIP: 702196908<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1204 | NS      | $207316.81    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                        | DEUTSCHE LUFTHANSA REG COMMON STOCK                   | CUSIP: 528748908<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     26631 | NS      | $219520.89    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE PFANDBRIEFBANK AG                                                   | DEUTSCHE PFANDBRIEFBANK AG COMMON STOCK               | CUSIP: BYM691907<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | EC               | CORP              | DE        |      5232 | NS      | $40533.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                             | DEUTSCHE POST AG REG COMMON STOCK                     | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      3527 | NS      | $132003.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                          | DEUTSCHE TELEKOM AG REG COMMON STOCK                  | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      6279 | NS      | $124930.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXERIALS CORPORATION                                                        | DEXERIALS CORP COMMON STOCK                           | CUSIP: BYP97J901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $15370.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO                                                                       | DIAGEO PLC COMMON STOCK GBP.2893518                   | CUSIP: 023740905<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      8871 | NS      | $388300.13    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ALFRESA HOLDINGS CORPORATION                                                 | ALFRESA HOLDINGS CORP COMMON STOCK                    | CUSIP: 668721905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $38133.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DIASORIN SPA                                                                 | DIASORIN SPA COMMON STOCK EUR1.0                      | CUSIP: B234WN909<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |       358 | NS      | $50093.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DIPLOMA PLC                                                                  | DIPLOMA PLC COMMON STOCK GBP.05                       | CUSIP: 018266908<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      1137 | NS      | $38223.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECT LINE INSURANCE GROUP PLC                                              | DIRECT LINE INSURANCE GROUP COMMON STOCK GBP.1090909  | CUSIP: BY9D0Y904<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     31758 | NS      | $84647.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO CORPORATION                                                            | DISCO CORP COMMON STOCK                               | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $28502.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                             | ALGONQUIN POWER + UTILITIES COMMON STOCK              | CUSIP: 015857956<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      1820 | NS      | $11855.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                 | ALIMENTATION COUCHE TARD INC COMMON STOCK             | CUSIP: 01626P973<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      3360 | NS      | $147651.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DKSH HOLDING LTD                                                             | DKSH HOLDING AG COMMON STOCK CHF.1                    | CUSIP: B71QPM901<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |       539 | NS      | $40874.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLARAMA INC                                                                | DOLLARAMA INC COMMON STOCK                            | CUSIP: 25675T958<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2151 | NS      | $125803.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA ENTERPRISES LIMITED                                            | DOMINO S PIZZA ENTERPRISES L COMMON STOCK             | CUSIP: B07SFG900<br>LEI: 54930034RFI409JZ3179 | Long             | EC               | CORP              | AU        |       589 | NS      | $26524.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                                              | ALLEGION PLC COMMON STOCK USD.01                      | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       313 | NS      | $32946.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAKABA HOLDING AG                                                         | DORMAKABA HOLDING AG COMMON STOCK CHF.1               | CUSIP: 705041903<br>LEI: 529900QMU5ZH99KMQK13 | Long             | EC               | CORP              | CH        |        96 | NS      | $35194.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DOWA HOLDINGS                                                                | DOWA HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 627830003<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |       200 | NS      | $6311.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOWNER EDI LIMITED                                                           | DOWNER EDI LTD COMMON STOCK                           | CUSIP: 646557900<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |      9410 | NS      | $23648.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAX GROUP PLC                                                               | DRAX GROUP PLC COMMON STOCK GBP.1155172               | CUSIP: B1VNSX901<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |      8501 | NS      | $72109.13     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM OFFICE REAL ESTATE INVESTMENT TRUST                                    | DREAM OFFICE REAL ESTATE INV REIT                     | CUSIP: 26153P955<br>LEI: 549300WQI5VPNY3ILE95 | Long             | EC               | CORP              | CA        |      1609 | NS      | $17753.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                      | DSV A/S COMMON STOCK DKK1.0                           | CUSIP: B1WT5G909<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       617 | NS      | $97570.62     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DTS CORPORATION                                                              | DTS CORP COMMON STOCK                                 | CUSIP: 625569900<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |      1800 | NS      | $40562.48     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE COMMON STOCK                                  | CUSIP: 494290901<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     11311 | NS      | $112453.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EARTH CORPORATION                                                            | EARTH CORP COMMON STOCK                               | CUSIP: B0NHMM905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $3832.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY                                                           | EAST JAPAN RAILWAY CO COMMON STOCK                    | CUSIP: 629854902<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      4600 | NS      | $262006.46    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| EASYJET PLC                                                                  | EASYJET PLC COMMON STOCK GBP.2728571                  | CUSIP: B7KR2P906<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |      2429 | NS      | $9528.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                   | ALLIANZ SE REG COMMON STOCK                           | CUSIP: 523148906<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       786 | NS      | $167856.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EDENRED                                                                      | EDENRED COMMON STOCK EUR2.0                           | CUSIP: B62G1B904<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       549 | NS      | $29879.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EDION CORPORATION                                                            | EDION CORP COMMON STOCK                               | CUSIP: 651271900<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |      3800 | NS      | $37165.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED PROPERTIES REAL ESTAT                                                 | ALLIED PROPERTIES REAL ESTAT REIT                     | CUSIP: 019456953<br>LEI: 549300AMZMPKVHA0MY77 | Long             | EC               | CORP              | CA        |      1050 | NS      | $19852.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP - ENERGIAS DE PORTUGAL SA                                                | EDP ENERGIAS DE PORTUGAL SA COMMON STOCK EUR1.        | CUSIP: 410359905<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     79757 | NS      | $397573.09    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP RENOVAVEIS SA                                                            | EDP RENOVAVEIS SA COMMON STOCK EUR5.                  | CUSIP: B39GNW904<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |      1946 | NS      | $42881.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EISAI CO LTD                                                                 | EISAI CO LTD COMMON STOCK                             | CUSIP: 630720001<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |      1400 | NS      | $92332.85     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ELBIT SYSTEMS LTD                                                            | ELBIT SYSTEMS LTD COMMON STOCK ILS1.                  | CUSIP: 630891901<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       205 | NS      | $33339.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORPORATION                                                    | ELDORADO GOLD CORP COMMON STOCK                       | CUSIP: 284902913<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |      4473 | NS      | $37297.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRIC POWER DEVELOPMENT COMPANY                                           | ELECTRIC POWER DEVELOPMENT C COMMON STOCK             | CUSIP: B02Q32903<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |      6800 | NS      | $107996.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                               | EDF COMMON STOCK EUR.5                                | CUSIP: B0NJJ1901<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |     14987 | NS      | $192408.23    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTROLUX AB                                                                | ELECTROLUX AB B COMMON STOCK SEK5.0                   | CUSIP: ACI204B42<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |      6134 | NS      | $82875.98     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLREAL HOLDING AG-REG                                                       | ALLREAL HOLDING AG REG COMMON STOCK CHF50.0           | CUSIP: 591427901<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |       196 | NS      | $31868.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIS SA                                                                      | ELIS SA COMMON STOCK EUR1.0                           | CUSIP: BVSS79904<br>LEI: 969500UX71LCE8MAY492 | Long             | EC               | CORP              | FR        |      2325 | NS      | $34319.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ELISA CORPORATION                                                            | ELISA OYJ COMMON STOCK                                | CUSIP: 570151902<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      1338 | NS      | $70920.83     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ELRINGKLINGER AG                                                             | ELRINGKLINGER AG COMMON STOCK                         | CUSIP: 513863902<br>LEI: 529900QDISXXZ2D1Q489 | Long             | EC               | CORP              | DE        |      2925 | NS      | $21702.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INCORPORATED                                                           | EMERA INC COMMON STOCK                                | CUSIP: 290876952<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      1897 | NS      | $72503.51     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMMI AG                                                                      | EMMI AG REG COMMON STOCK CHF10.0                      | CUSIP: B03PQZ906<br>LEI: 529900Q53RBYJIVCMA08 | Long             | EC               | CORP              | CH        |        28 | NS      | $23707.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE COMPANY LIMITED                                                       | EMPIRE CO LTD  A COMMON STOCK                         | CUSIP: 291843951<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      3965 | NS      | $104425.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                                        | EMS CHEMIE HOLDING AG REG COMMON STOCK CHF.01         | CUSIP: 763561909<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |        43 | NS      | $29123.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENAGAS SA                                                                    | ENAGAS SA COMMON STOCK EUR1.5                         | CUSIP: 738307909<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |      1422 | NS      | $23645.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENAV SPA                                                                     | ENAV SPA COMMON STOCK NPV                             | CUSIP: ACI0NKS62<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |      6057 | NS      | $25693.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                 | ENBRIDGE INC COMMON STOCK                             | CUSIP: 29250N956<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5030 | NS      | $196593.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                                                    | ENDESA SA COMMON STOCK EUR1.2                         | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      8470 | NS      | $159630.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                     | ENEL SPA COMMON STOCK EUR1.                           | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     59081 | NS      | $317745.99    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS HOLDINGS INC                                                           | ENEOS HOLDINGS INC COMMON STOCK                       | CUSIP: B627LW906<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     91600 | NS      | $311935.96    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERPLUS CORPORATION                                                         | ENERPLUS CORP COMMON STOCK                            | CUSIP: 292766953<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |      4379 | NS      | $77295.49     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA (AKA: GDF SUEZ)                                                     | ENGIE COMMON STOCK EUR1.0                             | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     41552 | NS      | $594445.79    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                                      | ENI SPA COMMON STOCK                                  | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     66249 | NS      | $942025.03    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTRA ASA                                                                    | ENTRA ASA COMMON STOCK NOK1.0                         | CUSIP: BRJ2VC906<br>LEI: 549300APU14LQKTYCH34 | Long             | EC               | CORP              | NO        |      2208 | NS      | $23858.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AKTIEBOLAG                                                            | EPIROC AB A COMMON STOCK SEK.412413                   | CUSIP: BMD58R909<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      4077 | NS      | $74238.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                       | EQT AB COMMON STOCK SEK.1                             | CUSIP: BJ7W9K908<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |      1221 | NS      | $25940.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALMIRALL SA                                                                  | ALMIRALL SA COMMON STOCK EUR.12                       | CUSIP: B1YY66907<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |      3024 | NS      | $29239.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                  | EQUINOR ASA COMMON STOCK NOK2.5                       | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     28894 | NS      | $1038457.41   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAMET SA                                                                    | ERAMET COMMON STOCK EUR3.05                           | CUSIP: 401701909<br>LEI: 549300LUH78PG2MP6N64 | Long             | EC               | CORP              | FR        |       157 | NS      | $14127.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SPA                                                                      | ERG SPA COMMON STOCK EUR.1                            | CUSIP: 533709903<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |      1450 | NS      | $44940.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSITY AKTIEBOLAG                                                            | ESSITY AKTIEBOLAG B COMMON STOCK SEK3.35              | CUSIP: ACI0V9407<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      7249 | NS      | $189830.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ETN FR COLRUYT NV                                                            | COLRUYT SA COMMON STOCK                               | CUSIP: ACI009ZR8<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |      1713 | NS      | $39123.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONAV NV                                                                   | EURONAV NV COMMON STOCK                               | CUSIP: B04M8J908<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |      1064 | NS      | $17899.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                                  | EURONEXT NV COMMON STOCK EUR1.6                       | CUSIP: BNBNSG902<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      1028 | NS      | $76104.05     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EUTELSAT COMMUNICATIONS SA                                                   | EUTELSAT COMMUNICATIONS COMMON STOCK EUR1.0           | CUSIP: B0M7KJ907<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |      6790 | NS      | $50612.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                                                 | EVOLUTION AB COMMON STOCK SEK.003                     | CUSIP: BJXSCH901<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       556 | NS      | $54156.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEDY CORPORATION                                                            | EXEDY CORP COMMON STOCK                               | CUSIP: 625041900<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |      2800 | NS      | $34127.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPS ALPINE CO LTD (AKA: ALPS ELECTRIC CO LTD)                               | ALPS ALPINE CO LTD COMMON STOCK                       | CUSIP: 602150005<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |      4000 | NS      | $36155.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEO GROUP INC                                                               | EXEO GROUP INC COMMON STOCK                           | CUSIP: 649942000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $35684.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPERIAN PLC                                                                 | EXPERIAN PLC COMMON STOCK USD.1                       | CUSIP: B19NLV907<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      2452 | NS      | $83045.15     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                           | FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK              | CUSIP: 303901953<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       315 | NS      | $186596.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTOM SA                                                                    | ALSTOM COMMON STOCK EUR7.0                            | CUSIP: B0DJ8Q909<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |      2517 | NS      | $61582.42     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC CORPORATION                                                            | FANUC CORP COMMON STOCK                               | CUSIP: 635693005<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       400 | NS      | $59858.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTEN                                                                        | ALTEN SA COMMON STOCK EUR1.016399                     | CUSIP: 560891905<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |       287 | NS      | $35957.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FAST RETAILING CO LTD                                                        | FAST RETAILING CO LTD COMMON STOCK                    | CUSIP: 633243902<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       200 | NS      | $121706.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FAURECIA SA                                                                  | FAURECIA COMMON STOCK EUR7.0                          | CUSIP: 440044907<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |      2516 | NS      | $38080.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON PLC                                                                 | FERGUSON PLC COMMON STOCK GBP.1                       | CUSIP: BJVNSS903<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |       895 | NS      | $112361.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FERRARI NV                                                                   | FERRARI NV COMMON STOCK EUR.01                        | CUSIP: ACI0JKHV4<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       334 | NS      | $71622.42     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL SA                                                                 | FERROVIAL SA COMMON STOCK EUR.2                       | CUSIP: B03851902<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |        20 | NS      | $523.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIELMANN AG                                                                  | FIELMANN AG COMMON STOCK                              | CUSIP: 440920908<br>LEI: 529900BU5B7N9GE4XU15 | Long             | EC               | CORP              | DE        |       627 | NS      | $24804.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FINECOBANK BANCA FINECO SPA                                                  | FINECOBANK SPA COMMON STOCK EUR.33                    | CUSIP: BNGN9Z906<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      2745 | NS      | $45583.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNING INTERNATIONAL INC                                                    | FINNING INTERNATIONAL INC COMMON STOCK                | CUSIP: 318071958<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      2375 | NS      | $59041.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD COMMON STOCK               | CUSIP: 335934956<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      3562 | NS      | $74423.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTGROUP PLC                                                               | FIRSTGROUP PLC COMMON STOCK GBP.05                    | CUSIP: 034521906<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |     30469 | NS      | $37160.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTSERVICE CORPORATION                                                     | FIRSTSERVICE CORP COMMON STOCK                        | CUSIP: 33767E970<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |       369 | NS      | $45187.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE                                                   | FISHER + PAYKEL HEALTHCARE C COMMON STOCK             | CUSIP: 634025001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      2622 | NS      | $37515.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                                          | AMADEUS IT GROUP SA COMMON STOCK EUR.01               | CUSIP: B3MSM2900<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      1010 | NS      | $52396.49     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FLETCHER BUILDING LIMITED                                                    | FLETCHER BUILDING LTD COMMON STOCK                    | CUSIP: 634160907<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |     11150 | NS      | $33382.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE TRAVEL GROUP LIMITED                                           | FLIGHT CENTRE TRAVEL GROUP L COMMON STOCK             | CUSIP: 635214901<br>LEI: 254900BGNUI78EKEJY68 | Long             | EC               | CORP              | AU        |      2375 | NS      | $23243.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FLOW TRADERS NV                                                              | FLOW TRADERS COMMON STOCK EUR.1                       | CUSIP: BYT05J908<br>LEI: 549300Z7LIC6NFIJL947 | Long             | EC               | CORP              | NL        |      1049 | NS      | $24299.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUGHAFEN ZUERICH AG (AKA: UNIQUE AIRPORT ZURICH AG)                         | FLUGHAFEN ZURICH AG REG COMMON STOCK CHF10.0          | CUSIP: 976ULC906<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |       185 | NS      | $28626.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                                 | FLUTTER ENTERTAINMENT PLC DI COMMON STOCK EUR.09      | CUSIP: ACI0CDFS6<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       221 | NS      | $29919.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FOOD & LIFE COMPANIES LTD                                                    | FOOD + LIFE COMPANIES LTD COMMON STOCK                | CUSIP: BF1HPT908<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |      2300 | NS      | $45344.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FORBO HOLDING AG-REG                                                         | FORBO HOLDING AG REG COMMON STOCK CHF.1               | CUSIP: 435003900<br>LEI: 506700HR073894C16243 | Long             | EC               | CORP              | CH        |        20 | NS      | $23503.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE METALS GROUP LIMITED                                               | FORTESCUE METALS GROUP LTD COMMON STOCK               | CUSIP: 608625901<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     23224 | NS      | $324605.39    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                            | FORTIS INC COMMON STOCK                               | CUSIP: 349553958<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      2208 | NS      | $88352.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUM OYJ                                                                   | FORTUM OYJ COMMON STOCK EUR3.4                        | CUSIP: 557955903<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |      3752 | NS      | $62486.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE REAL ESTATE INVESTMENT TRUST LTD                                     | FORTUNE REIT REIT                                     | CUSIP: B5T50H909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     33000 | NS      | $26762.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FP CORPORATION                                                               | FP CORP COMMON STOCK                                  | CUSIP: 632994000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5754.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORPORATION                                                    | FRANCO NEVADA CORP COMMON STOCK                       | CUSIP: 351858956<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       816 | NS      | $111232.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRASERS GROUP PLC                                                            | FRASERS GROUP PLC COMMON STOCK GBP.1                  | CUSIP: B1QH8P909<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |      4123 | NS      | $35347.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREENET AG                                                                   | FREENET AG COMMON STOCK                               | CUSIP: B1SK0S902<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |      2897 | NS      | $62993.18     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG & CO KGAA                                          | FRESENIUS MEDICAL CARE AG + COMMON STOCK              | CUSIP: 512907908<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |       865 | NS      | $28253.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER REAL ESTATE INVEST                                                  | FRONTIER REAL ESTATE INVEST REIT                      | CUSIP: B020QY905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         2 | NS      | $7791.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTLINE PLC                                                                | FRONTLINE LTD COMMON STOCK USD1.0                     | CUSIP: G3682E192<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | BM        |       919 | NS      | $11156.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FUCHS PETROLUB SE                                                            | FUCHS PETROLUB SE PREF PREFERENCE                     | CUSIP: BNHRG8908<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |      2519 | NS      | $88050.52     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI ELECTRIC CO LTD                                                         | FUJI ELECTRIC CO LTD COMMON STOCK                     | CUSIP: 635636004<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       500 | NS      | $18869.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI MEDIA HOLDINGS INC                                                      | FUJI MEDIA HOLDINGS INC COMMON STOCK                  | CUSIP: 603658907<br>LEI: 353800TG2T8DSPV7H313 | Long             | EC               | CORP              | JP        |      4300 | NS      | $34975.69     | 0.03%             |  |  |  | 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        |      4400 | NS      | $67928.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM HOLDINGS CORPORATION                                                | FUJIFILM HOLDINGS CORP COMMON STOCK                   | CUSIP: 635652001<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      2800 | NS      | $140004.02    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIKURA                                                                     | FUJIKURA LTD COMMON STOCK                             | CUSIP: 635670003<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      8600 | NS      | $64646.42     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITEC CO LTD                                                               | FUJITEC CO LTD COMMON STOCK                           | CUSIP: 635682008<br>LEI: 353800YTI2P5MIZAV086 | Long             | EC               | CORP              | JP        |      1700 | NS      | $38595.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU LIMITED                                                              | FUJITSU LTD COMMON STOCK                              | CUSIP: 635694003<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |       700 | NS      | $93322.27     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FUKUOKA REIT CORPORATION                                                     | FUKUOKA REIT CORP REIT                                | CUSIP: B0B815908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        22 | NS      | $28542.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| G CITY LTD                                                                   | G CITY LTD COMMON STOCK ILS1.0                        | CUSIP: 658539903<br>LEI: 213800EO12XXGZSQ2A73 | Long             | EC               | CORP              | IL        |      5396 | NS      | $16411.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LIMITED                                           | GALAXY ENTERTAINMENT GROUP L COMMON STOCK             | CUSIP: 646587006<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      7000 | NS      | $46022.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GALENICA AG                                                                  | GALENICA AG COMMON STOCK CHF.1                        | CUSIP: ACI0TGDH7<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |       719 | NS      | $58663.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GALP ENERGIA SGPS SA                                                         | GALP ENERGIA SGPS SA COMMON STOCK EUR1.               | CUSIP: B1FW75903<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      1769 | NS      | $23864.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                                   | GARMIN LTD COMMON STOCK CHF.1                         | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       793 | NS      | $73185.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                                                                   | GEBERIT AG REG COMMON STOCK CHF.1                     | CUSIP: B1WGG9901<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |       168 | NS      | $79309.49     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                   | GENMAB A/S COMMON STOCK DKK1.0                        | CUSIP: 459573903<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        65 | NS      | $27481.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                             | ABN AMRO BANK NV CVA DUTCH CERT EUR1.0                | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     20858 | NS      | $288840.66    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO HOLDINGS CORPORATION                                                     | GEO HOLDINGS CORP COMMON STOCK                        | CUSIP: 629655903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $11559.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORG FISCHER AG                                                             | FISCHER (GEORG) REG COMMON STOCK CHF1.0               | CUSIP: BM8J5G902<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |       520 | NS      | $31856.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGE WESTON LIMITED                                                        | WESTON (GEORGE) LTD COMMON STOCK                      | CUSIP: 961148954<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1043 | NS      | $129404.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GERRESHEIMER AG                                                              | GERRESHEIMER AG COMMON STOCK                          | CUSIP: B1Y47Y901<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |       413 | NS      | $27627.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GESTAMP AUTOMOCION SL                                                        | GESTAMP AUTOMOCION SA COMMON STOCK EUR.5              | CUSIP: BD6K6R906<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |      9312 | NS      | $35954.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GETLINK SE                                                                   | GETLINK SE COMMON STOCK EUR.4                         | CUSIP: B292JQ905<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      1121 | NS      | $17950.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                                            | GIBSON ENERGY INC COMMON STOCK                        | CUSIP: 374825958<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |      2932 | NS      | $51190.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                        | GILDAN ACTIVEWEAR INC COMMON STOCK                    | CUSIP: 375916954<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      1299 | NS      | $35573.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GIMV NV                                                                      | GIMV NV COMMON STOCK                                  | CUSIP: 524908902<br>LEI: 549300UFHGFY5IOON989 | Long             | EC               | CORP              | BE        |       489 | NS      | $23100.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GIVAUDAN SA                                                                  | GIVAUDAN REG COMMON STOCK CHF10.0                     | CUSIP: 598061901<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |        35 | NS      | $107201.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                                    | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.          | CUSIP: B4PH0C901<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      2116 | NS      | $41503.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GLANBIA PUBLIC LIMITED COMPANY                                               | GLANBIA PLC COMMON STOCK EUR.06                       | CUSIP: 405862004<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |      3992 | NS      | $50560.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                                                 | GLENCORE PLC COMMON STOCK USD.01                      | CUSIP: B4T3BW902<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    181542 | NS      | $1210638.92   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-REIT                                                                   | GLP J REIT REIT                                       | CUSIP: B8RBZV903<br>LEI: 353800E27V9KA51K2I90 | Long             | EC               | CORP              | JP        |        28 | NS      | $32246.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN AGRI-RESOURCES LTD                                                    | GOLDEN AGRI RESOURCES LTD COMMON STOCK USD.025        | CUSIP: 616447900<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |    321400 | NS      | $59982.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT GROUP                                                                    | GPT GROUP REIT                                        | CUSIP: 636586000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10924 | NS      | $31155.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTON GROUP PUBLIC LIMITED COMPANY                                         | GRAFTON GROUP PLC UTS  CDI UNIT EUR.05                | CUSIP: B00MZ4905<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | IE        |      3008 | NS      | $28623.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAINCORP LIMITED                                                            | GRAINCORP LTD A COMMON STOCK                          | CUSIP: 610233900<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |      9032 | NS      | $45535.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAINGER PLC (AKA: GRAINGER TRUST PLC)                                       | GRAINGER PLC COMMON STOCK GBP.05                      | CUSIP: B04V12902<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               | CORP              | GB        |      6328 | NS      | $19278.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE REAL ESTATE INC (AKA: MI DEVELOPMENTS INC)                           | GRANITE REAL ESTATE INVESTME REIT                     | CUSIP: 387437957<br>LEI: 549300A6I7CLE0ZC0396 | Long             | EC               | CORP              | CA        |       645 | NS      | $32907.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT PORTLAND ESTATES P L C                                                 | GREAT PORTLAND ESTATES PLC REIT GBP.1526316           | CUSIP: BF5H9P900<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               | CORP              | GB        |      3166 | NS      | $18869.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                                        | GREAT WEST LIFECO INC COMMON STOCK                    | CUSIP: 39138C957<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      1525 | NS      | $35252.95     | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GREGGS PLC                                                                   | GREGGS PLC COMMON STOCK GBP.02                        | CUSIP: B63QSB902<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |      1591 | NS      | $44702.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                      | GSK PLC COMMON STOCK GBP.3125                         | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     25748 | NS      | $445008.70    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| H&M HENNES & MAURITZ AB                                                      | HENNES + MAURITZ AB B SHS COMMON STOCK                | CUSIP: 568743900<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      3655 | NS      | $39387.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O RETAILING CORPORATION                                                    | H2O RETAILING CORP COMMON STOCK                       | CUSIP: 640870002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $11684.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HALFORDS GROUP PLC                                                           | HALFORDS GROUP PLC COMMON STOCK GBP.01                | CUSIP: B012TP908<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |      7263 | NS      | $18351.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HANKYU HOLDINGS INC                                                          | HANKYU HANSHIN HOLDINGS INC COMMON STOCK              | CUSIP: 640866000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $47404.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RUECKVERSICHERUNG SE                                                | HANNOVER RUECK SE COMMON STOCK                        | CUSIP: 451180905<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |       373 | NS      | $73595.76     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HANWA CO LTD                                                                 | HANWA CO LTD COMMON STOCK                             | CUSIP: 640882007<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |      1400 | NS      | $39556.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HAPAG-LLOYD AG                                                               | HAPAG LLOYD AG COMMON STOCK                           | CUSIP: BYZTSW904<br>LEI: HD52L5PJVBXJUUX8I539 | Long             | EC               | CORP              | DE        |       218 | NS      | $41185.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HAREL INSURANCE INVESTMENTS & FINANCIAL SERVICES LTD                         | HAREL INSURANCE INVESTMENTS COMMON STOCK ILS.1        | CUSIP: 641070909<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |      3279 | NS      | $28807.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HARMONIC DRIVE SYSTEMS INC                                                   | HARMONIC DRIVE SYSTEMS INC COMMON STOCK               | CUSIP: 610817900<br>LEI: 353800XFIX2EUARGOE85 | Long             | EC               | CORP              | JP        |       500 | NS      | $14014.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HARVEY NORMAN HOLDINGS                                                       | HARVEY NORMAN HOLDINGS LTD COMMON STOCK               | CUSIP: 617350905<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |     10608 | NS      | $29723.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HASEKO CORPORATION                                                           | HASEKO CORP COMMON STOCK                              | CUSIP: 641440003<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |      2600 | NS      | $29040.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HAZAMA ANDO CORPORATION                                                      | HAZAMA ANDO CORP COMMON STOCK                         | CUSIP: 668799901<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |      3500 | NS      | $22338.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABRDN PLC                                                                    | ABRDN PLC COMMON STOCK GBP.1396825                    | CUSIP: BF8Q6K901<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |     30143 | NS      | $68496.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                                                          | HEINEKEN HOLDING NV COMMON STOCK EUR1.6               | CUSIP: B0CCH4904<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      1015 | NS      | $78388.85     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                  | HEINEKEN NV COMMON STOCK EUR1.6                       | CUSIP: 779255900<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      1324 | NS      | $124710.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIWA CORPORATION                                                            | HEIWA CORP COMMON STOCK                               | CUSIP: 641958004<br>LEI: 529900N1BTC5X6TU7W19 | Long             | EC               | CORP              | JP        |       700 | NS      | $13196.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLA GMBH & CO KGAA (AKA HELLA KGAA HUECK & CO)                             | HELLA GMBH + CO KGAA COMMON STOCK                     | CUSIP: BSHYK5903<br>LEI: 529900PLX4ADJFWIY024 | Long             | EC               | CORP              | DE        |       411 | NS      | $33368.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HENKEL AG & CO KGAA                                                          | HENKEL AG + CO KGAA VOR PREF PREFERENCE               | CUSIP: 507670909<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      2312 | NS      | $160250.93    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTERNATIONAL                                                         | HERMES INTERNATIONAL COMMON STOCK                     | CUSIP: 525397907<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        91 | NS      | $140854.48    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXPOL AB                                                                    | HEXPOL AB COMMON STOCK SEK.2                          | CUSIP: BXBZB0906<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |      2034 | NS      | $21702.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN                                                               | HIKARI TSUSHIN INC COMMON STOCK                       | CUSIP: 641632906<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       200 | NS      | $28150.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HINO MOTORS                                                                  | HINO MOTORS LTD COMMON STOCK                          | CUSIP: 642830004<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |      9100 | NS      | $34577.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HIS COLTD                                                                    | H I S CO LTD COMMON STOCK                             | CUSIP: 640043907<br>LEI: 353800XDWLF35XVQNM38 | Long             | EC               | CORP              | JP        |      1400 | NS      | $22075.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                                                  | HITACHI LTD COMMON STOCK                              | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      9500 | NS      | $478004.65    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI ZOSEN CORPORATION                                                    | HITACHI ZOSEN CORP COMMON STOCK                       | CUSIP: 642930002<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |      7200 | NS      | $44990.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HK ELECTRIC INVESTMENTS AND HK ELECTRIC INVESTMENTS LIMITED                  | HK ELECTRIC INVESTMENTS  SS STAPLED SECURITY HKD.0005 | CUSIP: BJ3WDZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28000 | NS      | $18513.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT TRUST / HKT LTD                                                          | HKT TRUST AND HKT LTD SS STAPLED SECURITY HKD.0005    | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     48000 | NS      | $58757.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKKAIDO ELECTRIC POWER CO INC                                               | HOKKAIDO ELECTRIC POWER CO COMMON STOCK               | CUSIP: 643132004<br>LEI: 353800XDXIIZDHUO0J51 | Long             | EC               | CORP              | JP        |      9600 | NS      | $33914.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKUHOKU FINANCIAL                                                           | HOKUHOKU FINANCIAL GROUP INC COMMON STOCK             | CUSIP: 668359904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $41413.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKURIKU ELECTRIC POWER COMPANY                                              | HOKURIKU ELECTRIC POWER CO COMMON STOCK               | CUSIP: 643312002<br>LEI: 353800Z4ZNGBULYR8W57 | Long             | EC               | CORP              | JP        |      8200 | NS      | $34003.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM AG                                                                    | HOLCIM LTD COMMON STOCK CHF2.0                        | CUSIP: 711075903<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       862 | NS      | $44619.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME CAPITAL GROUP INC                                                       | HOME CAPITAL GROUP INC COMMON STOCK                   | CUSIP: 436913958<br>LEI: 529900BYMJZJJLBC8L85 | Long             | EC               | CORP              | CA        |      1489 | NS      | $46825.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO LTD                                                           | HONDA MOTOR CO LTD COMMON STOCK                       | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     24500 | NS      | $558820.69    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG & CHINA GAS CO LTD                                                 | HONG KONG + CHINA GAS COMMON STOCK                    | CUSIP: 643655004<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |     33972 | NS      | $32219.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG BROADBAND NETWORK LIMITED (AKA: HKBN LTD)                          | HKBN LTD COMMON STOCK HKD.0001                        | CUSIP: BW0DD8900<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     33500 | NS      | $21579.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGE & CLEARING                                                | HONG KONG EXCHANGES + CLEAR COMMON STOCK              | CUSIP: 626735906<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      1200 | NS      | $51564.29     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HONGKONG LAND HOLDINGS LIMITED                                               | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1         | CUSIP: 643491905<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     14900 | NS      | $68552.13     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HOPSON DEVELOPMENT HOLDINGS LIMITED                                          | HOPSON DEVELOPMENT HOLDINGS COMMON STOCK HKD.1        | CUSIP: BMXJW5908<br>LEI: 549300HYMKPTC1DTZS42 | Long             | EC               | CORP              | BM        |     27071 | NS      | $26470.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HORIBA LTD                                                                   | HORIBA LTD COMMON STOCK                               | CUSIP: 643794001<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |       100 | NS      | $4335.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HORNBACH HOLDING AG & CO KGAA                                                | HORNBACH HOLDING AG + CO KGA COMMON STOCK             | CUSIP: ACI0H9VW3<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |       506 | NS      | $41834.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOSHIZAKI CORP (AKA: HOSHIZAKI ELECTRIC CO LTD)                              | HOSHIZAKI CORP COMMON STOCK                           | CUSIP: B3FF8W906<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |       200 | NS      | $7032.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOSIDEN CORPORATION                                                          | HOSIDEN CORP COMMON STOCK                             | CUSIP: 643981004<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |      3000 | NS      | $35846.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOUSE FOODS GROUP INC                                                        | HOUSE FOODS GROUP INC COMMON STOCK                    | CUSIP: 644050007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $33729.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWDEN JOINERY GROUP PLC                                                     | HOWDEN JOINERY GROUP PLC COMMON STOCK GBP.1           | CUSIP: 055768006<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |      5802 | NS      | $39177.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORPORATION                                                             | HOYA CORP COMMON STOCK                                | CUSIP: 644150005<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       600 | NS      | $57467.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HU GROUP HOLDINGS INC                                                        | H.U. GROUP HOLDINGS INC COMMON STOCK                  | CUSIP: 635661002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $34946.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUFVUDSTADEN AB-A SHS                                                        | HUFVUDSTADEN AB A SHS COMMON STOCK SEK5.0             | CUSIP: 444913008<br>LEI: 213800UEV5ZAFFVQ4J85 | Long             | EC               | CORP              | SE        |      2521 | NS      | $35887.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                                                 | HUGO BOSS AG   ORD COMMON STOCK                       | CUSIP: ACI0232I5<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |      1343 | NS      | $77638.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HULIC REIT INC                                                               | HULIC REIT INC REIT                                   | CUSIP: BJ04C4909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        22 | NS      | $27400.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUTCHISON PORT HOLDINGS TRUST                                                | HUTCHISON PORT HOLDINGS TR U UNIT                     | CUSIP: B56ZM7906<br>LEI: 529900E8LS83XV4W6889 | Long             | EC               | CORP              | SG        |    188900 | NS      | $36551.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HYAKUJUSHI BANK LTD/THE                                                      | HYAKUJUSHI BANK LTD/THE COMMON STOCK                  | CUSIP: 665970000<br>LEI: 5493009ZQOZS8JYRQN62 | Long             | EC               | CORP              | JP        |      3000 | NS      | $43554.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO ONE LIMITED                                                            | HYDRO ONE LTD COMMON STOCK                            | CUSIP: 448811950<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      3057 | NS      | $81888.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SOCIEDAD ANONIMA                                                   | IBERDROLA SA COMMON STOCK EUR.75                      | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     57360 | NS      | $669591.29    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| IBIDEN CO LTD                                                                | IBIDEN CO LTD COMMON STOCK                            | CUSIP: 645610007<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      1800 | NS      | $64912.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL GROUP LTD                                                                | ICL GROUP LTD COMMON STOCK ILS1.0                     | CUSIP: 645553900<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     15162 | NS      | $109552.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON PLC                                                                     | ICON PLC COMMON STOCK EUR.06                          | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       537 | NS      | $104312.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                                                        | IDEMITSU KOSAN CO LTD COMMON STOCK                    | CUSIP: B1FF8P905<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      6712 | NS      | $157138.53    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC GROUP                                                  | IG GROUP HOLDINGS PLC COMMON STOCK GBP.00005          | CUSIP: B06QFB906<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |      4167 | NS      | $39262.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                                            | IGM FINANCIAL INC COMMON STOCK                        | CUSIP: 449586957<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |      1099 | NS      | $30681.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO LIMITED                                                                  | IGO LTD COMMON STOCK                                  | CUSIP: 643956907<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |      4775 | NS      | $43678.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI CORPORATION                                                              | IHI CORP COMMON STOCK                                 | CUSIP: 646698001<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      1900 | NS      | $55039.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IIDA GROUP HOLDINGS COLTD                                                    | IIDA GROUP HOLDINGS CO LTD COMMON STOCK               | CUSIP: ACI06XDV4<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |      2600 | NS      | $39475.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ILUKA RESOURCES LIMITED                                                      | ILUKA RESOURCES LTD COMMON STOCK                      | CUSIP: 695757005<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |      4721 | NS      | $30367.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                                      | IMCD NV COMMON STOCK EUR.16                           | CUSIP: ACI08PVG2<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |       467 | NS      | $66800.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                                                      | IMI PLC COMMON STOCK GBP.2857                         | CUSIP: BGLP8L902<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |      2591 | NS      | $40465.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                          | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     20295 | NS      | $505571.14    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL OIL LIMITED (CANADA)                                                | IMPERIAL OIL LTD COMMON STOCK                         | CUSIP: 453038960<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      4053 | NS      | $197411.63    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INCHCAPE PLC                                                                 | INCHCAPE PLC COMMON STOCK GBP.1                       | CUSIP: B61TVQ901<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |      3799 | NS      | $37508.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INCITEC PIVOT LIMITED                                                        | INCITEC PIVOT LTD COMMON STOCK                        | CUSIP: 667304901<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |     31206 | NS      | $79438.67     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIVIOR PLC                                                                 | INDIVIOR PLC COMMON STOCK USD.5                       | CUSIP: BN4HT3901<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |      2537 | NS      | $56774.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA (INDITEX)                                      | INDUSTRIA DE DISENO TEXTIL COMMON STOCK EUR.03        | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      3500 | NS      | $92963.63     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORPORATION                      | INDUSTRIAL + INFRASTRUCTURE REIT                      | CUSIP: B24HH6903<br>LEI: 353800WCHFY04YKYCI19 | Long             | EC               | CORP              | JP        |        22 | NS      | $25394.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUTRADE AB                                                                 | INDUTRADE AB COMMON STOCK SEK1.0                      | CUSIP: B0LDBX904<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |      1763 | NS      | $35752.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                  | INFORMA PLC COMMON STOCK GBP.001                      | CUSIP: BMJ6DW904<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      2791 | NS      | $20820.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS ITALIANE SPA                                         | INFRASTRUTTURE WIRELESS ITAL COMMON STOCK NPV         | CUSIP: ACI0CV4K5<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |      3529 | NS      | $35601.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV COMMON STOCK EUR.01                      | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     14081 | NS      | $171522.75    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SOCIMI SA                                              | INMOBILIARIA COLONIAL SOCIMI REIT EUR2.5              | CUSIP: BD0PJ0906<br>LEI: 95980020140005007414 | Long             | EC               | CORP              | ES        |      2164 | NS      | $13919.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORPORATION                                                            | INPEX CORP COMMON STOCK                               | CUSIP: B10RB1904<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     32300 | NS      | $347076.85    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| INSURANCE AUSTRALIA GROUP LIMITED                                            | INSURANCE AUSTRALIA GROUP COMMON STOCK                | CUSIP: 627102908<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |     10504 | NS      | $33766.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORPORATION                                                 | INTACT FINANCIAL CORP COMMON STOCK                    | CUSIP: 45823T957<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |       882 | NS      | $126965.01    | 0.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                            | INTERCONTINENTAL HOTELS GROU COMMON STOCK GBP.2085213 | CUSIP: BHJYC0905<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       576 | NS      | $33050.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERFOR CORPORATION                                                         | INTERFOR CORP COMMON STOCK                            | CUSIP: 45868C950<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |      1558 | NS      | $24163.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                                 | INTL CONSOLIDATED AIRLINE DI COMMON STOCK EUR.1       | CUSIP: B5M6XQ908<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |     92008 | NS      | $137014.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL DISTRIBUTIONS SERVICES PLC                                     | INTERNATIONAL DISTRIBUTIONS COMMON STOCK GBP.01       | CUSIP: BDVZYZ906<br>LEI: 213800TCZZU84G8Z2M70 | Long             | EC               | CORP              | GB        |     27095 | NS      | $69453.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNET INITIATIVE JAPAN                                                    | INTERNET INITIATIVE JAPAN COMMON STOCK                | CUSIP: B05H32900<br>LEI: 529900EOCJNAPUHDFR78 | Long             | EC               | CORP              | JP        |      2200 | NS      | $40756.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO COMMON STOCK NPV                      | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     13771 | NS      | $30508.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INVINCIBLE INVESTMENT CORPORATION                                            | INVINCIBLE INVESTMENT CORP REIT                       | CUSIP: B00STP902<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |       109 | NS      | $42236.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IREN SPA                                                                     | IREN SPA COMMON STOCK EUR1.                           | CUSIP: 478321904<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |     12572 | NS      | $19744.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS LTD                                               | ISETAN MITSUKOSHI HOLDINGS L COMMON STOCK             | CUSIP: B2Q4CL900<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     13100 | NS      | $142431.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL DISCOUNT BANK LIMITED                                                 | ISRAEL DISCOUNT BANK A COMMON STOCK ILS.1             | CUSIP: 645127903<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      9678 | NS      | $50808.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S (AKA: ISS HOLDINGS A/S)                                              | ISS A/S COMMON STOCK DKK1.0                           | CUSIP: BKJ9RT904<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |      2002 | NS      | $42375.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ISUZU MOTORS LIMITED                                                         | ISUZU MOTORS LTD COMMON STOCK                         | CUSIP: 646710004<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     14900 | NS      | $172733.76    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORPORATION                                                           | ITOCHU CORP COMMON STOCK                              | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      3900 | NS      | $122353.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOHAM YONEKYU HOLDINGS INC                                                  | ITOHAM YONEKYU HOLDINGS INC COMMON STOCK              | CUSIP: ACI0L13W6<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $36614.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IWATANI CORPORATION                                                          | IWATANI CORP COMMON STOCK                             | CUSIP: 646820001<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |       700 | NS      | $30657.59     | 0.03%             |  |  |  | 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        |      5000 | NS      | $45375.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                                              | SAINSBURY (J) PLC COMMON STOCK GBP.285714             | CUSIP: B019KW907<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |     47104 | NS      | $123545.19    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JAFCO GROUP CO LTD                                                           | JAFCO GROUP CO LTD COMMON STOCK                       | CUSIP: 647143007<br>LEI: 353800R7EWCVA2488G32 | Long             | EC               | CORP              | JP        |       900 | NS      | $15255.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                                  | JAMES HARDIE INDUSTRIES CDI CDI EUR.59                | CUSIP: 641297908<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      4478 | NS      | $80596.29     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN AIRLINES CO LTD                                                        | JAPAN AIRLINES CO LTD COMMON STOCK                    | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |      7100 | NS      | $144610.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCELLENT INC                                                          | JAPAN EXCELLENT INC REIT                              | CUSIP: B15T1R909<br>LEI: 35380015J62221TE0D86 | Long             | EC               | CORP              | JP        |        29 | NS      | $28878.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN HOTEL REIT INVESTMENT CORPORATION                                      | JAPAN HOTEL REIT INVESTMENT REIT                      | CUSIP: B1530B902<br>LEI: 353800L8KG849FP1JI68 | Long             | EC               | CORP              | JP        |       138 | NS      | $81158.30     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN LOGISTICS FUND INC                                                     | JAPAN LOGISTICS FUND INC REIT                         | CUSIP: B07NL1907<br>LEI: 3538004KZWISCQO70151 | Long             | EC               | CORP              | JP        |        16 | NS      | $38172.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN METROPOLITAN FUND INVESTMENT CORPORATION                               | JAPAN METROPOLITAN FUND INVE REIT                     | CUSIP: 651334906<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               | CORP              | JP        |        64 | NS      | $50912.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN PETROLEUM EXPLORATION CO LTD                                           | JAPAN PETROLEUM EXPLORATION COMMON STOCK              | CUSIP: 671169902<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |       600 | NS      | $17640.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST BANK COLTD                                                        | JAPAN POST BANK CO LTD COMMON STOCK                   | CUSIP: BYT816903<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      9300 | NS      | $79728.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                                                   | JAPAN POST HOLDINGS CO LTD COMMON STOCK               | CUSIP: BYT814908<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     64400 | NS      | $541858.79    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST INSURANCE CO LTD                                                  | JAPAN POST INSURANCE CO LTD COMMON STOCK              | CUSIP: BYT815905<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |      2300 | NS      | $40450.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN PRIME REALTY INVESTMENT CORPORATION                                    | JAPAN PRIME REALTY INVESTMEN REIT                     | CUSIP: 652817909<br>LEI: 353800NJOQJAY1ODEX72 | Long             | EC               | CORP              | JP        |         8 | NS      | $22502.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN PULP AND PAPER COMPANY LIMITED                                         | JAPAN PULP + PAPER CO LTD COMMON STOCK                | CUSIP: 647030006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $54256.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN REAL ESTATE INVESTMENT CORPORATION                                     | JAPAN REAL ESTATE INVESTMENT REIT                     | CUSIP: 639758903<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |         7 | NS      | $30746.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                            | JAPAN TOBACCO INC COMMON STOCK                        | CUSIP: 647453901<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     24600 | NS      | $495941.36    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                                             | JARDINE CYCLE + CARRIAGE LTD COMMON STOCK             | CUSIP: 624226007<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |      2500 | NS      | $53379.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LIMITED                                            | JARDINE MATHESON HLDGS LTD COMMON STOCK USD.25        | CUSIP: 647211002<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      1700 | NS      | $86480.42     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                                     | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001        | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       386 | NS      | $61493.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LIMITED                                                             | JB HI FI LTD COMMON STOCK                             | CUSIP: 670262906<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      1698 | NS      | $48395.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JERONIMO MARTINS SGPS SA                                                     | JERONIMO MARTINS COMMON STOCK EUR1.                   | CUSIP: B1Y1SQ901<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      2873 | NS      | $62158.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE HOLDINGS INC                                                             | JFE HOLDINGS INC COMMON STOCK                         | CUSIP: 654379908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21900 | NS      | $254116.53    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON MATTHEY PLC                                                          | JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245          | CUSIP: BZ4BQC900<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      3208 | NS      | $81987.42     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMP LIMITED                                                                  | AMP LTD COMMON STOCK                                  | CUSIP: 670995901<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |     62332 | NS      | $55434.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JTEKT CORPORATION                                                            | JTEKT CORP COMMON STOCK                               | CUSIP: 649708005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $48041.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| K S HOLDINGS CORP                                                            | K S HOLDINGS CORP COMMON STOCK                        | CUSIP: 648427003<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |      5400 | NS      | $46316.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                                       | K S AG REG COMMON STOCK                               | CUSIP: ACI00RQT4<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |      6473 | NS      | $127607.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KADOKAWA CORPORATION                                                         | KADOKAWA CORP COMMON STOCK                            | CUSIP: ACI099K53<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $47497.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KAGOME CO LTD                                                                | KAGOME CO LTD COMMON STOCK                            | CUSIP: 648077006<br>LEI: 549300QC5KRGKXSZKO90 | Long             | EC               | CORP              | JP        |      1400 | NS      | $32456.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KAJIMA CORPORATION                                                           | KAJIMA CORP COMMON STOCK                              | CUSIP: 648132009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $39566.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KAKEN PHARMACEUTICAL CO LTD                                                  | KAKEN PHARMACEUTICAL CO LTD COMMON STOCK              | CUSIP: 648164002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $38325.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KAMIGUMI                                                                     | KAMIGUMI CO LTD COMMON STOCK                          | CUSIP: 648266005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $34608.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KANDENKO                                                                     | KANDENKO CO LTD COMMON STOCK                          | CUSIP: 648358000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |      5500 | NS      | $35919.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KANEKA CORPORATION                                                           | KANEKA CORP COMMON STOCK                              | CUSIP: 648336006<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |      1300 | NS      | $32326.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KANEMATSU ELECTRONICS LTD                                                    | KANEMATSU ELECTRONICS LTD COMMON STOCK                | CUSIP: 648413003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $37133.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPLIFON SPA                                                                 | AMPLIFON SPA COMMON STOCK EUR.02                      | CUSIP: B14NJ7908<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |      1113 | NS      | $33233.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KANSAI ELECTRIC POWER CO INC                                                 | KANSAI ELECTRIC POWER CO INC COMMON STOCK             | CUSIP: 648348001<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     11700 | NS      | $113617.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KAO CORPORATION                                                              | KAO CORP COMMON STOCK                                 | CUSIP: 648380004<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      3400 | NS      | $134981.48    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWASAKI HEAVY INDUSTRIES LTD (KHI)                                          | KAWASAKI HEAVY INDUSTRIES COMMON STOCK                | CUSIP: 648462000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |      4800 | NS      | $111415.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWASAKI KISEN KAISHA                                                        | KAWASAKI KISEN KAISHA LTD COMMON STOCK                | CUSIP: 648468007<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      2600 | NS      | $55057.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPOL LIMITED                                                                | AMPOL LTD COMMON STOCK                                | CUSIP: BM9120908<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |      3976 | NS      | $76428.42     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORPORATION                                                             | KDDI CORP COMMON STOCK                                | CUSIP: 624899902<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     22900 | NS      | $694485.70    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| KEIO CORPORATION                                                             | KEIO CORP COMMON STOCK                                | CUSIP: 648736007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $25640.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KEMIRA OYJ                                                                   | KEMIRA OYJ COMMON STOCK                               | CUSIP: 451361901<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |      2326 | NS      | $35691.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KENEDIX OFFICE INVESTMENT CORPORATION                                        | KENEDIX OFFICE INVESTMENT CO REIT                     | CUSIP: B0C5Q5906<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               | CORP              | JP        |        11 | NS      | $26715.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL CORPORATION LIMITED                                                   | KEPPEL CORP LTD COMMON STOCK                          | CUSIP: B1VQ5C905<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |     11700 | NS      | $63451.18     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL DC REIT                                                               | KEPPEL DC REIT REIT                                   | CUSIP: ACI0B5V31<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     20900 | NS      | $27628.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING                                                                       | KERING COMMON STOCK EUR4.0                            | CUSIP: 550507909<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       210 | NS      | $106874.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KERRY GROUP PLC                                                              | KERRY GROUP PLC A COMMON STOCK EUR.125                | CUSIP: 451957906<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       890 | NS      | $80393.89     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KESKO OYJ                                                                    | KESKO OYJ B SHS COMMON STOCK                          | CUSIP: 449000900<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      5228 | NS      | $115518.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KEWPIE CORPORATION                                                           | KEWPIE CORP COMMON STOCK                              | CUSIP: 671450005<br>LEI: 529900LQQ53U4P4VZN24 | Long             | EC               | CORP              | JP        |      2000 | NS      | $36288.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KIKKOMAN CORPORATION                                                         | KIKKOMAN CORP COMMON STOCK                            | CUSIP: 649080009<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |       700 | NS      | $36845.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA HOLDINGS INC                                                             | ANA HOLDINGS INC COMMON STOCK                         | CUSIP: 601490006<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      5800 | NS      | $122832.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDEN CORPORATION                                                           | KINDEN CORP COMMON STOCK                              | CUSIP: 649292000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $31572.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGBOARD HOLDINGS LIMITED                                                   | KINGBOARD HOLDINGS LTD COMMON STOCK HKD.1             | CUSIP: 649131901<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | KY        |     10200 | NS      | $32345.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGBOARD LAMINATES HOLDINGS LIMITED                                         | KINGBOARD LAMINATES HLDG LTD COMMON STOCK HKD.1       | CUSIP: B1HHFV908<br>LEI: 529900B76JV9QCZINB33 | Long             | EC               | CORP              | KY        |     23000 | NS      | $25204.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                                               | KINGFISHER PLC COMMON STOCK GBP.157143                | CUSIP: 331952903<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     72480 | NS      | $205931.90    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PUBLIC LIMITED COMPANY                                        | KINGSPAN GROUP PLC COMMON STOCK EUR.13                | CUSIP: 449123900<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |       601 | NS      | $32540.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINTETSU GROUP HOLDINGS COLTD                                                | KINTETSU GROUP HOLDINGS CO L COMMON STOCK             | CUSIP: 649296001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $49524.40     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KIRIN HOLDINGS COMPANY LIMITED                                               | KIRIN HOLDINGS CO LTD COMMON STOCK                    | CUSIP: 649374006<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     10500 | NS      | $160035.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KIWI PROPERTY GROUP LIMITED                                                  | KIWI PROPERTY GROUP LTD COMMON STOCK                  | CUSIP: BTDY2M908<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     52519 | NS      | $30421.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                                                 | KLEPIERRE REIT EUR1.4                                 | CUSIP: 758255905<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      1698 | NS      | $39190.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KLOECKNER & CO SE                                                            | KLOECKNER + CO SE COMMON STOCK                        | CUSIP: B170DQ909<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |      3220 | NS      | $31615.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AKTIENGESELLSCHAFT                                              | KNORR BREMSE AG COMMON STOCK                          | CUSIP: ACI159PM3<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       512 | NS      | $27853.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOBE BUSSAN COLTD                                                            | KOBE BUSSAN CO LTD COMMON STOCK                       | CUSIP: B14RJB900<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |      1300 | NS      | $37467.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOBE STEEL LTD                                                               | KOBE STEEL LTD COMMON STOCK                           | CUSIP: 649602000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |     18800 | NS      | $91182.41     | 0.08%             |  |  |  | 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        |      2000 | NS      | $51924.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KOJAMO OYJ                                                                   | KOJAMO OYJ COMMON STOCK NPV                           | CUSIP: BFYR8L906<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |      2138 | NS      | $31618.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                                                  | KOMATSU LTD COMMON STOCK                              | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1700 | NS      | $36743.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KONAMI HOLDINGS CORP (AKA: KONAMI CORP)                                      | KONAMI GROUP CORP COMMON STOCK                        | CUSIP: 649668001<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       400 | NS      | $18145.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE OYJ                                                                     | KONE OYJ B COMMON STOCK                               | CUSIP: B09M9D905<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      2066 | NS      | $106960.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KONICA MINOLTA INC                                                           | KONICA MINOLTA INC COMMON STOCK                       | CUSIP: 649670007<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |     14400 | NS      | $57374.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                                | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK EUR.01      | CUSIP: BD0Q39902<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     26586 | NS      | $764381.07    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE DSM NV                                                           | KONINKLIJKE DSM NV COMMON STOCK EUR1.5                | CUSIP: B0HZL9902<br>LEI: 724500SNT1MK246AHP04 | Long             | EC               | CORP              | NL        |      1592 | NS      | $195488.93    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                           | KONINKLIJKE KPN NV COMMON STOCK EUR.04                | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     53682 | NS      | $166159.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE VOPAK NV                                                         | VOPAK COMMON STOCK EUR.5                              | CUSIP: 580942902<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |      1070 | NS      | $31828.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                                   | ANDRITZ AG COMMON STOCK                               | CUSIP: B1WVF6905<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |       736 | NS      | $42130.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KUBOTA CORPORATION                                                           | KUBOTA CORP COMMON STOCK                              | CUSIP: 649750007<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      2000 | NS      | $27322.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KUEHNE + NAGEL INTERNATIONAL AG                                              | KUEHNE   NAGEL INTL AG REG COMMON STOCK CHF1.0        | CUSIP: B142S6906<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       539 | NS      | $125308.11    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KURITA WATER INDUSTRIES LTD                                                  | KURITA WATER INDUSTRIES LTD COMMON STOCK              | CUSIP: 649796000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |       800 | NS      | $33043.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KYUSHU ELECTRIC POWER CO                                                     | KYUSHU ELECTRIC POWER CO INC COMMON STOCK             | CUSIP: 649980000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |     10200 | NS      | $57654.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KYUSHU RAILWAY COMPANY                                                       | KYUSHU RAILWAY COMPANY COMMON STOCK                   | CUSIP: ACI0Q0RP2<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |      2000 | NS      | $44287.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| L'OREAL SA (LOREAL)                                                          | L OREAL COMMON STOCK EUR.2                            | CUSIP: 405780909<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       139 | NS      | $49775.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LAIR LIQUIDE SA                                                              | AIR LIQUIDE SA COMMON STOCK EUR5.5                    | CUSIP: B1YXBJ905<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1138 | NS      | $161522.35    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                           | ANGLO AMERICAN PLC COMMON STOCK USD.54945             | CUSIP: B1XZS8907<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      7363 | NS      | $288334.14    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LANDIS+GYR GROUP AG                                                          | LANDIS GYR GROUP AG COMMON STOCK CHF10.0              | CUSIP: BF41XY900<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |       600 | NS      | $42408.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LAWSON INC                                                                   | LAWSON INC COMMON STOCK                               | CUSIP: 626691901<br>LEI: 529900IWO8XQO92PR233 | Long             | EC               | CORP              | JP        |       800 | NS      | $30584.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                                            | LEG IMMOBILIEN SE COMMON STOCK                        | CUSIP: B9G6L8900<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |       993 | NS      | $64762.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND                                                                      | LEGRAND SA COMMON STOCK EUR4.0                        | CUSIP: B11ZRK906<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       533 | NS      | $42736.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDLEASE GROUP                                                              | LENDLEASE GROUP STAPLED SECURITY                      | CUSIP: 651200008<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |      6788 | NS      | $36031.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LENZING AG                                                                   | LENZING AG COMMON STOCK                               | CUSIP: 451233001<br>LEI: 529900BKFJBI0QRDJH63 | Long             | EC               | CORP              | AT        |       222 | NS      | $12995.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO SPA (AKA: LEONARDO-FINMECCANICA SPA)                                | LEONARDO SPA COMMON STOCK EUR4.4                      | CUSIP: B0DJNG904<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      9889 | NS      | $85290.25     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                   | ANHEUSER BUSCH INBEV SA/NV COMMON STOCK               | CUSIP: ACI0PX3F9<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      1262 | NS      | $76011.44     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ANIMA HOLDING SPA                                                            | ANIMA HOLDING SPA COMMON STOCK NPV                    | CUSIP: ACI0854F8<br>LEI: 549300T1EREIRH8ICX03 | Long             | EC               | CORP              | IT        |      7638 | NS      | $30577.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDT & SPRUENGLI AG                                                         | CHOCOLADEFABRIKEN LINDT PC COMMON STOCK CHF10.0       | CUSIP: 596228908<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         8 | NS      | $81520.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LINK REAL ESTATE INVESTMENT TRUST                                            | LINK REIT REIT                                        | CUSIP: B0PB4M906<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |      8900 | NS      | $65124.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LIXIL CORPORATION (AKA: JS GROUP CORP)                                       | LIXIL CORP COMMON STOCK                               | CUSIP: 690021001<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |      2000 | NS      | $30152.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                                                     | LOBLAW COMPANIES LTD COMMON STOCK                     | CUSIP: 539481952<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      1940 | NS      | $171533.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                                                    | LOGITECH INTERNATIONAL REG COMMON STOCK CHF.25        | CUSIP: B18ZRK909<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       923 | NS      | $57234.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                              | LONDON STOCK EXCHANGE GROUP COMMON STOCK GBP.06918605 | CUSIP: B0SWJX907<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      1139 | NS      | $97864.24     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDONMETRIC PROPERITY PLC                                                   | LONDONMETRIC PROPERTY PLC REIT GBP.1                  | CUSIP: B4WFW7903<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               | CORP              | GB        |     11622 | NS      | $24124.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTUS BAKERIES                                                               | LOTUS BAKERIES COMMON STOCK                           | CUSIP: 422499004<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |         5 | NS      | $33859.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSELL LIMITED                                                               | ANSELL LTD COMMON STOCK                               | CUSIP: 628661001<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |      1349 | NS      | $25911.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                                      | LULULEMON ATHLETICA INC COMMON STOCK USD.005          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       154 | NS      | $49338.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY-LOUIS VUITTON SE                                          | LVMH MOET HENNESSY LOUIS VUI COMMON STOCK EUR.3       | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       539 | NS      | $392226.18    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                                      | M+G PLC COMMON STOCK GBP.05                           | CUSIP: BKFB1C908<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     59862 | NS      | $135363.41    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 INC                                                                       | M3 INC COMMON STOCK                                   | CUSIP: B02K2M903<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |       800 | NS      | $21730.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MACNICA HOLDINGS INC                                                         | MACNICA FUJI ELECTRONICS HOL COMMON STOCK             | CUSIP: ACI0BXWY1<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $40229.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                      | MAGNA INTERNATIONAL INC COMMON STOCK                  | CUSIP: 559222955<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      6002 | NS      | $337158.14    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MAN GROUP PLC                                                                | MAN GROUP PLC/JERSEY COMMON STOCK USD.03428571        | CUSIP: BJ1DLW906<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |     16897 | NS      | $43473.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPFRE SA                                                                    | MAPFRE SA COMMON STOCK EUR.1                          | CUSIP: B1G40S901<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |     60295 | NS      | $116640.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLE LEAF FOODS INC                                                         | MAPLE LEAF FOODS INC COMMON STOCK                     | CUSIP: 564905958<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |      1080 | NS      | $19502.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLETREE INDUSTRIAL TRUST                                                   | MAPLETREE INDUSTRIAL TRUST REIT                       | CUSIP: ACI009VU5<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               | CORP              | SG        |     18835 | NS      | $31211.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                              | ANTOFAGASTA PLC COMMON STOCK GBP.05                   | CUSIP: 004561908<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      3105 | NS      | $57962.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKS AND SPENCER GROUP PLC                                                  | MARKS + SPENCER GROUP PLC COMMON STOCK GBP.01         | CUSIP: 312748908<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     42583 | NS      | $62820.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MARR SPA                                                                     | MARR SPA COMMON STOCK EUR.5                           | CUSIP: B0B87F900<br>LEI: 815600576D5536AC7B34 | Long             | EC               | CORP              | IT        |      1729 | NS      | $21108.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORPORATION                                                         | MARUBENI CORP COMMON STOCK                            | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     38400 | NS      | $439908.35    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUHA NICHIRO CORPORATION                                                   | MARUHA NICHIRO CORP COMMON STOCK                      | CUSIP: ACI07YZS4<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |      1800 | NS      | $34251.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MATSUKIYOCOCOKARA & CO                                                       | MATSUKIYOCOCOKARA + CO COMMON STOCK                   | CUSIP: B249GC909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $10052.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAXELL HOLDINGS LTD (AKA HITACHI MAXWELL LTD)                                | MAXELL LTD COMMON STOCK                               | CUSIP: 642938005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $29772.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MAZDA MOTOR CORPORATION                                                      | MAZDA MOTOR CORP COMMON STOCK                         | CUSIP: 690030002<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     25500 | NS      | $191149.24    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD S HOLDINGS CO JAPAN                                                 | MCDONALD S HOLDINGS CO JAPAN COMMON STOCK             | CUSIP: 637186909<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |       900 | NS      | $34205.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AOZORA BANK LTD                                                              | AOZORA BANK LTD COMMON STOCK                          | CUSIP: B1G185909<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |      2100 | NS      | $41274.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC (AKA: ASHIKAGA HOLDINGS CO LTD)                   | MEBUKI FINANCIAL GROUP INC COMMON STOCK               | CUSIP: BH0VTS902<br>LEI: 353800K1RXV3E3JAE812 | Long             | EC               | CORP              | JP        |     19800 | NS      | $50318.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIASET ESPANA COMUNICACION SA                                              | MEDIASET ESPANA COMUNICACION COMMON STOCK EUR.5       | CUSIP: B01G2K907<br>LEI: 95980020140005021479 | Long             | EC               | CORP              | ES        |       826 | NS      | $2930.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                                                     | MEDIBANK PRIVATE LTD COMMON STOCK                     | CUSIP: BRTNNQ907<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     44356 | NS      | $88491.94     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDICEO PALTAC HOLDINGS CO LTD                                               | MEDIPAL HOLDINGS CORP COMMON STOCK                    | CUSIP: 678209909<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |      3700 | NS      | $48903.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDICLINIC INTERNATIONAL PLC                                                 | MEDICLINIC INTERNATIONAL PLC COMMON STOCK GBP.1       | CUSIP: B8HX8Z907<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |      5460 | NS      | $32687.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC (AKA: MEDTRONIC INC)                                           | MEDTRONIC PLC COMMON STOCK USD.1                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      4327 | NS      | $336294.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                                              | MEG ENERGY CORP COMMON STOCK                          | CUSIP: 552704959<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |      5777 | NS      | $80425.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER - MAERSK A/S                                                       | AP MOLLER MAERSK A/S B COMMON STOCK DKK1000.0         | CUSIP: 425304003<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       127 | NS      | $284302.66    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI HOLDINGS CO LTD                                                        | MEIJI HOLDINGS CO LTD COMMON STOCK                    | CUSIP: B60DQV902<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |      2100 | NS      | $107642.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC                                                                       | MEITEC CORP COMMON STOCK                              | CUSIP: 657635009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $23582.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS & ENTERTAINMENT LIMITED                                        | MELCO RESORTS + ENTERT ADR ADR USD.01                 | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | KY        |      1269 | NS      | $14593.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                                       | MERCEDES BENZ GROUP AG COMMON STOCK NPV               | CUSIP: 552902900<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      6615 | NS      | $432587.05    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                                   | MERCK KGAA COMMON STOCK                               | CUSIP: 474184900<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |       582 | NS      | $112291.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MERIDIAN ENERGY LIMITED                                                      | MERIDIAN ENERGY LTD COMMON STOCK                      | CUSIP: BWFD05904<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      9489 | NS      | $31562.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| METCASH LIMITED                                                              | METCASH LTD COMMON STOCK                              | CUSIP: B0744W900<br>LEI: 25490065W4SN3LZMX216 | Long             | EC               | CORP              | AU        |     24209 | NS      | $65467.44     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                         | METHANEX CORP COMMON STOCK                            | CUSIP: 59151K959<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |      1621 | NS      | $61368.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO AG (AKA: METRO WHOLESALE & FOOD SPECIALIST AG)                         | METRO AG COMMON STOCK                                 | CUSIP: ACI0W3ZM7<br>LEI: 5299006EQ03K3SSUYS12 | Long             | EC               | CORP              | DE        |      5414 | NS      | $52513.22     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO INC                                                                    | METRO INC/CN COMMON STOCK                             | CUSIP: 59162N950<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      2118 | NS      | $117272.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLE TELEVISION SA (AKA: M6 METROPOLE TELEVISION SA)                    | M6 METROPOLE TELEVISION COMMON STOCK EUR.4            | CUSIP: 599390903<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |      1903 | NS      | $31272.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| METSO OUTOTEC OYJ                                                            | METSO OUTOTEC OYJ COMMON STOCK                        | CUSIP: B1FN8X901<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      1267 | NS      | $13046.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MEDIAFOREUROPE NV                                                        | MFE MEDIAFOREUROPE NV CL A COMMON STOCK               | CUSIP: BMFL6H906<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     30822 | NS      | $11941.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APA GROUP                                                                    | APA GROUP STAPLED SECURITY                            | CUSIP: 624730909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6343 | NS      | $46363.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MEDIAFOREUROPE NV                                                        | MFE MEDIAFOREUROPE NV CL B COMMON STOCK EUR.6         | CUSIP: BNM57X905<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     10816 | NS      | $6508.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHELIN (COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA)                | MICHELIN (CGDE) COMMON STOCK EUR.5                    | CUSIP: BPBPJ0907<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      2988 | NS      | $83237.52     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRO FOCUS INTERNATIONAL PLC                                                | MICRO FOCUS INTERNATIONAL COMMON STOCK GBP.1          | CUSIP: BJ1F4N900<br>LEI: 213800F8E4X648142844 | Long             | EC               | CORP              | GB        |     13529 | NS      | $86666.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                           | MILLICOM INTL CELLULAR SDR SDR USD1.5                 | CUSIP: B00L2M903<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |       926 | NS      | $11732.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI INC (AKA: MINEBEA CO)                                        | MINEBEA MITSUMI INC COMMON STOCK                      | CUSIP: 664240009<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |      2600 | NS      | $38521.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                                    | MINERAL RESOURCES LTD COMMON STOCK                    | CUSIP: B17ZL5909<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |       951 | NS      | $49886.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRT ONE CORP                                                                | MIRAIT ONE CORP COMMON STOCK                          | CUSIP: B64KR6906<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |      2400 | NS      | $27660.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS PLC                                                      | MITCHELLS + BUTLERS PLC COMMON STOCK GBP.0854167      | CUSIP: B1FP6H903<br>LEI: 213800JHYNDNB1NS2W10 | Long             | EC               | CORP              | GB        |     11448 | NS      | $18854.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORPORATION                                        | MITSUBISHI CHEMICAL GROUP CO COMMON STOCK             | CUSIP: B0JQTJ900<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     28300 | NS      | $146509.63    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CORPORATION                                                       | MITSUBISHI CORP COMMON STOCK                          | CUSIP: 659678007<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      3700 | NS      | $120119.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE COMPANY LIMITED                                            | MITSUBISHI ESTATE CO LTD COMMON STOCK                 | CUSIP: 659672000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      2300 | NS      | $29793.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD (MHI)                                        | MITSUBISHI HEAVY INDUSTRIES COMMON STOCK              | CUSIP: 659706006<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     10900 | NS      | $430730.29    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI MATERIALS CORPORATION                                             | MITSUBISHI MATERIALS CORP COMMON STOCK                | CUSIP: 659708002<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |      2100 | NS      | $33186.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI MOTORS CORPORATION                                                | MITSUBISHI MOTORS CORP COMMON STOCK                   | CUSIP: 659844005<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |     21400 | NS      | $81268.55     | 0.08%             |  |  |  | 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        |      1600 | NS      | $37863.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                    | MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK             | CUSIP: 633517909<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     30500 | NS      | $204759.10    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO LTD                                                              | MITSUI + CO LTD COMMON STOCK                          | CUSIP: 659730006<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      4400 | NS      | $128153.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI CHEMICALS INC                                                         | MITSUI CHEMICALS INC COMMON STOCK                     | CUSIP: 659736003<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |      3000 | NS      | $67382.39     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI DM SUGAR HOLDINGS CO LTD                                              | MITSUI DM SUGAR HOLDINGS CO COMMON STOCK              | CUSIP: 659756001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $36556.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                                        | MITSUI FUDOSAN CO LTD COMMON STOCK                    | CUSIP: 659760003<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      2000 | NS      | $36553.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI OSK LINES LTD                                                         | MITSUI OSK LINES LTD COMMON STOCK                     | CUSIP: 659758007<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     12900 | NS      | $322343.02    | 0.30%             |  |  |  | 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        |      1293 | NS      | $41731.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                   | MIZUHO FINANCIAL GROUP INC COMMON STOCK               | CUSIP: 659101901<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     14000 | NS      | $197236.06    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MONADELPHOUS GROUP LIMITED                                                   | MONADELPHOUS GROUP LTD COMMON STOCK                   | CUSIP: 660047903<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |      1177 | NS      | $10694.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APERAM                                                                       | APERAM COMMON STOCK                                   | CUSIP: B58C6H901<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |       987 | NS      | $31301.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MONCLER SPA                                                                  | MONCLER SPA COMMON STOCK NPV                          | CUSIP: ACI07BQ96<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       760 | NS      | $40383.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDI PLC                                                                    | MONDI PLC COMMON STOCK EUR.2                          | CUSIP: B1CRLC906<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |      2133 | NS      | $36070.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MONOTARO CO LTD                                                              | MONOTARO CO LTD COMMON STOCK                          | CUSIP: B1GHR8907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8451.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN SINDALL GROUP PLC                                                     | MORGAN SINDALL GROUP PLC COMMON STOCK GBP.05          | CUSIP: 080856008<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |      1289 | NS      | $23966.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORI HILLS REIT INVESTMENT CORPORATION                                       | MORI HILLS REIT INVESTMENT C REIT                     | CUSIP: B1GF9P903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        23 | NS      | $27493.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORI TRUST SOGO REIT INC                                                     | MORI TRUST SOGO REIT INC REIT                         | CUSIP: 672955903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        29 | NS      | $32414.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORINAGA & CO LTD                                                            | MORINAGA + CO LTD COMMON STOCK                        | CUSIP: 660260001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $41771.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORINAGA MILK INDUSTRY CO LTD                                                | MORINAGA MILK INDUSTRY CO COMMON STOCK                | CUSIP: 660264003<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |       800 | NS      | $30378.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MOWI ASA (AKA: MARINE HARVEST ASA)                                           | MOWI ASA COMMON STOCK NOK7.5                          | CUSIP: B02L48900<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      5023 | NS      | $85593.39     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC                                           | MS+AD INSURANCE GROUP HOLDIN COMMON STOCK             | CUSIP: B2Q4CS905<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      5100 | NS      | $163046.13    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR CORP                                                                     | MTR CORP COMMON STOCK                                 | CUSIP: 629005901<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |     20000 | NS      | $105777.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                                          | MTU AERO ENGINES AG COMMON STOCK                      | CUSIP: B09DHL908<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       285 | NS      | $61313.53     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE)                     | MUENCHENER RUECKVER AG REG COMMON STOCK               | CUSIP: 529412900<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       315 | NS      | $101893.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MURATA MANUFACTURING CO LTD                                                  | MURATA MANUFACTURING CO LTD COMMON STOCK              | CUSIP: 661040006<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      2100 | NS      | $103561.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NAGASE & CO LTD                                                              | NAGASE + CO LTD COMMON STOCK                          | CUSIP: 661982009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $39294.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NAGOYA RAILROAD                                                              | NAGOYA RAILROAD CO LTD COMMON STOCK                   | CUSIP: 661986000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |      2000 | NS      | $32968.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NANKAI ELECTRIC RAILWAY CO LTD                                               | NANKAI ELECTRIC RAILWAY CO COMMON STOCK               | CUSIP: 662147008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $38864.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NANTO BANK LTD/THE                                                           | NANTO BANK LTD/THE COMMON STOCK                       | CUSIP: 662152008<br>LEI: 353800923E4YW3IDES52 | Long             | EC               | CORP              | JP        |      2900 | NS      | $56387.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                              | NATIONAL AUSTRALIA BANK LTD COMMON STOCK              | CUSIP: 662460005<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     12257 | NS      | $248861.30    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                            | NATIONAL GRID PLC COMMON STOCK GBP.1243129            | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     28212 | NS      | $337961.49    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURGY ENERGY GROUP SA                                                      | NATURGY ENERGY GROUP SA COMMON STOCK EUR1.0           | CUSIP: 565042900<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      6328 | NS      | $164458.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC COMMON STOCK GBP1.0769              | CUSIP: BM8PJY904<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     36477 | NS      | $116333.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC CORPORATION                                                              | NEC CORP COMMON STOCK                                 | CUSIP: 664040003<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      5100 | NS      | $178853.06    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                                    | NESTE OYJ COMMON STOCK                                | CUSIP: B06YV4907<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      3005 | NS      | $138581.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                                                    | NESTLE SA REG COMMON STOCK CHF.1                      | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      8840 | NS      | $1021102.68   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| NETLINK NBN TRUST                                                            | NETLINK NBN MANAGEMENT PTE L UNIT                     | CUSIP: BF5GLW903<br>LEI: 25490032IBVZHHXJIM98 | Long             | EC               | CORP              | SG        |     44900 | NS      | $27827.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW HOPE CORPORATION LIMITED                                                 | NEW HOPE CORP LTD COMMON STOCK                        | CUSIP: 668196900<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |      2643 | NS      | $11350.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW WORLD DEVELOPMENT COMPANY LIMITED                                        | NEW WORLD DEVELOPMENT COMMON STOCK                    | CUSIP: 935NIG907<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |     19000 | NS      | $53298.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWCREST MINING LIMITED                                                      | NEWCREST MINING LTD COMMON STOCK                      | CUSIP: 663710002<br>LEI: 5299006MN50OZJUJI655 | Long             | EC               | CORP              | AU        |      4956 | NS      | $69494.56     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXANS                                                                       | NEXANS SA COMMON STOCK EUR1.0                         | CUSIP: 713083905<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |       664 | NS      | $60098.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON CO LTD                                                                 | NEXON CO LTD COMMON STOCK                             | CUSIP: B63QM7907<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      1800 | NS      | $40411.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXT PLC                                                                     | NEXT PLC COMMON STOCK GBP.1                           | CUSIP: 320898901<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1037 | NS      | $72663.32     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NH FOODS LTD                                                                 | NH FOODS LTD COMMON STOCK                             | CUSIP: 664076007<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |      2700 | NS      | $75381.21     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NHK SPRING CO LTD                                                            | NHK SPRING CO LTD COMMON STOCK                        | CUSIP: 661964007<br>LEI: 35380033IJ3XRDV8VH57 | Long             | EC               | CORP              | JP        |      4000 | NS      | $25433.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIB HOLDINGS LTD/AUSTRALIA                                                   | NIB HOLDINGS LTD COMMON STOCK                         | CUSIP: B28ZM6903<br>LEI: 529900SPKHL951XMJC07 | Long             | EC               | CORP              | AU        |      5689 | NS      | $29752.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NICE LTD (AKA: NICE SYSTEMS LTD)                                             | NICE LTD COMMON STOCK ILS1.0                          | CUSIP: 664713906<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       169 | NS      | $32511.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NICHIREI CORPORATION                                                         | NICHIREI CORP COMMON STOCK                            | CUSIP: 664086006<br>LEI: 529900MX3GPXXKO0MT06 | Long             | EC               | CORP              | JP        |       700 | NS      | $15295.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKON CORPORATION                                                            | NIKON CORP COMMON STOCK                               | CUSIP: 664232006<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |      5400 | NS      | $47750.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NINE ENTERTAINMENT CO HOLDINGS PTY LTD (AKA: PBL MEDIA)                      | NINE ENTERTAINMENT CO HOLDIN COMMON STOCK             | CUSIP: BGQV18900<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |      5940 | NS      | $7410.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                                              | NINTENDO CO LTD COMMON STOCK                          | CUSIP: 663955003<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      7800 | NS      | $327963.26    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPN CORPORATION                                                            | NIPPN CORP COMMON STOCK                               | CUSIP: 664074002<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |      2900 | NS      | $35668.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON ACCOMMODATIONS FUND                                                   | NIPPON ACCOMMODATIONS FUND REIT                       | CUSIP: B182BB909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         3 | NS      | $13763.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON BUILDING FUND INC                                                     | NIPPON BUILDING FUND INC REIT                         | CUSIP: 639680909<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |         9 | NS      | $40246.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON ELECTRIC GLASS                                                        | NIPPON ELECTRIC GLASS CO LTD COMMON STOCK             | CUSIP: 664266004<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |      3000 | NS      | $53243.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON GAS CO LTD                                                            | NIPPON GAS CO LTD COMMON STOCK                        | CUSIP: 664006004<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |       800 | NS      | $12519.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON LIGHT METAL HOLDINGS COMPANY LTD                                      | NIPPON LIGHT METAL HOLDINGS COMMON STOCK              | CUSIP: B51WP2906<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |      1000 | NS      | $11480.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON PAPER INDUSTRIES CO LTD                                               | NIPPON PAPER INDUSTRIES CO L COMMON STOCK             | CUSIP: B8B8PJ905<br>LEI: 3538007UWR5N9X8B8S30 | Long             | EC               | CORP              | JP        |     12500 | NS      | $92654.81     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON PROLOGIS REIT INC                                                     | NIPPON PROLOGIS REIT INC REIT                         | CUSIP: B98BC6902<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               | CORP              | JP        |        15 | NS      | $35168.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORPORATION                                                     | NIPPON STEEL CORP COMMON STOCK                        | CUSIP: 664256005<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     29700 | NS      | $515328.40    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL TRADING CORPORATION                                             | NIPPON STEEL TRADING CORP COMMON STOCK                | CUSIP: 664688900<br>LEI: 353800F2E977DJG1MD36 | Long             | EC               | CORP              | JP        |       700 | NS      | $49041.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH & TELEPHONE CORP (NTT)                                      | NIPPON TELEGRAPH + TELEPHONE COMMON STOCK             | CUSIP: 664137007<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     24700 | NS      | $704407.08    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEVISION HOLDINGS INC                                               | NIPPON TELEVISION HOLDINGS COMMON STOCK               | CUSIP: 664406006<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |      4700 | NS      | $37074.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON YUSEN KABUSHIKI KAISHA                                                | NIPPON YUSEN KK COMMON STOCK                          | CUSIP: 664396009<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     22600 | NS      | $532922.55    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| NISHI-NIPPON FINANCIAL HOLDINGS INC                                          | NISHI NIPPON FINANCIAL HOLDI COMMON STOCK             | CUSIP: ACI0PMHS0<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $81116.18     | 0.08%             |  |  |  | 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        |      2900 | NS      | $34188.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN CHEMICAL CORP (AKA: NISSAN CHEMICAL INDUSTRIES LTD)                   | NISSAN CHEMICAL CORP COMMON STOCK                     | CUSIP: 664158003<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |       600 | NS      | $26164.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO LTD COMMON STOCK                      | CUSIP: 664286002<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     86900 | NS      | $271946.86    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ARATA CORPORATION                                                            | ARATA CORP COMMON STOCK                               | CUSIP: 651751901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $3180.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSHIN OILLIO GROUP LTD/THE                                                 | NISSHIN OILLIO GROUP LTD/THE COMMON STOCK             | CUSIP: 664104007<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |      1400 | NS      | $34947.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSHIN SEIFUN GROUP INC                                                     | NISSHIN SEIFUN GROUP INC COMMON STOCK                 | CUSIP: 664096005<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |      2900 | NS      | $36447.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSHINBO HOLDINGS INC                                                       | NISSHINBO HOLDINGS INC COMMON STOCK                   | CUSIP: 664292000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |      5800 | NS      | $42742.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSIN FOODS HOLDINGS CO LTD                                                 | NISSIN FOODS HOLDINGS CO LTD COMMON STOCK             | CUSIP: 664176005<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |       600 | NS      | $47516.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NITORI HOLDINGS CO LTD                                                       | NITORI HOLDINGS CO LTD COMMON STOCK NPV               | CUSIP: 664480902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $39198.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO DENKO CORPORATION                                                      | NITTO DENKO CORP COMMON STOCK                         | CUSIP: 664180007<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      1800 | NS      | $103670.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                                            | ARC RESOURCES LTD COMMON STOCK                        | CUSIP: 00208D960<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      9582 | NS      | $129151.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                                                  | NN GROUP NV COMMON STOCK EUR.12                       | CUSIP: BNG8PQ901<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      4986 | NS      | $203888.42    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCADIS NV                                                                   | ARCADIS NV COMMON STOCK EUR.02                        | CUSIP: 576920904<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |      1049 | NS      | $41299.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK                                                                          | NOK CORP COMMON STOCK                                 | CUSIP: 664242005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $33437.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA REAL ESTATE MASTER FUND INC                                           | NOMURA REAL ESTATE MASTER FU REIT                     | CUSIP: ACI0GQTT6<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               | CORP              | JP        |        30 | NS      | $37166.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                             | ARCELORMITTAL COMMON STOCK                            | CUSIP: ACI0V4RB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     19217 | NS      | $506985.52    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA RESEARCH INSTITUTE LTD                                                | NOMURA RESEARCH INSTITUTE LT COMMON STOCK             | CUSIP: 639092907<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      2400 | NS      | $57057.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                              | NORDEA BANK ABP COMMON STOCK EUR1.0                   | CUSIP: BYZF9J904<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      7490 | NS      | $80232.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NORSK HYDRO A.S.                                                             | NORSK HYDRO ASA COMMON STOCK NOK1.098                 | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     19009 | NS      | $142042.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTH WEST CO INC/THE                                                        | NORTH WEST CO INC/THE COMMON STOCK                    | CUSIP: 663278968<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               | CORP              | CA        |      1121 | NS      | $29449.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                  | NORTHERN STAR RESOURCES LTD COMMON STOCK              | CUSIP: 671745909<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      5758 | NS      | $43088.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHLAND POWER INC                                                          | NORTHLAND POWER INC COMMON STOCK                      | CUSIP: 666511951<br>LEI: 549300IT8CIDW8V5KX72 | Long             | EC               | CORP              | CA        |      1646 | NS      | $45137.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                                                  | NOVARTIS AG REG COMMON STOCK CHF.5                    | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4130 | NS      | $373754.34    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                                             | NOVO NORDISK A/S B COMMON STOCK DKK.2                 | CUSIP: ACI07GG13<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     10706 | NS      | $1454041.41   | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVOZYMES A/S                                                                | NOVOZYMES A/S B SHARES COMMON STOCK DKK2.0            | CUSIP: B798FW902<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      1608 | NS      | $81579.74     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK LTD                                                                      | NSK LTD COMMON STOCK                                  | CUSIP: 664154002<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |     14300 | NS      | $75399.63     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NTN CORPORATION                                                              | NTN CORP COMMON STOCK                                 | CUSIP: 665118006<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |     16600 | NS      | $32893.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT UD REIT INVESTMENT CORPORATION                                           | NTT UD REIT INVESTMENT CORP REIT                      | CUSIP: 654380906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        34 | NS      | $35495.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NUFARM LIMITED                                                               | NUFARM LTD COMMON STOCK                               | CUSIP: 633533906<br>LEI: 529900QVU58IVMPRWJ98 | Long             | EC               | CORP              | AU        |      2587 | NS      | $10785.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                  | NUTRIEN LTD COMMON STOCK                              | CUSIP: 67077M959<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      1534 | NS      | $111991.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NWS HOLDINGS LIMITED                                                         | NWS HOLDINGS LTD COMMON STOCK HKD1.0                  | CUSIP: 656835907<br>LEI: 2549002WHK9XGQC01O62 | Long             | EC               | CORP              | BM        |     39000 | NS      | $33664.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                        | NXP SEMICONDUCTORS NV COMMON STOCK                    | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       937 | NS      | $148074.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCIONA SA                                                                   | ACCIONA SA COMMON STOCK EUR1.                         | CUSIP: 557910908<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       261 | NS      | $48032.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OBAYASHI CORPORATION                                                         | OBAYASHI CORP COMMON STOCK                            | CUSIP: 665640009<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |      7100 | NS      | $53630.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                                                  | OBIC CO LTD COMMON STOCK                              | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $44042.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OERSTED A/S (AKA: DONG ENERGY A/S)                                           | ORSTED A/S COMMON STOCK DKK10.0                       | CUSIP: BYT16L900<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |       672 | NS      | $60752.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OIL REFINERIES LTD                                                           | OIL REFINERIES LTD COMMON STOCK ILS1.                 | CUSIP: B1S058905<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |    161744 | NS      | $56698.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OJI HOLDINGS CORPORATION                                                     | OJI HOLDINGS CORP COMMON STOCK                        | CUSIP: 665770004<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     12100 | NS      | $48871.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OKINAWA ELECTRIC POWER CO INC/THE                                            | OKINAWA ELECTRIC POWER CO COMMON STOCK                | CUSIP: 665805008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $32240.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS CORPORATION                                                          | OLYMPUS CORP COMMON STOCK                             | CUSIP: 665880001<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      5600 | NS      | $98770.45     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON CORPORATION                                                            | OMRON CORP COMMON STOCK                               | CUSIP: 665942009<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |       900 | NS      | $43495.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                       | OMV AG COMMON STOCK                                   | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1857 | NS      | $95525.83     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEX CORPORATION                                                             | ONEX CORPORATION COMMON STOCK                         | CUSIP: 68272K954<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |       584 | NS      | $28160.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL                                                           | ONO PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 666010004<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |      1700 | NS      | $39735.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                        | OPEN TEXT CORP COMMON STOCK                           | CUSIP: 683715957<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       915 | NS      | $27112.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LIMITED                                                   | ARISTOCRAT LEISURE LTD COMMON STOCK                   | CUSIP: 625398904<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       921 | NS      | $18977.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA (AKA: FRANCE TELECOM SA)                                           | ORANGE COMMON STOCK EUR4.0                            | CUSIP: 517617908<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     67895 | NS      | $673662.01    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LIMITED                                                                | ORICA LTD COMMON STOCK                                | CUSIP: 645800004<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3132 | NS      | $32022.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIENTAL LAND CO LTD                                                         | ORIENTAL LAND CO LTD COMMON STOCK                     | CUSIP: 664889904<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |       800 | NS      | $116419.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY LIMITED                                                        | ORIGIN ENERGY LTD COMMON STOCK                        | CUSIP: 621486901<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     36401 | NS      | $190520.06    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ORION OYJ                                                                    | ORION OYJ CLASS B COMMON STOCK EUR.65                 | CUSIP: B17NY4905<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      1466 | NS      | $80370.54     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX JREIT INC                                                               | ORIX JREIT INC REIT                                   | CUSIP: 652777905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        27 | NS      | $38303.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                                                    | ORKLA ASA COMMON STOCK NOK1.25                        | CUSIP: B1VQF4902<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      9060 | NS      | $65389.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORRON ENERGY AB                                                              | ORRON ENERGY AB COMMON STOCK SEK.01                   | CUSIP: 718762909<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |     32738 | NS      | $70758.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO LTD                                                             | OSAKA GAS CO LTD COMMON STOCK                         | CUSIP: 666176003<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      6200 | NS      | $99901.22     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA CORPORATION                                                           | OTSUKA CORP COMMON STOCK                              | CUSIP: 626705909<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       400 | NS      | $12608.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                                                       | OTSUKA HOLDINGS CO LTD COMMON STOCK                   | CUSIP: B5LTM9909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $61964.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTOKUMPU OYJ                                                                | OUTOKUMPU OYJ COMMON STOCK                            | CUSIP: 466514908<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |      8577 | NS      | $43530.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP                                                 | OVERSEA CHINESE BANKING CORP COMMON STOCK             | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     19500 | NS      | $177372.65    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC BASIN SHIPPING LIMITED                                               | PACIFIC BASIN SHIPPING LTD COMMON STOCK USD.01        | CUSIP: B01RQM903<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |     70000 | NS      | $23581.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGEGROUP PLC (AKA: MICHAEL PAGE INTERNATIONAL PLC)                          | PAGEGROUP PLC COMMON STOCK GBP.01                     | CUSIP: 302323902<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |      4727 | NS      | $26319.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                     | ACCOR SA COMMON STOCK EUR3.0                          | CUSIP: 585284904<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |       738 | NS      | $18411.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PALTAC CORPORATION                                                           | PALTAC CORPORATION COMMON STOCK                       | CUSIP: B61BG9905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $3502.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAN PACIFIC INTERNATIONAL HOLDINGS CORPORATION                               | PAN PACIFIC INTERNATIONAL HO COMMON STOCK             | CUSIP: 626986905<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |      3900 | NS      | $72439.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PANDORA A/S                                                                  | PANDORA A/S COMMON STOCK DKK.01                       | CUSIP: B44XTX902<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       395 | NS      | $27919.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK24 CO LTD                                                                | PARK24 CO LTD COMMON STOCK                            | CUSIP: 666773908<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |      1200 | NS      | $20526.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                                                    | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01         | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        56 | NS      | $49587.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ARYZTA AG                                                                    | ARYZTA AG COMMON STOCK CHF.02                         | CUSIP: B39VJC900<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |     32655 | NS      | $39003.00     | 0.04%             |  |  |  | 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        |       219 | NS      | $27309.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW LIMITED                                                                 | PCCW LTD COMMON STOCK                                 | CUSIP: 657407904<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |    125295 | NS      | $56449.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI HOLDINGS INC                                                           | ASAHI HOLDINGS INC COMMON STOCK                       | CUSIP: B60DQZ903<br>LEI: 353800W25FCOFE32EM73 | Long             | EC               | CORP              | JP        |      1900 | NS      | $27755.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PEARSON PLC                                                                  | PEARSON PLC COMMON STOCK GBP.25                       | CUSIP: 067760009<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     13869 | NS      | $156606.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI INTECC CO LTD                                                          | ASAHI INTECC CO LTD COMMON STOCK                      | CUSIP: B019MQ908<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |      1000 | NS      | $16312.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD                                                                | PERNOD RICARD SA COMMON STOCK EUR1.55                 | CUSIP: 468232004<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       470 | NS      | $92459.54     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PERPETUAL LIMITED                                                            | PERPETUAL LTD COMMON STOCK                            | CUSIP: 668239007<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |       854 | NS      | $14185.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSIMMON PUBLIC LIMITED COMPANY                                             | PERSIMMON PLC COMMON STOCK GBP.1                      | CUSIP: 068253004<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |      5264 | NS      | $77184.02     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSOL HOLDINGS CO LTD                                                       | PERSOL HOLDINGS CO LTD COMMON STOCK                   | CUSIP: B3CY70909<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |      1900 | NS      | $40412.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PETS AT HOME GROUP PLC                                                       | PETS AT HOME GROUP PLC COMMON STOCK GBP.01            | CUSIP: BJ62K6903<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |      6108 | NS      | $20941.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEYTO EXPLORATION & DEVELOPMENT CORP                                         | PEYTO EXPLORATION + DEV CORP COMMON STOCK             | CUSIP: 717046957<br>LEI: 549300WZKJ63UJDWP310 | Long             | EC               | CORP              | CA        |      4753 | NS      | $48688.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD GROUP PLC                                                            | ASHTEAD GROUP PLC COMMON STOCK GBP.1                  | CUSIP: 005367008<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      1836 | NS      | $104293.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM INTERNATIONAL-NY REG SHS                                                 | ASM INTERNATIONAL NV COMMON STOCK EUR.04              | CUSIP: 516529906<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       339 | NS      | $86015.97     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                                              | ASML HOLDING NV COMMON STOCK EUR.09                   | CUSIP: ACI02GTQ9<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       477 | NS      | $260085.03    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                             | ASR NEDERLAND NV COMMON STOCK EUR.16                  | CUSIP: BD9PNF909<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       831 | NS      | $39484.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                                | ASSA ABLOY AB B COMMON STOCK SEK1.0                   | CUSIP: ACI0CQYQ0<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      1969 | NS      | $42351.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC                                                 | ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568    | CUSIP: 067312900<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      3804 | NS      | $72119.12     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURA PLC                                                                   | ASSURA PLC REIT GBP.1                                 | CUSIP: BVGBWW905<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               | CORP              | GB        |     23889 | NS      | $15754.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTELLAS PHARMA INC                                                          | ASTELLAS PHARMA INC COMMON STOCK                      | CUSIP: 698538006<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     24900 | NS      | $378620.14    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                              | ASTRAZENECA PLC COMMON STOCK USD.25                   | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     11851 | NS      | $1603669.64   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX LIMITED                                                                  | ASX LTD COMMON STOCK                                  | CUSIP: 612922906<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |       583 | NS      | $26850.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ATCO LTD                                                                     | ATCO LTD CLASS I COMMON STOCK                         | CUSIP: 046789954<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |      1773 | NS      | $55494.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATEA ASA                                                                     | ATEA ASA COMMON STOCK NOK1.0                          | CUSIP: B12TR1901<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |      7364 | NS      | $85917.58     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS COPCO AB                                                               | ATLAS COPCO AB A SHS COMMON STOCK SEK.16              | CUSIP: BLDBN4902<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     14430 | NS      | $170972.34    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM LJUNGBERG AB                                                          | ATRIUM LJUNGBERG AB B SHS COMMON STOCK SEK2.5         | CUSIP: B1TJ33906<br>LEI: 5493001NNP6HM67OVU09 | Long             | EC               | CORP              | SE        |      2208 | NS      | $36207.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PLUS500 LTD                                                                  | PLUS500 LTD COMMON STOCK ILS.01                       | CUSIP: BBT3PS900<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      1262 | NS      | $27399.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AUCKLAND INTERNATIONAL AIRPORT LIMITED                                       | AUCKLAND INTL AIRPORT LTD COMMON STOCK                | CUSIP: BKX3XG902<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |      7268 | NS      | $36046.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POLA ORBIS HOLDINGS INC                                                      | POLA ORBIS HOLDINGS INC COMMON STOCK                  | CUSIP: B5N4QN907<br>LEI: 353800E8OIV0XYBABS79 | Long             | EC               | CORP              | JP        |      2900 | NS      | $40814.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AURIZON HOLDINGS LTD (AKA: QR NATIONAL LTD)                                  | AURIZON HOLDINGS LTD COMMON STOCK                     | CUSIP: B87CVM907<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     36752 | NS      | $93108.91     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER ASSETS HOLDINGS LIMITED                                                | POWER ASSETS HOLDINGS LTD COMMON STOCK                | CUSIP: 643532005<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |      6000 | NS      | $32792.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORPORATION OF CANADA                                                  | POWER CORP OF CANADA COMMON STOCK                     | CUSIP: 739239952<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      3534 | NS      | $83129.91     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACERINOX SA                                                                  | ACERINOX SA COMMON STOCK EUR.25                       | CUSIP: B01ZVZ900<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |      4161 | NS      | $41132.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORPORATION                                               | PRECISION DRILLING CORP COMMON STOCK                  | CUSIP: 74022D951<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |       500 | NS      | $38297.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FOODS PLC                                                            | PREMIER FOODS PLC COMMON STOCK GBP.1                  | CUSIP: B7N0K0907<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |     24163 | NS      | $31724.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIUM BRANDS HOLDINGS CORPORATION                                          | PREMIUM BRANDS HOLDINGS CORP COMMON STOCK             | CUSIP: 74061A959<br>LEI: 529900F5EXPGUY8WV366 | Long             | EC               | CORP              | CA        |       418 | NS      | $25401.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AURUBIS AG                                                                   | AURUBIS AG COMMON STOCK                               | CUSIP: 548552900<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |       881 | NS      | $71714.39     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSIEBENSAT1 MEDIA SE                                                       | PROSIEBENSAT.1 MEDIA SE COMMON STOCK                  | CUSIP: BCZM1B902<br>LEI: 529900NY0WWQUKOMWQ37 | Long             | EC               | CORP              | DE        |      3205 | NS      | $28428.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL PLC                                                      | PROVIDENT FINANCIAL PLC COMMON STOCK GBP.2072727      | CUSIP: B1Z4ST908<br>LEI: 213800U93SZC44VXN635 | Long             | EC               | CORP              | GB        |      8209 | NS      | $18975.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROXIMUS                                                                     | PROXIMUS COMMON STOCK                                 | CUSIP: B00D9P907<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      3514 | NS      | $33927.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP SWISS PROPERTY AG                                                        | PSP SWISS PROPERTY AG REG COMMON STOCK CHF.1          | CUSIP: B01287901<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |       560 | NS      | $65784.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOLIV INC                                                                  | AUTOLIV INC COMMON STOCK USD1.0                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       589 | NS      | $45105.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                           | PUBLICIS GROUPE COMMON STOCK EUR.4                    | CUSIP: 438042905<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1691 | NS      | $108024.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LIMITED                                                       | QANTAS AIRWAYS LTD COMMON STOCK                       | CUSIP: 671034908<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      9507 | NS      | $38481.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                                  | QBE INSURANCE GROUP LTD COMMON STOCK                  | CUSIP: 671574002<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      9871 | NS      | $89546.66     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                    | QIAGEN N.V. COMMON STOCK EUR.01                       | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      1220 | NS      | $60841.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEBECOR INC                                                                 | QUEBECOR INC   CL B COMMON STOCK                      | CUSIP: 748193919<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1672 | NS      | $37292.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RANDSTAD NV                                                                  | RANDSTAD NV COMMON STOCK EUR.1                        | CUSIP: 522865906<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      1059 | NS      | $64707.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RATIONAL AG                                                                  | RATIONAL AG COMMON STOCK                              | CUSIP: 591060900<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |        34 | NS      | $20190.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REA GROUP LTD                                                                | REA GROUP LTD COMMON STOCK                            | CUSIP: 619857907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       372 | NS      | $27976.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACKERMANS & VAN HAAREN NV                                                    | ACKERMANS + VAN HAAREN COMMON STOCK                   | CUSIP: 571577907<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |       198 | NS      | $33983.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                                  | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1        | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      4605 | NS      | $319201.65    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| RECORDATI  INDUSTRIA  CHIMICA E FARMACEUTICA SPA                             | RECORDATI INDUSTRIA CHIMICA COMMON STOCK EUR.125      | CUSIP: B07DRZ908<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      1261 | NS      | $52416.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                                      | RECRUIT HOLDINGS CO LTD COMMON STOCK                  | CUSIP: BQRRZ0906<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      2700 | NS      | $84515.33     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORP SA                                                        | RED ELECTRICA CORPORACION SA COMMON STOCK EUR.5       | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      6970 | NS      | $121195.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| REECE LIMITED                                                                | REECE LTD COMMON STOCK                                | CUSIP: 672880002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1112 | NS      | $10629.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC (AKA: REED ELSEVIER PLC)                                            | RELX PLC COMMON STOCK GBP.144397                      | CUSIP: B2B0DG904<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     12853 | NS      | $355360.09    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - REDES ENERGETICAS NACIONAIS SGPS SA                                    | REDES ENERGETICAS NACIONAIS COMMON STOCK EUR1.        | CUSIP: B233HR909<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |     12224 | NS      | $32981.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAULT                                                                      | RENAULT SA COMMON STOCK EUR3.81                       | CUSIP: 471279901<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     15506 | NS      | $517414.02    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                              | RENESAS ELECTRONICS CORP COMMON STOCK                 | CUSIP: 663567907<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      3700 | NS      | $32701.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL PLC                                                         | RENTOKIL INITIAL PLC COMMON STOCK GBP.01              | CUSIP: B082RF905<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |      9143 | NS      | $56172.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL SA                                                                    | REPSOL SA COMMON STOCK EUR1.                          | CUSIP: 566935904<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     50741 | NS      | $807645.24    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS INC (AKA: ABITIBIBOWATER INC/NEW)                   | RESOLUTE FOREST PRODUCTS COMMON STOCK USD.001         | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1499 | NS      | $32363.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                                                          | RESONA HOLDINGS INC COMMON STOCK                      | CUSIP: 642155907<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     10500 | NS      | $57670.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC (BURGER KING)                            | RESTAURANT BRANDS INTERN COMMON STOCK                 | CUSIP: 76131D954<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1532 | NS      | $99082.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL ESTATES                                                               | RETAIL ESTATES REIT                                   | CUSIP: 543836902<br>LEI: 5493007CO5W5OBFG7L21 | Long             | EC               | CORP              | BE        |       439 | NS      | $29175.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REXEL SA                                                                     | REXEL SA COMMON STOCK EUR5.0                          | CUSIP: B1VP0K904<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      7786 | NS      | $153995.14    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AVEX INC (AKA AVEX GROUP HOLDINGS INC)                                       | AVEX INC COMMON STOCK                                 | CUSIP: 612907907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $35692.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                                               | RHEINMETALL AG COMMON STOCK                           | CUSIP: 533458907<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       144 | NS      | $28666.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RICOH COMPANY LTD                                                            | RICOH CO LTD COMMON STOCK                             | CUSIP: 673822003<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     14400 | NS      | $109600.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RINNAI CORPORATION                                                           | RINNAI CORP COMMON STOCK                              | CUSIP: 674058003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $7441.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LIMITED                                                            | RIO TINTO LTD COMMON STOCK                            | CUSIP: 622010007<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      3786 | NS      | $298812.30    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                                                | RIO TINTO PLC COMMON STOCK GBP.1                      | CUSIP: 071887004<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     11940 | NS      | $840384.93    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INCORPORATED                                        | RITCHIE BROS AUCTIONEERS COMMON STOCK                 | CUSIP: 767744956<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       751 | NS      | $43379.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                                             | ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK             | CUSIP: 711038901<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2307 | NS      | $724945.54    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                    | ROGERS COMMUNICATIONS INC B COMMON STOCK              | CUSIP: 775109960<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |      2040 | NS      | $95476.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROHTO PHARMACEUTICAL COLTD                                                   | ROHTO PHARMACEUTICAL CO LTD COMMON STOCK              | CUSIP: 674736004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $28104.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROUND ONE CORPORATION                                                        | ROUND ONE CORP COMMON STOCK                           | CUSIP: 624836904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $35107.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA                               | ACS ACTIVIDADES CONS Y SERV COMMON STOCK EUR.5        | CUSIP: B01FLQ905<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      2442 | NS      | $69874.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL UNIBREW A/S                                                            | ROYAL UNIBREW COMMON STOCK DKK2.0                     | CUSIP: BX8ZX2902<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |       503 | NS      | $35748.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RS GROUP PLC                                                                 | RS GROUP PLC COMMON STOCK GBP.1                       | CUSIP: 030964001<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |      4019 | NS      | $43273.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL GROUP SA                                                                 | RTL GROUP COMMON STOCK                                | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |       832 | NS      | $35040.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSEL METALS INC                                                            | RUSSEL METALS INC COMMON STOCK                        | CUSIP: 781903950<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |      1409 | NS      | $29949.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AKTIENGESELLSCHAFT                                                       | RWE AG COMMON STOCK                                   | CUSIP: 476896907<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      4164 | NS      | $184080.81    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SA DES CIMENTS VICAT (VICAT)                                                 | VICAT COMMON STOCK EUR4.0                             | CUSIP: 576320907<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |       973 | NS      | $24415.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SACYR SA                                                                     | SACYR SA COMMON STOCK EUR1.0                          | CUSIP: 550478903<br>LEI: 959800XKAB9VNAVN9425 | Long             | EC               | CORP              | ES        |     10022 | NS      | $27847.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                                    | AVIVA PLC COMMON STOCK GBP.3289474                    | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      6864 | NS      | $36411.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                                    | SAFRAN SA COMMON STOCK EUR.2                          | CUSIP: B058TZ909<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1575 | NS      | $197274.77    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                                                   | SAIPEM SPA COMMON STOCK NPV                           | CUSIP: ACI268XP6<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |      9922 | NS      | $11979.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIZERIYA CO LTD                                                             | SAIZERIYA CO LTD COMMON STOCK                         | CUSIP: 611177908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $36286.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAKATA SEED CORPORATION                                                      | SAKATA SEED CORP COMMON STOCK                         | CUSIP: 676981004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $6629.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SALMAR ASA                                                                   | SALMAR ASA COMMON STOCK NOK.25                        | CUSIP: B1W5NW906<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       811 | NS      | $31804.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SALZGITTER AG                                                                | SALZGITTER AG COMMON STOCK                            | CUSIP: 546535907<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      1911 | NS      | $58057.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMPO PLC (AKA: SAMPO OYJ)                                                   | SAMPO OYJ A SHS COMMON STOCK                          | CUSIP: 522603901<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      4773 | NS      | $249291.17    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD COMMON STOCK USD.01                   | CUSIP: B5B23W909<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |      4400 | NS      | $14433.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                                                                   | SANDVIK AB COMMON STOCK SEK1.2                        | CUSIP: B1VQ25903<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      4089 | NS      | $73894.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SANKYO CO LTD                                                                | SANKYO CO LTD COMMON STOCK                            | CUSIP: 677543001<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |      1500 | NS      | $61284.22     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                       | SANOFI COMMON STOCK EUR2.0                            | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      5932 | NS      | $572002.18    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS LIMITED                                                               | SANTOS LTD COMMON STOCK                               | CUSIP: 677670002<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |      7210 | NS      | $35460.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                       | SAP SE COMMON STOCK                                   | CUSIP: 484628904<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      2108 | NS      | $217631.34    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                                   | SAPUTO INC COMMON STOCK                               | CUSIP: 802912956<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |      1759 | NS      | $43546.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                       | AXA SA COMMON STOCK EUR2.29                           | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      4789 | NS      | $133400.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SARAS SPA                                                                    | SARAS SPA COMMON STOCK                                | CUSIP: B04F67901<br>LEI: 5299005KJSU2AQUJUH84 | Long             | EC               | CORP              | IT        |     24345 | NS      | $29930.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS AG                                                                 | SARTORIUS AG VORZUG PREFERENCE                        | CUSIP: 584332902<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        70 | NS      | $27641.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH SA                                                  | SARTORIUS STEDIM BIOTECH COMMON STOCK EUR.2           | CUSIP: BYZ2QP900<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       126 | NS      | $40945.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SAVILLS PLC                                                                  | SAVILLS PLC COMMON STOCK GBP.025                      | CUSIP: B135BJ900<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |      2171 | NS      | $21622.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCANDIC HOTELS GROUP AB                                                      | SCANDIC HOTELS GROUP AB COMMON STOCK SEK.25           | CUSIP: BYSXJH906<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |     10142 | NS      | $31364.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                               | SCANDINAVIAN TOBACCO GROUP A COMMON STOCK DKK1.0      | CUSIP: BYZGMM900<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      2043 | NS      | $35909.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                | SCHAEFFLER AG   PREF PREFERENCE                       | CUSIP: ACI0HBCQ2<br>LEI: 549300Q7E782X7GC1P43 | Long             | EP               | CORP              | DE        |      4668 | NS      | $31533.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHINDLER HOLDING AG                                                         | SCHINDLER HOLDING PART CERT COMMON STOCK CHF.1        | CUSIP: B11TCY906<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       351 | NS      | $66016.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHRODERS PLC                                                                | SCHRODERS PLC COMMON STOCK GBP.2                      | CUSIP: BP9LHF908<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      4752 | NS      | $24969.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                                      | SCOR SE COMMON STOCK EUR7.876972                      | CUSIP: B1LB9P906<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |      1425 | NS      | $32833.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AXFOOD                                                                       | AXFOOD AB COMMON STOCK SEK5.0                         | CUSIP: ACI0C7SS5<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |      1363 | NS      | $37374.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOUT24 SE                                                                   | SCOUT24 SE COMMON STOCK                               | CUSIP: BYT934904<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       575 | NS      | $28941.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK CORPORATION                                                             | SCSK CORP COMMON STOCK                                | CUSIP: 685847006<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       300 | NS      | $4541.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                                       | SEB SA COMMON STOCK EUR1.0                            | CUSIP: 479213001<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |       408 | NS      | $34231.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SECOM CO LTD                                                                 | SECOM CO LTD COMMON STOCK                             | CUSIP: 679159004<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      1400 | NS      | $79880.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK LIMITED                                                                 | SEEK LTD COMMON STOCK                                 | CUSIP: B0767Y908<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |      2248 | NS      | $31959.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGA SAMMY HOLDINGS INC                                                      | SEGA SAMMY HOLDINGS INC COMMON STOCK                  | CUSIP: B02RK0906<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |      1900 | NS      | $28688.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                                                 | SEGRO PLC REIT GBP.1                                  | CUSIP: B5ZN1N909<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |      5025 | NS      | $46291.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIKO EPSON CORPORATION                                                      | SEIKO EPSON CORP COMMON STOCK                         | CUSIP: 661650903<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |      2700 | NS      | $39282.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                                                      | SEKISUI CHEMICAL CO LTD COMMON STOCK                  | CUSIP: 679382002<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      3000 | NS      | $41814.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE LTD                                                            | SEKISUI HOUSE LTD COMMON STOCK                        | CUSIP: 679390005<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      3900 | NS      | $69143.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE REIT INC                                                       | SEKISUI HOUSE REIT INC REIT                           | CUSIP: BSKRKL909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        56 | NS      | $31760.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                      | SEMBCORP INDUSTRIES LTD COMMON STOCK                  | CUSIP: B08X16905<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |     37500 | NS      | $94679.60     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SENKO GROUP HOLDINGS CO LTD (AKA: SENKO CO LTD)                              | SENKO GROUP HOLDINGS CO LTD COMMON STOCK              | CUSIP: 679520007<br>LEI: 35380077MB9W0NB6BA14 | Long             | EC               | CORP              | JP        |      5000 | NS      | $36660.07     | 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        |     29700 | NS      | $57033.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                                       | SES RECEIPT                                           | CUSIP: B00ZQQ907<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |     11244 | NS      | $73241.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                                                    | SEVEN + I HOLDINGS CO LTD COMMON STOCK                | CUSIP: B0FS5D909<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     10700 | NS      | $458562.88    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVEN BANK LTD                                                               | SEVEN BANK LTD COMMON STOCK                           | CUSIP: B2NT8S908<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |     20100 | NS      | $40076.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVERN TRENT PLC                                                             | SEVERN TRENT PLC COMMON STOCK GBP.9789                | CUSIP: B1FH8J905<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |      1210 | NS      | $38657.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SG HOLDINGS CO LTD                                                           | SG HOLDINGS CO LTD COMMON STOCK                       | CUSIP: BFFY88901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $23571.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                       | SGS SA REG COMMON STOCK CHF1.0                        | CUSIP: 482477007<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        22 | NS      | $51245.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAW COMMUNICATIONS INC                                                      | SHAW COMMUNICATIONS INC B COMMON STOCK                | CUSIP: 82028K952<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |      3432 | NS      | $98879.11     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                    | SHELL PLC COMMON STOCK EUR.07                         | CUSIP: BP6MXD906<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     32103 | NS      | $905009.80    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIBAURA MACHINE CO LTD                                                      | SHIBAURA MACHINE CO LTD COMMON STOCK                  | CUSIP: 689726008<br>LEI: 529900T7KEXD7VGOFO59 | Long             | EC               | CORP              | JP        |      1600 | NS      | $31554.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIKOKU ELECTRIC POWER COMPANY INCORPORATED                                  | SHIKOKU ELECTRIC POWER CO COMMON STOCK                | CUSIP: 680434008<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |      6200 | NS      | $35946.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAMURA                                                                    | SHIMAMURA CO LTD COMMON STOCK                         | CUSIP: 680403003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $79723.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMANO                                                                      | SHIMANO INC COMMON STOCK                              | CUSIP: 680482007<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       400 | NS      | $63207.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO                                                        | SHIN ETSU CHEMICAL CO LTD COMMON STOCK                | CUSIP: 680458007<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       200 | NS      | $24422.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINKO ELECTRIC INDUSTRIES CO LTD                                            | SHINKO ELECTRIC INDUSTRIES COMMON STOCK               | CUSIP: 680492006<br>LEI: 549300627MZ4832XWF51 | Long             | EC               | CORP              | JP        |      2400 | NS      | $61080.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINMAYWA INDUSTRIES LTD                                                     | SHINMAYWA INDUSTRIES LTD COMMON STOCK                 | CUSIP: 680448008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $31094.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIONOGI & CO LTD                                                            | SHIONOGI + CO LTD COMMON STOCK                        | CUSIP: 680468006<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       900 | NS      | $44903.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHO-BOND HOLDINGS CO LTD                                                     | SHO BOND HOLDINGS CO LTD COMMON STOCK                 | CUSIP: B29T1W902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $8515.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AKTIENGESELLSCHAFT                                                   | SIEMENS AG REG COMMON STOCK NPV                       | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       588 | NS      | $81056.50     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                                                      | SIEMENS HEALTHINEERS AG COMMON STOCK                  | CUSIP: BD594Y909<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      1121 | NS      | $55917.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ACTIVIA PROPERTIES INC                                                       | ACTIVIA PROPERTIES INC REIT                           | CUSIP: B8BSRY906<br>LEI: 353800RPGYN3ML8CXV54 | Long             | EC               | CORP              | JP        |         7 | NS      | $21944.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC GROUP HOLDINGS SARL (AKA: ONEX WIZARD ACQUISITION CO III SARL) | SIG GROUP AG COMMON STOCK CHF.01                      | CUSIP: BD5GN6903<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |      1965 | NS      | $42937.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGNIFY NV                                                                   | SIGNIFY NV COMMON STOCK                               | CUSIP: BYY7VY905<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      4459 | NS      | $150101.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SIKA AG                                                                      | SIKA AG REG COMMON STOCK CHF.01                       | CUSIP: ACI136GD1<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |       588 | NS      | $141357.09    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMS LIMITED                                                                 | SIMS LTD COMMON STOCK                                 | CUSIP: B0LCW7900<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |      5224 | NS      | $46312.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LIMITED                                                   | SINGAPORE AIRLINES LTD COMMON STOCK                   | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     46300 | NS      | $191166.53    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                       | SINGAPORE TECH ENGINEERING COMMON STOCK               | CUSIP: 604321901<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     20400 | NS      | $51047.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LIMITED                                         | SINGAPORE TELECOMMUNICATIONS COMMON STOCK             | CUSIP: B02PY2901<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    116300 | NS      | $222981.07    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LIMITED                                  | SITC INTERNATIONAL HOLDINGS COMMON STOCK HKD.1        | CUSIP: B61X7R907<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     12000 | NS      | $26597.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SJM HOLDINGS LIMITED                                                         | SJM HOLDINGS LTD COMMON STOCK                         | CUSIP: B2NR3Y904<br>LEI: 529900XEAB40COT5ZL30 | Long             | EC               | CORP              | HK        |     20000 | NS      | $11545.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                             | SKANDINAVISKA ENSKILDA BAN A COMMON STOCK SEK10.0     | CUSIP: 481334902<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      3637 | NS      | $41872.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AKTIEBOLAGET                                                             | SKF AB B SHARES COMMON STOCK SEK2.5                   | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      3297 | NS      | $50356.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AZBIL CORPORATION                                                            | AZBIL CORP COMMON STOCK                               | CUSIP: 698554003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $17575.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYLARK HOLDINGS CO LTD                                                      | SKYLARK HOLDINGS CO LTD COMMON STOCK                  | CUSIP: BQQD16902<br>LEI: 353800P64XSC0Q9CEB70 | Long             | EC               | CORP              | JP        |      2000 | NS      | $23205.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWORTH GROUP LIMITED                                                       | SKYWORTH GROUP LTD COMMON STOCK HKD.1                 | CUSIP: 622882900<br>LEI: 529900LRFQSJWSSXY627 | Long             | EC               | CORP              | BM        |     68000 | NS      | $29024.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AZIMUT HOLDING SPA                                                           | AZIMUT HOLDING SPA COMMON STOCK                       | CUSIP: B019M6902<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |      2661 | NS      | $59541.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC CORPORATION/JAPAN                                                        | SMC CORP COMMON STOCK                                 | CUSIP: 676396005<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $41755.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                           | SMITH + NEPHEW PLC COMMON STOCK USD.2                 | CUSIP: 092232909<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      3578 | NS      | $47783.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA GROUP PUBLIC LIMITED COMPANY                                   | SMURFIT KAPPA GROUP PLC COMMON STOCK EUR.001          | CUSIP: B1RR84903<br>LEI: 635400CPLP8H5ITDVT56 | Long             | EC               | CORP              | IE        |       889 | NS      | $32760.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                     | SNAM SPA COMMON STOCK                                 | CUSIP: 725147904<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     15262 | NS      | $74002.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AZRIELI GROUP LTD                                                            | AZRIELI GROUP LTD COMMON STOCK ILS.1                  | CUSIP: B5MN1W903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       166 | NS      | $11070.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE BIC SA                                                               | SOCIETE BIC SA COMMON STOCK EUR3.82                   | CUSIP: 529878902<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |       675 | NS      | $46205.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                          | SOCIETE GENERALE SA COMMON STOCK EUR1.25              | CUSIP: 596651901<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     25596 | NS      | $642040.70    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| SODEXO SA                                                                    | SODEXO SA COMMON STOCK EUR4.0                         | CUSIP: 706271905<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       621 | NS      | $59416.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                                | SOFTBANK CORP COMMON STOCK                            | CUSIP: BF5M0K909<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     33000 | NS      | $373350.91    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SOFTBANK GROUP CORP COMMON STOCK                      | CUSIP: 677062903<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      2000 | NS      | $84585.86     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOHGO SECURITY SERVICES CO LTD                                               | SOHGO SECURITY SERVICES CO COMMON STOCK               | CUSIP: 654635903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $38116.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOJITZ CORPORATION                                                           | SOJITZ CORP COMMON STOCK                              | CUSIP: 659414908<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |      6940 | NS      | $132232.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAR A/S-B SHS                                                              | SOLAR A/S B SHS COMMON STOCK DKK100.                  | CUSIP: 482167905<br>LEI: 21380031XTLI9X5MTY92 | Long             | EC               | CORP              | DK        |       290 | NS      | $25969.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                                                   | SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |        33 | NS      | $9347.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVAY SA                                                                    | SOLVAY SA COMMON STOCK EUR15.0                        | CUSIP: 482110004<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       334 | NS      | $33769.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOMPO HOLDINGS INC (AKA: SOMPO JAPAN NIPPONKOA HOLDINGS INC)                 | SOMPO HOLDINGS INC COMMON STOCK                       | CUSIP: B62G7K908<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       600 | NS      | $26545.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SONIC HEALTHCARE LIMITED                                                     | SONIC HEALTHCARE LTD COMMON STOCK                     | CUSIP: 682112909<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      2135 | NS      | $43449.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RETAIL SA                                                 | B+M EUROPEAN VALUE RETAIL SA COMMON STOCK GBP.1       | CUSIP: BMTRW1904<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |      6839 | NS      | $33947.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG                                                            | SONOVA HOLDING AG REG COMMON STOCK CHF.05             | CUSIP: 715603908<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       157 | NS      | $37287.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOTETSU HOLDINGS INC                                                         | SOTETSU HOLDINGS INC COMMON STOCK                     | CUSIP: 676720006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $32035.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAREBANK 1 NORD-NORGE                                                       | SPAREBANK 1 NORD NORGE COMMON STOCK NOK18.            | CUSIP: B06T25907<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |      2890 | NS      | $28300.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARK NEW ZEALAND LIMITED                                                    | SPARK NEW ZEALAND LTD COMMON STOCK                    | CUSIP: 688143007<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     17219 | NS      | $58953.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRAX-SARCO ENGINEERING PLC                                                 | SPIRAX SARCO ENGINEERING PLC COMMON STOCK GBP.269231  | CUSIP: BWFGQN900<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |       464 | NS      | $59266.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                              | BAE SYSTEMS PLC COMMON STOCK GBP.025                  | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     45437 | NS      | $469291.58    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| SQUARE ENIX HOLDINGS CO LTD                                                  | SQUARE ENIX HOLDINGS CO LTD COMMON STOCK              | CUSIP: 630926004<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |       600 | NS      | $27855.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                      | SSAB AB A SHARES COMMON STOCK                         | CUSIP: B17H0S902<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     29744 | NS      | $162742.75    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                      | SSE PLC COMMON STOCK GBP.5                            | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      7170 | NS      | $147464.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ST GALLER KANTONALBANK                                                       | ST GALLER KANTONALBANK A REG COMMON STOCK CHF80.0     | CUSIP: 705826907<br>LEI: 549300GFRG6OK00RG957 | Long             | EC               | CORP              | CH        |        63 | NS      | $32760.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC COMMON STOCK USD.5             | CUSIP: 040828907<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     23337 | NS      | $174059.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| STANLEY ELECTRIC                                                             | STANLEY ELECTRIC CO LTD COMMON STOCK                  | CUSIP: 684110000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $35936.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STELCO HOLDINGS INC                                                          | STELCO HOLDINGS INC COMMON STOCK                      | CUSIP: 858522956<br>LEI: 549300K1TSD2M8EKF208 | Long             | EC               | CORP              | CA        |      1315 | NS      | $43014.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                                                                | STELLANTIS NV COMMON STOCK EUR.01                     | CUSIP: BMD8KX906<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     28039 | NS      | $398444.11    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BALFOUR BEATTY PLC                                                           | BALFOUR BEATTY PLC COMMON STOCK GBP.5                 | CUSIP: 009616004<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |      9995 | NS      | $40793.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKLAND                                                                    | STOCKLAND REIT NPV                                    | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12667 | NS      | $31197.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                                               | STORA ENSO OYJ R SHS COMMON STOCK EUR1.7              | CUSIP: 507267904<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      4449 | NS      | $62728.66     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STRAUMANN HOLDING AG                                                         | STRAUMANN HOLDING AG REG COMMON STOCK CHF.01          | CUSIP: ACI24VB55<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       328 | NS      | $37612.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRAUSS GROUP LTD                                                            | STRAUSS GROUP LTD COMMON STOCK ILS1.                  | CUSIP: 630411908<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |      1133 | NS      | $29956.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORP (AKA: FUJI HEAVY INDUSTRIES LTD)                                 | SUBARU CORP COMMON STOCK                              | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      5000 | NS      | $75700.34     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBSEA 7 SA                                                                  | SUBSEA 7 SA COMMON STOCK USD2.                        | CUSIP: 525824900<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |      8544 | NS      | $98936.44     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SUEDZUCKER AG                                                                | SUEDZUCKER AG COMMON STOCK                            | CUSIP: 578446908<br>LEI: 529900S8QNB101D40S72 | Long             | EC               | CORP              | DE        |      2249 | NS      | $39251.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUGI HOLDINGS CO LTD                                                         | SUGI HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 625901905<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |       200 | NS      | $8894.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO CORPORATION                                                            | SUMCO CORP COMMON STOCK                               | CUSIP: B0M0C8905<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      2100 | NS      | $27822.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA GENERALI SPA                                                           | BANCA GENERALI SPA COMMON STOCK EUR1.                 | CUSIP: B1HKSV907<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |       839 | NS      | $28800.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CHEMICAL COMPANY LIMITED                                            | SUMITOMO CHEMICAL CO LTD COMMON STOCK                 | CUSIP: 685856007<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     36400 | NS      | $130516.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORPORATION                                                         | SUMITOMO CORP COMMON STOCK                            | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      2700 | NS      | $44882.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO ELECTRIC INDUSTRIES LTD                                             | SUMITOMO ELECTRIC INDUSTRIES COMMON STOCK             | CUSIP: 685870008<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     13200 | NS      | $149139.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO FORESTRY                                                            | SUMITOMO FORESTRY CO LTD COMMON STOCK                 | CUSIP: 685886004<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |      3300 | NS      | $58321.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO METAL MINING                                                        | SUMITOMO METAL MINING CO LTD COMMON STOCK             | CUSIP: 685884009<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |       600 | NS      | $21083.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                          | SUMITOMO MITSUI FINANCIAL GR COMMON STOCK             | CUSIP: 656302908<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      2900 | NS      | $116673.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST HOLDINGS                                               | SUMITOMO MITSUI TRUST HOLDIN COMMON STOCK             | CUSIP: 643189905<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      2500 | NS      | $87238.86     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO OSAKA CEMENT                                                        | SUMITOMO OSAKA CEMENT CO LTD COMMON STOCK             | CUSIP: 685854002<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |      1800 | NS      | $44437.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA IFIS SPA                                                               | BANCA IFIS SPA COMMON STOCK EUR1.0                    | CUSIP: 724208905<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |      2917 | NS      | $41523.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO RUBBER INDUSTRIES LTD                                               | SUMITOMO RUBBER INDUSTRIES COMMON STOCK               | CUSIP: 685899007<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |      5900 | NS      | $51274.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LIMITED                                              | SUN HUNG KAI PROPERTIES COMMON STOCK                  | CUSIP: 685992000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     14500 | NS      | $198060.77    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                            | SUNCOR ENERGY INC COMMON STOCK                        | CUSIP: 867224958<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     12716 | NS      | $403362.04    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LIMITED                                                        | SUNCORP GROUP LTD COMMON STOCK                        | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     24756 | NS      | $201731.89    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNDRUG CO LTD                                                               | SUNDRUG CO LTD COMMON STOCK                           | CUSIP: 681789905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $50518.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNTORY BEVERAGE & FOOD LIMITED                                              | SUNTORY BEVERAGE + FOOD LTD COMMON STOCK              | CUSIP: ACI0690K5<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      1900 | NS      | $64699.15     | 0.06%             |  |  |  | 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        |      4720 | NS      | $34257.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS CORP                                                           | SUPERIOR PLUS CORP COMMON STOCK                       | CUSIP: 86828P954<br>LEI: 52990059VEQM9RBM0045 | Long             | EC               | CORP              | CA        |      3444 | NS      | $28564.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZUKEN                                                                      | SUZUKEN CO LTD COMMON STOCK                           | CUSIP: 686556903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $40583.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORPORATION                                                     | SUZUKI MOTOR CORP COMMON STOCK                        | CUSIP: 686550005<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      2200 | NS      | $70460.12     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA CELLULOSA AB                                                         | SVENSKA CELLULOSA AB SCA B COMMON STOCK NPV           | CUSIP: B1VVGZ901<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |       904 | NS      | $11448.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                     | SVENSKA HANDELSBANKEN A SHS COMMON STOCK SEK1.55      | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     10821 | NS      | $108945.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                  | SWEDBANK AB   A SHARES COMMON STOCK NPV               | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      7923 | NS      | $134762.83    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC LIMITED                                                        | SWIRE PACIFIC LTD   CL A COMMON STOCK                 | CUSIP: 686774001<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      8000 | NS      | $70127.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS LIFE HOLDING LTD                                                       | SWISS LIFE HOLDING AG REG COMMON STOCK CHF.1          | CUSIP: 743780900<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       270 | NS      | $139173.83    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS PRIME SITE AG                                                          | SWISS PRIME SITE REG COMMON STOCK CHF2.0              | CUSIP: B083BH906<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      1045 | NS      | $90573.05     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE AG (AKA: SWISS RE LTD)                                              | SWISS RE AG COMMON STOCK CHF.1                        | CUSIP: ACI00MQT5<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      2674 | NS      | $250022.67    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISSCOM AG                                                                  | SWISSCOM AG REG COMMON STOCK CHF1.0                   | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       349 | NS      | $191186.11    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDBANK AS                                                                   | SYDBANK A/S COMMON STOCK DKK10.                       | CUSIP: B06JSP907<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |      1180 | NS      | $49638.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMRISE AG                                                                   | SYMRISE AG COMMON STOCK                               | CUSIP: B1JB4K905<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |       202 | NS      | $21938.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSMEX CORPORATION                                                           | SYSMEX CORP COMMON STOCK                              | CUSIP: 688380906<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |       400 | NS      | $24148.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TABCORP HOLDINGS LIMITED                                                     | TABCORP HOLDINGS LTD COMMON STOCK                     | CUSIP: 687326900<br>LEI: 213800OCCFUN67NEY278 | Long             | EC               | CORP              | AU        |      9281 | NS      | $6758.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                                            | TAG IMMOBILIEN AG COMMON STOCK                        | CUSIP: 573563905<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |      1402 | NS      | $9099.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIHEIYO CEMENT CORPORATION                                                  | TAIHEIYO CEMENT CORP COMMON STOCK                     | CUSIP: 666020003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $32659.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIKISHA LTD                                                                 | TAIKISHA LTD COMMON STOCK                             | CUSIP: 686995002<br>LEI: 3538005OOQOUE7DBWV52 | Long             | EC               | CORP              | JP        |      1500 | NS      | $37862.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TAISEI CORPORATION                                                           | TAISEI CORP COMMON STOCK                              | CUSIP: 687010009<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      4000 | NS      | $128980.83    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TAISHO PHARMACEUTICAL HOLDINGS CO LTD                                        | TAISHO PHARMACEUTICAL HOLDIN COMMON STOCK             | CUSIP: B3QX5G903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $26391.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKASHIMAYA COMPANY LIMITED                                                  | TAKASHIMAYA CO LTD COMMON STOCK                       | CUSIP: 687040006<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |      3500 | NS      | $48736.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL COMPANY LIMITED                                        | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK             | CUSIP: 687044008<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     18841 | NS      | $588718.51    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEUCHI MANUFACTURING CO LTD                                                | TAKEUCHI MFG CO LTD COMMON STOCK                      | CUSIP: 656503901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $39521.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TALANX AG                                                                    | TALANX AG COMMON STOCK                                | CUSIP: B8F0TD907<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       928 | NS      | $43747.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TATE & LYLE PUBLIC LIMITED COMPANY                                           | TATE + LYLE PLC COMMON STOCK GBP.2916667              | CUSIP: BP92CJ907<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |      5770 | NS      | $49432.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR WIMPEY PLC                                                            | TAYLOR WIMPEY PLC COMMON STOCK GBP.01                 | CUSIP: 087823001<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |     18604 | NS      | $22784.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA POPOLARE DI SONDRIO SCPA                                               | BANCA POPOLARE DI SONDRIO COMMON STOCK NPV            | CUSIP: 411522907<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | EC               | CORP              | IT        |     10327 | NS      | $41673.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TC ENERGY CORPORATION                                                        | TC ENERGY CORP COMMON STOCK                           | CUSIP: 87807B909<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      2988 | NS      | $119122.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TECK RESOURCES LIMITED                                                       | TECK RESOURCES LTD CLS B COMMON STOCK                 | CUSIP: 878742956<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      6985 | NS      | $263975.22    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                    | BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK EUR.49      | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     34256 | NS      | $206332.97    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TELE2 AB                                                                     | TELE2 AB B SHS COMMON STOCK SEK1.25                   | CUSIP: B97C73904<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      6489 | NS      | $52936.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA (AKA: TIM SPA)                                            | TELECOM ITALIA SPA COMMON STOCK                       | CUSIP: 763439908<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |    756967 | NS      | $175428.05    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                                              | ERICSSON LM B SHS COMMON STOCK SEK5.0                 | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      8030 | NS      | $47051.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA DEUTSCHLAND HOLDING AG                                            | TELEFONICA DEUTSCHLAND HOLDI COMMON STOCK             | CUSIP: B7VG6L903<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |     19438 | NS      | $47739.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA SA                                                                | TELEFONICA SA COMMON STOCK EUR1.                      | CUSIP: 573252905<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    165789 | NS      | $600173.58    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENET GROUP HOLDING NV                                                     | TELENET GROUP HOLDING NV COMMON STOCK                 | CUSIP: B0LKSK908<br>LEI: 213800FA3K4S56INQI67 | Long             | EC               | CORP              | BE        |      1323 | NS      | $21610.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENOR ASA                                                                  | TELENOR ASA COMMON STOCK NOK6.                        | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     13107 | NS      | $122458.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEVISION FRANCAISE 1                                                       | TELEVISION FRANCAISE (T.F.1) COMMON STOCK EUR.2       | CUSIP: 599711900<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |      2704 | NS      | $20758.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                                             | TELIA CO AB COMMON STOCK SEK3.2                       | CUSIP: 597838903<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     85903 | NS      | $219505.19    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                | BANCO BPM SPA COMMON STOCK NPV                        | CUSIP: BYMD5K904<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     25828 | NS      | $92076.05     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                            | TELUS CORP COMMON STOCK                               | CUSIP: 87971M962<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |      4958 | NS      | $95681.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMENOS AG (AKA: TEMENOS GROUP AG)                                           | TEMENOS AG   REG COMMON STOCK CHF5.0                  | CUSIP: 714789906<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |       162 | NS      | $8912.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TERNA SPA                                                                    | TERNA RETE ELETTRICA NAZIONA COMMON STOCK EUR.22      | CUSIP: B01BN5908<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     14117 | NS      | $104256.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TERUMO CORPORATION                                                           | TERUMO CORP COMMON STOCK                              | CUSIP: 688507003<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      1900 | NS      | $53866.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                                                                    | TESCO PLC COMMON STOCK GBP.0633333                    | CUSIP: BLGZ98903<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    103820 | NS      | $279781.10    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDUSTRIES LIMITED                                       | TEVA PHARMACEUTICAL SP ADR ADR                        | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      6884 | NS      | $62782.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI INTERNATIONAL INC                                                        | TFI INTERNATIONAL INC COMMON STOCK                    | CUSIP: 87241L950<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       874 | NS      | $87535.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                                    | THALES SA COMMON STOCK EUR3.0                         | CUSIP: 416279008<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      1091 | NS      | $139395.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA COMMON STOCK EUR.125             | CUSIP: B1X8QN906<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    214242 | NS      | $201379.50    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORPORATION                                                  | THOMSON REUTERS CORP COMMON STOCK                     | CUSIP: 884903923<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      1083 | NS      | $123545.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TIETOEVRY OYJ                                                                | TIETOEVRY OYJ COMMON STOCK                            | CUSIP: 547970905<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |      3066 | NS      | $87197.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS INC (AKA: IT HOLDINGS CORP)                                              | TIS INC COMMON STOCK                                  | CUSIP: B2Q4CR907<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      2500 | NS      | $65704.42     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TKH GROUP NV-DUTCH CERT                                                      | TKH GROUP NV DUTCH CERT DUTCH CERT EUR.25             | CUSIP: B1WFDQ908<br>LEI: 7245008G22FOV7TYYJ34 | Long             | EC               | CORP              | NL        |       432 | NS      | $17231.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOBU RAILWAY CO LTD                                                          | TOBU RAILWAY CO LTD COMMON STOCK                      | CUSIP: 689516003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $51314.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHO                                                                         | TOHO CO LTD COMMON STOCK                              | CUSIP: 689520005<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |       900 | NS      | $34691.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHO GAS CO LTD                                                              | TOHO GAS CO LTD COMMON STOCK                          | CUSIP: 689522001<br>LEI: 353800BCVTE4F8012906 | Long             | EC               | CORP              | JP        |      1700 | NS      | $32356.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHO HOLDINGS CO LTD                                                         | TOHO HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 689555001<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |      2500 | NS      | $41685.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHOKU ELECTRIC POWER COMPANY INCORPORATED                                   | TOHOKU ELECTRIC POWER CO INC COMMON STOCK             | CUSIP: 689526002<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |      8700 | NS      | $45571.47     | 0.04%             |  |  |  | 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        |      2100 | NS      | $22297.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                                    | TOKIO MARINE HOLDINGS INC COMMON STOCK                | CUSIP: 651312902<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      4300 | NS      | $91858.25     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKUYAMA CORPORATION                                                         | TOKUYAMA CORP COMMON STOCK                            | CUSIP: 689576007<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |      2500 | NS      | $33934.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRIC POWER CO HOLDINGS INC (TEPCO)                                 | TOKYO ELECTRIC POWER COMPANY COMMON STOCK             | CUSIP: 689540003<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |     99300 | NS      | $357621.03    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LIMITED                                                       | TOKYO ELECTRON LTD COMMON STOCK                       | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       400 | NS      | $117531.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO GAS                                                                    | TOKYO GAS CO LTD COMMON STOCK                         | CUSIP: 689544005<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      8100 | NS      | $158596.37    | 0.15%             |  |  |  | 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        |       900 | NS      | $40679.95     | 0.04%             |  |  |  | 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        |       200 | NS      | $6461.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO STEEL MANUFACTURING CO LTD                                             | TOKYO STEEL MFG CO LTD COMMON STOCK                   | CUSIP: 689587004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $36844.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYU CORPORATION                                                            | TOKYU CORP COMMON STOCK                               | CUSIP: 689654002<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |      5900 | NS      | $74304.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA SYSTEMS ASA                                                            | TOMRA SYSTEMS ASA COMMON STOCK NOK1.0                 | CUSIP: BPLXRG905<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |      3396 | NS      | $57277.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMY COMPANY LTD                                                             | TOMY COMPANY LTD COMMON STOCK                         | CUSIP: 604692905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $26807.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPDANMARK A/S                                                               | TOPDANMARK A/S COMMON STOCK DKK1.0                    | CUSIP: B94P97907<br>LEI: 549300PP3ULLF0SQRK46 | Long             | EC               | CORP              | DK        |       807 | NS      | $42468.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN INC                                                                   | TOPPAN INC COMMON STOCK                               | CUSIP: 689702009<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      6000 | NS      | $88604.91     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TOROMONT INDUSTRIES LTD                                                      | TOROMONT INDUSTRIES LTD COMMON STOCK                  | CUSIP: 891102956<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      1010 | NS      | $72885.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOSHIBA CORPORATION                                                          | TOSHIBA CORP COMMON STOCK                             | CUSIP: 689721009<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |      6100 | NS      | $211970.63    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TOSHIBA TEC CORPORATION                                                      | TOSHIBA TEC CORP COMMON STOCK                         | CUSIP: 689488005<br>LEI: 529900BU7UO2N2ITYD43 | Long             | EC               | CORP              | JP        |       200 | NS      | $5448.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOSOH                                                                        | TOSOH CORP COMMON STOCK                               | CUSIP: 690028006<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      2500 | NS      | $29729.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                             | TOTALENERGIES SE COMMON STOCK EUR2.5                  | CUSIP: B15C55900<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     12239 | NS      | $768280.41    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO LTD                                                                     | TOTO LTD COMMON STOCK                                 | CUSIP: 689746006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $30527.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOURMALINE OIL CORP                                                          | TOURMALINE OIL CORP COMMON STOCK                      | CUSIP: 89156V957<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |       110 | NS      | $5550.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SEIKAN GROUP HOLDINGS LTD                                               | TOYO SEIKAN GROUP HOLDINGS L COMMON STOCK             | CUSIP: 690026000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |      4200 | NS      | $51531.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO SUISAN KAISHA                                                           | TOYO SUISAN KAISHA LTD COMMON STOCK                   | CUSIP: 689996007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $26968.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO TIRE CORPORATION (AKA: TOYO TIRE & RUBBER CO LTD)                       | TOYO TIRE CORP COMMON STOCK                           | CUSIP: 690018007<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |      2900 | NS      | $32640.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYODA GOSEI                                                                 | TOYODA GOSEI CO LTD COMMON STOCK                      | CUSIP: 690055009<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |      2500 | NS      | $38555.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORPORATION                                                     | TOYOTA MOTOR CORP COMMON STOCK                        | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     14700 | NS      | $200545.38    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA TSUSHO CORPORATION                                                    | TOYOTA TSUSHO CORP COMMON STOCK                       | CUSIP: 690058003<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      3700 | NS      | $136102.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTO BOSHOKU CORP                                                          | TOYOTA BOSHOKU CORP COMMON STOCK                      | CUSIP: 690059902<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |      3800 | NS      | $50435.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES PUBLIC LIMITED COMPANY                                    | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0            | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       395 | NS      | $66395.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA RENEWABLES INC                                                     | TRANSALTA RENEWABLES INC COMMON STOCK                 | CUSIP: 893463950<br>LEI: 529900U45A1JKZFABZ35 | Long             | EC               | CORP              | CA        |      2315 | NS      | $19234.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONTINENTAL INC                                                         | TRANSCONTINENTAL INC CL A COMMON STOCK                | CUSIP: 893578963<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |      2238 | NS      | $25256.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                           | BANCO SANTANDER SA COMMON STOCK EUR.5                 | CUSIP: 570594903<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    282346 | NS      | $844246.24    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSURBAN GROUP                                                             | TRANSURBAN GROUP STAPLED SECURITY                     | CUSIP: 620088906<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     13563 | NS      | $119325.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                                           | TRAVIS PERKINS PLC COMMON STOCK GBP.112051            | CUSIP: BK9RKT902<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |      2473 | NS      | $26439.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TREND MICRO                                                                  | TREND MICRO INC COMMON STOCK                          | CUSIP: 612528901<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       400 | NS      | $18706.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITAX BIG BOX REIT PLC                                                      | TRITAX BIG BOX REIT PLC REIT GBP.01                   | CUSIP: BG49KP904<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               | CORP              | GB        |     23830 | NS      | $39937.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                                    | BANDAI NAMCO HOLDINGS INC COMMON STOCK                | CUSIP: B0JDQD905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $106555.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRULY INTERNATIONAL HOLDINGS LIMITED                                         | TRULY INTERNATIONAL HOLDINGS COMMON STOCK HKD.02      | CUSIP: 690574009<br>LEI: 5299001RDHF8VP5IW690 | Long             | EC               | CORP              | KY        |    116000 | NS      | $18054.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRYGVESTA AS                                                                 | TRYG A/S COMMON STOCK DKK5.0                          | CUSIP: BXDZ97902<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      1557 | NS      | $37002.96     | 0.03%             |  |  |  | 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        |      2700 | NS      | $30879.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSUMURA & CO                                                                 | TSUMURA + CO COMMON STOCK                             | CUSIP: 690691001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $30703.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSURUHA HOLDINGS INC                                                         | TSURUHA HOLDINGS INC COMMON STOCK                     | CUSIP: B0MKZN903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $46539.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ CORPORATION                                                             | UACJ CORP COMMON STOCK                                | CUSIP: B0N9WZ903<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |      1000 | NS      | $16788.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBE CORPORATION                                                              | UBE CORP COMMON STOCK                                 | CUSIP: 691070007<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |      2100 | NS      | $30780.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                        | UBISOFT ENTERTAINMENT COMMON STOCK EUR.0775           | CUSIP: B1L3CS904<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |       380 | NS      | $10735.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG REG COMMON STOCK CHF.1                   | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      9302 | NS      | $172889.01    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                                       | UCB SA COMMON STOCK                                   | CUSIP: 559699905<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       958 | NS      | $75484.13     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ULVAC INC                                                                    | ULVAC INC COMMON STOCK                                | CUSIP: 659948905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $20837.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                                                       | AAK AB COMMON STOCK                                   | CUSIP: ACI137WT6<br>LEI: 549300GK4LGIDDWJWL07 | Long             | EC               | CORP              | SE        |      1946 | NS      | $33230.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNI-SELECT INC                                                               | UNI SELECT INC COMMON STOCK                           | CUSIP: 90457D951<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               | CORP              | CA        |       500 | NS      | $15819.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD                                                    | UNIBAIL RODAMCO WESTFIELD REIT EUR5.0                 | CUSIP: BF2PQ0901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       327 | NS      | $17094.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD                                                    | UNIBAIL RODAMCO WESTFIELD REIT EUR5.0                 | CUSIP: BFYM46904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       567 | NS      | $29640.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                                             | UNICAJA BANCO SA COMMON STOCK EUR.25                  | CUSIP: BH4H4H900<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |     77239 | NS      | $85108.93     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICHARM                                                                     | UNICHARM CORP COMMON STOCK                            | CUSIP: 691148001<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |      1900 | NS      | $72743.82     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                | UNICREDIT SPA COMMON STOCK NPV                        | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     16947 | NS      | $240470.21    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                                 | UNILEVER PLC COMMON STOCK GBP.031111                  | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     11257 | NS      | $568341.32    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIPOL GRUPPO SPA                                                            | UNIPOL GRUPPO SPA COMMON STOCK                        | CUSIP: ACI01TKW8<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     15176 | NS      | $73888.81     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQA INSURANCE GROUP AG                                                     | UNIQA INSURANCE GROUP AG COMMON STOCK                 | CUSIP: 442233904<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |      4431 | NS      | $33121.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                                 | UNITED OVERSEAS BANK LTD COMMON STOCK                 | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     10600 | NS      | $242801.85    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED SUPER MARKETS HOLDINGS INC                                            | UNITED SUPER MARKETS HOLDING COMMON STOCK             | CUSIP: ACI0BNTQ4<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $35899.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED URBAN INVESTMENT CORPORATION                                          | UNITED URBAN INVESTMENT CORP REIT                     | CUSIP: 672383908<br>LEI: 353800GYZWBD7BDCN841 | Long             | EC               | CORP              | JP        |        33 | NS      | $37702.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES GROUP PLC                                                   | UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05        | CUSIP: B39J2M903<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      7526 | NS      | $89923.11     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                            | BANK HAPOALIM BM COMMON STOCK ILS1.                   | CUSIP: 607580909<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     10557 | NS      | $95054.37     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                      | BANK LEUMI LE ISRAEL COMMON STOCK ILS.1               | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     12670 | NS      | $105525.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                                     | UNIVERSAL MUSIC GROUP NV COMMON STOCK EUR10.0         | CUSIP: BNZGVV904<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      2245 | NS      | $54290.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                                              | UPM KYMMENE OYJ COMMON STOCK                          | CUSIP: 505125906<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      2687 | NS      | $100551.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| USS                                                                          | USS CO LTD COMMON STOCK                               | CUSIP: 617149901<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |      2700 | NS      | $42841.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VALEO                                                                        | VALEO COMMON STOCK EUR1.0                             | CUSIP: BDC5ST904<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |      1177 | NS      | $21030.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VALIANT HOLDING AG                                                           | VALIANT HOLDING AG REG COMMON STOCK CHF.5             | CUSIP: 751789900<br>LEI: 529900R30EKFHO09CN42 | Long             | EC               | CORP              | CH        |       453 | NS      | $48981.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE CORPORATION LIMITED                                                  | VENTURE CORP LTD COMMON STOCK                         | CUSIP: 692737000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |      2800 | NS      | $35689.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                      | VEOLIA ENVIRONNEMENT COMMON STOCK EUR5.0              | CUSIP: 403187909<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      6251 | NS      | $160615.75    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| VEON LTD (AKA: VIMPELCOM LTD)                                                | VEON LTD ADR                                          | CUSIP: 91822M106<br>LEI: 5493008CA3NMHYEVT131 | Long             | EC               | CORP              | BM        |     57207 | NS      | $5.72         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERBUND AG                                                                   | VERBUND AG COMMON STOCK                               | CUSIP: 466160009<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |       355 | NS      | $29841.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                         | VERMILION ENERGY INC COMMON STOCK                     | CUSIP: 923725956<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | EC               | CORP              | CA        |      1889 | NS      | $33441.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTAS WIND SYSTEMS A/S                                                      | VESTAS WIND SYSTEMS A/S COMMON STOCK DKK.2            | CUSIP: BN4MYF907<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      2112 | NS      | $61608.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VICINITY CENTRES (AKA: FEDERATION CENTRES)                                   | VICINITY CENTRES REIT                                 | CUSIP: BY7QXS904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     18149 | NS      | $24506.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                                     | VINCI SA COMMON STOCK EUR2.5                          | CUSIP: B1XH02900<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      3031 | NS      | $302150.92    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| VISCOFAN SA                                                                  | VISCOFAN SA COMMON STOCK EUR.7                        | CUSIP: 563828904<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |       849 | NS      | $54682.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VITESCO TECHNOLOGIES GROUP AKTIENGESELLSCHAFT                                | VITESCO TECHNOLOGIES GROUP A COMMON STOCK             | CUSIP: ACI20BRX5<br>LEI: 529900CCDMZ7UCYYS252 | Long             | EC               | CORP              | DE        |       992 | NS      | $57357.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VIVA ENERGY GROUP LIMITED                                                    | VIVA ENERGY GROUP LTD COMMON STOCK                    | CUSIP: BYQM3N906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20190 | NS      | $37373.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | VODAFONE GROUP PLC COMMON STOCK USD.2095238           | CUSIP: ACI07KLY6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    591224 | NS      | $598742.56    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                                               | VOESTALPINE AG COMMON STOCK                           | CUSIP: 494340904<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |      2174 | NS      | $57587.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AG                                                                | VOLKSWAGEN AG PREF PREFERENCE                         | CUSIP: 549716900<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      4586 | NS      | $568891.42    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                                                     | VOLVO AB B SHS COMMON STOCK SEK1.26                   | CUSIP: B1QH83908<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     16238 | NS      | $293316.70    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                   | VONOVIA SE COMMON STOCK                               | CUSIP: BBJPFY900<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      1431 | NS      | $33709.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WACKER CHEMIE AG                                                             | WACKER CHEMIE AG COMMON STOCK                         | CUSIP: B11Y56904<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |       118 | NS      | $15037.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALLENIUS WILHELMSEN ASA (AKA: WALLENIUS WILHELMSEN LOGISTICS)               | WALLENIUS WILHELMSEN ASA COMMON STOCK NOK.52          | CUSIP: B55WMQ902<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |      1133 | NS      | $11158.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAREHOUSES DE PAUW SCA                                                       | WAREHOUSES DE PAUW SCA REIT                           | CUSIP: ACI1HPHT8<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               | CORP              | BE        |      1043 | NS      | $29878.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WARTSILA OYJ ABP                                                             | WARTSILA OYJ ABP COMMON STOCK                         | CUSIP: 452518905<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      1240 | NS      | $10455.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESFARMERS LIMITED                                                           | WESFARMERS LTD COMMON STOCK                           | CUSIP: 694883000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      9448 | NS      | $294657.43    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| WEST FRASER TIMBER CO LTD                                                    | WEST FRASER TIMBER CO LTD COMMON STOCK                | CUSIP: 952845956<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       993 | NS      | $71702.81     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST JAPAN RAILWAY COMPANY                                                   | WEST JAPAN RAILWAY CO COMMON STOCK                    | CUSIP: 695799908<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      3400 | NS      | $147625.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                  | WESTPAC BANKING CORP COMMON STOCK                     | CUSIP: 607614005<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      6647 | NS      | $105232.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTSHORE TERMINALS INVESTMENT CORPORATION                                   | WESTSHORE TERMINALS INVESTME COMMON STOCK             | CUSIP: 96145A960<br>LEI: 549300IERWRM7D8GK487 | Long             | EC               | CORP              | CA        |      2251 | NS      | $37289.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD (AKA: SHUANGHUI INTERNATIONAL HOLDINGS LTD)                     | WH GROUP LTD COMMON STOCK USD.0001                    | CUSIP: BLLHKZ904<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     64000 | NS      | $37327.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WHARF HOLDINGS LTD                                                           | WHARF HOLDINGS LTD COMMON STOCK                       | CUSIP: 643557002<br>LEI: 254900JCV4TBBPX9IW91 | Long             | EC               | CORP              | HK        |     12000 | NS      | $35200.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                                                 | WHEATON PRECIOUS METALS CORP COMMON STOCK             | CUSIP: 962879953<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      1200 | NS      | $46883.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITECAP RESOURCES INC                                                       | WHITECAP RESOURCES INC COMMON STOCK                   | CUSIP: 96467A952<br>LEI: 5493004AMPGZA0JO5Q37 | Long             | EC               | CORP              | CA        |     11698 | NS      | $92789.16     | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| WHITEHAVEN COAL LIMITED                                                      | WHITEHAVEN COAL LTD COMMON STOCK                      | CUSIP: B1XQXC902<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |     12101 | NS      | $77094.72     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WILMAR INTERNATIONAL LIMITED                                                 | WILMAR INTERNATIONAL LTD COMMON STOCK                 | CUSIP: B17KC6900<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     46900 | NS      | $146111.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                                            | WOLTERS KLUWER COMMON STOCK EUR.12                    | CUSIP: 567151907<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      1542 | NS      | $161347.49    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE PETROLEUM                                                           | WOODSIDE ENERGY GROUP LTD COMMON STOCK                | CUSIP: ACI25YKM1<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     12882 | NS      | $311978.81    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED)                                | WOOLWORTHS GROUP LTD COMMON STOCK                     | CUSIP: 698123908<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     13761 | NS      | $314238.14    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                                 | WORLDLINE SA COMMON STOCK EUR.68                      | CUSIP: BNFWR4906<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |       651 | NS      | $25494.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WORLEY LIMITED                                                               | WORLEY LTD COMMON STOCK                               | CUSIP: 656247905<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |      5467 | NS      | $55765.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| XINYI GLASS HOLDINGS LIMITED                                                 | XINYI GLASS HOLDINGS LTD COMMON STOCK HKD.1           | CUSIP: B05NXN908<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | KY        |     15000 | NS      | $27713.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YAKULT HONSHA CO LTD                                                         | YAKULT HONSHA CO LTD COMMON STOCK                     | CUSIP: 698511003<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |       800 | NS      | $52078.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMADA HOLDINGS CO LTD                                                       | YAMADA HOLDINGS CO LTD COMMON STOCK                   | CUSIP: 698502002<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |     35000 | NS      | $124241.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA CORPORATION                                                           | YAMAHA CORP COMMON STOCK                              | CUSIP: 664238003<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |       700 | NS      | $25975.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR CO LTD                                                          | YAMAHA MOTOR CO LTD COMMON STOCK                      | CUSIP: 698526001<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      2300 | NS      | $51982.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAZAKI BAKING                                                              | YAMAZAKI BAKING CO LTD COMMON STOCK                   | CUSIP: 698550001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $33500.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                       | YARA INTERNATIONAL ASA COMMON STOCK NOK1.7            | CUSIP: 775125909<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      5300 | NS      | $232759.86    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| YASKAWA ELECTRIC CORPORATION                                                 | YASKAWA ELECTRIC CORP COMMON STOCK                    | CUSIP: 698604006<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |       900 | NS      | $28714.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOREI COLTD                                                                | YOKOREI CO LTD COMMON STOCK                           | CUSIP: 698648003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $44675.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| YOSHINOYA HOLDINGS CO LTD                                                    | YOSHINOYA HOLDINGS CO LTD COMMON STOCK                | CUSIP: 621185909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $27865.22     | 0.03%             |  |  |  | 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        |      1400 | NS      | $38431.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Z HOLDINGS CORPORATION                                                       | Z HOLDINGS CORP COMMON STOCK                          | CUSIP: 608484903<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     11400 | NS      | $28471.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENKOKU HOSHO COLTD                                                          | ZENKOKU HOSHO CO LTD COMMON STOCK                     | CUSIP: B92MT1907<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |       200 | NS      | $7662.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENSHO HOLDINGS CO LTD                                                       | ZENSHO HOLDINGS CO LTD COMMON STOCK                   | CUSIP: 604260901<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |      1500 | NS      | $37674.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP LTD                                                   | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1          | CUSIP: 598381903<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1909 | NS      | $912649.37    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                    | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0         | CUSIP: BD1RP6901<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      6663 | NS      | $63493.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                             | BANK OF MONTREAL COMMON STOCK                         | CUSIP: 063671952<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       235 | NS      | $21288.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF QUEENSLAND LIMITED                                                   | BANK OF QUEENSLAND LTD COMMON STOCK                   | CUSIP: 607624004<br>LEI: 549300WFIN7T02UKDG08 | Long             | EC               | CORP              | AU        |      6349 | NS      | $29688.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                                 | BANKINTER SA COMMON STOCK EUR.3                       | CUSIP: 547400903<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      7368 | NS      | $49362.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ADECCO GROUP AG (AKA: ADECCO SA)                                             | ADECCO GROUP AG REG COMMON STOCK CHF.1                | CUSIP: 711072900<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |      1641 | NS      | $53980.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE CANTONALE VAUDOISE                                                    | BANQUE CANTONALE VAUDOIS REG COMMON STOCK CHF10.0     | CUSIP: ACI1MH6Q8<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |       512 | NS      | $49088.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCO NV                                                                     | BARCO N.V. COMMON STOCK                               | CUSIP: BMB3BN901<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |      1678 | NS      | $41570.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRATT DEVELOPMENTS P L C                                                   | BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1           | CUSIP: 008118002<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |      2170 | NS      | $10364.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK GOLD CORPORATION                                                     | BARRICK GOLD CORP COMMON STOCK                        | CUSIP: 067901959<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      3005 | NS      | $51511.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRY CALLEBAUT AG                                                           | BARRY CALLEBAUT AG REG COMMON STOCK CHF.02            | CUSIP: 547692905<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |        23 | NS      | $45419.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                      | BASF SE COMMON STOCK NPV                              | CUSIP: ACI0054Q2<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      3049 | NS      | $150128.45    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AKTIENGESELLSCHAFT                                                     | BAYER AG REG COMMON STOCK                             | CUSIP: 506921907<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      1855 | NS      | $95476.94     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE AG (BMW)                                            | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0       | CUSIP: 575602909<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      9823 | NS      | $869678.90    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                                    | ADIDAS AG COMMON STOCK                                | CUSIP: 403197908<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       558 | NS      | $75623.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE INC                                                                      | BCE INC COMMON STOCK                                  | CUSIP: 05534B950<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      4026 | NS      | $176888.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                                                  | BE SEMICONDUCTOR INDUSTRIES COMMON STOCK EUR.01       | CUSIP: ACI12HBP6<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       561 | NS      | $34187.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIERSDORF AG                                                                | BEIERSDORF AG COMMON STOCK                            | CUSIP: 510740905<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |       646 | NS      | $73819.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BENDIGO AND ADELAIDE BANK LIMITED                                            | BENDIGO AND ADELAIDE BANK COMMON STOCK                | CUSIP: 609128905<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |      5818 | NS      | $38610.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKELEY GROUP HOLDINGS PLC                                                  | BERKELEY GROUP HOLDINGS/THE COMMON STOCK GBP.05414    | CUSIP: BLJNXL901<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |       597 | NS      | $27216.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BETSSON AB                                                                   | BETSSON AB B COMMON STOCK SEK.67                      | CUSIP: BPG39P907<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |      1382 | NS      | $11232.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEZEQ - THE ISRAEL TELECOMMUNICATION CORPORATION LTD                         | BEZEQ THE ISRAELI TELECOM CO COMMON STOCK ILS1.       | CUSIP: 609803903<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |     48619 | NS      | $83406.34     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                            | ADMIRAL GROUP PLC COMMON STOCK GBP.001                | CUSIP: B02J63904<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      1965 | NS      | $50443.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LIMITED                                                            | BHP GROUP LTD COMMON STOCK                            | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     14681 | NS      | $454772.47    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG YELLOW GROUP PLC                                                         | BIG YELLOW GROUP PLC REIT GBP.1                       | CUSIP: 028694909<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               | CORP              | GB        |      1857 | NS      | $25721.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BILFINGER SE                                                                 | BILFINGER SE COMMON STOCK                             | CUSIP: 511738908<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |      1115 | NS      | $32121.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BILIA AB                                                                     | BILIA AB A SHS COMMON STOCK SEK2.5                    | CUSIP: ACI0V5HZ4<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |      2271 | NS      | $24924.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOMERIEUX                                                                   | BIOMERIEUX COMMON STOCK                               | CUSIP: BF0LBX906<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       359 | NS      | $37717.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BIPROGY INC                                                                  | NIHON UNISYS LTD COMMON STOCK                         | CUSIP: 664268000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $32938.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BIRCHCLIFF ENERGY LTD                                                        | BIRCHCLIFF ENERGY LTD COMMON STOCK                    | CUSIP: 090697954<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |      4779 | NS      | $33283.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                                       | BKW AG COMMON STOCK CHF2.5                            | CUSIP: ACI00WIH8<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |       364 | NS      | $49803.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKMORES LIMITED                                                           | BLACKMORES LTD COMMON STOCK                           | CUSIP: 610226003<br>LEI: 984500ECF802BDJ8D935 | Long             | EC               | CORP              | AU        |       414 | NS      | $20324.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUESCOPE STEEL LIMITED                                                      | BLUESCOPE STEEL LTD COMMON STOCK                      | CUSIP: 653323907<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      6442 | NS      | $73420.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP PARIBAS COMMON STOCK EUR2.0                       | CUSIP: 730968906<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2533 | NS      | $144226.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BOLIDEN AB                                                                   | BOLIDEN AB COMMON STOCK SEK2.11                       | CUSIP: ACI24VD38<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      1886 | NS      | $70842.29     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE RESIDENCE INVESTMENT CORPORATION                                     | ADVANCE RESIDENCE INVESTMENT REIT                     | CUSIP: B62WZW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        16 | NS      | $41262.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LIMITED                                      | BOSIDENG INTL HLDGS LTD COMMON STOCK USD.00001        | CUSIP: B24FZ3904<br>LEI: 254900G7F1RDM4B3S169 | Long             | EC               | CORP              | KY        |     84000 | NS      | $39805.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                  | BOUYGUES SA COMMON STOCK EUR1.0                       | CUSIP: 400212908<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      5476 | NS      | $164234.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                       | BP PLC COMMON STOCK USD.25                            | CUSIP: 079805909<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    252550 | NS      | $1457198.75   | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA (BANCA POPOLARE DELL'EMILIA ROMAGNA SC)                           | BPER BANCA COMMON STOCK NPV                           | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     22585 | NS      | $46303.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAMBLES LIMITED                                                             | BRAMBLES LTD COMMON STOCK                             | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10654 | NS      | $87369.23     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BREMBO SPA                                                                   | BREMBO SPA COMMON STOCK NPV                           | CUSIP: BF3798902<br>LEI: 549300BLWVJN2BAT0A44 | Long             | EC               | CORP              | IT        |      3123 | NS      | $34922.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BREVILLE GROUP LIMITED                                                       | BREVILLE GROUP LTD COMMON STOCK                       | CUSIP: 615870904<br>LEI: 529900MM4WH0KSB3KW37 | Long             | EC               | CORP              | AU        |       844 | NS      | $10480.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                      | BRIDGESTONE CORP COMMON STOCK                         | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      6400 | NS      | $226605.30    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORPORATION                                                        | ADVANTEST CORP COMMON STOCK                           | CUSIP: 687049007<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       700 | NS      | $44833.99     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                 | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25      | CUSIP: 028758902<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     10012 | NS      | $396056.26    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES LTD                                                       | BROTHER INDUSTRIES LTD COMMON STOCK                   | CUSIP: 614650000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      1900 | NS      | $28715.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BT GROUP PLC                                                                 | BT GROUP PLC COMMON STOCK GBP.05                      | CUSIP: 309135903<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    141320 | NS      | $190820.72    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCHER INDUSTRIES AG-REG                                                     | BUCHER INDUSTRIES AG REG COMMON STOCK CHF.2           | CUSIP: B07ZBW903<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |        83 | NS      | $34638.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AECON GROUP INC                                                              | AECON GROUP INC COMMON STOCK                          | CUSIP: 00762V950<br>LEI: 549300VROCXVWXFR8B83 | Long             | EC               | CORP              | CA        |      2837 | NS      | $19087.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PLC                                                                    | BUNZL PLC COMMON STOCK GBP.3214286                    | CUSIP: B0744B906<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      2045 | NS      | $68037.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                                           | BURBERRY GROUP PLC COMMON STOCK GBP.0005              | CUSIP: 317430908<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |      2193 | NS      | $53316.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BUREAU VERITAS                                                               | BUREAU VERITAS SA COMMON STOCK EUR.12                 | CUSIP: B28DTJ907<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      3816 | NS      | $100566.80    | 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              | BM        |      5637 | NS      | $43701.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON NV                                                                     | AEGON NV COMMON STOCK EUR.12                          | CUSIP: 592737902<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     59262 | NS      | $300261.10    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CA IMMOBILIEN ANLAGEN AG                                                     | CA IMMOBILIEN ANLAGEN AG COMMON STOCK                 | CUSIP: 568104905<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |      1392 | NS      | $42028.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA SME SA                                                                  | AENA SME SA COMMON STOCK                              | CUSIP: BVRZ8L901<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |       352 | NS      | $44126.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                 | CAIXABANK SA COMMON STOCK EUR1.0                      | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      4531 | NS      | $17765.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CALBEE INC                                                                   | CALBEE INC COMMON STOCK                               | CUSIP: B3TBRZ902<br>LEI: 529900CIHZID6O8LJH81 | Long             | EC               | CORP              | JP        |      1700 | NS      | $38624.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON CO LTD                                                                  | AEON CO LTD COMMON STOCK                              | CUSIP: 648004000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      4900 | NS      | $103465.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMECO CORPORATION                                                           | CAMECO CORP COMMON STOCK                              | CUSIP: 13321L959<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       700 | NS      | $15866.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN APARTMENT PROPERTIES REIT                                           | CAN APARTMENT PROP REAL ESTA REIT                     | CUSIP: 134921956<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               | CORP              | CA        |       890 | NS      | $28054.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                    | CAN IMPERIAL BK OF COMMERCE COMMON STOCK              | CUSIP: 136069952<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1290 | NS      | $52181.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY COMPANY                                            | CANADIAN NATL RAILWAY CO COMMON STOCK                 | CUSIP: 136375961<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1308 | NS      | $155375.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                           | CANADIAN NATURAL RESOURCES COMMON STOCK               | CUSIP: 136385952<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      2680 | NS      | $148825.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY LIMITED                                             | CANADIAN PACIFIC RAILWAY LTD COMMON STOCK             | CUSIP: 13645T951<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3618 | NS      | $269746.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON REIT INVESTMENT CORPORATION                                             | AEON REIT INVESTMENT CORP REIT                        | CUSIP: BFSSCF909<br>LEI: 353800P59F8MJB4FE788 | Long             | EC               | CORP              | JP        |        30 | NS      | $35208.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORPORATION LIMITED                                            | CANADIAN TIRE CORP CLASS A COMMON STOCK               | CUSIP: 136681954<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       967 | NS      | $101056.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN UTILITIES LIMITED                                                   | CANADIAN UTILITIES LTD A COMMON STOCK                 | CUSIP: 136717956<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      1205 | NS      | $32616.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC                                                                    | CANON INC COMMON STOCK                                | CUSIP: 617232004<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     18000 | NS      | $389592.98    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON SALES CO INC                                                           | CANON MARKETING JAPAN INC COMMON STOCK                | CUSIP: 617245006<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |      1900 | NS      | $43022.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPCOM CO LTD                                                                | CAPCOM CO LTD COMMON STOCK                            | CUSIP: 617369004<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      2800 | NS      | $89377.36     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND  INTEGRATED  COMMERCIAL  TRUST                                    | CAPITALAND INTEGRATED COMMER REIT                     | CUSIP: 642012900<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |     21300 | NS      | $32487.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND ASCENDAS REIT                                                     | CAPITALAND ASCENDAS REIT REIT                         | CUSIP: 656387909<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |     25900 | NS      | $53044.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CARL ZEISS MEDITEC AG                                                        | CARL ZEISS MEDITEC AG   BR COMMON STOCK               | CUSIP: 592296909<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |       294 | NS      | $36953.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG AS                                                                 | CARLSBERG AS B COMMON STOCK DKK20.                    | CUSIP: 416921005<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       612 | NS      | $81179.93     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                                                 | CARNIVAL PLC COMMON STOCK USD1.66                     | CUSIP: 312152903<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |      1491 | NS      | $10341.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                                 | CARREFOUR SA COMMON STOCK EUR2.5                      | CUSIP: 564156909<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     23465 | NS      | $392474.22    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| CARSALES.COM.AU LTD                                                          | CARSALES.COM LTD COMMON STOCK                         | CUSIP: BW0BGZ901<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |      1666 | NS      | $23444.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CASINO GUICHARD PERRACHON SA                                                 | CASINO GUICHARD PERRACHON COMMON STOCK EUR1.53        | CUSIP: 417841004<br>LEI: 969500VHL8F83GBL6L29 | Long             | EC               | CORP              | FR        |      2093 | NS      | $21878.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CASIO COMPUTER COMPANY                                                       | CASIO COMPUTER CO LTD COMMON STOCK                    | CUSIP: 617896006<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |      3300 | NS      | $33478.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CATHAY PACIFIC AIRWAYS LIMITED                                               | CATHAY PACIFIC AIRWAYS COMMON STOCK                   | CUSIP: 617975008<br>LEI: EQNZNT235RBOJ6LJQZ02 | Long             | EC               | CORP              | HK        |     48000 | NS      | $52294.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CAWACHI LIMITED                                                              | CAWACHI LTD COMMON STOCK                              | CUSIP: 628978900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $32195.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | FIXED INC CLEARING CORP.REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    320211 | PA      | $320210.89    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CELESTICA INC                                                                | CELESTICA INC COMMON STOCK                            | CUSIP: 15101Q959<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      4601 | NS      | $51854.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMBRA MONEY BANK AG                                                         | CEMBRA MONEY BANK AG COMMON STOCK CHF1.0              | CUSIP: BFSSBH906<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |       538 | NS      | $44650.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC INC                                                                      | AGC INC COMMON STOCK                                  | CUSIP: 605520006<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      3000 | NS      | $99557.20     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL GLASS COLTD                                                          | CENTRAL GLASS CO LTD COMMON STOCK                     | CUSIP: 618430003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $36143.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                                 | CENTRICA PLC COMMON STOCK GBP.061728                  | CUSIP: B033F2900<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    170001 | NS      | $197721.49    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD                                                                      | ABB LTD REG COMMON STOCK CHF.12                       | CUSIP: 710889908<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     11665 | NS      | $355520.06    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI INC                                                                      | CGI INC COMMON STOCK                                  | CUSIP: 12532H955<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      1407 | NS      | $121278.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION IRON LIMITED                                                        | CHAMPION IRON LTD COMMON STOCK                        | CUSIP: 618812903<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |      2371 | NS      | $11730.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA/NV                                                                  | AGEAS COMMON STOCK                                    | CUSIP: B86S2N903<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      1027 | NS      | $45569.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20230103                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-6.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL ENERGY LIMITED                                                           | AGL ENERGY LTD COMMON STOCK                           | CUSIP: BSS7GP901<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |     19189 | NS      | $105042.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD                                        | CHECK POINT SOFTWARE TECH COMMON STOCK USD.01         | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       781 | NS      | $98530.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LIMITED                                                   | AGNICO EAGLE MINES LTD COMMON STOCK                   | CUSIP: 008474959<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |      2036 | NS      | $105799.82    | 0.10%             |  |  |  | Yes           |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

**Name of Applicant:** PIMCO Equity Series

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer