# EDGAR Filing Document

**Accession Number:** 0001496749
**File Stem:** 0001145549-23-009595
**Filing Date:** 2023-2
**Character Count:** 179192
**Document Hash:** 1c8f318d2675c1a612d9cbdfe27a7c28
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009595.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009595

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Hedged Equity & Income Fund
- **CENTRAL INDEX KEY:** 0001496749
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22441
- **FILM NUMBER:** 23664298

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 800-344-1029

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Hedged Equity & Income Fund

- **b. Investment Company Act file number:** 811-22441

- **c. CIK number of Registrant:** 0001496749

- **d. LEI of Registrant:** TXPTLN9B34V0S0MTR071

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** John Hancock Hedged Equity & Income Fund

- **c. LEI of Series:** TXPTLN9B34V0S0MTR071

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

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $143788429.31

**Total Liabilities:** $211349.68

**Net Assets:** $143577079.63

**Cash Not Reported:** $2257940.54

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.55%               | 8.10%                | -5.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1123812.96             | $10615613.86                               |
| Month 2  | $161032.12               | $12501155.91                               |
| Month 3  | $-651762.87              | $-2672824.58                               |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AbbVie Inc.                                                      | ABBVIE INC COMMON STOCK USD.01                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10273 | NS      | $1660219.53   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Company Public Limited Company(The)                 | BRITISH LAND CO PLC/THE REIT GBP.25                    | CUSIP: 013670005<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |      8628 | NS      | $40963.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                | ALTRIA GROUP INC COMMON STOCK USD.333                  | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     14567 | NS      | $665857.57    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                              | SOCIETE GENERALE SA COMMON STOCK EUR1.25               | CUSIP: 596651901<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      4217 | NS      | $105777.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                       | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1           | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1046 | NS      | $500068.75    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                         | KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2              | CUSIP: 598662906<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      6497 | NS      | $97761.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                                          | METROPOLE TELEVISION SA COMMON STOCK EUR.4             | CUSIP: 599390903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3192 | NS      | $52454.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1                                           | TELEVISION FRANCAISE 1 COMMON STOCK EUR.2              | CUSIP: 599711900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7345 | NS      | $56386.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMPT Limited                                                    | ASM PACIFIC TECHNOLOGY LTD COMMON STOCK HKD.1          | CUSIP: 600245005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      8975 | NS      | $63742.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaanxi Coal Industry Company Limited                            | SHAANXI COAL INDUSTRY CO LTD COMMON STOCK CNY1.0       | CUSIP: 601225C11<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     45800 | NS      | $122249.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Alpine Co. Ltd.                                             | ALPS ALPINE CO LTD COMMON STOCK                        | CUSIP: 602150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4930 | NS      | $44561.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                   | AMADA CO LTD COMMON STOCK                              | CUSIP: 602210007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3710 | NS      | $28891.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Media Holdings Inc.                                         | FUJI MEDIA HOLDINGS INC COMMON STOCK                   | CUSIP: 603658907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2665 | NS      | $21676.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| African Rainbow Minerals Limited                                 | AFRICAN RAINBOW MINERALS LTD COMMON STOCK ZAR.05       | CUSIP: 604112904<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      7985 | NS      | $134926.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                   | EISAI CO LTD COMMON STOCK                              | CUSIP: 630720001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       660 | NS      | $43528.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Limited                                      | ENN ENERGY HOLDINGS LTD COMMON STOCK HKD.1             | CUSIP: 633393905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     39200 | NS      | $547547.49    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                              | MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK            | CUSIP: 633517909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    153859 | NS      | $1032919.03   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicony Electronics Co. Ltd.                                     | CHICONY ELECTRONICS CO LTD COMMON STOCK TWD10.         | CUSIP: 614057909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     18438 | NS      | $51638.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                | BHP GROUP LTD COMMON STOCK                             | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     21136 | NS      | $654728.63    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                            | HYUNDAI MOTOR CO PREFERENCE                            | CUSIP: 614827905<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      5664 | NS      | $331494.21    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Coway Co. Ltd.                                                   | WOONGJIN COWAY CO LTD COMMON STOCK KRW500.0            | CUSIP: 617340906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1129 | NS      | $50127.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | MORGAN STANLEY COMMON STOCK USD.01                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4100 | NS      | $348582.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KTandG Corporation                                               | KTandG CORP COMMON STOCK KRW5000.                      | CUSIP: 617507900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8047 | NS      | $581616.84    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                  | BAE SYSTEMS PLC COMMON STOCK GBP.025                   | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    115496 | NS      | $1192889.08   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                              | SOLD GBP/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $109437.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                              | SOLD EUR/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-125565.16   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CHF/BOUGHT USD                                              | SOLD CHF/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-35734.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Catcher Technology Co. Ltd.                                      | CATCHER TECHNOLOGY CO LTD COMMON STOCK TWD10.          | CUSIP: 618666903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9178 | NS      | $50404.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                              | SOLD JPY/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-63279.91    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                              | SOLD JPY/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-62257.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                              | SOLD JPY/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-56960.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                              | SOLD EUR/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-11615.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                              | SOLD CAD/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-639.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                      | PFIZER INC COMMON STOCK USD.05                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     56187 | NS      | $2879021.88   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                 | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     22378 | NS      | $2264877.38   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| The Swatch Group AG                                              | SWATCH GROUP AG/THE COMMON STOCK CHF2.25               | CUSIP: 718472905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       368 | NS      | $104593.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc.                                                        | VISA INC COMMON STOCK USD.0001                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       299 | NS      | $62120.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESIGHT ENERGY LLC EQUITY                                      | FORESIGHT ENERGY LLC EQUITY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       191 | NS      | $2000.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | PHILLIPS 66 COMMON STOCK                               | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1045 | NS      | $108763.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                      | BNP PARIBAS SA COMMON STOCK EUR2.0                     | CUSIP: 730968906<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2456 | NS      | $139842.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                            | WASTE MANAGEMENT INC COMMON STOCK USD.01               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       312 | NS      | $48946.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                                   | WELLTOWER INC REIT USD1.0                              | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      2277 | NS      | $149257.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                     | CIE DE SAINT-GOBAIN COMMON STOCK EUR4.0                | CUSIP: 738048909<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2911 | NS      | $142408.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| The Procter and Gamble Company                                   | PROCTER and GAMBLE CO/THE COMMON STOCK                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      8274 | NS      | $1254007.44   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                        | WOODSIDE PETROLEUM LTD COMMON STOCK                    | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8563 | NS      | $207380.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                             | YPF SA ADR                                             | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |      2444 | NS      | $22460.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                      | PROGRESSIVE CORP/THE COMMON STOCK USD1.0               | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3170 | NS      | $411180.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                            | QUALCOMM INC COMMON STOCK USD.0001                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7365 | NS      | $809708.10    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                          | BASF SE COMMON STOCK                                   | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4138 | NS      | $203749.28    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire and Technology Co. Ltd.                             | HANKOOK TIRE and TECHNOLOGY CO L COMMON STOCK KRW500.0 | CUSIP: ACI02DOT5<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1918 | NS      | $47362.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                    | INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03      | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     34052 | NS      | $904456.35    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                     | AMS-OSRAM AG COMMON STOCK                              | CUSIP: ACI08ZN87<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      5740 | NS      | $42054.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS GROUP AG COMMON STOCK CHF.1                        | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     77200 | NS      | $1434856.08   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                      | ATandT INC COMMON STOCK USD1.0                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     26119 | NS      | $480850.79    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd.                                               | ARC RESOURCES LTD COMMON STOCK                         | CUSIP: 00208D408<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |      3141 | NS      | $42336.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                              | ABBOTT LABORATORIES COMMON STOCK                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       792 | NS      | $86953.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                               | DEUTSCHE BOERSE AG COMMON STOCK                        | CUSIP: 702196908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1028 | NS      | $177011.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                     | PAYCHEX INC COMMON STOCK USD.01                        | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2134 | NS      | $246605.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                        | SODEXO SA COMMON STOCK EUR4.0                          | CUSIP: 706271905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5988 | NS      | $572922.03    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA COMMON STOCK EUR2.29                            | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     61822 | NS      | $1722082.86   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                      | NOVARTIS AG COMMON STOCK CHF.5                         | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     15506 | NS      | $1403252.97   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP S.A.                                                        | OPAP SA COMMON STOCK EUR.3                             | CUSIP: 710725904<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |     33307 | NS      | $471218.86    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | ROCHE HOLDING AG COMMON STOCK                          | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2645 | NS      | $831157.76    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                  | ADECCO GROUP AG COMMON STOCK CHF.1                     | CUSIP: 711072900<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |      2880 | NS      | $94737.19     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Limited                                        | HUB INTL LTD TERM LOAN B 1                             | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |       323 | PA      | $319.54       | 0.00%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                               | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      7452 | NS      | $105073.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila Corporation                                             | WARTSILA OYJ ABP COMMON STOCK                          | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      7676 | NS      | $64724.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Telekom Tavkozlesi Nyilvanosan Mukodo Reszvenytarsasag    | MAGYAR TELEKOM TELECOMMUNICATI COMMON STOCK HUF100.    | CUSIP: 457746907<br>LEI: N/A                  | Long             | EC               | CORP              | HU        |     22405 | NS      | $20386.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corporation                                                | INTEL CORP COMMON STOCK USD.001                        | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     20121 | NS      | $531798.03    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                      | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5233 | NS      | $737277.37    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors and Fragrances Inc.                        | INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       907 | NS      | $95089.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                                   | CONTINENTAL AG COMMON STOCK                            | CUSIP: 459858908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       896 | NS      | $53414.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                       | IRON MOUNTAIN INC REIT USD.01                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     10886 | NS      | $542667.10    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE MSCI EAFE ETF ISHARES CORE MSCI EAFE ETF            | ISHARES CORE MSCI EAFE ETF ISHARES CORE MSCI EAFE ETF  | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |       682 | NS      | $42038.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV Aktiengesellschaft                                           | OMV AG COMMON STOCK                                    | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      1110 | NS      | $57099.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBUND AG                                                       | VERBUND AG COMMON STOCK                                | CUSIP: 466160009<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      3837 | NS      | $322537.32    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                           | JPMORGAN CHASE and CO COMMON STOCK USD1.0              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     11863 | NS      | $1590828.30   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VTB BANK PJSC DEPOSITORY RECEIPT                                 | VTB BANK PJSC DEPOSITORY RECEIPT                       | CUSIP: 46630Q202<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     55420 | NS      | $886.72       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Renault                                                          | RENAULT SA COMMON STOCK EUR3.81                        | CUSIP: 471279901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2312 | NS      | $77148.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                      | TELENOR ASA COMMON STOCK NOK6.                         | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      6560 | NS      | $61289.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                              | JOHNSON + JOHNSON COMMON STOCK USD1.0                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     17372 | NS      | $3068763.80   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                 | UNICREDIT SPA COMMON STOCK NPV                         | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     12153 | NS      | $172445.54    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                               | ABN AMRO BANK NV DUTCH CERT EUR1.0                     | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      9962 | NS      | $137953.33    | 0.10%             |  |  |  | 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        |     32214 | NS      | $566551.75    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                        | LAND SECURITIES GROUP PLC REIT GBP.1066667             | CUSIP: BYW0PQ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5912 | NS      | $44169.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Reinsurance (Group) Corporation                            | CHINA REINSURANCE GROUP CORP COMMON STOCK CNY1.0       | CUSIP: BYYN34907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    583252 | NS      | $36870.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                        | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0              | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     14804 | NS      | $90795.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                   | ING GROEP NV COMMON STOCK EUR.01                       | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     10725 | NS      | $130642.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                 | ACCENTURE PLC COMMON STOCK USD.0000225                 | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       489 | NS      | $130484.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                         | EATON CORP PLC COMMON STOCK USD.01                     | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      1016 | NS      | $159461.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Limited                                     | TRITON INTERNATIONAL LTD/BERMU COMMON STOCK USD.01     | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     13501 | NS      | $928598.78    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                   | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04       | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      3524 | NS      | $292597.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                          | EXXON MOBIL CORP COMMON STOCK                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     11015 | NS      | $1214954.50   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| PageGroup plc                                                    | PAGEGROUP PLC COMMON STOCK GBP.01                      | CUSIP: 302323902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8758 | NS      | $48763.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                               | FAIRFAX FINANCIAL HOLDINGS LTD COMMON STOCK            | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       973 | NS      | $576376.74    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                     | BT GROUP PLC COMMON STOCK GBP.05                       | CUSIP: 309135903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     41982 | NS      | $56687.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Company Limited                                   | KIRIN HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 497350108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4580 | NS      | $69805.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks and Spencer Group P.L.C.                                   | MARKS and SPENCER GROUP PLC COMMON STOCK GBP.25        | CUSIP: 312748908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7742 | NS      | $11421.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | BARCLAYS PLC COMMON STOCK GBP.25                       | CUSIP: 313486904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    193872 | NS      | $368901.83    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc.                                       | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       644 | NS      | $134087.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CECONOMY AG                                                      | CECONOMY AG COMMON STOCK                               | CUSIP: 504141904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8478 | NS      | $16792.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc.                      | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3136 | NS      | $212777.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                   | KINGFISHER PLC COMMON STOCK GBP.157143                 | CUSIP: 331952903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13176 | NS      | $37435.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Company                                               | FORD MOTOR CO COMMON STOCK USD.01                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     48773 | NS      | $567229.99    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.                               | GAMING AND LEISURE PROPERTIES REIT                     | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4670 | NS      | $243260.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                     | GENERAL DYNAMICS CORP COMMON STOCK USD1.0              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       893 | NS      | $221562.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization S.A.                    | HELLENIC TELECOMMUNICATIONS OR COMMON STOCK EUR2.83    | CUSIP: 505160903<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |     40162 | NS      | $627294.59    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG and Co. KGaA                                           | HENKEL AG and CO KGAA PREFERENCE                       | CUSIP: 507670909<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      1177 | NS      | $81581.03     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Duerr Aktiengesellschaft                                         | DUERR AG COMMON STOCK                                  | CUSIP: 511990905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1409 | NS      | $47205.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                              | HEIDELBERGCEMENT AG COMMON STOCK                       | CUSIP: 512067901<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      2133 | NS      | $120866.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                        | ORANGE SA COMMON STOCK EUR4.0                          | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8710 | NS      | $86421.63     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                              | ERSTE GROUP BANK AG COMMON STOCK                       | CUSIP: 528983901<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      3189 | NS      | $102032.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                            | ELI LILLY and CO COMMON STOCK                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       557 | NS      | $203772.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                      | LOCKHEED MARTIN CORP COMMON STOCK USD1.0               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3349 | NS      | $1629255.01   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil S.A.                                           | TELEFONICA BRASIL SA COMMON STOCK                      | CUSIP: B6XFBX903<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      8373 | NS      | $60482.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                              | SOLD CAD/BOUGHT USD                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-9007.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari Turk Anonim Sirketi            | EREGLI DEMIR VE CELIK FABRIKAL COMMON STOCK TRY1.      | CUSIP: B03MS9909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     54979 | NS      | $120809.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi A.S.                                        | FORD OTOMOTIV SANAYI AS COMMON STOCK TRY1.             | CUSIP: B03MSR909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     28187 | NS      | $789593.94    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri Anonim Sirketi                      | TURKCELL ILETISIM HIZMETLERI A COMMON STOCK TRY1.      | CUSIP: B03MYN901<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     10913 | NS      | $22003.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi A.S.                                        | ULKER BISKUVI SANAYI AS COMMON STOCK TRY1.             | CUSIP: B03MYX909<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     19050 | NS      | $44503.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Icecek Anonim Sirketi                                  | COCA-COLA ICECEK AS COMMON STOCK TRY1.0                | CUSIP: B058ZV901<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |      4505 | NS      | $49301.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DeNA Co. Ltd.                                                    | DENA CO LTD COMMON STOCK                               | CUSIP: B05L36902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3950 | NS      | $52821.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings Incorporated                                | HAKUHODO DY HOLDINGS INC COMMON STOCK                  | CUSIP: B05LZ0900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3230 | NS      | $32416.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                        | BUNZL PLC COMMON STOCK GBP.3214286                     | CUSIP: B0744B906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8811 | NS      | $293143.25    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Limited                                                    | CHUBB LTD COMMON STOCK                                 | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       965 | NS      | $212879.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                               | CISCO SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38030 | NS      | $1811749.20   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                            | COCA-COLA CO/THE COMMON STOCK USD.25                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      8273 | NS      | $526245.53    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                        | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      3888 | NS      | $306335.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                              | COMCAST CORP COMMON STOCK USD.01                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     25700 | NS      | $898729.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Compania Cervecerias Unidas S.A.                                 | CIA CERVECERIAS UNIDAS SA ADR                          | CUSIP: 204429104<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |      2298 | NS      | $30149.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                   | CONOCOPHILLIPS COMMON STOCK USD.01                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4295 | NS      | $506810.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                             | CORNING INC COMMON STOCK USD.5                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      5900 | NS      | $188446.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Criteo S.A.                                                      | CRITEO SA ADR EUR.025                                  | CUSIP: 226718104<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       364 | NS      | $9485.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                 | CROWN CASTLE INTERNATIONAL COR REIT USD.01             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1722 | NS      | $233572.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil S.A.                                             | BANCO DO BRASIL SA/CAYMAN COMMON STOCK                 | CUSIP: 232859900<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     77948 | NS      | $504278.35    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Kissei Pharmaceutical Co. Ltd.                                   | KISSEI PHARMACEUTICAL CO LTD COMMON STOCK              | CUSIP: 649406006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1560 | NS      | $30480.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Zinc Company Ltd.                                          | KOREA ZINC CO LTD COMMON STOCK KRW5000.                | CUSIP: 649542909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1210 | NS      | $542262.67    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corporation                                                   | KT CORP COMMON STOCK KRW5000.                          | CUSIP: 650531908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3628 | NS      | $97104.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                       | TOKIO MARINE HOLDINGS INC COMMON STOCK                 | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38400 | NS      | $820315.51    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| CMIC HOLDINGS Co. Ltd.                                           | CMIC HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 652955907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1250 | NS      | $16914.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                              | NEXTERA ENERGY INC COMMON STOCK USD.01                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3342 | NS      | $279391.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Perusahaan Perkebunan London Sumatra Indonesia Tbk            | PERUSAHAAN PERKEBUNAN LONDON S COMMON STOCK IDR100.    | CUSIP: 653567909<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |     88349 | NS      | $5760.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International Public Limited Company            | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01     | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     12642 | NS      | $809088.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corporation                                                | TELUS CORP COMMON STOCK                                | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     26215 | NS      | $505906.91    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                   | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     10396 | NS      | $1717627.12   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                       | 3M CO COMMON STOCK USD.01                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2484 | NS      | $297881.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trican Well Service Ltd.                                         | TRICAN WELL SERVICE LTD COMMON STOCK                   | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |      8345 | NS      | $22557.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PostNL N.V.                                                      | POSTNL NV COMMON STOCK EUR.08                          | CUSIP: 548155902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5341 | NS      | $9738.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                           | MandT BANK CORP COMMON STOCK USD.5                     | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1329 | NS      | $192784.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                        | SOLVAY SA COMMON STOCK EUR15.0                         | CUSIP: 482110004<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      5447 | NS      | $550724.18    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Kellogg Company                                                  | KELLOGG CO COMMON STOCK USD.25                         | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     13335 | NS      | $949985.40    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                                     | TRUIST FINANCIAL CORP COMMON STOCK USD5.0              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     12866 | NS      | $553623.98    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                     | UNILEVER PLC ADR                                       | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5356 | NS      | $269674.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                           | DAIMLER AG COMMON STOCK                                | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1369 | NS      | $89525.58     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange Polska Spolka Akcyjna                                     | ORANGE POLSKA SA COMMON STOCK PLN3.0                   | CUSIP: 555255900<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     30092 | NS      | $45767.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                       | UNITED PARCEL SERVICE INC COMMON STOCK USD.01          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1260 | NS      | $219038.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                  | UNITEDHEALTH GROUP INC COMMON STOCK USD.01             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        97 | NS      | $51427.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                      | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     18555 | NS      | $731067.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                             | VICI PROPERTIES INC REIT USD.01                        | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18033 | NS      | $584269.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                       | KIMBERLY-CLARK CORP COMMON STOCK USD1.25               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1521 | NS      | $206475.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corporation                                         | KINROSS GOLD CORP COMMON STOCK                         | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      3729 | NS      | $15251.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                                | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1456 | NS      | $146939.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                    | RIO TINTO PLC ADR                                      | CUSIP: 767204100<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2588 | NS      | $184265.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                           | YARA INTERNATIONAL ASA COMMON STOCK NOK1.7             | CUSIP: 775125909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      9222 | NS      | $405002.15    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | ROYAL BANK OF CANADA COMMON STOCK                      | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     10453 | NS      | $982767.28    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Publichnoe Aktcionernoe Obshchestvo Sberbank Rossii              | SBERBANK OF RUSSIA PJSC ADR                            | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |      3353 | NS      | $761.13       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sempra Energy                                                    | SEMPRA ENERGY COMMON STOCK                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1415 | NS      | $218674.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient S.A.                                                    | NEOPOST SA COMMON STOCK EUR1.0                         | CUSIP: 561709908<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |      2462 | NS      | $36338.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ a. s.                                                        | CEZ AS COMMON STOCK CZK100.                            | CUSIP: 562403907<br>LEI: N/A                  | Long             | EC               | CORP              | CZ        |      4329 | NS      | $147216.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sopra Steria Group                                               | SOPRA STERIA GROUP COMMON STOCK EUR1.0                 | CUSIP: 563361906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       117 | NS      | $17714.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                     | CARREFOUR SA COMMON STOCK EUR2.5                       | CUSIP: 564156909<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      5568 | NS      | $93130.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol S.A.                                                      | REPSOL SA COMMON STOCK EUR1.                           | CUSIP: 566935904<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     37545 | NS      | $597604.31    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                       | SIEMENS AG COMMON STOCK NPV                            | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      5530 | NS      | $762317.15    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                      | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0        | CUSIP: 575602909<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      3135 | NS      | $277557.10    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OceanaGold Corporation                                           | OCEANAGOLD CORP COMMON STOCK                           | CUSIP: 675222103<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | AU        |     18248 | NS      | $34770.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Platinum Limited                                  | ANGLO AMERICAN PLATINUM LTD COMMON STOCK ZAR.1         | CUSIP: 676100902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       710 | NS      | $59254.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0       | CUSIP: 677172009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     11433 | NS      | $501831.45    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Shokai Ltd.                                                | SANYO SHOKAI LTD COMMON STOCK                          | CUSIP: 677688004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1510 | NS      | $15965.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Security Bank Corporation                                        | SECURITY BANK CORP COMMON STOCK PHP10.                 | CUSIP: 679233908<br>LEI: 549300JSVDZIR2CPTP95 | Long             | EC               | CORP              | PH        |     22916 | NS      | $35815.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                               | SEKISUI HOUSE LTD COMMON STOCK                         | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31525 | NS      | $558908.38    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Foxconn Technology Co. Ltd.                                      | FOXCONN TECHNOLOGY CO LTD COMMON STOCK TWD10.          | CUSIP: 680177904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     22710 | NS      | $38263.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co.Ltd.                                                    | HULIC CO LTD COMMON STOCK                              | CUSIP: 680531902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     62212 | NS      | $488523.13    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sundrug Co. Ltd.                                                 | SUNDRUG CO LTD COMMON STOCK                            | CUSIP: 681789905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1191 | NS      | $35392.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Megacable Holdings S.A.B de C.V.                                 | MEGACABLE HOLDINGS SAB DE CV UNIT                      | CUSIP: B292SM904<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     16204 | NS      | $43132.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSandAD Insurance Group Holdings Inc.                            | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK          | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3410 | NS      | $109017.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| REC Limited                                                      | REC LTD COMMON STOCK INR10.0                           | CUSIP: B2Q7WL901<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    170340 | NS      | $240066.99    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                    | FRESNILLO PLC COMMON STOCK USD.5                       | CUSIP: B2QPKJ909<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |      3168 | NS      | $34614.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon Anonim Sirketi                             | TURK TELEKOMUNIKASYON AS COMMON STOCK TRY1.            | CUSIP: B2RCGV905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |     18344 | NS      | $24069.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Adaro Energy Indonesia Tbk                                    | ADARO ENERGY INDONESIA TBK PT COMMON STOCK IDR100.0    | CUSIP: B3BQFC902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    204033 | NS      | $50541.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongyang Life Insurance Co. Ltd.                                 | TONGYANG LIFE INSURANCE CO LTD COMMON STOCK KRW5000.   | CUSIP: B3D0VR906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4750 | NS      | $18254.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                                          | KB FINANCIAL GROUP INC COMMON STOCK KRW5000.           | CUSIP: B3DF0Y902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3176 | NS      | $121680.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX Global Technology Limited                                    | PAX GLOBAL TECHNOLOGY LTD COMMON STOCK HKD.1           | CUSIP: B3LX5R904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     14114 | NS      | $12148.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil India Limited                                                | OIL INDIA LTD COMMON STOCK INR10.                      | CUSIP: B409HQ907<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     19797 | NS      | $49947.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Rural Commercial Bank Co. Ltd.                         | CHONGQING RURAL COMMERCIAL BAN COMMON STOCK CNY1.0     | CUSIP: B4NFP6903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    151790 | NS      | $51859.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat S.A.                                                       | VICAT SA COMMON STOCK EUR4.0                           | CUSIP: 576320907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1038 | NS      | $26046.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                           | MCDONALD'S CORP COMMON STOCK USD.01                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1368 | NS      | $360509.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Polski Koncern Naftowy ORLEN S.A.                                | POLSKI KONCERN NAFTOWY ORLEN S COMMON STOCK PLN1.25    | CUSIP: 581006905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     19216 | NS      | $282308.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc.                                    | MEDICAL PROPERTIES TRUST INC REIT USD.001              | CUSIP: 58463J304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16922 | NS      | $188511.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                                 | MEDTRONIC PLC COMMON STOCK USD.1                       | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      3530 | NS      | $274351.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                               | MERCK and CO INC COMMON STOCK USD.5                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     26963 | NS      | $2991544.85   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                        | NOKIA OYJ COMMON STOCK                                 | CUSIP: 590294906<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     22640 | NS      | $105178.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                     | METLIFE INC COMMON STOCK USD.01                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4959 | NS      | $358882.83    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bechtle Aktiengesellschaft                                       | BECHTLE AG COMMON STOCK                                | CUSIP: 593240906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9644 | NS      | $340897.56    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                             | KONINKLIJKE KPN NV COMMON STOCK EUR.04                 | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    160780 | NS      | $497654.93    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | TELEFONAKTIEBOLAGET LM ERICSSO COMMON STOCK SEK5.0     | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     65936 | NS      | $386346.14    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corporation Limited                             | CHINA CITIC BANK CORP LTD COMMON STOCK CNY1.0          | CUSIP: B1W0JF909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    187485 | NS      | $82966.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                       | GEBERIT AG COMMON STOCK CHF.1                          | CUSIP: B1WGG9901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       415 | NS      | $195913.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                         | VINCI SA COMMON STOCK EUR2.5                           | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8377 | NS      | $835076.95    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                               | ANGLO AMERICAN PLC COMMON STOCK USD.54945              | CUSIP: B1XZS8907<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      2874 | NS      | $112545.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP   | CIA DE SANEAMENTO BASICO DO ES COMMON STOCK            | CUSIP: B1YCHL900<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      5027 | NS      | $54119.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I Group PLC                                                     | 3I GROUP PLC COMMON STOCK GBP.738636                   | CUSIP: B1YW44908<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     40186 | NS      | $648093.33    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Financial plc                                          | PROVIDENT FINANCIAL PLC COMMON STOCK GBP.2072727       | CUSIP: B1Z4ST908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10913 | NS      | $25270.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosideng International Holdings Limited                          | BOSIDENG INTERNATIONAL HOLDING COMMON STOCK USD.00001  | CUSIP: B24FZ3904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1208950 | NS      | $572886.44    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                   | CAIXABANK SA COMMON STOCK EUR1.0                       | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     19173 | NS      | $75173.29     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola Sociedad Anonima                                       | IBERDROLA SA RTS COMMON STOCK EUR.75                   | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    162812 | NS      | $1900583.97   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas                                                   | BUREAU VERITAS SA COMMON STOCK EUR.12                  | CUSIP: B28DTJ907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     28403 | NS      | $748532.17    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Techno-Solutions Corporation                              | ITOCHU TECHNO-SOLUTIONS CORP COMMON STOCK              | CUSIP: 620019901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22339 | NS      | $518170.16    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                | RIO TINTO LTD COMMON STOCK                             | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4427 | NS      | $349403.61    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | STANDARD CHARTERED PLC COMMON STOCK USD.5              | CUSIP: 040828907<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     19953 | NS      | $148819.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hays plc                                                         | HAYS PLC COMMON STOCK GBP.01                           | CUSIP: 041610007<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     43582 | NS      | $61094.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Limited                                      | APA GROUP STAPLED SECURITY                             | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     84277 | NS      | $616014.71    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                 | KDDI CORP COMMON STOCK                                 | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19300 | NS      | $585308.91    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                  | ASTRAZENECA PLC ADR                                    | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      3494 | NS      | $236893.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI N.V.                                                         | OCI NV COMMON STOCK EUR.02                             | CUSIP: BD4TZK902<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |      2250 | NS      | $80443.03     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances Inc. of Zhuhai                          | GREE ELECTRIC APPLIANCES INC O COMMON STOCK CNY1.0     | CUSIP: BD5CPN903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35600 | NS      | $164974.07    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mol Magyar Olaj- Es Gazipari Nyilvanosan Mukodo Reszvenytarsasag | MOL HUNGARIAN OIL and GAS PLC COMMON STOCK HUF125.0    | CUSIP: BD5ZXH906<br>LEI: N/A                  | Long             | EC               | CORP              | HU        |      7472 | NS      | $52074.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Financial Holdings Limited                              | DAH SING FINANCIAL HOLDINGS LT COMMON STOCK            | CUSIP: 624979001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      9965 | NS      | $23015.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                               | OTSUKA CORP COMMON STOCK                               | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17194 | NS      | $541960.86    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                | NATIONAL GRID PLC COMMON STOCK GBP.1243129             | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     75680 | NS      | $906597.39    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                                                   | OLD MUTUAL LTD COMMON STOCK                            | CUSIP: BDVPYN905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     78544 | NS      | $48185.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALD                                                              | ALD SA COMMON STOCK                                    | CUSIP: BF03BV900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     30101 | NS      | $347303.87    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                 | AIB GROUP PLC COMMON STOCK EUR.625                     | CUSIP: BF0L35906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     22512 | NS      | $86410.17     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DMCI Holdings Inc.                                               | DMCI HOLDINGS INC COMMON STOCK PHP1.                   | CUSIP: 627248909<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    273862 | NS      | $59190.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TV Asahi Corporation                                             | TV ASAHI HOLDINGS CORP COMMON STOCK                    | CUSIP: 628741902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3950 | NS      | $40033.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKUL Corporation                                                | ASKUL CORP COMMON STOCK                                | CUSIP: 629449901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4090 | NS      | $53092.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Adastria Co. Ltd.                                                | ADASTRIA CO LTD COMMON STOCK                           | CUSIP: 630001907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1780 | NS      | $31552.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 IDX FUT 0323                                            | FTSE 100 IDX FUT 0323                                  | CUSIP: ADI253Z25<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        61 | NC      | $4225.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                   | SOFTBANK CORP COMMON STOCK                             | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4732 | NS      | $53536.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atacadao S.A                                                     | ATACADAO SA COMMON STOCK                               | CUSIP: BF7LBH904<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      6393 | NS      | $17915.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                       | PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1          | CUSIP: BGXQNP901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     58533 | NS      | $428782.30    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco S.A.                                               | UNICAJA BANCO SA COMMON STOCK                          | CUSIP: BH4H4H900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     53952 | NS      | $59449.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                        | LAFARGEHOLCIM LTD COMMON STOCK CHF2.0                  | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2173 | NS      | $112481.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                      | NESTLE SA COMMON STOCK CHF.1                           | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     10977 | NS      | $1267946.16   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                     | PEPSICO INC COMMON STOCK USD.017                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2139 | NS      | $386431.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung CandT Corporation                                        | SAMSUNG CandT CORP COMMON STOCK KRW100.0               | CUSIP: ACI0B34K8<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6306 | NS      | $568115.51    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro N.V.                                                       | FUGRO NV COMMON STOCK                                  | CUSIP: ACI1XXT37<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2633 | NS      | $31611.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                             | ENDEAVOUR MINING PLC COMMON STOCK USD.01               | CUSIP: ACI1YMWL6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2647 | NS      | $56654.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                     | DNB BANK ASA COMMON STOCK NOK12.5                      | CUSIP: ACI1YWP65<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     38822 | NS      | $766738.70    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                         | DAIMLER TRUCK HOLDING AG COMMON STOCK                  | CUSIP: ACI223RB9<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4038 | NS      | $124135.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                   | VAR ENERGI ASA COMMON STOCK NOK.16                     | CUSIP: ACI23J0L0<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     29791 | NS      | $102848.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MINI MSCI EAFE 0323                                              | MINI MSCI EAFE 0323                                    | CUSIP: ADI1VV479<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        99 | NC      | $119670.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0323                                               | EURO STOXX 50 0323                                     | CUSIP: ADI1X1JN2<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |       151 | NC      | $231125.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                       | AMGEN INC COMMON STOCK USD.0001                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1224 | NS      | $321471.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                              | ANALOG DEVICES INC COMMON STOCK USD.167                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4490 | NS      | $736494.70    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                                       | ONEOK INC COMMON STOCK USD.01                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      8440 | NS      | $554508.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co. Ltd.                                        | STANLEY ELECTRIC CO LTD COMMON STOCK                   | CUSIP: 684110000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4038 | NS      | $76373.67     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                        | STOCKLAND REIT NPV                                     | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    145040 | NS      | $357212.87    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                | SUMITOMO ELECTRIC INDUSTRIES L COMMON STOCK            | CUSIP: 685870008<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      7450 | NS      | $84173.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Heavy Industries Ltd.                                   | SUMITOMO HEAVY INDUSTRIES LTD COMMON STOCK             | CUSIP: 685873002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3050 | NS      | $60891.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.                                  | SUMITOMO RUBBER INDUSTRIES LTD COMMON STOCK            | CUSIP: 685899007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5980 | NS      | $51969.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THK Co. Ltd.                                                     | THK CO LTD COMMON STOCK                                | CUSIP: 686913005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4030 | NS      | $76199.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tachi-S Co. Ltd.                                                 | TACHI-S CO LTD COMMON STOCK                            | CUSIP: 686949009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2670 | NS      | $22274.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                            | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK              | CUSIP: 687044008<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      3415 | NS      | $106707.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank Public Company Limited                              | KASIKORNBANK PCL FOREIGN SH. THB10.0 A                 | CUSIP: 688879907<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |     17152 | NS      | $72917.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited               | TAIWAN SEMICONDUCTOR MANUFACTU COMMON STOCK TWD10.     | CUSIP: 688910900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     41000 | NS      | $595461.81    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| The Tochigi Bank Ltd.                                            | TOCHIGI BANK LTD/THE COMMON STOCK                      | CUSIP: 689355006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8590 | NS      | $20298.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Limited                            | CHOW TAI FOOK JEWELLERY GROUP COMMON STOCK HKD1.0      | CUSIP: B4R39F904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    319658 | NS      | $649596.19    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                 | SANDS CHINA LTD COMMON STOCK USD.01                    | CUSIP: B5B23W909<br>LEI: N/A                  | Long             | EC               | CORP              | MO        |    175600 | NS      | $576007.95    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Company Limited                            | CHINA EVERBRIGHT BANK CO LTD COMMON STOCK CNY1.0       | CUSIP: B5NRRJ904<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |    170031 | NS      | $51769.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Centamin plc                                                     | CENTAMIN PLC COMMON STOCK                              | CUSIP: B5TT18906<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     35637 | NS      | $48698.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Bed Holdings Co. Ltd.                                  | PARAMOUNT BED HOLDINGS CO LTD COMMON STOCK             | CUSIP: B5W8JJ905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1210 | NS      | $23620.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc.                                      | DAI-ICHI LIFE HOLDINGS INC COMMON STOCK                | CUSIP: B601QS905<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      5375 | NS      | $121385.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Company Limited                      | SITC INTERNATIONAL HOLDINGS CO COMMON STOCK HKD.1      | CUSIP: B61X7R907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     35642 | NS      | $78998.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                     | POWSZECHNY ZAKLAD UBEZPIECZEN COMMON STOCK PLN.1       | CUSIP: B63DG2904<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     32002 | NS      | $259884.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DGB Financial Group Inc.                                         | DGB FINANCIAL GROUP INC COMMON STOCK KRW5000.          | CUSIP: B68N34907<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7116 | NS      | $39373.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepkor Holdings Limited                                          | PEPKOR HOLDINGS LTD COMMON STOCK                       | CUSIP: BFXG36909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |    460575 | NS      | $542569.48    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc.                                       | WOORI FINANCIAL GROUP INC COMMON STOCK KRW5000.0       | CUSIP: BGHWH9909<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     15559 | NS      | $142136.50    | 0.10%             |  |  |  | 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        |      4010 | NS      | $42578.31     | 0.03%             |  |  |  | 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        |       695 | NS      | $22454.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei Co. Ltd.                                            | TOYODA GOSEI CO LTD COMMON STOCK                       | CUSIP: 690055009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2480 | NS      | $38247.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                         | TOYOTA MOTOR CORP COMMON STOCK                         | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     14217 | NS      | $193956.03    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ushio Inc.                                                       | USHIO INC COMMON STOCK                                 | CUSIP: 691898001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2340 | NS      | $28692.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG Industries Inc.                                              | PPG INDUSTRIES INC COMMON STOCK USD1.67                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1635 | NS      | $205584.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                       | PACCAR INC COMMON STOCK USD1.0                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2131 | NS      | $210905.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weifu High-Technology Group Co.Ltd.                              | WEIFU HIGH-TECHNOLOGY GROUP CO COMMON STOCK CNY1.      | CUSIP: 694495904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     29900 | NS      | $50408.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| XEBIO holdings Co.Ltd.                                           | XEBIO HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 698494002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4285 | NS      | $29801.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co. Ltd.                                         | YAMATO HOLDINGS CO LTD COMMON STOCK                    | CUSIP: 698556008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5560 | NS      | $88105.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipres Corporation                                              | UNIPRES CORP COMMON STOCK                              | CUSIP: 698569902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4220 | NS      | $24122.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yodogawa Steel Works Ltd.                                        | YODOGAWA STEEL WORKS LTD COMMON STOCK                  | CUSIP: 698636008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1150 | NS      | $22103.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN TRI PARTY REPO TRI PARTY REPO                            | GOLDMAN TRI PARTY REPO TRI PARTY REPO                  | CUSIP: 384999009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Berhad                                       | CIMB GROUP HOLDINGS BHD COMMON STOCK MYR1.             | CUSIP: 607574001<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     58645 | NS      | $77174.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Limited                                   | FORTESCUE METALS GROUP LTD COMMON STOCK                | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11818 | NS      | $165181.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                      | MONDELEZ INTERNATIONAL INC COMMON STOCK                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2184 | NS      | $145563.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheil Worldwide Inc.                                             | CHEIL WORLDWIDE INC COMMON STOCK KRW200.               | CUSIP: 609323902<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     31356 | NS      | $572723.24    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Company Limited                            | YANKUANG ENERGY GROUP CO LTD COMMON STOCK CNY1.0       | CUSIP: 610989907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     65472 | NS      | $199142.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Benesse Holdings Inc.                                            | BENESSE HOLDINGS INC COMMON STOCK                      | CUSIP: 612192906<br>LEI: 549300XOPEJA8L2IV934 | Long             | EC               | CORP              | JP        |       360 | NS      | $5473.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                         | TREND MICRO INC/JAPAN COMMON STOCK                     | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11659 | NS      | $545260.50    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Limited                                                  | VEDANTA LTD COMMON STOCK INR1.0                        | CUSIP: 613604909<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     24552 | NS      | $91409.98     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC Co. Ltd.                                                    | OBIC CO LTD COMMON STOCK                               | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3364 | NS      | $493865.65    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Austal Limited                                                   | AUSTAL LTD COMMON STOCK                                | CUSIP: 613716901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15217 | NS      | $21552.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil and Natural Gas Corporation Limited                          | OIL and NATURAL GAS CORP LTD COMMON STOCK INR5.        | CUSIP: 613936905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    187044 | NS      | $333519.73    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui and Co. Ltd.                                              | MITSUI and CO LTD COMMON STOCK                         | CUSIP: 659730006<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      2250 | NS      | $65532.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Limited                                                | FIRSTRAND LTD COMMON STOCK ZAR.01                      | CUSIP: 660699901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     57627 | NS      | $209363.92    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Neturen Co. Ltd.                                                 | NETUREN CO LTD COMMON STOCK                            | CUSIP: 662954007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3480 | NS      | $17349.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Netcare Limited                                                  | NETCARE LTD COMMON STOCK ZAR.01                        | CUSIP: 663642908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     47313 | NS      | $40448.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                | NINTENDO CO LTD COMMON STOCK                           | CUSIP: 663955003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4351 | NS      | $182944.64    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                | ADMIRAL GROUP PLC COMMON STOCK GBP.001                 | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     20907 | NS      | $536701.50    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Limited                                                     | NTPC LTD COMMON STOCK INR10.0                          | CUSIP: B037HF900<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |    281373 | NS      | $567053.86    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Anadolu Efes Biracilik ve Malt Sanayii Anonim Sirketi            | ANADOLU EFES BIRACILIK VE MALT COMMON STOCK TRY1.      | CUSIP: B03MNV905<br>LEI: N/A                  | Long             | EC               | CORP              | TR        |      7374 | NS      | $26681.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Chemi-Con Corporation                                     | NIPPON CHEMI-CON CORP COMMON STOCK                     | CUSIP: 664035003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2910 | NS      | $34126.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corporation                                      | NISSAN CHEMICAL CORP COMMON STOCK                      | CUSIP: 664158003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9798 | NS      | $427263.37    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK Corporation                                                  | NOK CORP COMMON STOCK                                  | CUSIP: 664242005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5425 | NS      | $47736.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | NISSAN MOTOR CO LTD COMMON STOCK                       | CUSIP: 664286002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21180 | NS      | $66281.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                             | NOMURA HOLDINGS INC COMMON STOCK                       | CUSIP: 664310000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      8493 | NS      | $31470.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Television Holdings Inc.                                  | NIPPON TELEVISION HOLDINGS INC COMMON STOCK            | CUSIP: 664406006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5750 | NS      | $45356.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                      | ARES MANAGEMENT CORP COMMON STOCK                      | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15286 | NS      | $1046173.84   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal and General Group PLC                                      | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025       | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    111717 | NS      | $334942.33    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco S.A.                                              | BANCO BRADESCO SA ADR                                  | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     24917 | NS      | $71760.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                      | BANK OF AMERICA CORP COMMON STOCK USD.01               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     40133 | NS      | $1329204.96   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of Nova Scotia                                          | BANK OF NOVA SCOTIA/THE COMMON STOCK                   | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     18500 | NS      | $906418.02    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corporation                                         | BARRICK GOLD CORP COMMON STOCK                         | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      5072 | NS      | $86943.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                    | RIO TINTO PLC COMMON STOCK GBP.1                       | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     22748 | NS      | $1601095.18   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                          | SSE PLC COMMON STOCK GBP.5                             | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     27317 | NS      | $561826.99    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                        | BP PLC COMMON STOCK USD.25                             | CUSIP: 079805909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     50920 | NS      | $293805.42    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG plc                                                          | SIG PLC COMMON STOCK GBP.1                             | CUSIP: 080254907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18295 | NS      | $6518.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc.                                                   | BLACKROCK INC COMMON STOCK USD.01                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       803 | NS      | $569029.89    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                                  | BLACKSTONE GROUP INC/THE COMMON STOCK                  | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6324 | NS      | $469177.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| China Shenhua Energy Company Limited                             | CHINA SHENHUA ENERGY CO LTD COMMON STOCK CNY1.0        | CUSIP: B09N7M905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     53088 | NS      | $152929.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                         | ENGIE SA COMMON STOCK EUR1.0                           | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     11643 | NS      | $166565.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Miraial Co. Ltd.                                                 | MIRAIAL CO LTD COMMON STOCK                            | CUSIP: B0C3TN909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1740 | NS      | $18771.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                                        | ULTRAPAR PARTICIPACOES SA COMMON STOCK                 | CUSIP: B0FHTN905<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     21113 | NS      | $50128.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc.                                                       | BAIDU INC COMMON STOCK USD.000000625                   | CUSIP: B0J2D4903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4233 | NS      | $60365.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SThree plc                                                       | STHREE PLC COMMON STOCK GBP.01                         | CUSIP: B0KM9T907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4758 | NS      | $23344.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nampak Limited                                                   | NAMPAK LTD COMMON STOCK ZAR.05                         | CUSIP: B0KS38906<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     43391 | NS      | $2635.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc.                                            | TSURUHA HOLDINGS INC COMMON STOCK                      | CUSIP: B0MKZN903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1085 | NS      | $84158.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfeng Motor Group Company Limited                             | DONGFENG MOTOR GROUP CO LTD COMMON STOCK CNY1.0        | CUSIP: B0PH5N900<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    184264 | NS      | $105284.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Astral Foods Limited                                             | ASTRAL FOODS LTD COMMON STOCK ZAR.01                   | CUSIP: 634283907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      2927 | NS      | $28112.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp.                                   | NOVATEK MICROELECTRONICS CORP COMMON STOCK TWD10.      | CUSIP: 634633903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6937 | NS      | $70915.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd.                                                     | LG CHEM LTD PREFERENCE                                 | CUSIP: 634692909<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      2367 | NS      | $522235.76    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Shougang Fushan Resources Group Limited                          | SHOUGANG FUSHAN RESOURCES GROU COMMON STOCK            | CUSIP: 635467905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    149499 | NS      | $47679.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corporation                                               | SUBARU CORP COMMON STOCK                               | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      4504 | NS      | $68190.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank Public Company Limited                              | KASIKORNBANK PCL NVDR THB10.0                          | CUSIP: 636476905<br>LEI: 5493004COSQ54937AW41 | Long             | EC               | CORP              | TH        |      5493 | NS      | $23352.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                    | MEDIATEK INC COMMON STOCK TWD10.                       | CUSIP: 637248907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4250 | NS      | $85930.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                              | ALGONQUIN POWER and UTILITIES CO COMMON STOCK          | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     30271 | NS      | $197186.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                                        | NIPPON BUILDING FUND INC REIT                          | CUSIP: 639680909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        75 | NS      | $335385.81    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                 | SHINHAN FINANCIAL GROUP CO LTD COMMON STOCK KRW5000.   | CUSIP: 639750900<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3999 | NS      | $111330.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                             | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3131 | NS      | $297288.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                | AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2386 | NS      | $150890.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                                   | ANNALY CAPITAL MANAGEMENT INC REIT USD.01              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     19355 | NS      | $408003.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                       | APPLE INC COMMON STOCK USD.00001                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1311 | NS      | $170338.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                                   | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1763 | NS      | $163694.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                                   | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       870 | NS      | $207808.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC HOLDINGS PLC COMMON STOCK USD.5                   | CUSIP: 054052907<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    120068 | NS      | $744125.51    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SandP500 EMINI FUT 0323                                          | SandP500 EMINI FUT 0323                                | CUSIP: ADI1YWSP8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        30 | NC      | $-114419.20   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Mining Limited                                          | RESOLUTE MINING LTD COMMON STOCK                       | CUSIP: 641063904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     57077 | NS      | $7718.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Limited                                         | EXXARO RESOURCES LTD SP ADR COMMON STOCK ZAR.01        | CUSIP: 641880901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      4158 | NS      | $53307.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPIX INDX FUTR 0323                                             | TOPIX INDX FUTR 0323                                   | CUSIP: ADI22P662<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |        30 | NC      | $163742.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MINI MSCI EMG MKT 0323                                           | MINI MSCI EMG MKT 0323                                 | CUSIP: ADI24YK24<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        28 | NC      | $12031.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                          | ENI SPA COMMON STOCK                                   | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     12670 | NS      | $180160.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| De' Longhi S.p.A.                                                | DE' LONGHI SPA COMMON STOCK EUR1.5                     | CUSIP: 716951900<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2571 | NS      | $57819.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc.                                             | RESONA HOLDINGS INC COMMON STOCK                       | CUSIP: 642155907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24370 | NS      | $133850.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hisaka Works Ltd.                                                | HISAKA WORKS LTD COMMON STOCK                          | CUSIP: 642886006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2340 | NS      | $14452.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd.                                                      | MAXELL HOLDINGS LTD COMMON STOCK                       | CUSIP: 642938005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3890 | NS      | $39936.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc.                              | SUMITOMO MITSUI TRUST HOLDINGS COMMON STOCK            | CUSIP: 643189905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3030 | NS      | $105733.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                                      | EASYJET PLC COMMON STOCK GBP.2728571                   | CUSIP: B7KR2P906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     14610 | NS      | $57309.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding AG                                | TELEFONICA DEUTSCHLAND HOLDING COMMON STOCK            | CUSIP: B7VG6L903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     41515 | NS      | $101961.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                      | AGEAS COMMON STOCK                                     | CUSIP: B86S2N903<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1735 | NS      | $76985.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                          | JAPAN AIRLINES CO LTD COMMON STOCK                     | CUSIP: B8BRV4909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3040 | NS      | $61917.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group Plc.                                              | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948           | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     61688 | NS      | $555482.03    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Compania de Seguridad S.A.                              | PROSEGUR CIA DE SEGURIDAD SA COMMON STOCK EUR.06       | CUSIP: B8CLHY901<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |     16998 | NS      | $32242.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                          | WPP PLC COMMON STOCK GBP.1                             | CUSIP: B8KF9B904<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     72192 | NS      | $713255.71    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| bpost SA                                                         | BPOST SA COMMON STOCK                                  | CUSIP: BBH7K6907<br>LEI: 5493008AAX0BESN9WN06 | Long             | EC               | CORP              | BE        |      3859 | NS      | $19839.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Public Company Limited                                       | PTT PCL FOREIGN SH. THB1.0 A                           | CUSIP: BD0BDJ902<br>LEI: 549300QOGMPTKB6W7G56 | Long             | EC               | CORP              | TH        |    450911 | NS      | $432688.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                        | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0          | CUSIP: BD1RP6901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8424 | NS      | $80274.94     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | HONDA MOTOR CO LTD COMMON STOCK                        | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      6460 | NS      | $147346.19    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                              | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.      | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     18204 | NS      | $59003.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                           | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.             | CUSIP: 644954000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       431 | NS      | $68364.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corporation                                            | TC ENERGY CORP COMMON STOCK                            | CUSIP: 87807B107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     24413 | NS      | $973274.55    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                                                      | IMPLENIA AG COMMON STOCK CHF1.02                       | CUSIP: B10DQJ900<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       514 | NS      | $21203.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX Corporation                                                | INPEX CORP COMMON STOCK                                | CUSIP: B10RB1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6761 | NS      | $72649.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiyoda Corporation                                              | CHIYODA CORP COMMON STOCK                              | CUSIP: 619170004<br>LEI: 549300QKY84OVLK4L190 | Long             | EC               | CORP              | JP        |      5495 | NS      | $14959.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSG Holding Co. Ltd.                                             | CSG HOLDING CO LTD COMMON STOCK CNY1.0                 | CUSIP: 619617004<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    153200 | NS      | $58703.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizen Watch Co. Ltd.                                           | CITIZEN WATCH CO LTD COMMON STOCK                      | CUSIP: 619730005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2675 | NS      | $12010.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosel Co. Ltd.                                                   | COSEL CO LTD COMMON STOCK                              | CUSIP: 619974900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3610 | NS      | $27723.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                            | HYUNDAI MOTOR CO PREFERENCE                            | CUSIP: 645102906<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      6394 | NS      | $374452.55    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                    | ICL GROUP LTD COMMON STOCK ILS1.0                      | CUSIP: 645553900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12823 | NS      | $92652.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichiyoshi Securities Co. Ltd.                                    | ICHIYOSHI SECURITIES CO LTD COMMON STOCK               | CUSIP: 645649005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3730 | NS      | $17434.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                         | INDUSTRIAL BANK OF KOREA COMMON STOCK KRW5000.         | CUSIP: 646297903<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6036 | NS      | $46911.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Limited                                             | ISUZU MOTORS LTD COMMON STOCK                          | CUSIP: 646710004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74292 | NS      | $861257.47    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC Holdings Corporation                                         | JGC CORP COMMON STOCK                                  | CUSIP: 647346006<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |      5415 | NS      | $68640.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                               | JAPAN TOBACCO INC COMMON STOCK                         | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28632 | NS      | $577227.35    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Delight Co. Ltd.                                            | AEON DELIGHT CO LTD COMMON STOCK                       | CUSIP: 647621903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1839 | NS      | $42163.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                  | NORSK HYDRO ASA COMMON STOCK NOK1.098                  | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      2397 | NS      | $17911.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co. Ltd.                                  | SAMSUNG LIFE INSURANCE CO LTD COMMON STOCK KRW500.     | CUSIP: B12C0T906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     11492 | NS      | $645334.78    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Zumtobel Group AG                                                | ZUMTOBEL GROUP AG COMMON STOCK                         | CUSIP: B13WZ2902<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      2088 | NS      | $15158.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                 | TOTAL SA COMMON STOCK EUR2.5                           | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     37871 | NS      | $2377281.41   | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                                     | RTL GROUP SA COMMON STOCK                              | CUSIP: B1BK20909<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      1554 | NS      | $65447.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China BlueChemical Ltd.                                          | CHINA BLUECHEMICAL LTD COMMON STOCK CNY1.0             | CUSIP: B1DN3X908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     71962 | NS      | $17014.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Limited                                 | IMPALA PLATINUM HOLDINGS LTD COMMON STOCK NPV          | CUSIP: B1FFT7902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     14412 | NS      | $181113.56    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoei Steel Ltd.                                                 | KYOEI STEEL LTD COMMON STOCK                           | CUSIP: B1HHF4908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $33247.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Tech Co. Ltd.                                                 | TS TECH CO LTD COMMON STOCK                            | CUSIP: B1P1JR909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4310 | NS      | $49293.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF Aktiebolaget                                                 | SKF AB COMMON STOCK SEK2.5                             | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      6398 | NS      | $97720.02     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                         | REXEL SA COMMON STOCK EUR5.0                           | CUSIP: B1VP0K904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1480 | NS      | $29272.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc.                                          | DARDEN RESTAURANTS INC COMMON STOCK                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1052 | NS      | $145523.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                             | DOMINION ENERGY INC COMMON STOCK                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1404 | NS      | $86093.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                          | DUKE ENERGY CORP COMMON STOCK USD.001                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     12587 | NS      | $1296335.13   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                               | EOG RESOURCES INC COMMON STOCK USD.01                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      7139 | NS      | $924643.28    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                             | EDISON INTERNATIONAL COMMON STOCK                      | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10633 | NS      | $676471.46    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corporation                                        | ELDORADO GOLD CORP COMMON STOCK                        | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |      4937 | NS      | $41273.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Embotelladora Andina S.A.                                        | EMBOTELLADORA ANDINA SA ADR                            | CUSIP: 29081P303<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |      5134 | NS      | $74494.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                             | EMERSON ELECTRIC CO COMMON STOCK USD.5                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1977 | NS      | $189910.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                    | ENBRIDGE INC COMMON STOCK                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     26135 | NS      | $1021465.44   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                                          | EQUITABLE HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4744 | NS      | $136152.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                               | EXELON CORP COMMON STOCK                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     23714 | NS      | $1025156.22   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                                        | SIMON PROPERTY GROUP INC REIT USD.0001                 | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $171285.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                             | SOUTHERN CO/THE COMMON STOCK USD5.0                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2138 | NS      | $152674.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROTT PHYSICAL URANIUM TRUST CLOSED-END FUND                    | SPROTT PHYSICAL URANIUM TRUST UNIT                     | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2890 | NS      | $33787.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                | SYSCO CORP COMMON STOCK USD1.0                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1770 | NS      | $135316.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                           | TJX COS INC/THE COMMON STOCK USD1.0                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2487 | NS      | $197965.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Imerys                                                           | IMERYS SA COMMON STOCK EUR2.0                          | CUSIP: B011GL903<br>LEI: 54930075MZSSIB2TGC64 | Long             | EC               | CORP              | FR        |      1163 | NS      | $45309.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                  | J SAINSBURY PLC COMMON STOCK GBP.285714                | CUSIP: B019KW907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     22267 | NS      | $58402.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna S.p.A.                                                     | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22     | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     69021 | NS      | $509733.38    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp.                                                | GS HOLDINGS CORP COMMON STOCK KRW5000.                 | CUSIP: B01RJV901<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     16477 | NS      | $571797.99    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                  | BABCOCK INTERNATIONAL GROUP PL COMMON STOCK GBP.6      | CUSIP: 096970900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     14618 | NS      | $49993.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                  | ASTRAZENECA PLC COMMON STOCK USD.25                    | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      7771 | NS      | $1051566.68   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                     | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11162 | NS      | $803105.90    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                    | BROADCOM INC COMMON STOCK                              | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1253 | NS      | $700589.89    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                   | CME GROUP INC COMMON STOCK USD.01                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1955 | NS      | $328752.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                           | CVS HEALTH CORP COMMON STOCK USD.01                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3594 | NS      | $334924.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                              | CABOT OIL and GAS CORP COMMON STOCK USD.1              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     39291 | NS      | $965379.87    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corporation                                               | CAMECO CORP COMMON STOCK                               | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      2404 | NS      | $54489.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Company                                | CANADIAN NATIONAL RAILWAY CO COMMON STOCK              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1156 | NS      | $137319.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc.                                               | CENTERRA GOLD INC COMMON STOCK                         | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |      7207 | NS      | $37312.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                              | CHEVRON CORP COMMON STOCK USD.75                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5888 | NS      | $1056837.12   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Corp.                                                         | LG CORP COMMON STOCK KRW5000.                          | CUSIP: 653703009<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9101 | NS      | $563534.95    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikon Corporation                                                | NIKON CORP COMMON STOCK                                | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |      4235 | NS      | $37448.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Makino Milling Machine Co. Ltd.                                  | MAKINO MILLING MACHINE CO LTD COMMON STOCK             | CUSIP: 655570000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $52272.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corporation                                               | MAKITA CORP COMMON STOCK                               | CUSIP: 655580009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3517 | NS      | $81929.26     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                             | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK            | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2790 | NS      | $112248.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Limited                                                | MTN GROUP LTD COMMON STOCK ZAR.0001                    | CUSIP: 656320900<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1772 | NS      | $13234.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bukit Asam Tbk                                                | BUKIT ASAM TBK PT COMMON STOCK IDR100.0                | CUSIP: 656512902<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1410337 | NS      | $334479.92    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruichi Steel Tube Ltd.                                         | MARUICHI STEEL TUBE LTD COMMON STOCK                   | CUSIP: 656950003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2090 | NS      | $42728.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canara Bank                                                      | CANARA BANK COMMON STOCK INR10.                        | CUSIP: 658001904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     14510 | NS      | $58261.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial (Holdings) Limited                           | YUE YUEN INDUSTRIAL HOLDINGS L COMMON STOCK HKD.25     | CUSIP: 658653902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     21971 | NS      | $30747.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Company Limited                                | MITSUBISHI ESTATE CO LTD COMMON STOCK                  | CUSIP: 659672000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $85493.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                 | WH GROUP LTD COMMON STOCK USD.0001                     | CUSIP: BLLHKZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     81352 | NS      | $47447.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                    | STELLANTIS NV COMMON STOCK EUR.01                      | CUSIP: BMD8KX906<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      7942 | NS      | $112858.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixa Seguridade Participacoes S/A                               | CAIXA SEGURIDADE PARTICIPACOES COMMON STOCK            | CUSIP: BMDWWN902<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     36184 | NS      | $57228.95     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                | DASSAULT AVIATION SA COMMON STOCK EUR.8                | CUSIP: BMT9L1906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       401 | NS      | $68006.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                          | GSK PLC COMMON STOCK GBP.3125                          | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      8879 | NS      | $153457.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                   | FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33        | CUSIP: BNGN9Z906<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     81001 | NS      | $1345110.65   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS PETROLUB SE                                                | FUCHS PETROLUB SE PREFERENCE                           | CUSIP: BNHRG8908<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      2056 | NS      | $71866.56     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank Co.Ltd.                                          | INDUSTRIAL BANK CO LTD COMMON STOCK CNY1.0             | CUSIP: BP3R29901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     58500 | NS      | $147739.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China State Construction Engineering Corporation Limited         | CHINA STATE CONSTRUCTION ENGIN COMMON STOCK CNY1.0     | CUSIP: BP3R2Q903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     63500 | NS      | $49476.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                        | SHELL PLC COMMON STOCK EUR.07                          | CUSIP: BP6MXD906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13837 | NS      | $390076.33    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                        | AVIVA PLC COMMON STOCK GBP.3289474                     | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     26808 | NS      | $142206.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk                                    | BANK MANDIRI PERSERO TBK PT COMMON STOCK IDR250.0      | CUSIP: 665104907<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |     98745 | NS      | $62969.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OSG Corporation                                                  | OSG CORP COMMON STOCK                                  | CUSIP: 665562005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2070 | NS      | $28343.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OKUMA Corporation                                                | OKUMA CORP COMMON STOCK                                | CUSIP: 665778007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1170 | NS      | $41443.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                      | ONO PHARMACEUTICAL CO LTD COMMON STOCK                 | CUSIP: 666010004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3910 | NS      | $91390.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Cement Corporation                                      | TAIHEIYO CEMENT CORP COMMON STOCK                      | CUSIP: 666020003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3020 | NS      | $46967.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Unilever Indonesia Tbk                                        | UNILEVER INDONESIA TBK PT COMMON STOCK IDR2.0          | CUSIP: 668718901<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |   1889886 | NS      | $570885.55    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corporation                                     | ALFRESA HOLDINGS CORP COMMON STOCK                     | CUSIP: 668721905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3950 | NS      | $50209.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                               | NVIDIA CORP COMMON STOCK USD.001                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       955 | NS      | $139563.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                               | GENERAL MILLS INC COMMON STOCK USD.1                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1289 | NS      | $108082.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                                     | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       401 | NS      | $137695.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                                          | HP INC COMMON STOCK USD.01                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      6654 | NS      | $178792.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali Societa' Per Azioni                       | ASSICURAZIONI GENERALI SPA COMMON STOCK EUR1.0         | CUSIP: 405671009<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     17363 | NS      | $308757.44    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca S.p.A.                                                | BPER BANCA COMMON STOCK EUR3.0                         | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     33302 | NS      | $68274.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Company Limited                              | HARMONY GOLD MINING CO LTD ADR                         | CUSIP: 413216300<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      8745 | NS      | $29733.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hino Motors Ltd.                                                 | HINO MOTORS LTD COMMON STOCK                           | CUSIP: 433406105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10050 | NS      | $38186.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE and Co. KGaA                                        | FRESENIUS SE and CO KGAA COMMON STOCK                  | CUSIP: 435209903<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      3764 | NS      | $105135.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                              | HOME DEPOT INC/THE COMMON STOCK USD.05                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6210 | NS      | $1961490.60   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                                     | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       644 | NS      | $138009.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wall Motor Company Limited                                 | GREAT WALL MOTOR CO LTD COMMON STOCK CNY1.0            | CUSIP: 671825909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     37948 | NS      | $48885.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc.                                              | E INK HOLDINGS INC COMMON STOCK TWD10.                 | CUSIP: 674428909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8813 | NS      | $46151.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TandD Holdings Inc.                                              | TandD HOLDINGS INC COMMON STOCK                        | CUSIP: 674429907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10645 | NS      | $152380.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors N.V.                                          | NXP SEMICONDUCTORS NV COMMON STOCK                     | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       959 | NS      | $151550.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** John Hancock Hedged Equity & Income Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer