PIMCOFUNDS > PIMCO Equity Series
PIMCO RAFI Dynamic Multi-Factor International Equity ETF
$207.39M
Avg Monthly Net Assets
$253.76M
Total Assets
$219K
Total Liabilities
$253.54M
Net Assets
PIMCO RAFI Dynamic Multi-Factor International Equity ETF is an Exchange-Traded Fund in PIMCO Equity Series
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $207.39M.
On August 28th, 2024 it reported 1,186 holdings, the largest
being NOVO NORDISK A/S (1.7%), SAP SE (1.0%) and UNILEVER PLC (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| PIMCO RAFI Dynamic Multi-Factor International Equity ETF | C000182354 | ARCX | MFDX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3I GROUP PLC COMMON STOCK GBP.738636 | Long | Equity-common | GB | $783K | 20K | 0.31 |
| AAK AB COMMON STOCK SEK10.0 | Long | Equity-common | SE | $117K | 4K | 0.05 |
| ABB LTD REG COMMON STOCK CHF.12 | Long | Equity-common | CH | $2M | 29K | 0.64 |
| ABN AMRO BANK NV CVA DUTCH CERT EUR1.0 | Long | Equity-common | NL | $561K | 34K | 0.22 |
| ABRDN PLC COMMON STOCK GBP.1396825 | Long | Equity-common | GB | $253K | 136K | 0.10 |
| ACCOR SA COMMON STOCK EUR3.0 | Long | Equity-common | FR | $115K | 3K | 0.05 |
| ACERINOX SA COMMON STOCK EUR.25 | Long | Equity-common | ES | $114K | 11K | 0.05 |
| ACKERMANS + VAN HAAREN COMMON STOCK (ACKERMANS & VAN HAAREN NV) | Long | Equity-common | BE | $68K | 396 | 0.03 |
| ACS ACTIVIDADES CONS Y SERV COMMON STOCK EUR.5 (ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA) | Long | Equity-common | ES | $272K | 6K | 0.11 |
| ACTIVIA PROPERTIES INC REIT | Long | Equity-common | JP | $16K | 7 | 0.01 |
| ADASTRIA CO LTD COMMON STOCK | Long | Equity-common | JP | $72K | 3K | 0.03 |
| ADDTECH AB B SHARES COMMON STOCK SEK.75 | Long | Equity-common | SE | $69K | 3K | 0.03 |
| ADECCO GROUP AG REG COMMON STOCK CHF.1 (ADECCO GROUP AG (AKA: ADECCO SA)) | Long | Equity-common | CH | $306K | 9K | 0.12 |
| ADIDAS AG COMMON STOCK | Long | Equity-common | DE | $736K | 3K | 0.29 |
| ADMIRAL GROUP PLC COMMON STOCK GBP.001 | Long | Equity-common | GB | $303K | 9K | 0.12 |
| ADVANCE RESIDENCE INVESTMENT REIT (ADVANCE RESIDENCE INVESTMENT CORPORATION) | Long | Equity-common | JP | $77K | 38 | 0.03 |
| ADVANTEST CORP COMMON STOCK (ADVANTEST CORPORATION) | Long | Equity-common | JP | $105K | 3K | 0.04 |
| AECON GROUP INC COMMON STOCK | Long | Equity-common | CA | $72K | 6K | 0.03 |
| AEGON LTD COMMON STOCK EUR.12 | Long | Equity-common | BM | $517K | 84K | 0.20 |
| AENA SME SA COMMON STOCK EUR10.0 | Long | Equity-common | ES | $114K | 565 | 0.05 |
| AEON CO LTD COMMON STOCK | Long | Equity-common | JP | $280K | 13K | 0.11 |
| AEON REIT INVESTMENT CORP REIT (AEON REIT INVESTMENT CORPORATION) | Long | Equity-common | JP | $43K | 52 | 0.02 |
| AGC INC COMMON STOCK | Long | Equity-common | JP | $127K | 4K | 0.05 |
| AGEAS COMMON STOCK (AGEAS SA/NV) | Long | Equity-common | BE | $47K | 1K | 0.02 |
| AGL ENERGY LTD COMMON STOCK (AGL ENERGY LIMITED) | Long | Equity-common | AU | $257K | 36K | 0.10 |
| AGNICO EAGLE MINES LTD COMMON STOCK (AGNICO EAGLE MINES LIMITED) | Long | Equity-common | CA | $262K | 4K | 0.10 |
| AIN HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $4K | 100 | 0.00 |
| AIR FRANCE KLM COMMON STOCK EUR1.0 (AIR FRANCE-KLM) | Long | Equity-common | FR | $14K | 2K | 0.01 |
| AIR LIQUIDE SA COMMON STOCK EUR5.5 (LAIR LIQUIDE SA) | Long | Equity-common | FR | $649K | 4K | 0.26 |
| AIRBUS SE COMMON STOCK EUR1.0 (AIRBUS SE (AKA: AIRBUS GROUP SE)) | Long | Equity-common | NL | $773K | 6K | 0.30 |
| AISIN CORP COMMON STOCK (AISIN CORPORATION) | Long | Equity-common | JP | $242K | 7K | 0.10 |
| AJINOMOTO CO INC COMMON STOCK (AJINOMOTO COMPANY) | Long | Equity-common | JP | $419K | 12K | 0.17 |
| AKER BP ASA COMMON STOCK NOK1.0 | Long | Equity-common | NO | $160K | 6K | 0.06 |
| AKER SOLUTIONS ASA COMMON STOCK NOK1.08 (AKER SOLUTIONS ASA (AKA: AKER SOLUTIONS HOLDING ASA)) | Long | Equity-common | NO | $162K | 39K | 0.06 |
| AKZO NOBEL N.V. COMMON STOCK EUR.5 (AKZO NOBEL NV) | Long | Equity-common | NL | $591K | 10K | 0.23 |
| ALFRESA HOLDINGS CORP COMMON STOCK (ALFRESA HOLDINGS CORPORATION) | Long | Equity-common | JP | $103K | 8K | 0.04 |
| ALIMENTATION COUCHE TARD INC COMMON STOCK (ALIMENTATION COUCHE-TARD INC) | Long | Equity-common | CA | $541K | 10K | 0.21 |
| ALLEGION PLC COMMON STOCK USD.01 (ALLEGION PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $108K | 917 | 0.04 |
| ALLIANZ SE REG COMMON STOCK | Long | Equity-common | DE | $630K | 2K | 0.25 |
| ALLIED PROPERTIES REAL ESTAT REIT | Long | Equity-common | CA | $24K | 2K | 0.01 |
| ALLREAL HOLDING AG REG COMMON STOCK CHF50.0 (ALLREAL HOLDING AG-REG) | Long | Equity-common | CH | $68K | 394 | 0.03 |
| ALMIRALL SA COMMON STOCK EUR.12 | Long | Equity-common | ES | $62K | 6K | 0.02 |
| ALPS ALPINE CO LTD COMMON STOCK (ALPS ALPINE CO LTD (AKA: ALPS ELECTRIC CO LTD)) | Long | Equity-common | JP | $111K | 12K | 0.04 |
| ALS LTD COMMON STOCK (ALS LTD/QUEENSLAND) | Long | Equity-common | AU | $73K | 8K | 0.03 |
| ALSO HOLDING AG REG COMMON STOCK CHF1.0 | Long | Equity-common | CH | $36K | 118 | 0.01 |
| ALSTOM COMMON STOCK EUR7.0 | Long | Equity-common | FR | $87K | 5K | 0.03 |
| AMOTIV LTD COMMON STOCK (G.U.D. HOLDINGS LTD) | Long | Equity-common | AU | $21K | 3K | 0.01 |
| AMP LTD COMMON STOCK (AMP LIMITED) | Long | Equity-common | AU | $93K | 128K | 0.04 |
| AMPLIFON S.P.A. RIGHTS (AMPLIFON SPA) | Long | Equity-common | IT | $0.04 | 2K | – |
| AMPLIFON SPA COMMON STOCK EUR.02 | Long | Equity-common | IT | $81K | 2K | 0.03 |
| AMPOL LTD COMMON STOCK (AMPOL LIMITED) | Long | Equity-common | AU | $227K | 11K | 0.09 |
| ANA HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $24K | 1K | 0.01 |
| ANDRITZ AG COMMON STOCK | Long | Equity-common | AT | $93K | 2K | 0.04 |
| ANGLO AMERICAN PLC COMMON STOCK USD.54945 | Long | Equity-common | GB | $561K | 18K | 0.22 |
| ANIMA HOLDING SPA COMMON STOCK NPV | Long | Equity-common | IT | $78K | 16K | 0.03 |
| ANSELL LTD COMMON STOCK (ANSELL LIMITED) | Long | Equity-common | AU | $112K | 6K | 0.04 |
| ANTOFAGASTA PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $250K | 9K | 0.10 |
| ANZ GROUP HOLDINGS LTD COMMON STOCK (ANZ GROUP HOLDINGS LIMITED) | Long | Equity-common | AU | $278K | 15K | 0.11 |
| AP MOLLER MAERSK A/S B COMMON STOCK DKK1000.0 (AP MOLLER - MAERSK A/S) | Long | Equity-common | DK | $418K | 241 | 0.16 |
| APA GROUP STAPLED SECURITY | Long | Equity-common | AU | $69K | 13K | 0.03 |
| APERAM COMMON STOCK | Long | Equity-common | LU | $79K | 3K | 0.03 |
| ARATA CORP COMMON STOCK (ARATA CORPORATION) | Long | Equity-common | JP | $4K | 200 | 0.00 |
| ARB CORP LTD COMMON STOCK (ARB CORPORATION LIMITED) | Long | Equity-common | AU | $23K | 928 | 0.01 |
| ARC RESOURCES LTD COMMON STOCK | Long | Equity-common | CA | $288K | 16K | 0.11 |
| ARCADIS NV COMMON STOCK EUR.02 | Long | Equity-common | NL | $136K | 2K | 0.05 |
| ARCELORMITTAL COMMON STOCK (ARCELORMITTAL SA) | Long | Equity-common | LU | $551K | 24K | 0.22 |
| ARE HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $54K | 4K | 0.02 |
| ARISTOCRAT LEISURE LTD COMMON STOCK (ARISTOCRAT LEISURE LIMITED) | Long | Equity-common | AU | $197K | 6K | 0.08 |
| AROUNDTOWN SA COMMON STOCK EUR.01 | Long | Equity-common | LU | $26K | 12K | 0.01 |
| ASCENDIS PHARMA A/S ADR ADR DKK1.0 | Long | Equity-common | DK | $23K | 167 | 0.01 |
| ASHTEAD GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $279K | 4K | 0.11 |
| ASICS CORP COMMON STOCK (ASICS CORPORATION) | Long | Equity-common | JP | $241K | 16K | 0.09 |
| ASKUL CORP COMMON STOCK (ASKUL CORPORATION) | Long | Equity-common | JP | $15K | 1K | 0.01 |
| ASM INTERNATIONAL NV COMMON STOCK EUR.04 (ASM INTERNATIONAL-NY REG SHS) | Long | Equity-common | NL | $751K | 982 | 0.30 |
| ASML HOLDING NV COMMON STOCK EUR.09 | Long | Equity-common | NL | $1M | 1K | 0.58 |
| ASR NEDERLAND NV COMMON STOCK EUR.16 | Long | Equity-common | NL | $60K | 1K | 0.02 |
| ASSA ABLOY AB B COMMON STOCK SEK1.0 | Long | Equity-common | SE | $182K | 6K | 0.07 |
| ASSICURAZIONI GENERALI COMMON STOCK (GENERALI) | Long | Equity-common | IT | $311K | 12K | 0.12 |
| ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568 | Long | Equity-common | GB | $243K | 8K | 0.10 |
| ASSURA PLC REIT GBP.1 | Long | Equity-common | GB | $25K | 49K | 0.01 |
| ASTELLAS PHARMA INC COMMON STOCK | Long | Equity-common | JP | $154K | 16K | 0.06 |
| ASTRAZENECA PLC COMMON STOCK USD.25 | Long | Equity-common | GB | $2M | 10K | 0.61 |
| ASX LTD COMMON STOCK (ASX LIMITED) | Long | Equity-common | AU | $108K | 3K | 0.04 |
| ATCO LTD CLASS I COMMON STOCK | Long | Equity-common | CA | $103K | 4K | 0.04 |
| ATEA ASA COMMON STOCK NOK1.0 | Long | Equity-common | NO | $138K | 10K | 0.05 |
| ATLAS COPCO AB A SHS COMMON STOCK SEK.16 | Long | Equity-common | SE | $857K | 46K | 0.34 |
| ATRIUM LJUNGBERG AB B SHS COMMON STOCK SEK2.5 | Long | Equity-common | SE | $88K | 5K | 0.03 |
| AUCKLAND INTL AIRPORT LTD COMMON STOCK (AUCKLAND INTERNATIONAL AIRPORT LIMITED) | Long | Equity-common | NZ | $69K | 15K | 0.03 |
| AURIZON HOLDINGS LTD COMMON STOCK (AURIZON HOLDINGS LTD (AKA: QR NATIONAL LTD)) | Long | Equity-common | AU | $183K | 75K | 0.07 |
| AUTO TRADER GROUP PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $99K | 10K | 0.04 |
| AUTOLIV INC COMMON STOCK USD1.0 | Long | Equity-common | US | $156K | 1K | 0.06 |
| AVIVA PLC COMMON STOCK GBP.3289474 | Long | Equity-common | GB | $322K | 54K | 0.13 |
| AXA SA COMMON STOCK EUR2.29 | Long | Equity-common | FR | $365K | 11K | 0.14 |
| AXFOOD AB COMMON STOCK SEK5.0 | Long | Equity-common | SE | $73K | 3K | 0.03 |
| AZBIL CORP COMMON STOCK (AZBIL CORPORATION) | Long | Equity-common | JP | $20K | 700 | 0.01 |
| AZIMUT HOLDING SPA COMMON STOCK | Long | Equity-common | IT | $131K | 6K | 0.05 |
| AZRIELI GROUP LTD COMMON STOCK ILS.1 | Long | Equity-common | IL | $20K | 342 | 0.01 |
| B+M EUROPEAN VALUE RETAIL SA COMMON STOCK GBP.1 (B&M EUROPEAN VALUE RETAIL SA) | Long | Equity-common | LU | $251K | 46K | 0.10 |
| BABCOCK INTL GROUP PLC COMMON STOCK GBP.6 (BABCOCK INTERNATIONAL GROUP PLC) | Long | Equity-common | GB | $25K | 4K | 0.01 |
| BAE SYSTEMS PLC COMMON STOCK GBP.025 | Long | Equity-common | GB | $1M | 80K | 0.52 |
| BALFOUR BEATTY PLC COMMON STOCK GBP.5 | Long | Equity-common | GB | $95K | 20K | 0.04 |
| BANCA GENERALI SPA COMMON STOCK EUR1.0 | Long | Equity-common | IT | $69K | 2K | 0.03 |
| BANCA IFIS SPA COMMON STOCK EUR1.0 | Long | Equity-common | IT | $124K | 6K | 0.05 |
| BANCA MEDIOLANUM SPA COMMON STOCK | Long | Equity-common | IT | $64K | 6K | 0.03 |
| BANCA MONTE DEI PASCHI SIENA COMMON STOCK (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Equity-common | IT | $76K | 16K | 0.03 |
| BANCA POPOLARE DI SONDRIO COMMON STOCK NPV (BANCA POPOLARE DI SONDRIO SCPA) | Long | Equity-common | IT | $151K | 21K | 0.06 |
| BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK EUR.49 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Equity-common | ES | $768K | 77K | 0.30 |
| BANCO BPM SPA COMMON STOCK | Long | Equity-common | IT | $246K | 38K | 0.10 |
| BANCO COMERCIAL PORTUGUES R COMMON STOCK (BANCO COMERCIAL PORTUGUES SA) | Long | Equity-common | PT | $24K | 67K | 0.01 |
| BANCO DE SABADELL SA COMMON STOCK EUR.125 | Long | Equity-common | ES | $925K | 479K | 0.36 |
| BANCO SANTANDER SA COMMON STOCK EUR.5 | Long | Equity-common | ES | $1M | 305K | 0.56 |
| BANDAI NAMCO HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $65K | 3K | 0.03 |
| BANK HAPOALIM BM COMMON STOCK ILS1.0 (BANK HAPOALIM LTD) | Long | Equity-common | IL | $160K | 18K | 0.06 |
| BANK LEUMI LE ISRAEL COMMON STOCK ILS.1 (BANK LEUMI LE-ISRAEL BM) | Long | Equity-common | IL | $212K | 26K | 0.08 |
| BANK OF QUEENSLAND LTD COMMON STOCK (BANK OF QUEENSLAND LIMITED) | Long | Equity-common | AU | $50K | 13K | 0.02 |
| BANKINTER SA COMMON STOCK EUR.3 | Long | Equity-common | ES | $25K | 3K | 0.01 |
| BANQUE CANTONALE VAUDOIS REG COMMON STOCK CHF10.0 (BANQUE CANTONALE VAUDOISE) | Long | Equity-common | CH | $111K | 1K | 0.04 |
| BARCLAYS PLC COMMON STOCK GBP.25 | Long | Equity-common | GB | $768K | 291K | 0.30 |
| BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1 (BARRATT DEVELOPMENTS P L C) | Long | Equity-common | GB | $139K | 23K | 0.05 |
| BARRICK GOLD CORP COMMON STOCK (BARRICK GOLD CORPORATION) | Long | Equity-common | CA | $271K | 16K | 0.11 |
| BARRY CALLEBAUT AG REG COMMON STOCK CHF.02 | Long | Equity-common | CH | $73K | 45 | 0.03 |
| BASF SE COMMON STOCK | Long | Equity-common | DE | $378K | 8K | 0.15 |
| BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0 (BAYERISCHE MOTOREN WERKE AG (BMW)) | Long | Equity-common | DE | $959K | 10K | 0.38 |
| BCE INC COMMON STOCK | Long | Equity-common | CA | $563K | 17K | 0.22 |
| BE SEMICONDUCTOR INDUSTRIES COMMON STOCK EUR.01 | Long | Equity-common | NL | $339K | 2K | 0.13 |
| BEIERSDORF AG COMMON STOCK | Long | Equity-common | DE | $168K | 1K | 0.07 |
| BEIJER REF AB COMMON STOCK SEK.97 | Long | Equity-common | SE | $53K | 3K | 0.02 |
| BELC CO LTD COMMON STOCK | Long | Equity-common | JP | $47K | 1K | 0.02 |
| BENDIGO AND ADELAIDE BANK COMMON STOCK (BENDIGO AND ADELAIDE BANK LIMITED) | Long | Equity-common | AU | $91K | 12K | 0.04 |
| BERKELEY GROUP HOLDINGS/THE COMMON STOCK GBP.05414 (BERKELEY GROUP HOLDINGS PLC) | Long | Equity-common | GB | $34K | 597 | 0.01 |
| BETSSON AB B COMMON STOCK SEK.67 | Long | Equity-common | SE | $33K | 3K | 0.01 |
| BEZEQ THE ISRAELI TELECOM CO COMMON STOCK ILS1.0 (BEZEQ - THE ISRAEL TELECOMMUNICATION CORPORATION LTD) | Long | Equity-common | IL | $67K | 60K | 0.03 |
| BHP GROUP LTD COMMON STOCK (BHP GROUP LIMITED) | Long | Equity-common | AU | $385K | 13K | 0.15 |
| BIG SHOPPING CENTERS 2004 LT COMMON STOCK ILS.01 (BIG SHOPPING CENTERS LTD) | Long | Equity-common | IL | $68K | 712 | 0.03 |
| BIG YELLOW GROUP PLC REIT GBP.1 | Long | Equity-common | GB | $56K | 4K | 0.02 |
| BILFINGER SE COMMON STOCK | Long | Equity-common | DE | $120K | 2K | 0.05 |
| BILIA AB A SHS COMMON STOCK SEK2.5 | Long | Equity-common | SE | $62K | 5K | 0.02 |
| BIOMERIEUX COMMON STOCK | Long | Equity-common | FR | $70K | 733 | 0.03 |
| BIRCHCLIFF ENERGY LTD COMMON STOCK | Long | Equity-common | CA | $43K | 10K | 0.02 |
| BKW AG COMMON STOCK CHF2.5 | Long | Equity-common | CH | $118K | 740 | 0.05 |
| BLUESCOPE STEEL LTD COMMON STOCK (BLUESCOPE STEEL LIMITED) | Long | Equity-common | AU | $175K | 13K | 0.07 |
| BNP PARIBAS COMMON STOCK EUR2.0 | Long | Equity-common | FR | $351K | 5K | 0.14 |
| BOSIDENG INTL HLDGS LTD COMMON STOCK USD.00001 (BOSIDENG INTERNATIONAL HOLDINGS LIMITED) | Long | Equity-common | KY | $107K | 172K | 0.04 |
| BOUYGUES SA COMMON STOCK EUR1.0 | Long | Equity-common | FR | $334K | 10K | 0.13 |
| BP PLC COMMON STOCK USD.25 | Long | Equity-common | GB | $916K | 152K | 0.36 |
| BPER BANCA SPA COMMON STOCK (BPER BANCA (BANCA POPOLARE DELL'EMILIA ROMAGNA SC)) | Long | Equity-common | IT | $368K | 73K | 0.15 |
| BRAMBLES LTD COMMON STOCK (BRAMBLES LIMITED) | Long | Equity-common | AU | $385K | 40K | 0.15 |
| BREMBO N.V. COMMON STOCK EUR.01 (BREMBO NV) | Long | Equity-common | NL | $70K | 6K | 0.03 |
| BREVILLE GROUP LTD COMMON STOCK (BREVILLE GROUP LIMITED) | Long | Equity-common | AU | $96K | 5K | 0.04 |
| BRIDGESTONE CORP COMMON STOCK (BRIDGESTONE CORPORATION) | Long | Equity-common | JP | $260K | 7K | 0.10 |
| BROOKFIELD ASSET MGMT A COMMON STOCK (BROOKFIELD ASSET MANAGEMENT LTD) | Long | Equity-common | CA | $232K | 6K | 0.09 |
| BROOKFIELD CORP COMMON STOCK (BROOKFIELD CORPORATION) | Long | Equity-common | CA | $458K | 11K | 0.18 |
| BROOKFIELD REINSURANCE LTD COMMON STOCK USD40.0 | Long | Equity-common | BM | $136K | 3K | 0.05 |
| BROTHER INDUSTRIES LTD COMMON STOCK | Long | Equity-common | JP | $72K | 4K | 0.03 |
| BRP INC/CA SUB VOTING COMMON STOCK | Long | Equity-common | CA | $55K | 862 | 0.02 |
| BT GROUP PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $644K | 363K | 0.25 |
| BUCHER INDUSTRIES AG REG COMMON STOCK CHF.2 (BUCHER INDUSTRIES AG-REG) | Long | Equity-common | CH | $69K | 171 | 0.03 |
| BUNZL PLC COMMON STOCK GBP.3214286 | Long | Equity-common | GB | $159K | 4K | 0.06 |
| BURBERRY GROUP PLC COMMON STOCK GBP.0005 | Long | Equity-common | GB | $94K | 8K | 0.04 |
| BUREAU VERITAS SA COMMON STOCK EUR.12 | Long | Equity-common | FR | $191K | 7K | 0.08 |
| BUZZI SPA COMMON STOCK NPV | Long | Equity-common | IT | $53K | 1K | 0.02 |
| CA IMMOBILIEN ANLAGEN AG COMMON STOCK | Long | Equity-common | AT | $94K | 3K | 0.04 |
| CAIXABANK SA COMMON STOCK EUR1.0 (CAIXABANK SA (AKA: LA CAIXA)) | Long | Equity-common | ES | $75K | 14K | 0.03 |
| CALBEE INC COMMON STOCK | Long | Equity-common | JP | $75K | 4K | 0.03 |
| CAMECO CORP COMMON STOCK (CAMECO CORPORATION) | Long | Equity-common | CA | $214K | 4K | 0.08 |
| CAN APARTMENT PROP REAL ESTA REIT (CANADIAN APARTMENT PROPERTIES REIT) | Long | Equity-common | CA | $59K | 2K | 0.02 |
| CAN IMPERIAL BK OF COMMERCE COMMON STOCK (CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)) | Long | Equity-common | CA | $208K | 4K | 0.08 |
| CANADIAN NATL RAILWAY CO COMMON STOCK (CANADIAN NATIONAL RAILWAY COMPANY) | Long | Equity-common | CA | $415K | 4K | 0.16 |
| CANADIAN NATURAL RESOURCES COMMON STOCK (CANADIAN NATURAL RESOURCES LIMITED) | Long | Equity-common | CA | $660K | 19K | 0.26 |
| CANADIAN PACIFIC KANSAS CITY COMMON STOCK (CANADIAN PACIFIC KANSAS CITY LIMITED) | Long | Equity-common | CA | $204K | 3K | 0.08 |
| CANADIAN SOLAR INC COMMON STOCK | Long | Equity-common | CA | $13K | 868 | 0.01 |
| CANADIAN TIRE CORP CLASS A COMMON STOCK (CANADIAN TIRE CORPORATION LIMITED) | Long | Equity-common | CA | $214K | 2K | 0.08 |
| CANADIAN UTILITIES LTD A COMMON STOCK (CANADIAN UTILITIES LIMITED) | Long | Equity-common | CA | $53K | 2K | 0.02 |
| CANON MARKETING JAPAN INC COMMON STOCK (CANON SALES CO INC) | Long | Equity-common | JP | $114K | 4K | 0.05 |
| CAPCOM CO LTD COMMON STOCK | Long | Equity-common | JP | $253K | 13K | 0.10 |
| CAPGEMINI SE COMMON STOCK EUR8.0 | Long | Equity-common | FR | $318K | 2K | 0.13 |
| CAPITALAND ASCENDAS REIT REIT | Long | Equity-common | SG | $99K | 52K | 0.04 |
| CAPITALAND INTEGRATED COMMER REIT (CAPITALAND INTEGRATED COMMERCIAL TRUST) | Long | Equity-common | SG | $63K | 43K | 0.02 |
| CAR GROUP LTD COMMON STOCK (CAR GROUP LIMITED) | Long | Equity-common | AU | $256K | 11K | 0.10 |
| CARGOTEC OYJ B SHARE COMMON STOCK (CARGOTEC CORP) | Long | Equity-common | FI | $130K | 2K | 0.05 |
| CARLSBERG AS B COMMON STOCK DKK20.0 | Long | Equity-common | DK | $154K | 1K | 0.06 |
| CARNIVAL PLC ADR ADR | Long | Equity-common | GB | $29K | 2K | 0.01 |
| CARNIVAL PLC COMMON STOCK USD1.66 | Long | Equity-common | GB | $155K | 9K | 0.06 |
| CARREFOUR SA COMMON STOCK EUR2.5 | Long | Equity-common | FR | $558K | 39K | 0.22 |
| CASIO COMPUTER CO LTD COMMON STOCK (CASIO COMPUTER COMPANY) | Long | Equity-common | JP | $58K | 8K | 0.02 |
| CASTELLUM AB COMMON STOCK SEK.5 | Long | Equity-common | SE | $49K | 4K | 0.02 |
| CATHAY PACIFIC AIRWAYS COMMON STOCK (CATHAY PACIFIC AIRWAYS LIMITED) | Long | Equity-common | HK | $73K | 71K | 0.03 |
| CCL INDUSTRIES INC CL B COMMON STOCK | Long | Equity-common | CA | $35K | 657 | 0.01 |
| CELESTICA INC COMMON STOCK | Long | Equity-common | CA | $365K | 6K | 0.14 |
| CELLNEX TELECOM SA COMMON STOCK EUR.25 | Long | Equity-common | ES | $169K | 5K | 0.07 |
| CEMBRA MONEY BANK AG COMMON STOCK CHF1.0 | Long | Equity-common | CH | $95K | 1K | 0.04 |
| CENOVUS ENERGY INC COMMON STOCK | Long | Equity-common | CA | $289K | 15K | 0.11 |
| CENTERRA GOLD INC COMMON STOCK | Long | Equity-common | CA | $25K | 4K | 0.01 |
| CENTRAL GLASS CO LTD COMMON STOCK (CENTRAL GLASS COLTD) | Long | Equity-common | JP | $91K | 4K | 0.04 |
| CENTRAL JAPAN RAILWAY CO COMMON STOCK (CENTRAL JAPAN RAILWAY CO LTD) | Long | Equity-common | JP | $139K | 6K | 0.05 |
| CENTRICA PLC COMMON STOCK GBP.061728 | Long | Equity-common | GB | $748K | 439K | 0.30 |
| CGI INC COMMON STOCK | Long | Equity-common | CA | $607K | 6K | 0.24 |
| CHAMPION IRON LTD COMMON STOCK (CHAMPION IRON LIMITED) | Long | Equity-common | AU | $21K | 5K | 0.01 |
| CHARTER HALL GROUP REIT | Long | Equity-common | AU | $62K | 8K | 0.02 |
| CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 (CHECK POINT SOFTWARE TECHNOLOGIES LTD) | Long | Equity-common | IL | $176K | 1K | 0.07 |
| CHINA GAS HOLDINGS LTD COMMON STOCK HKD.01 (CHINA GAS HOLDINGS LIMITED) | Long | Equity-common | BM | $15K | 17K | 0.01 |
| CHOCOLADEFABRIKEN LINDT PC COMMON STOCK CHF10.0 (LINDT & SPRUENGLI AG) | Long | Equity-common | CH | $93K | 8 | 0.04 |
| CHOW TAI FOOK JEWELLERY GROU COMMON STOCK HKD1.0 (CHOW TAI FOOK JEWELLERY GROUP LIMITED) | Long | Equity-common | KY | $56K | 52K | 0.02 |
| CHUBU ELECTRIC POWER CO INC COMMON STOCK (CHUBU ELECTRIC POWER COMPANY INCORPOATED) | Long | Equity-common | JP | $331K | 28K | 0.13 |
| CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK | Long | Equity-common | JP | $296K | 8K | 0.12 |
| CHUGOKU ELECTRIC POWER CO COMMON STOCK (CHUGOKU ELECTRIC POWER CO INC) | Long | Equity-common | JP | $138K | 21K | 0.05 |
| CI FINANCIAL CORP COMMON STOCK | Long | Equity-common | CA | $126K | 12K | 0.05 |
| CIA DE DISTRIBUCION INTEGRAL COMMON STOCK EUR.2 (CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SAU) | Long | Equity-common | ES | $116K | 4K | 0.05 |
| CIE FINANCIERE RICHEMO A REG COMMON STOCK CHF1.0 (COMPAGNIE FINANCIERE RICHEMONT SA) | Long | Equity-common | CH | $650K | 4K | 0.26 |
| CIMPRESS PLC COMMON STOCK EUR.01 (CIMPRESS PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $80K | 917 | 0.03 |
| CITIZEN WATCH CO LTD COMMON STOCK (CITIZEN WATCH CO LTD (AKA: CITIZEN HOLDINGS CO LTD)) | Long | Equity-common | JP | $118K | 18K | 0.05 |
| CITYCON OYJ COMMON STOCK | Long | Equity-common | FI | $42K | 10K | 0.02 |
| CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0 (CK ASSET HOLDINGS LIMITED) | Long | Equity-common | KY | $161K | 43K | 0.06 |
| CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0 (CK HUTCHISON HOLDINGS LIMITED) | Long | Equity-common | KY | $188K | 40K | 0.07 |
| CLP HOLDINGS LTD COMMON STOCK (CLP HOLDINGS LIMITED) | Long | Equity-common | HK | $130K | 16K | 0.05 |
| COCA COLA BOTTLERS JAPAN HOL COMMON STOCK (COCO-COLA BOTTLERS JAPAN HOLDINGS INC (AKA COCA-COLA BOTTLERS JAPAN INC)) | Long | Equity-common | JP | $55K | 4K | 0.02 |
| COCA COLA EUROPACIFIC PARTNE COMMON STOCK EUR.01 (COCA-COLA EUROPACIFIC PARTNERS PLC) | Long | Equity-common | GB | $132K | 2K | 0.05 |
| COCA COLA HBC AG DI COMMON STOCK CHF6.7 (COCA-COLA HBC AG) | Long | Equity-common | CH | $81K | 2K | 0.03 |
| COCHLEAR LTD COMMON STOCK | Long | Equity-common | AU | $242K | 1K | 0.10 |
| COFINIMMO REIT (COFINIMMO SA) | Long | Equity-common | BE | $14K | 234 | 0.01 |
| COGECO COMMUNICATIONS INC COMMON STOCK | Long | Equity-common | CA | $34K | 897 | 0.01 |
| COLES GROUP LTD COMMON STOCK (COLES GROUP LIMITED) | Long | Equity-common | AU | $288K | 25K | 0.11 |
| COLLIERS INTL GR SUBORD VOT COMMON STOCK (COLLIERS INTERNATIONAL GROUP INC) | Long | Equity-common | CA | $73K | 654 | 0.03 |
| COLOPLAST B COMMON STOCK DKK1.0 (COLOPLAST A/S) | Long | Equity-common | DK | $107K | 887 | 0.04 |
| COLRUYT GROUP N.V COMMON STOCK (COLRUYT GROUP NV) | Long | Equity-common | BE | $139K | 3K | 0.05 |
| COMFORTDELGRO CORP LTD COMMON STOCK (COMFORTDELGRO CORPORATION LIMITED) | Long | Equity-common | SG | $65K | 66K | 0.03 |
| COMMERZBANK AG COMMON STOCK | Long | Equity-common | DE | $622K | 41K | 0.25 |
| COMMONWEALTH BANK OF AUSTRAL COMMON STOCK (COMMONWEALTH BANK OF AUSTRALIA) | Long | Equity-common | AU | $589K | 7K | 0.23 |
| COMPAGNIE DE L ODET SA COMMON STOCK EUR16.0 (COMPAGNIE DE LODET) | Long | Equity-common | FR | $136K | 97 | 0.05 |
| COMPAGNIE DE SAINT GOBAIN COMMON STOCK EUR4.0 (COMPAGNIE DE SAINT-GOBAIN) | Long | Equity-common | FR | $487K | 6K | 0.19 |
| COMPASS GROUP PLC COMMON STOCK GBP.1105 | Long | Equity-common | GB | $246K | 9K | 0.10 |
| COMPUTACENTER PLC COMMON STOCK GBP.075555 | Long | Equity-common | GB | $78K | 2K | 0.03 |
| COMPUTERSHARE LTD COMMON STOCK (COMPUTERSHARE LIMITED) | Long | Equity-common | AU | $69K | 4K | 0.03 |
| COMSYS HOLDINGS CORP COMMON STOCK (COMSYS HOLDINGS CORPORATION) | Long | Equity-common | JP | $79K | 4K | 0.03 |
| CONSTELLATION SOFTWARE INC COMMON STOCK | Long | Equity-common | CA | $265K | 92 | 0.10 |
| CONSTELLATION SOFTWARE INC CONSTELLATION SOFTWARE IN 28 | Derivative-equity | CA | $0 | – | – | |
| CONTACT ENERGY LTD COMMON STOCK (CONTACT ENERGY LIMITED) | Long | Equity-common | NZ | $76K | 14K | 0.03 |
| CONTINENTAL AG COMMON STOCK | Long | Equity-common | DE | $365K | 6K | 0.14 |
| CONVATEC GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $105K | 35K | 0.04 |
| COSMO ENERGY HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $252K | 5K | 0.10 |
| COVESTRO AG COMMON STOCK | Long | Equity-common | DE | $642K | 11K | 0.25 |
| COWELL E HOLDINGS INC COMMON STOCK USD.004 | Long | Equity-common | KY | $100K | 32K | 0.04 |
| CRANSWICK PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $82K | 1K | 0.03 |
| CREDIT AGRICOLE SA COMMON STOCK EUR3.0 | Long | Equity-common | FR | $126K | 9K | 0.05 |
| CREDIT SAISON CO LTD COMMON STOCK (CREDIT SAISON COLTD) | Long | Equity-common | JP | $21K | 1K | 0.01 |
| CRH PLC COMMON STOCK EUR.32 | Long | Equity-common | IE | $409K | 5K | 0.16 |
| CRODA INTERNATIONAL PLC COMMON STOCK GBP.1060976 (CRODA INTERNATIONAL PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $129K | 3K | 0.05 |
| CSL LTD COMMON STOCK (CSL LIMITED) | Long | Equity-common | AU | $231K | 1K | 0.09 |
| CYBERAGENT INC COMMON STOCK | Long | Equity-common | JP | $22K | 4K | 0.01 |
| CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 | Long | Equity-common | IL | $51K | 185 | 0.02 |
| DAETWYLER HOLDING AG BR COMMON STOCK CHF.05 | Long | Equity-common | CH | $88K | 466 | 0.03 |
| DAI ICHI LIFE HOLDINGS INC COMMON STOCK (DAI-ICHI LIFE HOLDINGS INC (AKA: DAI-ICHI MUTUAL LIFE INSURANCE CO)) | Long | Equity-common | JP | $163K | 6K | 0.06 |
| DAI NIPPON PRINTING CO LTD COMMON STOCK | Long | Equity-common | JP | $246K | 7K | 0.10 |
| DAICEL CORP COMMON STOCK (DAICEL CORPORATION) | Long | Equity-common | JP | $137K | 14K | 0.05 |
| DAIKIN INDUSTRIES LTD COMMON STOCK | Long | Equity-common | JP | $153K | 1K | 0.06 |
| DAIMLER TRUCK HOLDING AG COMMON STOCK | Long | Equity-common | DE | $26K | 640 | 0.01 |
| DAITO TRUST CONSTRUCT CO LTD COMMON STOCK (DAITO TRUST CONSTRUCTION) | Long | Equity-common | JP | $279K | 3K | 0.11 |
| DAIWA HOUSE REIT INVESTMENT REIT (DAIWA HOUSE REIT INVESTMENT CO (AKA: DAIWAHOUSE RESIDENTIAL INVESTMENT CORP)) | Long | Equity-common | JP | $57K | 37 | 0.02 |
| DAIWA OFFICE INVESTMENT CORP REIT (DA OFFICE INVESTMENT CORP) | Long | Equity-common | JP | $7K | 4 | 0.00 |
| DAIWA SECURITIES GROUP INC COMMON STOCK | Long | Equity-common | JP | $161K | 21K | 0.06 |
| DAIWABO HOLDINGS CO LTD COMMON STOCK (DAIWABO HOLDINGS COLTD) | Long | Equity-common | JP | $84K | 5K | 0.03 |
| DANEL (ADIR YEOSHUA) LTD COMMON STOCK ILS1.0 (DANEL (ADIR YEHOSHUA) LTD) | Long | Equity-common | IL | $28K | 339 | 0.01 |
| DANONE COMMON STOCK EUR.25 (DANONE SA) | Long | Equity-common | FR | $787K | 13K | 0.31 |
| DANSKE BANK A/S COMMON STOCK DKK10.0 | Long | Equity-common | DK | $222K | 7K | 0.09 |
| DASSAULT AVIATION SA COMMON STOCK EUR.8 | Long | Equity-common | FR | $134K | 741 | 0.05 |
| DBS GROUP HOLDINGS LTD COMMON STOCK | Long | Equity-common | SG | $774K | 29K | 0.31 |
| DCM HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $115K | 13K | 0.05 |
| DEMANT A/S COMMON STOCK DKK.2 | Long | Equity-common | DK | $82K | 2K | 0.03 |
| DESCARTES SYSTEMS GRP/THE COMMON STOCK | Long | Equity-common | CA | $33K | 336 | 0.01 |
| DEUTSCHE BANK AG REGISTERED COMMON STOCK (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Equity-common | DE | $538K | 34K | 0.21 |
| DEUTSCHE BOERSE AG COMMON STOCK | Long | Equity-common | DE | $291K | 1K | 0.11 |
| DEUTSCHE LUFTHANSA REG COMMON STOCK (DEUTSCHE LUFTHANSA AG) | Long | Equity-common | DE | $179K | 29K | 0.07 |
| DEUTSCHE PFANDBRIEFBANK AG COMMON STOCK | Long | Equity-common | DE | $58K | 11K | 0.02 |
| DEUTSCHE TELEKOM AG REG COMMON STOCK | Long | Equity-common | DE | $712K | 28K | 0.28 |
| DEXERIALS CORP COMMON STOCK (DEXERIALS CORPORATION) | Long | Equity-common | JP | $37K | 800 | 0.01 |
| DHL GROUP COMMON STOCK (DEUTSCHE POST AG) | Long | Equity-common | DE | $547K | 13K | 0.22 |
| DIAGEO PLC COMMON STOCK GBP.2893518 | Long | Equity-common | GB | $350K | 11K | 0.14 |
| DIASORIN SPA COMMON STOCK EUR1.0 | Long | Equity-common | IT | $73K | 732 | 0.03 |
| DIC CORP COMMON STOCK (DIC CORPORATION) | Long | Equity-common | JP | $19K | 1K | 0.01 |
| DIPLOMA PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $122K | 2K | 0.05 |
| DIRECT LINE INSURANCE GROUP COMMON STOCK GBP.1090909 (DIRECT LINE INSURANCE GROUP PLC) | Long | Equity-common | GB | $191K | 75K | 0.08 |
| DISCO CORP COMMON STOCK (DISCO CORPORATION) | Long | Equity-common | JP | $495K | 1K | 0.20 |
| DKSH HOLDING AG COMMON STOCK CHF.1 (DKSH HOLDING LTD) | Long | Equity-common | CH | $75K | 1K | 0.03 |
| DMG MORI CO LTD COMMON STOCK | Long | Equity-common | JP | $144K | 6K | 0.06 |
| DNB BANK ASA COMMON STOCK NOK12.5 | Long | Equity-common | NO | $152K | 8K | 0.06 |
| DOLLARAMA INC COMMON STOCK | Long | Equity-common | CA | $402K | 4K | 0.16 |
| DOMINO S PIZZA ENTERPRISES L COMMON STOCK (DOMINOS PIZZA ENTERPRISES LIMITED) | Long | Equity-common | AU | $55K | 2K | 0.02 |
| DORMAKABA HOLDING AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $106K | 206 | 0.04 |
| DOWA HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $7K | 200 | 0.00 |
| DOWNER EDI LTD COMMON STOCK (DOWNER EDI LIMITED) | Long | Equity-common | AU | $59K | 19K | 0.02 |
| DRAX GROUP PLC COMMON STOCK GBP.1155172 | Long | Equity-common | GB | $109K | 17K | 0.04 |
| DS SMITH PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $84K | 16K | 0.03 |
| DSM FIRMENICH AG COMMON STOCK EUR.01 (DSM-FIRMENICH AG) | Long | Equity-common | CH | $105K | 930 | 0.04 |
| DSV A/S COMMON STOCK DKK1.0 | Long | Equity-common | DK | $144K | 937 | 0.06 |
| DTS CORP COMMON STOCK (DTS CORPORATION) | Long | Equity-common | JP | $105K | 4K | 0.04 |
| DUERR AG COMMON STOCK | Long | Equity-common | DE | $15K | 700 | 0.01 |
| E.ON SE COMMON STOCK | Long | Equity-common | DE | $215K | 16K | 0.08 |
| EARTH CORP COMMON STOCK (EARTH CORPORATION) | Long | Equity-common | JP | $3K | 100 | 0.00 |
| EAST JAPAN RAILWAY CO COMMON STOCK | Long | Equity-common | JP | $183K | 11K | 0.07 |
| EBARA CORP COMMON STOCK (EBARA CORPORATION) | Long | Equity-common | JP | $48K | 3K | 0.02 |
| EDION CORP COMMON STOCK (EDION CORPORATION) | Long | Equity-common | JP | $83K | 8K | 0.03 |
| EDP ENERGIAS DE PORTUGAL SA COMMON STOCK EUR1.0 (EDP - ENERGIAS DE PORTUGAL SA) | Long | Equity-common | PT | $444K | 118K | 0.17 |
| EDP RENOVAVEIS SA COMMON STOCK EUR5.0 (EDP RENOVAVEIS SOCIEDAD ANONIMA) | Long | Equity-common | ES | $56K | 4K | 0.02 |
| EISAI CO LTD COMMON STOCK | Long | Equity-common | JP | $62K | 2K | 0.02 |
| ELBIT SYSTEMS LTD COMMON STOCK ILS1.0 | Long | Equity-common | IL | $44K | 255 | 0.02 |
| ELDORADO GOLD CORP COMMON STOCK (ELDORADO GOLD CORPORATION) | Long | Equity-common | CA | $202K | 14K | 0.08 |
| ELECTRIC POWER DEVELOPMENT C COMMON STOCK (ELECTRIC POWER DEVELOPMENT COMPANY) | Long | Equity-common | JP | $144K | 9K | 0.06 |
| ELECTROLUX AB B COMMON STOCK SEK5.0 | Long | Equity-common | SE | $119K | 14K | 0.05 |
| ELEKTA AB B SHS COMMON STOCK SEK.5 | Long | Equity-common | SE | $19K | 3K | 0.01 |
| ELIA GROUP SA/NV COMMON STOCK | Long | Equity-common | BE | $88K | 942 | 0.03 |
| ELIS SA COMMON STOCK EUR1.0 | Long | Equity-common | FR | $104K | 5K | 0.04 |
| ELISA OYJ COMMON STOCK (ELISA CORPORATION) | Long | Equity-common | FI | $98K | 2K | 0.04 |
| EMERA INC COMMON STOCK (EMERA INCORPORATED) | Long | Equity-common | CA | $130K | 4K | 0.05 |
| EMMI AG REG COMMON STOCK CHF10.0 | Long | Equity-common | CH | $49K | 50 | 0.02 |
| EMPIRE CO LTD A COMMON STOCK (EMPIRE COMPANY LIMITED) | Long | Equity-common | CA | $208K | 8K | 0.08 |
| EMS CHEMIE HOLDING AG REG COMMON STOCK CHF.01 (EMS-CHEMIE HOLDING AG) | Long | Equity-common | CH | $71K | 87 | 0.03 |
| ENAGAS SA COMMON STOCK EUR1.5 | Long | Equity-common | ES | $43K | 3K | 0.02 |
| ENAV SPA COMMON STOCK NPV | Long | Equity-common | IT | $49K | 12K | 0.02 |
| ENDESA SA COMMON STOCK EUR1.2 | Long | Equity-common | ES | $279K | 15K | 0.11 |
| ENEL SPA COMMON STOCK EUR1.0 | Long | Equity-common | IT | $607K | 88K | 0.24 |
| ENEOS HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $609K | 118K | 0.24 |
| ENGIE COMMON STOCK EUR1.0 (ENGIE SA (AKA: GDF SUEZ)) | Long | Equity-common | FR | $743K | 52K | 0.29 |
| ENI SPA COMMON STOCK | Long | Equity-common | IT | $1M | 72K | 0.43 |
| EPIROC AB A COMMON STOCK SEK.412413 (EPIROC AKTIEBOLAG) | Long | Equity-common | SE | $167K | 8K | 0.07 |
| EQT AB COMMON STOCK SEK.1 | Long | Equity-common | SE | $151K | 5K | 0.06 |
| EQUINOR ASA COMMON STOCK NOK2.5 | Long | Equity-common | NO | $569K | 20K | 0.22 |
| ERAMET COMMON STOCK EUR3.05 (ERAMET SA) | Long | Equity-common | FR | $31K | 311 | 0.01 |
| ERICSSON LM B SHS COMMON STOCK SEK5.0 (TELEFONAKTIEBOLAGET LM ERICSSON) | Long | Equity-common | SE | $153K | 25K | 0.06 |
| ERSTE GROUP BANK AG COMMON STOCK | Long | Equity-common | AT | $84K | 2K | 0.03 |
| ESSILORLUXOTTICA COMMON STOCK EUR.18 | Long | Equity-common | FR | $475K | 2K | 0.19 |
| ESSITY AKTIEBOLAG B COMMON STOCK SEK3.35 | Long | Equity-common | SE | $388K | 15K | 0.15 |
| EURONEXT NV COMMON STOCK EUR1.6 | Long | Equity-common | NL | $195K | 2K | 0.08 |
| EUTELSAT COMMUNICATIONS COMMON STOCK EUR1.0 | Long | Equity-common | FR | $54K | 14K | 0.02 |
| EVOLUTION MINING LTD COMMON STOCK (EVOLUTION MINING LIMITED) | Long | Equity-common | AU | $65K | 28K | 0.03 |
| EVONIK INDUSTRIES AG COMMON STOCK | Long | Equity-common | DE | $33K | 2K | 0.01 |
| EXEDY CORP COMMON STOCK (EXEDY CORPORATION) | Long | Equity-common | JP | $92K | 5K | 0.04 |
| EXEO GROUP INC COMMON STOCK | Long | Equity-common | JP | $84K | 8K | 0.03 |
| EXPERIAN PLC COMMON STOCK USD.1 | Long | Equity-common | JE | $446K | 10K | 0.18 |
| FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Equity-common | CA | $734K | 645 | 0.29 |
| FANUC CORP COMMON STOCK (FANUC CORPORATION) | Long | Equity-common | JP | $143K | 5K | 0.06 |
| FAST RETAILING CO LTD COMMON STOCK | Long | Equity-common | JP | $25K | 100 | 0.01 |
| FASTIGHETS AB BALDER B SHRS COMMON STOCK SEK1.0 | Long | Equity-common | SE | $24K | 4K | 0.01 |
| FERGUSON PLC COMMON STOCK GBP.1 | Long | Equity-common | JE | $583K | 3K | 0.23 |
| FERRARI NV COMMON STOCK EUR.01 | Long | Equity-common | NL | $511K | 1K | 0.20 |
| FERROVIAL SE COMMON STOCK EUR.01 | Long | Equity-common | NL | $81K | 2K | 0.03 |
| FERROVIAL SE COMMON STOCK EUR.01 | Long | Equity-common | NL | $79K | 2K | 0.03 |
| FIELMANN GROUP AG COMMON STOCK | Long | Equity-common | DE | $59K | 1K | 0.02 |
| FINECOBANK SPA COMMON STOCK EUR.33 (FINECOBANK BANCA FINECO SPA) | Long | Equity-common | IT | $108K | 7K | 0.04 |
| FINNING INTERNATIONAL INC COMMON STOCK | Long | Equity-common | CA | $143K | 5K | 0.06 |
| FIRST QUANTUM MINERALS LTD COMMON STOCK | Long | Equity-common | CA | $84K | 6K | 0.03 |
| FIRSTGROUP PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $125K | 62K | 0.05 |
| FIRSTSERVICE CORP COMMON STOCK (FIRSTSERVICE CORPORATION) | Long | Equity-common | CA | $116K | 765 | 0.05 |
| FISCHER (GEORG) REG COMMON STOCK CHF1.0 (GEORG FISCHER AG) | Long | Equity-common | CH | $48K | 719 | 0.02 |
| FISHER + PAYKEL HEALTHCARE C COMMON STOCK (FISHER & PAYKEL HEALTHCARE) | Long | Equity-common | NZ | $98K | 5K | 0.04 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $1M | – | 0.47 |
| FLETCHER BUILDING LTD COMMON STOCK (FLETCHER BUILDING LIMITED) | Long | Equity-common | NZ | $39K | 23K | 0.02 |
| FLUGHAFEN ZURICH AG REG COMMON STOCK CHF10.0 (FLUGHAFEN ZUERICH AG (AKA: UNIQUE AIRPORT ZURICH AG)) | Long | Equity-common | CH | $85K | 383 | 0.03 |
| FOOD + LIFE COMPANIES LTD COMMON STOCK (FOOD & LIFE COMPANIES LTD) | Long | Equity-common | JP | $29K | 2K | 0.01 |
| FORBO HOLDING AG REG COMMON STOCK CHF.1 (FORBO HOLDING AG-REG) | Long | Equity-common | CH | $49K | 42 | 0.02 |
| FORTESCUE LTD COMMON STOCK | Long | Equity-common | AU | $697K | 49K | 0.27 |
| FORTIS INC COMMON STOCK (FORTIS INC/CANADA) | Long | Equity-common | CA | $246K | 6K | 0.10 |
| FORTUM OYJ COMMON STOCK EUR3.4 | Long | Equity-common | FI | $153K | 10K | 0.06 |
| FORTUNE REIT REIT (FORTUNE REAL ESTATE INVESTMENT TRUST LTD) | Long | Equity-common | HK | $37K | 77K | 0.01 |
| FORVIA COMMON STOCK EUR7.0 (FAURECIA SE) | Long | Equity-common | FR | $87K | 7K | 0.03 |
| FP CORP COMMON STOCK (FP CORPORATION) | Long | Equity-common | JP | $3K | 200 | 0.00 |
| FRANCO NEVADA CORP COMMON STOCK (FRANCO-NEVADA CORPORATION) | Long | Equity-common | CA | $196K | 2K | 0.08 |
| FRASERS GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $94K | 8K | 0.04 |
| FREENET AG COMMON STOCK | Long | Equity-common | DE | $158K | 6K | 0.06 |
| FRESENIUS MEDICAL CARE AG COMMON STOCK | Long | Equity-common | DE | $239K | 6K | 0.09 |
| FRESENIUS SE + CO KGAA COMMON STOCK (FRESENIUS SE & CO KGAA (AKA: FRESENIUS AG)) | Long | Equity-common | DE | $168K | 6K | 0.07 |
| FRONTIER REAL ESTATE INVEST REIT | Long | Equity-common | JP | $5K | 2 | 0.00 |
| FRONTLINE PLC COMMON STOCK | Long | Equity-common | CY | $75K | 3K | 0.03 |
| FUCHS SE PREF PREFERENCE | Long | Equity-preferred | DE | $236K | 5K | 0.09 |
| FUJI ELECTRIC CO LTD COMMON STOCK | Long | Equity-common | JP | $29K | 500 | 0.01 |
| FUJI MEDIA HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $100K | 9K | 0.04 |
| FUJI OIL HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $130K | 7K | 0.05 |
| FUJIFILM HOLDINGS CORP COMMON STOCK (FUJIFILM HOLDINGS CORPORATION) | Long | Equity-common | JP | $265K | 11K | 0.10 |
| FUJIKURA LTD COMMON STOCK | Long | Equity-common | JP | $344K | 17K | 0.14 |
| FUJITEC CO LTD COMMON STOCK | Long | Equity-common | JP | $105K | 4K | 0.04 |
| FUJITSU GENERAL LTD COMMON STOCK (FUJITSU GENERAL LIMITED) | Long | Equity-common | JP | $14K | 1K | 0.01 |
| FUJITSU LIMITED COMMON STOCK | Long | Equity-common | JP | $96K | 6K | 0.04 |
| FUKUDA DENSHI CO LTD COMMON STOCK | Long | Equity-common | JP | $34K | 800 | 0.01 |
| FURUKAWA ELECTRIC CO LTD COMMON STOCK | Long | Equity-common | JP | $79K | 3K | 0.03 |
| FUTU HOLDINGS LTD ADR ADR USD.00001 (FUTU HOLDINGS LIMITED) | Long | Equity-common | KY | $39K | 600 | 0.02 |
| GALAXY ENTERTAINMENT GROUP L COMMON STOCK (GALAXY ENTERTAINMENT GROUP LIMITED) | Long | Equity-common | HK | $33K | 7K | 0.01 |
| GALENICA AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $120K | 1K | 0.05 |
| GALP ENERGIA SGPS SA COMMON STOCK EUR1.0 | Long | Equity-common | PT | $125K | 6K | 0.05 |
| GAMES WORKSHOP GROUP PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $149K | 1K | 0.06 |
| GARMIN LTD COMMON STOCK CHF.1 | Long | Equity-common | CH | $495K | 3K | 0.20 |
| GEBERIT AG REG COMMON STOCK CHF.1 | Long | Equity-common | CH | $190K | 323 | 0.08 |
| GEO HOLDINGS CORP COMMON STOCK (GEO HOLDINGS CORPORATION) | Long | Equity-common | JP | $31K | 3K | 0.01 |
| GERRESHEIMER AG COMMON STOCK | Long | Equity-common | DE | $92K | 853 | 0.04 |
| GESTAMP AUTOMOCION SA COMMON STOCK EUR.5 (GESTAMP AUTOMOCION SL) | Long | Equity-common | ES | $57K | 19K | 0.02 |
| GETINGE AB B SHS COMMON STOCK SEK.5 | Long | Equity-common | SE | $38K | 2K | 0.02 |
| GFL ENVIRONMENTAL INC SUB VT COMMON STOCK | Long | Equity-common | CA | $151K | 4K | 0.06 |
| GIBSON ENERGY INC COMMON STOCK | Long | Equity-common | CA | $102K | 6K | 0.04 |
| GILDAN ACTIVEWEAR INC COMMON STOCK | Long | Equity-common | CA | $183K | 5K | 0.07 |
| GIMV NV COMMON STOCK | Long | Equity-common | BE | $47K | 997 | 0.02 |
| GIVAUDAN REG COMMON STOCK CHF10.0 (GIVAUDAN SA) | Long | Equity-common | CH | $597K | 126 | 0.24 |
| GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0 | Long | Equity-common | NO | $77K | 4K | 0.03 |
| GLANBIA PLC COMMON STOCK EUR.06 (GLANBIA PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $159K | 8K | 0.06 |
| GLENCORE PLC COMMON STOCK USD.01 | Long | Equity-common | JE | $1M | 192K | 0.43 |
| GLORY LTD COMMON STOCK | Long | Equity-common | JP | $21K | 1K | 0.01 |
| GLP J REIT REIT (GLP J-REIT) | Long | Equity-common | JP | $41K | 50 | 0.02 |
| GN STORE NORD A/S COMMON STOCK DKK4.0 | Long | Equity-common | DK | $50K | 2K | 0.02 |
| GOLDEN AGRI RESOURCES LTD COMMON STOCK USD.025 (GOLDEN AGRI-RESOURCES LTD) | Long | Equity-common | MU | $131K | 659K | 0.05 |
| GOLDWIN INC COMMON STOCK | Long | Equity-common | JP | $27K | 500 | 0.01 |
| GOODMAN GROUP REIT (GOODMAN GROUP (AKA: MAN IN THE MIRROR PTY LTD)) | Long | Equity-common | AU | $256K | 11K | 0.10 |
| GRAFTON GROUP PLC UTS CDI UNIT EUR.05 (GRAFTON GROUP PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $70K | 6K | 0.03 |
| GRAINCORP LTD A COMMON STOCK (GRAINCORP LIMITED) | Long | Equity-common | AU | $109K | 19K | 0.04 |
| GRAINGER PLC COMMON STOCK GBP.05 (GRAINGER PLC (AKA: GRAINGER TRUST PLC)) | Long | Equity-common | GB | $40K | 13K | 0.02 |
| GRANITE REAL ESTATE INVESTME REIT (GRANITE REAL ESTATE INC (AKA: MI DEVELOPMENTS INC)) | Long | Equity-common | CA | $64K | 1K | 0.03 |
| GREAT PORTLAND ESTATES PLC REIT GBP.1526316 (GREAT PORTLAND ESTATES P L C) | Long | Equity-common | GB | $28K | 6K | 0.01 |
| GREAT WEST LIFECO INC COMMON STOCK (GREAT-WEST LIFECO INC) | Long | Equity-common | CA | $91K | 3K | 0.04 |
| GREGGS PLC COMMON STOCK GBP.02 | Long | Equity-common | GB | $114K | 3K | 0.05 |
| GRIFOLS SA COMMON STOCK EUR.25 | Long | Equity-common | ES | $79K | 9K | 0.03 |
| GSK PLC COMMON STOCK GBP.3125 | Long | Equity-common | GB | $2M | 96K | 0.73 |
| GUNGHO ONLINE ENTERTAINMENT COMMON STOCK (GUNGHO ONLINE ENTERTAINMENT INC) | Long | Equity-common | JP | $52K | 3K | 0.02 |
| H.U. GROUP HOLDINGS INC COMMON STOCK (HU GROUP HOLDINGS INC) | Long | Equity-common | JP | $55K | 4K | 0.02 |
| H2O RETAILING CORP COMMON STOCK (H2O RETAILING CORPORATION) | Long | Equity-common | JP | $50K | 3K | 0.02 |
| HAKUHODO DY HOLDINGS INC COMMON STOCK (HAKUHODO DY HOLDINGS INCORPORATED) | Long | Equity-common | JP | $23K | 3K | 0.01 |
| HALFORDS GROUP PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $26K | 15K | 0.01 |
| HALMA PLC COMMON STOCK GBP.1 (HALMA PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $144K | 4K | 0.06 |
| HANNOVER RUECK SE COMMON STOCK (HANNOVER RUECKVERSICHERUNG SE) | Long | Equity-common | DE | $159K | 630 | 0.06 |
| HANWA CO LTD COMMON STOCK | Long | Equity-common | JP | $138K | 4K | 0.05 |
| HAPAG LLOYD AG COMMON STOCK (HAPAG-LLOYD AG) | Long | Equity-common | DE | $81K | 438 | 0.03 |
| HAREL INSURANCE INVESTMENTS COMMON STOCK ILS.1 (HAREL INSURANCE INVESTMENTS & FINANCIAL SERVICES LTD) | Long | Equity-common | IL | $54K | 7K | 0.02 |
| HARGREAVES LANSDOWN PLC COMMON STOCK GBP.004 | Long | Equity-common | GB | $77K | 5K | 0.03 |
| HARMONIC DRIVE SYSTEMS INC COMMON STOCK | Long | Equity-common | JP | $14K | 500 | 0.01 |
| HARVEY NORMAN HOLDINGS LTD COMMON STOCK | Long | Equity-common | AU | $60K | 22K | 0.02 |
| HASEKO CORP COMMON STOCK (HASEKO CORPORATION) | Long | Equity-common | JP | $28K | 3K | 0.01 |
| HAZAMA ANDO CORP COMMON STOCK (HAZAMA ANDO CORPORATION) | Long | Equity-common | JP | $57K | 8K | 0.02 |
| HEIDELBERG MATERIALS AG COMMON STOCK | Long | Equity-common | DE | $102K | 982 | 0.04 |
| HEINEKEN HOLDING NV COMMON STOCK EUR1.6 | Long | Equity-common | NL | $163K | 2K | 0.06 |
| HEINEKEN NV COMMON STOCK EUR1.6 | Long | Equity-common | NL | $268K | 3K | 0.11 |
| HEIWA CORP COMMON STOCK (HEIWA CORPORATION) | Long | Equity-common | JP | $9K | 700 | 0.00 |
| HENKEL AG + CO KGAA VOR PREF PREFERENCE (HENKEL AG & CO KGAA) | Long | Equity-preferred | DE | $264K | 3K | 0.10 |
| HERMES INTERNATIONAL COMMON STOCK | Long | Equity-common | FR | $552K | 239 | 0.22 |
| HEXPOL AB COMMON STOCK SEK.2 | Long | Equity-common | SE | $46K | 4K | 0.02 |
| HIKMA PHARMACEUTICALS PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $87K | 4K | 0.03 |
| HILAN LTD COMMON STOCK ILS1.0 | Long | Equity-common | IL | $105K | 2K | 0.04 |
| HINO MOTORS LTD COMMON STOCK | Long | Equity-common | JP | $47K | 18K | 0.02 |
| HIROGIN HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $30K | 4K | 0.01 |
| HITACHI LTD COMMON STOCK | Long | Equity-common | JP | $2M | 82K | 0.72 |
| HITACHI ZOSEN CORP COMMON STOCK (HITACHI ZOSEN CORPORATION) | Long | Equity-common | JP | $91K | 14K | 0.04 |
| HK ELECTRIC INVESTMENTS SS STAPLED SECURITY HKD.0005 (HK ELECTRIC INVESTMENTS AND HK ELECTRIC INVESTMENTS LIMITED) | Long | Equity-common | HK | $39K | 61K | 0.02 |
| HKBN LTD COMMON STOCK HKD.0001 (HONG KONG BROADBAND NETWORK LIMITED (AKA: HKBN LTD)) | Long | Equity-common | KY | $21K | 67K | 0.01 |
| HKT TRUST AND HKT LTD SS STAPLED SECURITY HKD.0005 (HKT TRUST / HKT LTD) | Long | Equity-common | HK | $103K | 92K | 0.04 |
| HOCHTIEF AG COMMON STOCK | Long | Equity-common | DE | $58K | 509 | 0.02 |
| HOKKAIDO ELECTRIC POWER CO COMMON STOCK (HOKKAIDO ELECTRIC POWER CO INC) | Long | Equity-common | JP | $203K | 27K | 0.08 |
| HOKUHOKU FINANCIAL GROUP INC COMMON STOCK | Long | Equity-common | JP | $158K | 12K | 0.06 |
| HOKURIKU ELECTRIC POWER CO COMMON STOCK (HOKURIKU ELECTRIC POWER COMPANY) | Long | Equity-common | JP | $108K | 17K | 0.04 |
| HOLCIM LTD COMMON STOCK CHF2.0 | Long | Equity-common | CH | $421K | 5K | 0.17 |
| HONDA MOTOR CO LTD COMMON STOCK | Long | Equity-common | JP | $1M | 103K | 0.44 |
| HONG KONG + CHINA GAS COMMON STOCK (HONG KONG & CHINA GAS CO LTD) | Long | Equity-common | HK | $59K | 78K | 0.02 |
| HONG KONG EXCHANGES + CLEAR COMMON STOCK (HONG KONG EXCHANGE & CLEARING) | Long | Equity-common | HK | $214K | 7K | 0.08 |
| HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1 (HONGKONG LAND HOLDINGS LIMITED) | Long | Equity-common | BM | $98K | 30K | 0.04 |
| HORIBA LTD COMMON STOCK | Long | Equity-common | JP | $8K | 100 | 0.00 |
| HORNBACH HOLDING AG + CO KGA COMMON STOCK (HORNBACH HOLDING AG & CO KGAA) | Long | Equity-common | DE | $87K | 1K | 0.03 |
| HOSHIZAKI CORP COMMON STOCK (HOSHIZAKI CORP (AKA: HOSHIZAKI ELECTRIC CO LTD)) | Long | Equity-common | JP | $6K | 200 | 0.00 |
| HOSIDEN CORP COMMON STOCK (HOSIDEN CORPORATION) | Long | Equity-common | JP | $70K | 5K | 0.03 |
| HOUSE FOODS GROUP INC COMMON STOCK | Long | Equity-common | JP | $65K | 4K | 0.03 |
| HOWDEN JOINERY GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $260K | 24K | 0.10 |
| HOYA CORP COMMON STOCK (HOYA CORPORATION) | Long | Equity-common | JP | $164K | 1K | 0.06 |
| HSBC HOLDINGS PLC COMMON STOCK USD.5 | Long | Equity-common | GB | $1M | 171K | 0.58 |
| HUDBAY MINERALS INC COMMON STOCK | Long | Equity-common | CA | $30K | 3K | 0.01 |
| HUGO BOSS AG ORD COMMON STOCK | Long | Equity-common | DE | $124K | 3K | 0.05 |
| HULIC REIT INC REIT | Long | Equity-common | JP | $40K | 44 | 0.02 |
| HYAKUJUSHI BANK LTD/THE COMMON STOCK | Long | Equity-common | JP | $110K | 5K | 0.04 |
| HYDRO ONE LTD COMMON STOCK (HYDRO ONE LIMITED) | Long | Equity-common | CA | $207K | 7K | 0.08 |
| IBERDROLA SA COMMON STOCK EUR.75 | Long | Equity-common | ES | $800K | 62K | 0.32 |
| ICL GROUP LTD COMMON STOCK ILS1.0 | Long | Equity-common | IL | $106K | 25K | 0.04 |
| ICON PLC COMMON STOCK EUR.06 | Long | Equity-common | IE | $295K | 941 | 0.12 |
| IDEMITSU KOSAN CO LTD COMMON STOCK | Long | Equity-common | JP | $315K | 48K | 0.12 |
| IG GROUP HOLDINGS PLC COMMON STOCK GBP.00005 (IG GROUP HOLDINGS PLC GROUP) | Long | Equity-common | GB | $114K | 11K | 0.04 |
| IGM FINANCIAL INC COMMON STOCK | Long | Equity-common | CA | $62K | 2K | 0.02 |
| IGO LTD COMMON STOCK (IGO LIMITED) | Long | Equity-common | AU | $48K | 13K | 0.02 |
| IHI CORP COMMON STOCK (IHI CORPORATION) | Long | Equity-common | JP | $72K | 2K | 0.03 |
| IIDA GROUP HOLDINGS CO LTD COMMON STOCK (IIDA GROUP HOLDINGS COLTD) | Long | Equity-common | JP | $63K | 5K | 0.03 |
| ILUKA RESOURCES LTD COMMON STOCK (ILUKA RESOURCES LIMITED) | Long | Equity-common | AU | $55K | 13K | 0.02 |
| IMCD NV COMMON STOCK EUR.16 | Long | Equity-common | NL | $131K | 953 | 0.05 |
| IMI PLC COMMON STOCK GBP.2857 | Long | Equity-common | GB | $150K | 7K | 0.06 |
| IMPERIAL BRANDS PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $913K | 36K | 0.36 |
| IMPERIAL OIL LTD COMMON STOCK (IMPERIAL OIL LIMITED (CANADA)) | Long | Equity-common | CA | $526K | 8K | 0.21 |
| INCHCAPE PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $73K | 8K | 0.03 |
| INCITEC PIVOT LTD COMMON STOCK (INCITEC PIVOT LIMITED) | Long | Equity-common | AU | $123K | 64K | 0.05 |
| INDUSTRIA DE DISENO TEXTIL COMMON STOCK EUR.03 (INDUSTRIA DE DISENO TEXTIL SA (INDITEX)) | Long | Equity-common | ES | $863K | 17K | 0.34 |
| INDUSTRIAL + INFRASTRUCTURE REIT (INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORPORATION) | Long | Equity-common | JP | $35K | 44 | 0.01 |
| INDUTRADE AB COMMON STOCK SEK1.0 | Long | Equity-common | SE | $118K | 5K | 0.05 |
| INFORMA PLC COMMON STOCK GBP.001 | Long | Equity-common | GB | $112K | 10K | 0.04 |
| INFRASTRUTTURE WIRELESS ITAL COMMON STOCK (INFRASTRUTTURE WIRELESS ITALIANE SPA) | Long | Equity-common | IT | $75K | 7K | 0.03 |
| ING GROEP NV COMMON STOCK EUR.01 | Long | Equity-common | NL | $666K | 39K | 0.26 |
| INMOBILIARIA COLONIAL SOCIMI REIT EUR2.5 (INMOBILIARIA COLONIAL SOCIMI SA) | Long | Equity-common | ES | $26K | 4K | 0.01 |
| INPEX CORP COMMON STOCK (INPEX CORPORATION) | Long | Equity-common | JP | $510K | 35K | 0.20 |
| INSURANCE AUSTRALIA GROUP COMMON STOCK (INSURANCE AUSTRALIA GROUP LIMITED) | Long | Equity-common | AU | $189K | 40K | 0.07 |
| INTACT FINANCIAL CORP COMMON STOCK (INTACT FINANCIAL CORPORATION) | Long | Equity-common | CA | $297K | 2K | 0.12 |
| INTERCONTINENTAL HOTELS GROU COMMON STOCK GBP.2085213 (INTERCONTINENTAL HOTELS GROUP PLC) | Long | Equity-common | GB | $417K | 4K | 0.16 |
| INTERFOR CORP COMMON STOCK (INTERFOR CORPORATION) | Long | Equity-common | CA | $39K | 3K | 0.02 |
| INTERMEDIATE CAPITAL GROUP COMMON STOCK GBP.2625 (INTERMEDIATE CAPITAL GROUP PLC) | Long | Equity-common | GB | $93K | 3K | 0.04 |
| INTERNATIONAL DISTRIBUTION S COMMON STOCK GBP.01 (INTERNATIONAL DISTRIBUTION SERVICES PLC) | Long | Equity-common | GB | $224K | 56K | 0.09 |
| INTERNET INITIATIVE JAPAN COMMON STOCK | Long | Equity-common | JP | $65K | 4K | 0.03 |
| INTERTEK GROUP PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $243K | 4K | 0.10 |
| INTESA SANPAOLO COMMON STOCK (INTESA SANPAOLO SPA) | Long | Equity-common | IT | $533K | 143K | 0.21 |
| INTL CONSOLIDATED AIRLINE DI COMMON STOCK EUR.1 (INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA) | Long | Equity-common | ES | $346K | 169K | 0.14 |
| INVESTEC PLC COMMON STOCK GBP.0002 | Long | Equity-common | GB | $36K | 5K | 0.01 |
| INVESTMENT AB LATOUR B SHS COMMON STOCK | Long | Equity-common | SE | $26K | 957 | 0.01 |
| INVINCIBLE INVESTMENT CORP REIT (INVINCIBLE INVESTMENT CORPORATION) | Long | Equity-common | JP | $89K | 219 | 0.04 |
| IREN SPA COMMON STOCK EUR1.0 | Long | Equity-common | IT | $54K | 26K | 0.02 |
| ISETAN MITSUKOSHI HOLDINGS L COMMON STOCK (ISETAN MITSUKOSHI HOLDINGS LTD) | Long | Equity-common | JP | $372K | 20K | 0.15 |
| ISRAEL DISCOUNT BANK A COMMON STOCK ILS.1 (ISRAEL DISCOUNT BANK LIMITED) | Long | Equity-common | IL | $99K | 20K | 0.04 |
| ISS A/S COMMON STOCK DKK1.0 (ISS A/S (AKA: ISS HOLDINGS A/S)) | Long | Equity-common | DK | $70K | 4K | 0.03 |
| ISUZU MOTORS LTD COMMON STOCK (ISUZU MOTORS LIMITED) | Long | Equity-common | JP | $259K | 20K | 0.10 |
| ITOCHU CORP COMMON STOCK (ITOCHU CORPORATION) | Long | Equity-common | JP | $398K | 8K | 0.16 |
| ITOHAM YONEKYU HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $86K | 3K | 0.03 |
| IVANHOE MINES LTD CL A COMMON STOCK | Long | Equity-common | CA | $25K | 2K | 0.01 |
| IVECO GROUP NV COMMON STOCK EUR.01 | Long | Equity-common | NL | $105K | 9K | 0.04 |
| IWATANI CORP COMMON STOCK (IWATANI CORPORATION) | Long | Equity-common | JP | $41K | 700 | 0.02 |
| IYOGIN HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $33K | 4K | 0.01 |
| J FRONT RETAILING CO LTD COMMON STOCK | Long | Equity-common | JP | $98K | 9K | 0.04 |
| JAFCO GROUP CO LTD COMMON STOCK | Long | Equity-common | JP | $11K | 900 | 0.00 |
| JAMES HARDIE INDUSTRIES CDI CDI EUR.59 (JAMES HARDIE INDUSTRIES PLC) | Long | Equity-common | IE | $338K | 11K | 0.13 |
| JAPAN EXCELLENT INC REIT | Long | Equity-common | JP | $38K | 51 | 0.01 |
| JAPAN EXCHANGE GROUP INC COMMON STOCK | Long | Equity-common | JP | $19K | 800 | 0.01 |
| JAPAN HOTEL REIT INVESTMENT REIT (JAPAN HOTEL REIT INVESTMENT CORPORATION) | Long | Equity-common | JP | $141K | 292 | 0.06 |
| JAPAN METROPOLITAN FUND INVE REIT (JAPAN METROPOLITAN FUND INVESTMENT CORPORATION) | Long | Equity-common | JP | $73K | 130 | 0.03 |
| JAPAN PETROLEUM EXPLORATION COMMON STOCK (JAPAN PETROLEUM EXPLORATION CO LTD) | Long | Equity-common | JP | $24K | 600 | 0.01 |
| JAPAN POST BANK CO LTD COMMON STOCK (JAPAN POST BANK COLTD) | Long | Equity-common | JP | $279K | 29K | 0.11 |
| JAPAN POST HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $620K | 62K | 0.24 |
| JAPAN POST INSURANCE CO LTD COMMON STOCK | Long | Equity-common | JP | $107K | 6K | 0.04 |
| JAPAN PRIME REALTY INVESTMEN REIT (JAPAN PRIME REALTY INVESTMENT CORPORATION) | Long | Equity-common | JP | $16K | 8 | 0.01 |
| JAPAN REAL ESTATE INVESTMENT REIT (JAPAN REAL ESTATE INVESTMENT CORPORATION) | Long | Equity-common | JP | $22K | 7 | 0.01 |
| JAPAN TOBACCO INC COMMON STOCK | Long | Equity-common | JP | $1M | 38K | 0.40 |
| JARDINE CYCLE + CARRIAGE LTD COMMON STOCK (JARDINE CYCLE & CARRIAGE LIMITED) | Long | Equity-common | SG | $92K | 5K | 0.04 |
| JARDINE MATHESON HLDGS LTD COMMON STOCK USD.25 (JARDINE MATHESON HOLDINGS LIMITED) | Long | Equity-common | BM | $138K | 4K | 0.05 |
| JB HI FI LTD COMMON STOCK (JB HI-FI LIMITED) | Long | Equity-common | AU | $102K | 3K | 0.04 |
| JERONIMO MARTINS COMMON STOCK EUR1.0 (JERONIMO MARTINS SGPS SA) | Long | Equity-common | PT | $95K | 5K | 0.04 |
| JFE HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $315K | 22K | 0.12 |
| JFROG LTD COMMON STOCK | Long | Equity-common | IL | $43K | 1K | 0.02 |
| JOHN WOOD GROUP PLC COMMON STOCK GBP.042857 | Long | Equity-common | GB | $47K | 18K | 0.02 |
| JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245 | Long | Equity-common | GB | $216K | 11K | 0.09 |
| JOYY INC ADR ADR USD.00001 | Long | Equity-common | KY | $21K | 714 | 0.01 |
| JTEKT CORP COMMON STOCK (JTEKT CORPORATION) | Long | Equity-common | JP | $94K | 14K | 0.04 |
| K S AG REG COMMON STOCK (K+S AG) | Long | Equity-common | DE | $162K | 12K | 0.06 |
| K S HOLDINGS CORP COMMON STOCK | Long | Equity-common | JP | $113K | 12K | 0.04 |
| KAGOME CO LTD COMMON STOCK | Long | Equity-common | JP | $73K | 4K | 0.03 |
| KAJIMA CORP COMMON STOCK (KAJIMA CORPORATION) | Long | Equity-common | JP | $106K | 6K | 0.04 |
| KAKEN PHARMACEUTICAL CO LTD COMMON STOCK | Long | Equity-common | JP | $84K | 4K | 0.03 |
| KAMIGUMI CO LTD COMMON STOCK | Long | Equity-common | JP | $81K | 4K | 0.03 |
| KANDENKO CO LTD COMMON STOCK | Long | Equity-common | JP | $130K | 12K | 0.05 |
| KANEKA CORP COMMON STOCK (KANEKA CORPORATION) | Long | Equity-common | JP | $92K | 4K | 0.04 |
| KANSAI ELECTRIC POWER CO INC COMMON STOCK | Long | Equity-common | JP | $442K | 26K | 0.17 |
| KAO CORP COMMON STOCK (KAO CORPORATION) | Long | Equity-common | JP | $401K | 10K | 0.16 |
| KAWASAKI HEAVY INDUSTRIES COMMON STOCK (KAWASAKI HEAVY INDUSTRIES LTD (KHI)) | Long | Equity-common | JP | $325K | 9K | 0.13 |
| KAWASAKI KISEN KAISHA LTD COMMON STOCK | Long | Equity-common | JP | $41K | 3K | 0.02 |
| KDDI CORP COMMON STOCK (KDDI CORPORATION) | Long | Equity-common | JP | $752K | 28K | 0.30 |
| KDX REALTY INVESTMENT CORP REIT (KDX REALTY INVESTMENT CORPORATION) | Long | Equity-common | JP | $52K | 53 | 0.02 |
| KEIHAN HOLDINGS CO LTD COMMON STOCK (KEIHAN HOLDINGS COLTD) | Long | Equity-common | JP | $11K | 600 | 0.00 |
| KEIO CORP COMMON STOCK (KEIO CORPORATION) | Long | Equity-common | JP | $16K | 700 | 0.01 |
| KEMIRA OYJ COMMON STOCK | Long | Equity-common | FI | $116K | 5K | 0.05 |
| KEPPEL DC REIT REIT | Long | Equity-common | SG | $57K | 43K | 0.02 |
| KEPPEL LTD COMMON STOCK | Long | Equity-common | SG | $118K | 25K | 0.05 |
| KEPPEL REIT REIT | Long | Equity-common | SG | $3K | 5K | 0.00 |
| KERING COMMON STOCK EUR4.0 | Long | Equity-common | FR | $209K | 575 | 0.08 |
| KERRY GROUP PLC A COMMON STOCK EUR.125 | Long | Equity-common | IE | $147K | 2K | 0.06 |
| KESKO OYJ B SHS COMMON STOCK | Long | Equity-common | FI | $114K | 6K | 0.04 |
| KEWPIE CORP COMMON STOCK (KEWPIE CORPORATION) | Long | Equity-common | JP | $107K | 5K | 0.04 |
| KEYENCE CORP COMMON STOCK (KEYENCE CORPORATION) | Long | Equity-common | JP | $44K | 100 | 0.02 |
| KIKKOMAN CORP COMMON STOCK (KIKKOMAN CORPORATION) | Long | Equity-common | JP | $42K | 4K | 0.02 |
| KINDEN CORP COMMON STOCK (KINDEN CORPORATION) | Long | Equity-common | JP | $102K | 5K | 0.04 |
| KINGBOARD HOLDINGS LTD COMMON STOCK HKD.1 (KINGBOARD HOLDINGS LIMITED) | Long | Equity-common | KY | $50K | 21K | 0.02 |
| KINGBOARD LAMINATES HLDG LTD COMMON STOCK HKD.1 (KINGBOARD LAMINATES HOLDINGS LIMITED) | Long | Equity-common | KY | $48K | 45K | 0.02 |
| KINGFISHER PLC COMMON STOCK GBP.157143 | Long | Equity-common | GB | $333K | 106K | 0.13 |
| KINGSPAN GROUP PLC COMMON STOCK EUR.13 (KINGSPAN GROUP PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $130K | 2K | 0.05 |
| KINROSS GOLD CORP COMMON STOCK (KINROSS GOLD CORPORATION) | Long | Equity-common | CA | $34K | 4K | 0.01 |
| KINTETSU GROUP HOLDINGS CO L COMMON STOCK (KINTETSU GROUP HOLDINGS COLTD) | Long | Equity-common | JP | $81K | 4K | 0.03 |
| KION GROUP AG COMMON STOCK | Long | Equity-common | DE | $34K | 822 | 0.01 |
| KIRIN HOLDINGS CO LTD COMMON STOCK (KIRIN HOLDINGS COMPANY LIMITED) | Long | Equity-common | JP | $225K | 17K | 0.09 |
| KLEPIERRE REIT EUR1.4 | Long | Equity-common | FR | $93K | 3K | 0.04 |
| KNORR BREMSE AG COMMON STOCK (KNORR-BREMSE AG) | Long | Equity-common | DE | $80K | 1K | 0.03 |
| KOBE BUSSAN CO LTD COMMON STOCK (KOBE BUSSAN COLTD) | Long | Equity-common | JP | $78K | 4K | 0.03 |
| KOBE STEEL LTD COMMON STOCK | Long | Equity-common | JP | $418K | 34K | 0.16 |
| KOEI TECMO HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $6K | 700 | 0.00 |
| KOHNAN SHOJI CO LTD COMMON STOCK | Long | Equity-common | JP | $109K | 4K | 0.04 |
| KOITO MANUFACTURING CO LTD COMMON STOCK | Long | Equity-common | JP | $61K | 4K | 0.02 |
| KOJAMO OYJ COMMON STOCK | Long | Equity-common | FI | $45K | 4K | 0.02 |
| KOKUSAI ELECTRIC CORP COMMON STOCK (KOKUSAI ELECTRIC CORPORATION) | Long | Equity-common | JP | $68K | 2K | 0.03 |
| KONAMI GROUP CORP COMMON STOCK (KONAMI HOLDINGS CORP (AKA: KONAMI CORP)) | Long | Equity-common | JP | $29K | 400 | 0.01 |
| KONE OYJ B COMMON STOCK | Long | Equity-common | FI | $299K | 6K | 0.12 |
| KONECRANES OYJ COMMON STOCK EUR.5 | Long | Equity-common | FI | $39K | 688 | 0.02 |
| KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25 | Long | Equity-common | NO | $79K | 965 | 0.03 |
| KONICA MINOLTA INC COMMON STOCK | Long | Equity-common | JP | $104K | 37K | 0.04 |
| KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK EUR.01 (KONINKLIJKE AHOLD DELHAIZE NV) | Long | Equity-common | NL | $1M | 46K | 0.54 |
| KONINKLIJKE KPN NV COMMON STOCK EUR.04 | Long | Equity-common | NL | $414K | 108K | 0.16 |
| KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2 | Long | Equity-common | NL | $118K | 5K | 0.05 |
| KRONES AG COMMON STOCK | Long | Equity-common | DE | $145K | 1K | 0.06 |
| KUEHNE NAGEL INTL AG REG COMMON STOCK CHF1.0 (KUEHNE + NAGEL INTERNATIONAL AG) | Long | Equity-common | CH | $320K | 1K | 0.13 |
| KURARAY CO LTD COMMON STOCK | Long | Equity-common | JP | $64K | 6K | 0.03 |
| KURITA WATER INDUSTRIES LTD COMMON STOCK | Long | Equity-common | JP | $34K | 800 | 0.01 |
| KUSURI NO AOKI HOLDINGS CO L COMMON STOCK (KUSURI NO AOKI HOLDINGS CO LTD) | Long | Equity-common | JP | $17K | 900 | 0.01 |
| KWS SAAT SE + CO KGAA COMMON STOCK EUR3.0 (KWS SAAT SE & CO KGAA) | Long | Equity-common | DE | $121K | 2K | 0.05 |
| KYUSHU ELECTRIC POWER CO INC COMMON STOCK | Long | Equity-common | JP | $219K | 21K | 0.09 |
| KYUSHU FINANCIAL GROUP INC COMMON STOCK | Long | Equity-common | JP | $25K | 4K | 0.01 |
| KYUSHU RAILWAY COMPANY COMMON STOCK | Long | Equity-common | JP | $65K | 3K | 0.03 |
| L OREAL COMMON STOCK EUR.2 (L'OREAL SA (LOREAL)) | Long | Equity-common | FR | $277K | 629 | 0.11 |
| LANDIS GYR GROUP AG COMMON STOCK CHF10.0 (LANDIS+GYR GROUP AG) | Long | Equity-common | CH | $100K | 1K | 0.04 |
| LASALLE LOGIPORT REIT REIT | Long | Equity-common | JP | $118K | 128 | 0.05 |
| LEG IMMOBILIEN SE COMMON STOCK | Long | Equity-common | DE | $254K | 3K | 0.10 |
| LEGAL + GENERAL GROUP PLC COMMON STOCK GBP.025 (LEGAL & GENERAL GROUP PLC) | Long | Equity-common | GB | $199K | 69K | 0.08 |
| LEGRAND SA COMMON STOCK EUR4.0 | Long | Equity-common | FR | $108K | 1K | 0.04 |
| LENDLEASE GROUP STAPLED SECURITY | Long | Equity-common | AU | $50K | 14K | 0.02 |
| LEONARDO SPA COMMON STOCK EUR4.4 (LEONARDO SPA (AKA: LEONARDO-FINMECCANICA SPA)) | Long | Equity-common | IT | $659K | 28K | 0.26 |
| LIFCO AB B SHS COMMON STOCK SEK.2 | Long | Equity-common | SE | $56K | 2K | 0.02 |
| LINAMAR CORP COMMON STOCK (LINAMAR CORPORATION) | Long | Equity-common | CA | $50K | 1K | 0.02 |
| LINK REIT REIT (LINK REAL ESTATE INVESTMENT TRUST) | Long | Equity-common | HK | $97K | 25K | 0.04 |
| LIXIL CORP COMMON STOCK (LIXIL CORPORATION (AKA: JS GROUP CORP)) | Long | Equity-common | JP | $44K | 4K | 0.02 |
| LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $250K | 362K | 0.10 |
| LOBLAW COMPANIES LTD COMMON STOCK (LOBLAW COMPANIES LIMITED) | Long | Equity-common | CA | $461K | 4K | 0.18 |
| LOGITECH INTERNATIONAL REG COMMON STOCK CHF.25 (LOGITECH INTERNATIONAL SA) | Long | Equity-common | CH | $345K | 4K | 0.14 |
| LONDON STOCK EXCHANGE GROUP COMMON STOCK GBP.06918605 (LONDON STOCK EXCHANGE GROUP PLC) | Long | Equity-common | GB | $341K | 3K | 0.13 |
| LONDONMETRIC PROPERTY PLC REIT GBP.1 (LONDONMETRIC PROPERITY PLC) | Long | Equity-common | GB | $58K | 24K | 0.02 |
| LOTUS BAKERIES COMMON STOCK (LOTUS BAKERIES NV) | Long | Equity-common | BE | $52K | 5 | 0.02 |
| LULULEMON ATHLETICA INC COMMON STOCK USD.005 | Long | Equity-common | US | $201K | 672 | 0.08 |
| LUNDIN MINING CORP COMMON STOCK (LUNDIN MINING CORPORATION) | Long | Equity-common | CA | $61K | 5K | 0.02 |
| LVMH MOET HENNESSY LOUIS VUI COMMON STOCK EUR.3 (LVMH MOET HENNESSY LOUIS VUITTON) | Long | Equity-common | FR | $304K | 396 | 0.12 |
| M+G PLC COMMON STOCK GBP.05 (M&G PLC) | Long | Equity-common | GB | $395K | 154K | 0.16 |
| M3 INC COMMON STOCK | Long | Equity-common | JP | $8K | 800 | 0.00 |
| M6 METROPOLE TELEVISION COMMON STOCK EUR.4 (METROPOLE TELEVISION SA (AKA: M6 METROPOLE TELEVISION SA)) | Long | Equity-common | FR | $49K | 4K | 0.02 |
| MACQUARIE GROUP LTD COMMON STOCK (MACQUARIE GROUP LIMITED) | Long | Equity-common | AU | $260K | 2K | 0.10 |
| MAGELLAN FINANCIAL GROUP LTD COMMON STOCK (MAGELLAN FINANCIAL GROUP LIMITED) | Long | Equity-common | AU | $22K | 4K | 0.01 |
| MAGNA INTERNATIONAL INC COMMON STOCK | Long | Equity-common | CA | $781K | 19K | 0.31 |
| MAKITA CORP COMMON STOCK (MAKITA CORPORATION) | Long | Equity-common | JP | $27K | 1K | 0.01 |
| MAN GROUP PLC/JERSEY COMMON STOCK USD.03428571 | Long | Equity-common | JE | $134K | 44K | 0.05 |
| MAN WAH HOLDINGS LTD COMMON STOCK HKD.4 (MAN WAH HOLDINGS LIMITED) | Long | Equity-common | BM | $24K | 34K | 0.01 |
| MANDATUM OYJ COMMON STOCK | Long | Equity-common | FI | $25K | 6K | 0.01 |
| MANULIFE FINANCIAL CORP COMMON STOCK (MANULIFE FINANCIAL CORPORATION) | Long | Equity-common | CA | $401K | 15K | 0.16 |
| MAPFRE SA COMMON STOCK EUR.1 | Long | Equity-common | ES | $234K | 102K | 0.09 |
| MAPLE LEAF FOODS INC COMMON STOCK | Long | Equity-common | CA | $37K | 2K | 0.01 |
| MAPLETREE INDUSTRIAL TRUST REIT | Long | Equity-common | SG | $60K | 39K | 0.02 |
| MARKS + SPENCER GROUP PLC COMMON STOCK GBP.01 (MARKS AND SPENCER GROUP PLC) | Long | Equity-common | GB | $468K | 129K | 0.18 |
| MARUBENI CORP COMMON STOCK (MARUBENI CORPORATION) | Long | Equity-common | JP | $840K | 45K | 0.33 |
| MARUHA NICHIRO CORP COMMON STOCK (MARUHA NICHIRO CORPORATION) | Long | Equity-common | JP | $79K | 4K | 0.03 |
| MATSUKIYOCOCOKARA + CO COMMON STOCK (MATSUKIYOCOCOKARA & CO) | Long | Equity-common | JP | $45K | 3K | 0.02 |
| MAXELL LTD COMMON STOCK (MAXELL HOLDINGS LTD (AKA HITACHI MAXWELL LTD)) | Long | Equity-common | JP | $57K | 5K | 0.02 |
| MAZDA MOTOR CORP COMMON STOCK (MAZDA MOTOR CORPORATION) | Long | Equity-common | JP | $443K | 46K | 0.17 |
| MCDONALD S HOLDINGS CO JAPAN COMMON STOCK | Long | Equity-common | JP | $182K | 5K | 0.07 |
| MCMILLAN SHAKESPEARE LTD COMMON STOCK (MCMILLAN SHAKESPEARE LIMITED) | Long | Equity-common | AU | $28K | 2K | 0.01 |
| MEDIBANK PRIVATE LTD COMMON STOCK (MEDIBANK PRIVATE LIMITED) | Long | Equity-common | AU | $225K | 91K | 0.09 |
| MEDIOBANCA SPA COMMON STOCK NPV (MEDIOBANCA BANCA DI CREDITO FINANZIARIO SPA) | Long | Equity-common | IT | $36K | 2K | 0.01 |
| MEDIPAL HOLDINGS CORP COMMON STOCK (MEDICEO PALTAC HOLDINGS CO LTD) | Long | Equity-common | JP | $123K | 8K | 0.05 |
| MEDTRONIC PLC COMMON STOCK USD.1 (MEDTRONIC PLC (AKA: MEDTRONIC INC)) | Long | Equity-common | IE | $791K | 10K | 0.31 |
| MEG ENERGY CORP COMMON STOCK | Long | Equity-common | CA | $26K | 1K | 0.01 |
| MEIJI HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $110K | 5K | 0.04 |
| MEITEC GROUP HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $71K | 4K | 0.03 |
| MELISRON COMMON STOCK ILS1.0 (MELISRON LIMITED) | Long | Equity-common | IL | $86K | 1K | 0.03 |
| MELROSE INDUSTRIES PLC COMMON STOCK GBP.07619048 | Long | Equity-common | GB | $46K | 7K | 0.02 |
| MERCEDES BENZ GROUP AG COMMON STOCK (MERCEDES-BENZ GROUP AG) | Long | Equity-common | DE | $365K | 5K | 0.14 |
| MERCK KGAA COMMON STOCK | Long | Equity-common | DE | $135K | 817 | 0.05 |
| MERIDIAN ENERGY LTD COMMON STOCK (MERIDIAN ENERGY LIMITED) | Long | Equity-common | NZ | $75K | 19K | 0.03 |
| METCASH LTD COMMON STOCK (METCASH LIMITED) | Long | Equity-common | AU | $117K | 50K | 0.05 |
| METHANEX CORP COMMON STOCK (METHANEX CORPORATION) | Long | Equity-common | CA | $160K | 3K | 0.06 |
| METRO AG COMMON STOCK (METRO AG (AKA: METRO WHOLESALE & FOOD SPECIALIST AG)) | Long | Equity-common | DE | $50K | 11K | 0.02 |
| METRO INC/CN COMMON STOCK | Long | Equity-common | CA | $241K | 4K | 0.09 |
| METSO CORP COMMON STOCK (METSO OYJ) | Long | Equity-common | FI | $80K | 8K | 0.03 |
| MFE MEDIAFOREUROPE NV CL A COMMON STOCK (MFE-MEDIAFOREUROPE NV) | Long | Equity-common | NL | $44K | 13K | 0.02 |
| MFE MEDIAFOREUROPE NV CL B COMMON STOCK (MFE-MEDIAFOREUROPE NV) | Long | Equity-common | NL | $19K | 4K | 0.01 |
| MICHELIN (CGDE) COMMON STOCK EUR.5 (MICHELIN (COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA)) | Long | Equity-common | FR | $266K | 7K | 0.10 |
| MINEBEA MITSUMI INC COMMON STOCK (MINEBEA MITSUMI INC (AKA: MINEBEA CO)) | Long | Equity-common | JP | $99K | 5K | 0.04 |
| MIRAIT ONE CORP COMMON STOCK (MIRT ONE CORP) | Long | Equity-common | JP | $60K | 5K | 0.02 |
| MITCHELLS + BUTLERS PLC COMMON STOCK GBP.0854167 (MITCHELLS & BUTLERS PLC) | Long | Equity-common | GB | $85K | 23K | 0.03 |
| MITSUBISHI CHEMICAL GROUP CO COMMON STOCK (MITSUBISHI CHEMICAL GROUP CORPORATION) | Long | Equity-common | JP | $272K | 49K | 0.11 |
| MITSUBISHI CORP COMMON STOCK (MITSUBISHI CORPORATION) | Long | Equity-common | JP | $511K | 26K | 0.20 |
| MITSUBISHI ELECTRIC CORP COMMON STOCK (MITSUBISHI ELECTRIC CORPORATION) | Long | Equity-common | JP | $157K | 10K | 0.06 |
| MITSUBISHI HC CAPITAL INC COMMON STOCK | Long | Equity-common | JP | $91K | 14K | 0.04 |
| MITSUBISHI HEAVY INDUSTRIES COMMON STOCK (MITSUBISHI HEAVY INDUSTRIES LTD (MHI)) | Long | Equity-common | JP | $2M | 171K | 0.73 |
| MITSUBISHI MATERIALS CORP COMMON STOCK (MITSUBISHI MATERIALS CORPORATION) | Long | Equity-common | JP | $149K | 8K | 0.06 |
| MITSUBISHI MOTORS CORP COMMON STOCK (MITSUBISHI MOTORS CORPORATION) | Long | Equity-common | JP | $33K | 12K | 0.01 |
| MITSUBISHI SHOKUHIN CO LTD COMMON STOCK | Long | Equity-common | JP | $129K | 4K | 0.05 |
| MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Equity-common | JP | $746K | 69K | 0.29 |
| MITSUI + CO LTD COMMON STOCK (MITSUI & CO LTD) | Long | Equity-common | JP | $447K | 20K | 0.18 |
| MITSUI CHEMICALS INC COMMON STOCK | Long | Equity-common | JP | $144K | 5K | 0.06 |
| MITSUI DM SUGAR HOLDINGS CO COMMON STOCK (MITSUI DM SUGAR HOLDINGS CO LTD) | Long | Equity-common | JP | $97K | 5K | 0.04 |
| MITSUI FUDOSAN CO LTD COMMON STOCK | Long | Equity-common | JP | $76K | 8K | 0.03 |
| MITSUI MINING + SMELTING CO COMMON STOCK (MITSUI MINING & SMELTING) | Long | Equity-common | JP | $93K | 3K | 0.04 |
| MITSUI OSK LINES LTD COMMON STOCK | Long | Equity-common | JP | $301K | 10K | 0.12 |
| MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1 (BANK MIZRAHI TEFAHOT LTD) | Long | Equity-common | IL | $90K | 3K | 0.04 |
| MIZUHO FINANCIAL GROUP INC COMMON STOCK | Long | Equity-common | JP | $1M | 58K | 0.48 |
| MONADELPHOUS GROUP LTD COMMON STOCK (MONADELPHOUS GROUP LIMITED) | Long | Equity-common | AU | $46K | 5K | 0.02 |
| MONCLER SPA COMMON STOCK NPV | Long | Equity-common | IT | $181K | 3K | 0.07 |
| MONDI PLC COMMON STOCK EUR.2 | Long | Equity-common | GB | $183K | 10K | 0.07 |
| MORGAN SINDALL GROUP PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $84K | 3K | 0.03 |
| MORI HILLS REIT INVESTMENT C REIT (MORI HILLS REIT INVESTMENT CORPORATION) | Long | Equity-common | JP | $37K | 45 | 0.01 |
| MORINAGA + CO LTD COMMON STOCK (MORINAGA & CO LTD) | Long | Equity-common | JP | $112K | 7K | 0.04 |
| MORINAGA MILK INDUSTRY CO COMMON STOCK (MORINAGA MILK INDUSTRY CO LTD) | Long | Equity-common | JP | $34K | 2K | 0.01 |
| MOWI ASA COMMON STOCK NOK7.5 (MOWI ASA (AKA: MARINE HARVEST ASA)) | Long | Equity-common | NO | $214K | 13K | 0.08 |
| MS+AD INSURANCE GROUP HOLDIN COMMON STOCK (MS&AD INSURANCE GROUP HOLDINGS INC) | Long | Equity-common | JP | $741K | 33K | 0.29 |
| MTR CORP COMMON STOCK | Long | Equity-common | HK | $133K | 42K | 0.05 |
| MTU AERO ENGINES AG COMMON STOCK | Long | Equity-common | DE | $151K | 593 | 0.06 |
| MUENCHENER RUECKVERSICHERUNG COMMON STOCK (MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE)) | Long | Equity-common | DE | $580K | 1K | 0.23 |
| MURATA MANUFACTURING CO LTD COMMON STOCK | Long | Equity-common | JP | $182K | 9K | 0.07 |
| MYCRONIC AB COMMON STOCK | Long | Equity-common | SE | $29K | 741 | 0.01 |
| NAGASE + CO LTD COMMON STOCK (NAGASE & CO LTD) | Long | Equity-common | JP | $94K | 5K | 0.04 |
| NAGOYA RAILROAD CO LTD COMMON STOCK | Long | Equity-common | JP | $28K | 3K | 0.01 |
| NANKAI ELECTRIC RAILWAY CO COMMON STOCK (NANKAI ELECTRIC RAILWAY CO LTD) | Long | Equity-common | JP | $66K | 4K | 0.03 |
| NANTO BANK LTD/THE COMMON STOCK | Long | Equity-common | JP | $114K | 5K | 0.04 |
| NATIONAL AUSTRALIA BANK LTD COMMON STOCK (NATIONAL AUSTRALIA BANK LIMITED) | Long | Equity-common | AU | $554K | 23K | 0.22 |
| NATIONAL BANK OF CANADA COMMON STOCK | Long | Equity-common | CA | $238K | 3K | 0.09 |
| NATIONAL GRID PLC COMMON STOCK GBP.1243129 | Long | Equity-common | GB | $995K | 89K | 0.39 |
| NATURGY ENERGY GROUP SA COMMON STOCK EUR1.0 | Long | Equity-common | ES | $182K | 8K | 0.07 |
| NATWEST GROUP PLC COMMON STOCK GBP1.0769 | Long | Equity-common | GB | $399K | 101K | 0.16 |
| NEC CORP COMMON STOCK (NEC CORPORATION) | Long | Equity-common | JP | $668K | 8K | 0.26 |
| NESTE OYJ COMMON STOCK | Long | Equity-common | FI | $52K | 3K | 0.02 |
| NESTLE SA REG COMMON STOCK CHF.1 | Long | Equity-common | CH | $2M | 18K | 0.71 |
| NET ONE SYSTEMS CO LTD COMMON STOCK | Long | Equity-common | JP | $15K | 800 | 0.01 |
| NETLINK NBN MANAGEMENT PTE L UNIT (NETLINK NBN TRUST) | Long | Equity-common | SG | $56K | 91K | 0.02 |
| NEW HOPE CORP LTD COMMON STOCK (NEW HOPE CORPORATION LIMITED) | Long | Equity-common | AU | $18K | 5K | 0.01 |
| NEW WORLD DEVELOPMENT COMMON STOCK (NEW WORLD DEVELOPMENT COMPANY LIMITED) | Long | Equity-common | HK | $38K | 41K | 0.02 |
| NEXANS SA COMMON STOCK EUR1.0 | Long | Equity-common | FR | $151K | 1K | 0.06 |
| NEXON CO LTD COMMON STOCK | Long | Equity-common | JP | $48K | 3K | 0.02 |
| NEXT PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $389K | 3K | 0.15 |
| NH FOODS LTD COMMON STOCK | Long | Equity-common | JP | $114K | 4K | 0.05 |
| NHK SPRING CO LTD COMMON STOCK | Long | Equity-common | JP | $84K | 8K | 0.03 |
| NIB HOLDINGS LTD COMMON STOCK (NIB HOLDINGS LTD/AUSTRALIA) | Long | Equity-common | AU | $57K | 12K | 0.02 |
| NICE LTD COMMON STOCK ILS1.0 (NICE LTD (AKA: NICE SYSTEMS LTD)) | Long | Equity-common | IL | $77K | 450 | 0.03 |
| NICHIREI CORP COMMON STOCK (NICHIREI CORPORATION) | Long | Equity-common | JP | $15K | 700 | 0.01 |
| NIHON KOHDEN CORP COMMON STOCK (NIHON KOHDEN CORPORATION) | Long | Equity-common | JP | $23K | 2K | 0.01 |
| NIHON UNISYS LTD COMMON STOCK (BIPROGY INC) | Long | Equity-common | JP | $97K | 4K | 0.04 |
| NIKON CORP COMMON STOCK (NIKON CORPORATION) | Long | Equity-common | JP | $122K | 12K | 0.05 |
| NINE ENTERTAINMENT CO HOLDIN COMMON STOCK (NINE ENTERTAINMENT CO HOLDINGS PTY LTD (AKA: PBL MEDIA)) | Long | Equity-common | AU | $11K | 12K | 0.00 |
| NINTENDO CO LTD COMMON STOCK | Long | Equity-common | JP | $1M | 25K | 0.53 |
| NIPPN CORP COMMON STOCK (NIPPN CORPORATION) | Long | Equity-common | JP | $74K | 5K | 0.03 |
| NIPPON ACCOMMODATIONS FUND REIT | Long | Equity-common | JP | $12K | 3 | 0.00 |
| NIPPON BUILDING FUND INC REIT | Long | Equity-common | JP | $32K | 9 | 0.01 |
| NIPPON ELECTRIC GLASS CO LTD COMMON STOCK | Long | Equity-common | JP | $119K | 5K | 0.05 |
| NIPPON GAS CO LTD COMMON STOCK | Long | Equity-common | JP | $42K | 3K | 0.02 |
| NIPPON LIGHT METAL HOLDINGS COMMON STOCK (NIPPON LIGHT METAL HOLDINGS COMPANY LTD) | Long | Equity-common | JP | $11K | 1K | 0.00 |
| NIPPON PAPER INDUSTRIES CO L COMMON STOCK (NIPPON PAPER INDUSTRIES CO LTD) | Long | Equity-common | JP | $128K | 22K | 0.05 |
| NIPPON PROLOGIS REIT INC REIT | Long | Equity-common | JP | $56K | 36 | 0.02 |
| NIPPON STEEL CORP COMMON STOCK (NIPPON STEEL CORPORATION) | Long | Equity-common | JP | $700K | 33K | 0.28 |
| NIPPON TELEGRAPH + TELEPHONE COMMON STOCK (NIPPON TELEGRAPH & TELEPHONE CORP (NTT)) | Long | Equity-common | JP | $814K | 861K | 0.32 |
| NIPPON TELEVISION HOLDINGS COMMON STOCK (NIPPON TELEVISION HOLDINGS INC) | Long | Equity-common | JP | $132K | 9K | 0.05 |
| NIPPON YUSEN KK COMMON STOCK (NIPPON YUSEN KABUSHIKI KAISHA) | Long | Equity-common | JP | $353K | 12K | 0.14 |
| NISHI NIPPON FINANCIAL HOLDI COMMON STOCK (NISHI-NIPPON FINANCIAL HOLDINGS INC) | Long | Equity-common | JP | $177K | 14K | 0.07 |
| NISHIMATSUYA CHAIN CO LTD COMMON STOCK | Long | Equity-common | JP | $68K | 5K | 0.03 |
| NISSAN CHEMICAL CORP COMMON STOCK (NISSAN CHEMICAL CORP (AKA: NISSAN CHEMICAL INDUSTRIES LTD)) | Long | Equity-common | JP | $19K | 600 | 0.01 |
| NISSAN MOTOR CO LTD COMMON STOCK | Long | Equity-common | JP | $435K | 128K | 0.17 |
| NISSHIN OILLIO GROUP LTD/THE COMMON STOCK | Long | Equity-common | JP | $109K | 4K | 0.04 |
| NISSHIN SEIFUN GROUP INC COMMON STOCK | Long | Equity-common | JP | $59K | 5K | 0.02 |
| NISSHINBO HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $83K | 12K | 0.03 |
| NISSIN FOODS HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $74K | 3K | 0.03 |
| NITORI HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $159K | 2K | 0.06 |
| NITTO DENKO CORP COMMON STOCK (NITTO DENKO CORPORATION) | Long | Equity-common | JP | $262K | 3K | 0.10 |
| NN GROUP NV COMMON STOCK EUR.12 | Long | Equity-common | NL | $392K | 8K | 0.15 |
| NOK CORP COMMON STOCK | Long | Equity-common | JP | $109K | 8K | 0.04 |
| NOMURA HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $168K | 29K | 0.07 |
| NOMURA REAL ESTATE MASTER FU REIT (NOMURA REAL ESTATE MASTER FUND INC) | Long | Equity-common | JP | $46K | 52 | 0.02 |
| NOMURA RESEARCH INSTITUTE LT COMMON STOCK (NOMURA RESEARCH INSTITUTE LTD) | Long | Equity-common | JP | $130K | 5K | 0.05 |
| NORDEA BANK ABP COMMON STOCK EUR1.0 | Long | Equity-common | FI | $140K | 12K | 0.06 |
| NORDEX SE COMMON STOCK | Long | Equity-common | DE | $25K | 2K | 0.01 |
| NORSK HYDRO ASA COMMON STOCK NOK1.098 (NORSK HYDRO A.S.) | Long | Equity-common | NO | $118K | 19K | 0.05 |
| NORTH WEST CO INC/THE COMMON STOCK | Long | Equity-common | CA | $69K | 2K | 0.03 |
| NORTHERN STAR RESOURCES LTD COMMON STOCK | Long | Equity-common | AU | $196K | 23K | 0.08 |
| NORTHLAND POWER INC COMMON STOCK | Long | Equity-common | CA | $58K | 3K | 0.02 |
| NOVARTIS AG REG COMMON STOCK CHF.49 | Long | Equity-common | CH | $1M | 14K | 0.58 |
| NOVO NORDISK A/S B COMMON STOCK DKK.1 | Long | Equity-common | DK | $4M | 30K | 1.68 |
| NOVONESIS (NOVOZYMES) B COMMON STOCK DKK2.0 | Long | Equity-common | DK | $343K | 6K | 0.14 |
| NSK LTD COMMON STOCK | Long | Equity-common | JP | $119K | 24K | 0.05 |
| NTN CORP COMMON STOCK (NTN CORPORATION) | Long | Equity-common | JP | $68K | 34K | 0.03 |
| NUTRIEN LTD COMMON STOCK | Long | Equity-common | CA | $66K | 1K | 0.03 |
| NXP SEMICONDUCTORS NV COMMON STOCK | Long | Equity-common | NL | $890K | 3K | 0.35 |
| OBAYASHI CORP COMMON STOCK (OBAYASHI CORPORATION) | Long | Equity-common | JP | $164K | 14K | 0.06 |
| OBIC CO LTD COMMON STOCK | Long | Equity-common | JP | $39K | 300 | 0.02 |
| OCADO GROUP PLC COMMON STOCK GBP.02 | Long | Equity-common | GB | $24K | 7K | 0.01 |
| OIL REFINERIES LTD COMMON STOCK ILS1.0 | Long | Equity-common | IL | $46K | 200K | 0.02 |
| OJI HOLDINGS CORP COMMON STOCK (OJI HOLDINGS CORPORATION) | Long | Equity-common | JP | $58K | 15K | 0.02 |
| OLYMPUS CORP COMMON STOCK (OLYMPUS CORPORATION) | Long | Equity-common | JP | $134K | 8K | 0.05 |
| OMRON CORP COMMON STOCK (OMRON CORPORATION) | Long | Equity-common | JP | $83K | 2K | 0.03 |
| OMV AG COMMON STOCK | Long | Equity-common | AT | $63K | 1K | 0.02 |
| ONEX CORPORATION COMMON STOCK | Long | Equity-common | CA | $82K | 1K | 0.03 |
| ORANGE COMMON STOCK EUR4.0 (ORANGE SA (AKA: FRANCE TELECOM SA)) | Long | Equity-common | FR | $1M | 117K | 0.46 |
| ORICA LTD COMMON STOCK (ORICA LIMITED) | Long | Equity-common | AU | $101K | 9K | 0.04 |
| ORIGIN ENERGY LTD COMMON STOCK (ORIGIN ENERGY LIMITED) | Long | Equity-common | AU | $345K | 48K | 0.14 |
| ORION OYJ CLASS B COMMON STOCK EUR.65 | Long | Equity-common | FI | $129K | 3K | 0.05 |
| ORIX CORP COMMON STOCK (ORIX CORPORATION) | Long | Equity-common | JP | $44K | 2K | 0.02 |
| ORIX JREIT INC REIT | Long | Equity-common | JP | $49K | 49 | 0.02 |
| ORKLA ASA COMMON STOCK NOK1.25 | Long | Equity-common | NO | $44K | 5K | 0.02 |
| ORSTED A/S COMMON STOCK DKK10.0 (OERSTED A/S (AKA: DONG ENERGY A/S)) | Long | Equity-common | DK | $105K | 2K | 0.04 |
| OSAKA GAS CO LTD COMMON STOCK | Long | Equity-common | JP | $252K | 11K | 0.10 |
| OSAKA SODA CO LTD COMMON STOCK (OSAKA SODA CO LTD (AKA: DAISO CO LTD)) | Long | Equity-common | JP | $27K | 400 | 0.01 |
| OTSUKA CORP COMMON STOCK (OTSUKA CORPORATION) | Long | Equity-common | JP | $95K | 5K | 0.04 |
| OUTOKUMPU OYJ COMMON STOCK | Long | Equity-common | FI | $63K | 18K | 0.03 |
| OVERSEA CHINESE BANKING CORP COMMON STOCK (OVERSEA-CHINESE BANKING CORP) | Long | Equity-common | SG | $533K | 50K | 0.21 |
| PACIFIC BASIN SHIPPING LTD COMMON STOCK USD.01 (PACIFIC BASIN SHIPPING LIMITED) | Long | Equity-common | BM | $43K | 136K | 0.02 |
| PAGEGROUP PLC COMMON STOCK GBP.01 (PAGEGROUP PLC (AKA: MICHAEL PAGE INTERNATIONAL PLC)) | Long | Equity-common | GB | $52K | 10K | 0.02 |
| PALTAC CORPORATION COMMON STOCK | Long | Equity-common | JP | $3K | 100 | 0.00 |
| PAN AMERICAN SILVER CORP COMMON STOCK | Long | Equity-common | CA | $24K | 1K | 0.01 |
| PAN PACIFIC INTERNATIONAL HO COMMON STOCK (PAN PACIFIC INTERNATIONAL HOLDINGS CORPORATION) | Long | Equity-common | JP | $133K | 6K | 0.05 |
| PANDORA A/S COMMON STOCK DKK.01 | Long | Equity-common | DK | $221K | 1K | 0.09 |
| PAREX RESOURCES INC COMMON STOCK | Long | Equity-common | CA | $21K | 1K | 0.01 |
| PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $437K | 341 | 0.17 |
| PAZ OIL CO LTD COMMON STOCK ILS5.0 (PAZ OIL COMPANY LTD) | Long | Equity-common | IL | $24K | 269 | 0.01 |
| PCCW LTD COMMON STOCK (PCCW LIMITED) | Long | Equity-common | HK | $129K | 257K | 0.05 |
| PEARSON PLC COMMON STOCK GBP.25 | Long | Equity-common | GB | $331K | 26K | 0.13 |
| PEMBINA PIPELINE CORP COMMON STOCK (PEMBINA PIPELINE CORPORATION) | Long | Equity-common | CA | $41K | 1K | 0.02 |
| PENTA OCEAN CONSTRUCTION CO COMMON STOCK (PENTA-OCEAN CONSTRUCTION CO) | Long | Equity-common | JP | $40K | 10K | 0.02 |
| PERNOD RICARD SA COMMON STOCK EUR1.55 | Long | Equity-common | FR | $111K | 816 | 0.04 |
| PERPETUAL LTD COMMON STOCK (PERPETUAL LIMITED) | Long | Equity-common | AU | $71K | 5K | 0.03 |
| PERSIMMON PLC COMMON STOCK GBP.1 (PERSIMMON PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $436K | 26K | 0.17 |
| PERSOL HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $55K | 40K | 0.02 |
| PETS AT HOME GROUP PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $47K | 13K | 0.02 |
| PEYTO EXPLORATION + DEV CORP COMMON STOCK (PEYTO EXPLORATION & DEVELOPMENT CORP) | Long | Equity-common | CA | $104K | 10K | 0.04 |
| PIGEON CORP COMMON STOCK (PIGEON CORPORATION) | Long | Equity-common | JP | $11K | 1K | 0.00 |
| PLUS500 LTD COMMON STOCK ILS.01 | Long | Equity-common | IL | $73K | 3K | 0.03 |
| POWER ASSETS HOLDINGS LTD COMMON STOCK (POWER ASSETS HOLDINGS LIMITED) | Long | Equity-common | HK | $92K | 17K | 0.04 |
| POWER CORP OF CANADA COMMON STOCK (POWER CORPORATION OF CANADA) | Long | Equity-common | CA | $271K | 10K | 0.11 |
| PRECISION DRILLING CORP COMMON STOCK (PRECISION DRILLING CORPORATION) | Long | Equity-common | CA | $72K | 1K | 0.03 |
| PREMIER FOODS PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $99K | 50K | 0.04 |
| PREMIER INVESTMENTS LTD COMMON STOCK (PREMIER INVESTMENTS LIMITED) | Long | Equity-common | AU | $36K | 2K | 0.01 |
| PREMIUM BRANDS HOLDINGS CORP COMMON STOCK (PREMIUM BRANDS HOLDINGS CORPORATION) | Long | Equity-common | CA | $59K | 858 | 0.02 |
| PROSIEBENSAT.1 MEDIA SE COMMON STOCK (PROSIEBENSAT1 MEDIA SE) | Long | Equity-common | DE | $47K | 7K | 0.02 |
| PROXIMUS COMMON STOCK | Long | Equity-common | BE | $57K | 7K | 0.02 |
| PRUDENTIAL PLC COMMON STOCK GBP.05 (PRUDENTIAL PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $146K | 16K | 0.06 |
| PRYSMIAN SPA COMMON STOCK EUR.1 | Long | Equity-common | IT | $49K | 787 | 0.02 |
| PSP SWISS PROPERTY AG REG COMMON STOCK CHF.1 | Long | Equity-common | CH | $148K | 1K | 0.06 |
| PUBLICIS GROUPE COMMON STOCK EUR.4 (PUBLICIS GROUPE SA) | Long | Equity-common | FR | $488K | 5K | 0.19 |
| QBE INSURANCE GROUP LTD COMMON STOCK (QBE INSURANCE GROUP LIMITED) | Long | Equity-common | AU | $234K | 20K | 0.09 |
| QIAGEN N.V. COMMON STOCK EUR.01 (QIAGEN NV) | Long | Equity-common | NL | $71K | 2K | 0.03 |
| QIAGEN N.V. COMMON STOCK EUR.01 (QIAGEN NV) | Long | Equity-common | NL | $19K | 451 | 0.01 |
| QUEBECOR INC CL B COMMON STOCK | Long | Equity-common | CA | $73K | 3K | 0.03 |
| RANDSTAD NV COMMON STOCK EUR.1 | Long | Equity-common | NL | $156K | 3K | 0.06 |
| RATIONAL AG COMMON STOCK | Long | Equity-common | DE | $65K | 78 | 0.03 |
| RB GLOBAL INC COMMON STOCK | Long | Equity-common | CA | $216K | 3K | 0.09 |
| REA GROUP LTD COMMON STOCK | Long | Equity-common | AU | $192K | 1K | 0.08 |
| RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $523K | 10K | 0.21 |
| RECORDATI INDUSTRIA CHIMICA COMMON STOCK EUR.125 (RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA) | Long | Equity-common | IT | $135K | 3K | 0.05 |
| RECRUIT HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $586K | 11K | 0.23 |
| REDEIA CORP SA COMMON STOCK EUR.5 (REDEIA CORPORACION SA) | Long | Equity-common | ES | $226K | 13K | 0.09 |
| REDES ENERGETICAS NACIONAIS COMMON STOCK EUR1.0 (REN - REDES ENERGETICAS NACIONAIS SGPS SA) | Long | Equity-common | PT | $62K | 25K | 0.02 |
| REECE LTD COMMON STOCK (REECE LIMITED) | Long | Equity-common | AU | $112K | 7K | 0.04 |
| REGIS RESOURCES LTD COMMON STOCK (REGIS RESOURCES NL) | Long | Equity-common | AU | $27K | 23K | 0.01 |
| RELIANCE WORLDWIDE CORP LTD COMMON STOCK (RELIANCE WORLDWIDE CORPORATION LIMITED) | Long | Equity-common | AU | $20K | 7K | 0.01 |
| RELO GROUP INC COMMON STOCK | Long | Equity-common | JP | $9K | 800 | 0.00 |
| RELX PLC COMMON STOCK GBP.00144397 (RELX PLC (AKA: REED ELSEVIER PLC)) | Long | Equity-common | GB | $2M | 34K | 0.62 |
| REMY COINTREAU COMMON STOCK EUR1.6 | Long | Equity-common | FR | $22K | 258 | 0.01 |
| RENAULT SA COMMON STOCK EUR3.81 | Long | Equity-common | FR | $928K | 18K | 0.37 |
| RENESAS ELECTRONICS CORP COMMON STOCK (RENESAS ELECTRONICS CORPORATION) | Long | Equity-common | JP | $99K | 5K | 0.04 |
| RENGO CO LTD COMMON STOCK | Long | Equity-common | JP | $24K | 4K | 0.01 |
| RENTOKIL INITIAL PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $257K | 44K | 0.10 |
| REPSOL SA COMMON STOCK EUR1.0 | Long | Equity-common | ES | $940K | 59K | 0.37 |
| RESORTTRUST INC COMMON STOCK | Long | Equity-common | JP | $13K | 900 | 0.01 |
| RESTAURANT BRANDS INTERN COMMON STOCK (RESTAURANT BRANDS INTERNATIONAL INC (BURGER KING)) | Long | Equity-common | CA | $249K | 4K | 0.10 |
| RETAIL ESTATES REIT | Long | Equity-common | BE | $119K | 2K | 0.05 |
| REXEL SA COMMON STOCK EUR5.0 | Long | Equity-common | FR | $413K | 16K | 0.16 |
| RHEINMETALL AG COMMON STOCK | Long | Equity-common | DE | $231K | 454 | 0.09 |
| RICOH CO LTD COMMON STOCK (RICOH COMPANY LTD) | Long | Equity-common | JP | $226K | 26K | 0.09 |
| RINNAI CORP COMMON STOCK (RINNAI CORPORATION) | Long | Equity-common | JP | $7K | 300 | 0.00 |
| RIO TINTO LTD COMMON STOCK (RIO TINTO LIMITED) | Long | Equity-common | AU | $806K | 10K | 0.32 |
| RIO TINTO PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $1M | 18K | 0.46 |
| ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK | Long | Equity-common | CH | $2M | 6K | 0.64 |
| ROCKWOOL A/S B SHS COMMON STOCK DKK10.0 | Long | Equity-common | DK | $57K | 141 | 0.02 |
| ROHTO PHARMACEUTICAL CO LTD COMMON STOCK (ROHTO PHARMACEUTICAL COLTD) | Long | Equity-common | JP | $90K | 4K | 0.04 |
| ROLLS ROYCE HOLDINGS PLC COMMON STOCK GBP.2 (ROLLS-ROYCE HOLDINGS PLC) | Long | Equity-common | GB | $512K | 89K | 0.20 |
| ROTORK PLC COMMON STOCK GBP.005 | Long | Equity-common | GB | $31K | 7K | 0.01 |
| ROYAL BANK OF CANADA COMMON STOCK | Long | Equity-common | CA | $543K | 5K | 0.21 |
| ROYAL UNIBREW COMMON STOCK DKK2.0 (ROYAL UNIBREW A/S) | Long | Equity-common | DK | $82K | 1K | 0.03 |
| RS GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $73K | 8K | 0.03 |
| RTL GROUP COMMON STOCK (RTL GROUP SA) | Long | Equity-common | LU | $52K | 2K | 0.02 |
| RUBIS COMMON STOCK EUR1.25 | Long | Equity-common | FR | $38K | 1K | 0.02 |
| RUSSEL METALS INC COMMON STOCK | Long | Equity-common | CA | $79K | 3K | 0.03 |
| RYOHIN KEIKAKU CO LTD COMMON STOCK | Long | Equity-common | JP | $57K | 3K | 0.02 |
| SAAB AB B COMMON STOCK | Long | Equity-common | SE | $57K | 2K | 0.02 |
| SACYR SA COMMON STOCK EUR1.0 | Long | Equity-common | ES | $99K | 28K | 0.04 |
| SAFRAN SA COMMON STOCK EUR.2 | Long | Equity-common | FR | $1M | 5K | 0.42 |
| SAGE GROUP PLC/THE COMMON STOCK GBP.01051948 | Long | Equity-common | GB | $263K | 19K | 0.10 |
| SAINSBURY (J) PLC COMMON STOCK GBP.285714 (J SAINSBURY PLC) | Long | Equity-common | GB | $462K | 143K | 0.18 |
| SAIPEM SPA COMMON STOCK NPV | Long | Equity-common | IT | $107K | 42K | 0.04 |
| SAIZERIYA CO LTD COMMON STOCK | Long | Equity-common | JP | $130K | 4K | 0.05 |
| SAKAI MOVING SERVICE CO LTD COMMON STOCK (SAKAI MOVING SERVICE COLTD) | Long | Equity-common | JP | $78K | 5K | 0.03 |
| SAKATA SEED CORP COMMON STOCK (SAKATA SEED CORPORATION) | Long | Equity-common | JP | $4K | 200 | 0.00 |
| SALMAR ASA COMMON STOCK NOK.25 | Long | Equity-common | NO | $67K | 1K | 0.03 |
| SALZGITTER AG COMMON STOCK | Long | Equity-common | DE | $76K | 4K | 0.03 |
| SAMPO OYJ A SHS COMMON STOCK (SAMPO PLC (AKA: SAMPO OYJ)) | Long | Equity-common | FI | $351K | 8K | 0.14 |
| SANDFIRE RESOURCES LTD COMMON STOCK (SANDFIRE RESOURCES LIMITED) | Long | Equity-common | AU | $34K | 6K | 0.01 |
| SANDVIK AB COMMON STOCK SEK1.2 | Long | Equity-common | SE | $232K | 12K | 0.09 |
| SANGETSU CORP COMMON STOCK (SANGETSU CORPORATION) | Long | Equity-common | JP | $17K | 900 | 0.01 |
| SANKEN ELECTRIC CO LTD COMMON STOCK | Long | Equity-common | JP | $21K | 500 | 0.01 |
| SANKYO CO LTD COMMON STOCK | Long | Equity-common | JP | $192K | 18K | 0.08 |
| SANOFI COMMON STOCK EUR2.0 | Long | Equity-common | FR | $908K | 9K | 0.36 |
| SANTEN PHARMACEUTICAL CO LTD COMMON STOCK | Long | Equity-common | JP | $47K | 5K | 0.02 |
| SANTOS LTD COMMON STOCK (SANTOS LIMITED) | Long | Equity-common | AU | $33K | 7K | 0.01 |
| SANWA HOLDINGS CORP COMMON STOCK (SANWA HOLDINGS CORPORATION) | Long | Equity-common | JP | $66K | 4K | 0.03 |
| SAP SE COMMON STOCK | Long | Equity-common | DE | $2M | 12K | 0.97 |
| SAPPORO HOLDINGS LTD COMMON STOCK (SAPPORO HOLDINGS LIMITED) | Long | Equity-common | JP | $53K | 2K | 0.02 |
| SAPUTO INC COMMON STOCK | Long | Equity-common | CA | $116K | 5K | 0.05 |
| SARAS SPA COMMON STOCK | Long | Equity-common | IT | $115K | 66K | 0.05 |
| SARTORIUS AG VORZUG PREFERENCE (SARTORIUS AKTIENGESELLSCHAFT) | Long | Equity-preferred | DE | $49K | 209 | 0.02 |
| SARTORIUS STEDIM BIOTECH COMMON STOCK EUR.2 (SARTORIUS STEDIM BIOTECH SA) | Long | Equity-common | FR | $43K | 258 | 0.02 |
| SAWAI GROUP HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $24K | 600 | 0.01 |
| SBM OFFSHORE NV COMMON STOCK EUR.25 | Long | Equity-common | NL | $33K | 2K | 0.01 |
| SCANDIC HOTELS GROUP AB COMMON STOCK SEK.25 | Long | Equity-common | SE | $126K | 21K | 0.05 |
| SCANDINAVIAN TOBACCO GROUP A COMMON STOCK DKK1.0 (SCANDINAVIAN TOBACCO GROUP A/S) | Long | Equity-common | DK | $59K | 4K | 0.02 |
| SCHAEFFLER AG PREF PREFERENCE | Long | Equity-preferred | DE | $55K | 10K | 0.02 |
| SCHINDLER HOLDING PART CERT COMMON STOCK CHF.1 (SCHINDLER HOLDING AG) | Long | Equity-common | CH | $221K | 879 | 0.09 |
| SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0 | Long | Equity-common | FR | $1M | 4K | 0.41 |
| SCHRODERS PLC COMMON STOCK GBP.2 | Long | Equity-common | GB | $81K | 18K | 0.03 |
| SCOR SE COMMON STOCK EUR7.876972 | Long | Equity-common | FR | $147K | 6K | 0.06 |
| SCOUT24 SE COMMON STOCK | Long | Equity-common | DE | $89K | 1K | 0.04 |
| SCREEN HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $100K | 1K | 0.04 |
| SCSK CORP COMMON STOCK (SCSK CORPORATION) | Long | Equity-common | JP | $24K | 1K | 0.01 |
| SEB SA COMMON STOCK EUR1.0 | Long | Equity-common | FR | $85K | 828 | 0.03 |
| SECOM CO LTD COMMON STOCK | Long | Equity-common | JP | $160K | 3K | 0.06 |
| SECURE ENERGY SERVICES INC COMMON STOCK (SAXON ENERGY SERVICES) | Long | Equity-common | CA | $27K | 3K | 0.01 |
| SECURITAS AB B SHS COMMON STOCK SEK1.0 | Long | Equity-common | SE | $55K | 6K | 0.02 |
| SEEK LTD COMMON STOCK (SEEK LIMITED) | Long | Equity-common | AU | $65K | 5K | 0.03 |
| SEGA SAMMY HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $73K | 5K | 0.03 |
| SEGRO PLC REIT GBP.1 (SEGRO PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $221K | 20K | 0.09 |
| SEIKO EPSON CORP COMMON STOCK (SEIKO EPSON CORPORATION) | Long | Equity-common | JP | $77K | 5K | 0.03 |
| SEINO HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $46K | 3K | 0.02 |
| SEKISUI CHEMICAL CO LTD COMMON STOCK | Long | Equity-common | JP | $47K | 3K | 0.02 |
| SEKISUI HOUSE LTD COMMON STOCK | Long | Equity-common | JP | $147K | 7K | 0.06 |
| SEKISUI HOUSE REIT INC REIT | Long | Equity-common | JP | $60K | 122 | 0.02 |
| SEMBCORP INDUSTRIES LTD COMMON STOCK | Long | Equity-common | SG | $189K | 54K | 0.07 |
| SENKO GROUP HOLDINGS CO LTD COMMON STOCK (SENKO GROUP HOLDINGS CO LTD (AKA: SENKO CO LTD)) | Long | Equity-common | JP | $66K | 9K | 0.03 |
| SENSHU IKEDA HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $151K | 61K | 0.06 |
| SES RECEIPT (SES SA) | Long | Equity-common | LU | $90K | 18K | 0.04 |
| SEVEN + I HOLDINGS CO LTD COMMON STOCK (SEVEN & I HOLDINGS CO LTD) | Long | Equity-common | JP | $407K | 33K | 0.16 |
| SEVEN BANK LTD COMMON STOCK | Long | Equity-common | JP | $71K | 42K | 0.03 |
| SEVEN GROUP HOLDINGS LTD COMMON STOCK (SEVEN GROUP HOLDINGS LIMITED) | Long | Equity-common | AU | $138K | 6K | 0.05 |
| SEVERN TRENT PLC COMMON STOCK GBP.9789 | Long | Equity-common | GB | $175K | 6K | 0.07 |
| SFL CORP LTD COMMON STOCK USD.01 (SFL CORPORATION LTD) | Long | Equity-common | BM | $26K | 2K | 0.01 |
| SG HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $36K | 4K | 0.01 |
| SGS SA REG COMMON STOCK CHF.04 | Long | Equity-common | CH | $158K | 2K | 0.06 |
| SHELL PLC COMMON STOCK EUR.07 | Long | Equity-common | GB | $2M | 43K | 0.61 |
| SHIBAURA MACHINE CO LTD COMMON STOCK | Long | Equity-common | JP | $89K | 4K | 0.04 |
| SHIKOKU ELECTRIC POWER CO COMMON STOCK (SHIKOKU ELECTRIC POWER COMPANY INCORPORATED) | Long | Equity-common | JP | $110K | 13K | 0.04 |
| SHIMAMURA CO LTD COMMON STOCK | Long | Equity-common | JP | $73K | 2K | 0.03 |
| SHIMANO INC COMMON STOCK | Long | Equity-common | JP | $77K | 500 | 0.03 |
| SHIN ETSU CHEMICAL CO LTD COMMON STOCK (SHIN-ETSU CHEMICAL CO) | Long | Equity-common | JP | $362K | 9K | 0.14 |
| SHINMAYWA INDUSTRIES LTD COMMON STOCK | Long | Equity-common | JP | $74K | 8K | 0.03 |
| SHIONOGI + CO LTD COMMON STOCK (SHIONOGI & CO LTD) | Long | Equity-common | JP | $125K | 3K | 0.05 |
| SHO BOND HOLDINGS CO LTD COMMON STOCK (SHO-BOND HOLDINGS CO LTD) | Long | Equity-common | JP | $7K | 200 | 0.00 |
| SHURGARD SELF STORAGE LTD REIT (SHURGARD SELF STORAGE LIMITED) | Long | Equity-common | GG | $81K | 2K | 0.03 |
| SIEMENS AG REG COMMON STOCK (SIEMENS AKTIENGESELLSCHAFT) | Long | Equity-common | DE | $411K | 2K | 0.16 |
| SIEMENS HEALTHINEERS AG COMMON STOCK | Long | Equity-common | DE | $132K | 2K | 0.05 |
| SIG GROUP AG COMMON STOCK CHF.01 (SIG COMBIBLOC GROUP HOLDINGS SARL (AKA: ONEX WIZARD ACQUISITION CO III SARL)) | Long | Equity-common | CH | $74K | 4K | 0.03 |
| SIKA AG REG COMMON STOCK CHF.01 | Long | Equity-common | CH | $168K | 588 | 0.07 |
| SIMS LTD COMMON STOCK (SIMS LIMITED) | Long | Equity-common | AU | $73K | 11K | 0.03 |
| SINGAPORE AIRLINES LTD COMMON STOCK (SINGAPORE AIRLINES LIMITED) | Long | Equity-common | SG | $290K | 57K | 0.11 |
| SINGAPORE EXCHANGE LTD COMMON STOCK (SINGAPORE EXCHANGE LIMITED) | Long | Equity-common | SG | $32K | 5K | 0.01 |
| SINGAPORE TECH ENGINEERING COMMON STOCK (SINGAPORE TECHNOLOGIES ENGINEERING LTD) | Long | Equity-common | SG | $135K | 42K | 0.05 |
| SINGAPORE TELECOMMUNICATIONS COMMON STOCK (SINGAPORE TELECOMMUNICATIONS LIMITED) | Long | Equity-common | SG | $481K | 238K | 0.19 |
| SINO LAND CO COMMON STOCK (SINO LAND COMPANY LIMITED) | Long | Equity-common | HK | $10K | 10K | 0.00 |
| SJM HOLDINGS LTD COMMON STOCK (SJM HOLDINGS LIMITED) | Long | Equity-common | HK | $14K | 42K | 0.01 |
| SKANDINAVISKA ENSKILDA BAN A COMMON STOCK SEK10.0 (SKANDINAVISKA ENSKILDA BANKEN AB) | Long | Equity-common | SE | $146K | 10K | 0.06 |
| SKANSKA AB B SHS COMMON STOCK | Long | Equity-common | SE | $46K | 3K | 0.02 |
| SKF AB B SHARES COMMON STOCK SEK2.5 (SKF AKTIEBOLAGET) | Long | Equity-common | SE | $233K | 12K | 0.09 |
| SKYLARK HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $56K | 4K | 0.02 |
| SKYWORTH GROUP LTD COMMON STOCK HKD.1 (SKYWORTH GROUP LIMITED) | Long | Equity-common | BM | $62K | 156K | 0.02 |
| SMC CORP COMMON STOCK (SMC CORPORATION/JAPAN) | Long | Equity-common | JP | $48K | 100 | 0.02 |
| SMITH + NEPHEW PLC COMMON STOCK USD.2 (SMITH & NEPHEW PLC) | Long | Equity-common | GB | $91K | 7K | 0.04 |
| SMURFIT KAPPA GROUP PLC COMMON STOCK EUR.001 (SMURFIT KAPPA GROUP PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $116K | 3K | 0.05 |
| SNAM SPA COMMON STOCK | Long | Equity-common | IT | $91K | 21K | 0.04 |
| SOCIETE BIC SA COMMON STOCK EUR3.82 (SOCIETE B I C) | Long | Equity-common | FR | $81K | 1K | 0.03 |
| SOCIETE GENERALE SA COMMON STOCK EUR1.25 | Long | Equity-common | FR | $919K | 39K | 0.36 |
| SODEXO SA COMMON STOCK EUR4.0 | Long | Equity-common | FR | $82K | 905 | 0.03 |
| SOFTBANK CORP COMMON STOCK | Long | Equity-common | JP | $775K | 63K | 0.31 |
| SOFTBANK GROUP CORP COMMON STOCK | Long | Equity-common | JP | $392K | 6K | 0.15 |
| SOHGO SECURITY SERVICES CO COMMON STOCK (SOHGO SECURITY SERVICES CO LTD) | Long | Equity-common | JP | $70K | 12K | 0.03 |
| SOJITZ CORP COMMON STOCK (SOJITZ CORPORATION) | Long | Equity-common | JP | $257K | 11K | 0.10 |
| SOLVAY SA COMMON STOCK EUR15.0 | Long | Equity-common | BE | $50K | 1K | 0.02 |
| SOMPO HOLDINGS INC COMMON STOCK (SOMPO HOLDINGS INC (AKA: SOMPO JAPAN NIPPONKOA HOLDINGS INC)) | Long | Equity-common | JP | $26K | 1K | 0.01 |
| SONIC HEALTHCARE LTD COMMON STOCK (SONIC HEALTHCARE LIMITED) | Long | Equity-common | AU | $151K | 9K | 0.06 |
| SONOVA HOLDING AG REG COMMON STOCK CHF.05 | Long | Equity-common | CH | $228K | 739 | 0.09 |
| SOPRA STERIA GROUP COMMON STOCK EUR1.0 | Long | Equity-common | FR | $145K | 745 | 0.06 |
| SOTETSU HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $62K | 4K | 0.02 |
| SPAREBANK 1 NORD NORGE COMMON STOCK NOK18.0 (SPAREBANK 1 NORD-NORGE) | Long | Equity-common | NO | $27K | 3K | 0.01 |
| SPARK NEW ZEALAND LTD COMMON STOCK (SPARK NEW ZEALAND LIMITED) | Long | Equity-common | NZ | $89K | 35K | 0.04 |
| SPIRAX GROUP PLC COMMON STOCK GBP.269231 | Long | Equity-common | GB | $102K | 950 | 0.04 |
| SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625 | Long | Equity-common | LU | $324K | 1K | 0.13 |
| SQUARE ENIX HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $18K | 600 | 0.01 |
| SSAB AB A SHARES COMMON STOCK | Long | Equity-common | SE | $266K | 48K | 0.10 |
| SSE PLC COMMON STOCK GBP.5 | Long | Equity-common | GB | $307K | 14K | 0.12 |
| ST GALLER KANTONALBANK A REG COMMON STOCK CHF80.0 | Long | Equity-common | CH | $62K | 129 | 0.02 |
| STANLEY ELECTRIC CO LTD COMMON STOCK | Long | Equity-common | JP | $50K | 3K | 0.02 |
| STANTEC INC COMMON STOCK | Long | Equity-common | CA | $111K | 1K | 0.04 |
| STELCO HOLDINGS INC COMMON STOCK | Long | Equity-common | CA | $73K | 3K | 0.03 |
| STELLA JONES INC COMMON STOCK (STELLA-JONES INC) | Long | Equity-common | CA | $43K | 657 | 0.02 |
| STELLANTIS NV COMMON STOCK EUR.01 | Long | Equity-common | NL | $1M | 54K | 0.42 |
| STOCKLAND REIT NPV | Long | Equity-common | AU | $72K | 26K | 0.03 |
| STORA ENSO OYJ R SHS COMMON STOCK EUR1.7 | Long | Equity-common | FI | $125K | 9K | 0.05 |
| STOREBRAND ASA COMMON STOCK NOK5.0 | Long | Equity-common | NO | $26K | 3K | 0.01 |
| STRAUMANN HOLDING AG REG COMMON STOCK CHF.01 | Long | Equity-common | CH | $167K | 1K | 0.07 |
| STRAUSS GROUP LTD COMMON STOCK ILS1.0 | Long | Equity-common | IL | $34K | 2K | 0.01 |
| SUBARU CORP COMMON STOCK (SUBARU CORP (AKA: FUJI HEAVY INDUSTRIES LTD)) | Long | Equity-common | JP | $53K | 3K | 0.02 |
| SUBSEA 7 SA COMMON STOCK USD2.0 | Long | Equity-common | LU | $262K | 14K | 0.10 |
| SUEDZUCKER AG COMMON STOCK | Long | Equity-common | DE | $67K | 5K | 0.03 |
| SUGI HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $8K | 600 | 0.00 |
| SULZER AG REG COMMON STOCK CHF.01 | Long | Equity-common | CH | $150K | 1K | 0.06 |
| SUMITOMO CHEMICAL CO LTD COMMON STOCK (SUMITOMO CHEMICAL COMPANY LIMITED) | Long | Equity-common | JP | $141K | 66K | 0.06 |
| SUMITOMO CORP COMMON STOCK (SUMITOMO CORPORATION) | Long | Equity-common | JP | $156K | 6K | 0.06 |
| SUMITOMO ELECTRIC INDUSTRIES COMMON STOCK (SUMITOMO ELECTRIC INDUSTRIES LTD) | Long | Equity-common | JP | $356K | 23K | 0.14 |
| SUMITOMO FORESTRY CO LTD COMMON STOCK | Long | Equity-common | JP | $247K | 8K | 0.10 |
| SUMITOMO HEAVY INDUSTRIES COMMON STOCK (SUMITOMO HEAVY INDUSTRIES LTD) | Long | Equity-common | JP | $73K | 3K | 0.03 |
| SUMITOMO MITSUI FINANCIAL GR COMMON STOCK (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Equity-common | JP | $423K | 6K | 0.17 |
| SUMITOMO OSAKA CEMENT CO LTD COMMON STOCK | Long | Equity-common | JP | $98K | 4K | 0.04 |
| SUMITOMO RUBBER INDUSTRIES COMMON STOCK (SUMITOMO RUBBER INDUSTRIES LTD) | Long | Equity-common | JP | $125K | 13K | 0.05 |
| SUN HUNG KAI PROPERTIES COMMON STOCK (SUN HUNG KAI PROPERTIES LIMITED) | Long | Equity-common | HK | $221K | 26K | 0.09 |
| SUNCOR ENERGY INC COMMON STOCK | Long | Equity-common | CA | $728K | 19K | 0.29 |
| SUNCORP GROUP LTD COMMON STOCK (SUNCORP GROUP LIMITED) | Long | Equity-common | AU | $351K | 30K | 0.14 |
| SUNDRUG CO LTD COMMON STOCK | Long | Equity-common | JP | $73K | 3K | 0.03 |
| SUNTORY BEVERAGE + FOOD LTD COMMON STOCK (SUNTORY BEVERAGE & FOOD LIMITED) | Long | Equity-common | JP | $146K | 4K | 0.06 |
| SUPER RETAIL GROUP LTD COMMON STOCK (SUPER RETAIL GROUP LIMITED) | Long | Equity-common | AU | $89K | 10K | 0.04 |
| SUPERIOR PLUS CORP COMMON STOCK | Long | Equity-common | CA | $46K | 7K | 0.02 |
| SUZUKEN CO LTD COMMON STOCK | Long | Equity-common | JP | $113K | 4K | 0.04 |
| SUZUKI MOTOR CORP COMMON STOCK (SUZUKI MOTOR CORPORATION) | Long | Equity-common | JP | $306K | 27K | 0.12 |
| SVENSKA HANDELSBANKEN A SHS COMMON STOCK SEK1.55 (SVENSKA HANDELSBANKEN AB) | Long | Equity-common | SE | $276K | 29K | 0.11 |
| SWEDBANK AB A SHARES COMMON STOCK NPV | Long | Equity-common | SE | $486K | 24K | 0.19 |
| SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK SEK.55 | Long | Equity-common | SE | $27K | 1K | 0.01 |
| SWIRE PACIFIC LTD CL A COMMON STOCK (SWIRE PACIFIC LIMITED) | Long | Equity-common | HK | $168K | 19K | 0.07 |
| SWISS LIFE HOLDING AG REG COMMON STOCK CHF.1 (SWISS LIFE HOLDING LTD) | Long | Equity-common | CH | $333K | 454 | 0.13 |
| SWISS PRIME SITE REG COMMON STOCK CHF2.0 (SWISS PRIME SITE AG) | Long | Equity-common | CH | $203K | 2K | 0.08 |
| SWISS RE AG COMMON STOCK CHF.1 (SWISS RE AG (AKA: SWISS RE LTD)) | Long | Equity-common | CH | $696K | 6K | 0.27 |
| SWISSCOM AG REG COMMON STOCK CHF1.0 | Long | Equity-common | CH | $322K | 573 | 0.13 |
| SYDBANK A/S COMMON STOCK DKK10.0 (SYDBANK AS) | Long | Equity-common | DK | $128K | 2K | 0.05 |
| SYMRISE AG COMMON STOCK | Long | Equity-common | DE | $227K | 2K | 0.09 |
| SYSMEX CORP COMMON STOCK (SYSMEX CORPORATION) | Long | Equity-common | JP | $19K | 1K | 0.01 |
| TAG IMMOBILIEN AG COMMON STOCK | Long | Equity-common | DE | $71K | 5K | 0.03 |
| TAIHEIYO CEMENT CORP COMMON STOCK (TAIHEIYO CEMENT CORPORATION) | Long | Equity-common | JP | $131K | 5K | 0.05 |
| TAIKISHA LTD COMMON STOCK | Long | Equity-common | JP | $123K | 4K | 0.05 |
| TAISEI CORP COMMON STOCK (TAISEI CORPORATION) | Long | Equity-common | JP | $216K | 6K | 0.09 |
| TAKASHIMAYA CO LTD COMMON STOCK (TAKASHIMAYA COMPANY LIMITED) | Long | Equity-common | JP | $133K | 8K | 0.05 |
| TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK (TAKEDA PHARMACEUTICAL COMPANY LIMITED) | Long | Equity-common | JP | $587K | 23K | 0.23 |
| TAKEUCHI MFG CO LTD COMMON STOCK (TAKEUCHI MANUFACTURING CO LTD) | Long | Equity-common | JP | $140K | 4K | 0.06 |
| TALANX AG COMMON STOCK | Long | Equity-common | DE | $151K | 2K | 0.06 |
| TATE + LYLE PLC COMMON STOCK GBP.2916667 (TATE & LYLE PUBLIC LIMITED COMPANY) | Long | Equity-common | GB | $89K | 12K | 0.04 |
| TAYLOR WIMPEY PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $317K | 177K | 0.13 |
| TDK CORP COMMON STOCK (TDK CORPORATION) | Long | Equity-common | JP | $98K | 2K | 0.04 |
| TECHNIP ENERGIES NV COMMON STOCK EUR.01 | Long | Equity-common | NL | $21K | 950 | 0.01 |
| TECHNOPRO HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $56K | 3K | 0.02 |
| TECHTRONIC INDUSTRIES CO LTD COMMON STOCK (TECHTRONIC INDUSTRIES COMPANY LIMITED) | Long | Equity-common | HK | $23K | 2K | 0.01 |
| TECK RESOURCES LTD CLS B COMMON STOCK (TECK RESOURCES LIMITED) | Long | Equity-common | CA | $402K | 8K | 0.16 |
| TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 | Long | Equity-common | MH | $56K | 813 | 0.02 |
| TEIJIN LTD COMMON STOCK (TEIJIN LIMITED) | Long | Equity-common | JP | $23K | 3K | 0.01 |
| TELE2 AB B SHS COMMON STOCK SEK1.25 | Long | Equity-common | SE | $141K | 14K | 0.06 |
| TELECOM ITALIA SPA COMMON STOCK (TELECOM ITALIA SPA (AKA: TIM SPA)) | Long | Equity-common | IT | $426K | 2M | 0.17 |
| TELEFONICA SA COMMON STOCK EUR1.0 | Long | Equity-common | ES | $1M | 338K | 0.56 |
| TELENOR ASA COMMON STOCK NOK6.0 | Long | Equity-common | NO | $280K | 25K | 0.11 |
| TELEVISION FRANCAISE (T.F.1) COMMON STOCK EUR.2 (TELEVISION FRANCAISE 1) | Long | Equity-common | FR | $43K | 6K | 0.02 |
| TELIA CO AB COMMON STOCK SEK3.2 (TELIA COMPANY AB) | Long | Equity-common | SE | $449K | 167K | 0.18 |
| TELUS CORP COMMON STOCK (TELUS CORPORATION) | Long | Equity-common | CA | $232K | 15K | 0.09 |
| TEMENOS AG REG COMMON STOCK CHF5.0 (TEMENOS AG (AKA: TEMENOS GROUP AG)) | Long | Equity-common | CH | $44K | 633 | 0.02 |
| TENARIS SA COMMON STOCK USD1.0 | Long | Equity-common | LU | $63K | 4K | 0.02 |
| TERNA RETE ELETTRICA NAZIONA COMMON STOCK EUR.22 (TERNA SPA) | Long | Equity-common | IT | $156K | 20K | 0.06 |
| TERUMO CORP COMMON STOCK (TERUMO CORPORATION) | Long | Equity-common | JP | $158K | 10K | 0.06 |
| TESCO PLC COMMON STOCK GBP.0633333 | Long | Equity-common | GB | $953K | 247K | 0.38 |
| TEVA PHARMACEUTICAL SP ADR ADR (TEVA PHARMACEUTICAL INDUSTRIES LIMITED) | Long | Equity-common | IL | $229K | 14K | 0.09 |
| TFI INTERNATIONAL INC COMMON STOCK | Long | Equity-common | CA | $182K | 1K | 0.07 |
| THALES SA COMMON STOCK EUR3.0 | Long | Equity-common | FR | $332K | 2K | 0.13 |
| THOMSON REUTERS CORP COMMON STOCK (THOMSON REUTERS CORPORATION) | Long | Equity-common | CA | $652K | 4K | 0.26 |
| THYSSENKRUPP AG COMMON STOCK | Long | Equity-common | DE | $39K | 9K | 0.02 |
| TIETOEVRY OYJ COMMON STOCK | Long | Equity-common | FI | $121K | 6K | 0.05 |
| TIS INC COMMON STOCK (TIS INC (AKA: IT HOLDINGS CORP)) | Long | Equity-common | JP | $52K | 3K | 0.02 |
| TKH GROUP NV DUTCH CERT DUTCH CERT EUR.25 (TKH GROUP NV-DUTCH CERT) | Long | Equity-common | NL | $39K | 894 | 0.02 |
| TMX GROUP LTD COMMON STOCK (TMX GROUP LIMITED) | Long | Equity-common | CA | $77K | 3K | 0.03 |
| TOBU RAILWAY CO LTD COMMON STOCK | Long | Equity-common | JP | $49K | 3K | 0.02 |
| TOHO CO LTD COMMON STOCK | Long | Equity-common | JP | $26K | 900 | 0.01 |
| TOHO GAS CO LTD COMMON STOCK | Long | Equity-common | JP | $95K | 4K | 0.04 |
| TOHO HOLDINGS CO LTD COMMON STOCK (TOHO HOLDINGS COLTD) | Long | Equity-common | JP | $123K | 5K | 0.05 |
| TOHOKU ELECTRIC POWER CO INC COMMON STOCK (TOHOKU ELECTRIC POWER COMPANY INCORPORATED) | Long | Equity-common | JP | $192K | 21K | 0.08 |
| TOKAI RIKA CO LTD COMMON STOCK | Long | Equity-common | JP | $58K | 4K | 0.02 |
| TOKIO MARINE HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $560K | 15K | 0.22 |
| TOKUYAMA CORP COMMON STOCK (TOKUYAMA CORPORATION) | Long | Equity-common | JP | $87K | 5K | 0.03 |
| TOKYO ELECTRIC POWER COMPANY COMMON STOCK (TOKYO ELECTRIC POWER CO HOLDINGS INC (TEPCO)) | Long | Equity-common | JP | $674K | 125K | 0.27 |
| TOKYO ELECTRON LTD COMMON STOCK (TOKYO ELECTRON LIMITED) | Long | Equity-common | JP | $1M | 6K | 0.50 |
| TOKYO GAS CO LTD COMMON STOCK | Long | Equity-common | JP | $321K | 15K | 0.13 |
| TOKYO OHKA KOGYO CO LTD COMMON STOCK | Long | Equity-common | JP | $93K | 3K | 0.04 |
| TOKYO SEIMITSU CO LTD COMMON STOCK | Long | Equity-common | JP | $38K | 500 | 0.02 |
| TOKYO STEEL MFG CO LTD COMMON STOCK (TOKYO STEEL MANUFACTURING CO LTD) | Long | Equity-common | JP | $86K | 9K | 0.03 |
| TOKYU CORP COMMON STOCK (TOKYU CORPORATION) | Long | Equity-common | JP | $138K | 13K | 0.05 |
| TOKYU FUDOSAN HOLDINGS CORP COMMON STOCK (TOKYU FUDOSAN HOLDINGS CORPORATION) | Long | Equity-common | JP | $51K | 8K | 0.02 |
| TOMRA SYSTEMS ASA COMMON STOCK NOK1.0 | Long | Equity-common | NO | $83K | 7K | 0.03 |
| TOMY COMPANY LTD COMMON STOCK | Long | Equity-common | JP | $99K | 5K | 0.04 |
| TOPCON CORP COMMON STOCK (TOPCON CORPORATION) | Long | Equity-common | JP | $11K | 1K | 0.00 |
| TOPDANMARK A/S COMMON STOCK DKK1.0 | Long | Equity-common | DK | $87K | 2K | 0.03 |
| TOPPAN HOLDINGS INC COMMON STOCK (TOPPAN INC) | Long | Equity-common | JP | $280K | 10K | 0.11 |
| TOROMONT INDUSTRIES LTD COMMON STOCK | Long | Equity-common | CA | $183K | 2K | 0.07 |
| TOSHIBA TEC CORP COMMON STOCK (TOSHIBA TEC CORPORATION) | Long | Equity-common | JP | $4K | 200 | 0.00 |
| TOSOH CORP COMMON STOCK | Long | Equity-common | JP | $62K | 5K | 0.02 |
| TOTALENERGIES SE COMMON STOCK EUR2.5 | Long | Equity-common | FR | $1M | 21K | 0.54 |
| TOTO LTD COMMON STOCK | Long | Equity-common | JP | $21K | 900 | 0.01 |
| TOURMALINE OIL CORP COMMON STOCK | Long | Equity-common | CA | $27K | 600 | 0.01 |
| TOYO SEIKAN GROUP HOLDINGS L COMMON STOCK (TOYO SEIKAN GROUP HOLDINGS LTD) | Long | Equity-common | JP | $135K | 9K | 0.05 |
| TOYO SUISAN KAISHA LTD COMMON STOCK | Long | Equity-common | JP | $89K | 2K | 0.04 |
| TOYO TIRE CORP COMMON STOCK (TOYO TIRE CORPORATION (AKA: TOYO TIRE & RUBBER CO LTD)) | Long | Equity-common | JP | $82K | 5K | 0.03 |
| TOYODA GOSEI CO LTD COMMON STOCK | Long | Equity-common | JP | $83K | 5K | 0.03 |
| TOYOTA BOSHOKU CORP COMMON STOCK (TOYOTO BOSHOKU CORP) | Long | Equity-common | JP | $72K | 5K | 0.03 |
| TOYOTA INDUSTRIES CORP COMMON STOCK (TOYOTA INDUSTRIES CORPORATION) | Long | Equity-common | JP | $68K | 800 | 0.03 |
| TOYOTA MOTOR CORP COMMON STOCK (TOYOTA MOTOR CORPORATION) | Long | Equity-common | JP | $923K | 45K | 0.36 |
| TOYOTA TSUSHO CORP COMMON STOCK (TOYOTA TSUSHO CORPORATION) | Long | Equity-common | JP | $504K | 26K | 0.20 |
| TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 (TRANE TECHNOLOGIES PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $713K | 2K | 0.28 |
| TRANSCONTINENTAL INC CL A COMMON STOCK | Long | Equity-common | CA | $51K | 5K | 0.02 |
| TRANSURBAN GROUP STAPLED SECURITY | Long | Equity-common | AU | $158K | 19K | 0.06 |
| TRAVIS PERKINS PLC COMMON STOCK GBP.112051 | Long | Equity-common | GB | $49K | 5K | 0.02 |
| TRELLEBORG AB B SHS COMMON STOCK SEK25.0 (TRELLEBORG AB-B SHS) | Long | Equity-common | SE | $104K | 3K | 0.04 |
| TREND MICRO INC COMMON STOCK | Long | Equity-common | JP | $16K | 400 | 0.01 |
| TRITAX BIG BOX REIT PLC REIT GBP.01 | Long | Equity-common | GB | $96K | 49K | 0.04 |
| TS TECH CO LTD COMMON STOCK | Long | Equity-common | JP | $58K | 5K | 0.02 |
| TSUMURA + CO COMMON STOCK (TSUMURA & CO) | Long | Equity-common | JP | $92K | 4K | 0.04 |
| TSURUHA HOLDINGS INC COMMON STOCK | Long | Equity-common | JP | $34K | 600 | 0.01 |
| TUI AG COMMON STOCK | Long | Equity-common | DE | $29K | 4K | 0.01 |
| UACJ CORP COMMON STOCK (UACJ CORPORATION) | Long | Equity-common | JP | $24K | 1K | 0.01 |
| UBE CORP COMMON STOCK (UBE CORPORATION) | Long | Equity-common | JP | $92K | 5K | 0.04 |
| UBISOFT ENTERTAINMENT COMMON STOCK EUR.0775 | Long | Equity-common | FR | $68K | 3K | 0.03 |
| UBS GROUP AG REG COMMON STOCK USD.1 | Long | Equity-common | CH | $499K | 17K | 0.20 |
| UCB SA COMMON STOCK | Long | Equity-common | BE | $374K | 3K | 0.15 |
| ULVAC INC COMMON STOCK | Long | Equity-common | JP | $72K | 1K | 0.03 |
| UNIBAIL RODAMCO WESTFIELD SE REIT EUR5.0 (UNIBAIL-RODAMCO-WESTFIELD) | Long | Equity-common | FR | $119K | 2K | 0.05 |
| UNICAJA BANCO SA COMMON STOCK EUR.25 | Long | Equity-common | ES | $218K | 158K | 0.09 |
| UNICHARM CORP COMMON STOCK | Long | Equity-common | JP | $77K | 2K | 0.03 |
| UNICREDIT SPA COMMON STOCK | Long | Equity-common | IT | $824K | 22K | 0.32 |
| UNILEVER PLC COMMON STOCK GBP.00031111 | Long | Equity-common | GB | $2M | 37K | 0.81 |
| UNIPOL GRUPPO SPA COMMON STOCK | Long | Equity-common | IT | $309K | 31K | 0.12 |
| UNIQA INSURANCE GROUP AG COMMON STOCK | Long | Equity-common | AT | $77K | 9K | 0.03 |
| UNITED OVERSEAS BANK LTD COMMON STOCK (UNITED OVERSEAS BANK LIMITED) | Long | Equity-common | SG | $424K | 18K | 0.17 |
| UNITED SUPER MARKETS HOLDING COMMON STOCK (UNITED SUPER MARKETS HOLDINGS INC) | Long | Equity-common | JP | $47K | 9K | 0.02 |
| UNITED URBAN INVESTMENT CORP REIT (UNITED URBAN INVESTMENT CORPORATION) | Long | Equity-common | JP | $68K | 77 | 0.03 |
| UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $192K | 15K | 0.08 |
| UNIVERSAL MUSIC GROUP NV COMMON STOCK EUR10.0 | Long | Equity-common | NL | $250K | 8K | 0.10 |
| UPM KYMMENE OYJ COMMON STOCK (UPM-KYMMENE OYJ) | Long | Equity-common | FI | $25K | 702 | 0.01 |
| USS CO LTD COMMON STOCK | Long | Equity-common | JP | $81K | 10K | 0.03 |
| VALEO COMMON STOCK EUR1.0 | Long | Equity-common | FR | $105K | 10K | 0.04 |
| VALIANT HOLDING AG REG COMMON STOCK CHF.5 | Long | Equity-common | CH | $106K | 937 | 0.04 |
| VAT GROUP AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $213K | 378 | 0.08 |
| VENTURE CORP LTD COMMON STOCK (VENTURE CORPORATION LIMITED) | Long | Equity-common | SG | $89K | 9K | 0.04 |
| VERBUND AG COMMON STOCK | Long | Equity-common | AT | $58K | 729 | 0.02 |
| VEREN INC COMMON STOCK | Long | Equity-common | CA | $302K | 38K | 0.12 |
| VICAT COMMON STOCK EUR4.0 (SA DES CIMENTS VICAT (VICAT)) | Long | Equity-common | FR | $71K | 2K | 0.03 |
| VINCI SA COMMON STOCK EUR2.5 | Long | Equity-common | FR | $635K | 6K | 0.25 |
| VIRGIN MONEY UK PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $31K | 11K | 0.01 |
| VISCOFAN SA COMMON STOCK EUR.7 | Long | Equity-common | ES | $113K | 2K | 0.04 |
| VIVA ENERGY GROUP LTD COMMON STOCK (VIVA ENERGY GROUP LIMITED) | Long | Equity-common | AU | $87K | 41K | 0.03 |
| VIVENDI SE COMMON STOCK EUR5.5 | Long | Equity-common | FR | $76K | 7K | 0.03 |
| VODAFONE GROUP PLC COMMON STOCK USD.2095238 | Long | Equity-common | GB | $913K | 1M | 0.36 |
| VOESTALPINE AG COMMON STOCK | Long | Equity-common | AT | $121K | 4K | 0.05 |
| VOLKSWAGEN AG PREF PREFERENCE | Long | Equity-preferred | DE | $788K | 7K | 0.31 |
| VOLVO AB B SHS COMMON STOCK SEK1.26 | Long | Equity-common | SE | $1M | 44K | 0.44 |
| VONOVIA SE COMMON STOCK | Long | Equity-common | DE | $476K | 17K | 0.19 |
| VOPAK COMMON STOCK EUR.5 (KONINKLIJKE VOPAK NV) | Long | Equity-common | NL | $91K | 2K | 0.04 |
| WALLENIUS WILHELMSEN ASA COMMON STOCK NOK.52 (WALLENIUS WILHELMSEN ASA (AKA: WALLENIUS WILHELMSEN LOGISTICS)) | Long | Equity-common | NO | $24K | 2K | 0.01 |
| WAREHOUSES DE PAUW SCA REIT | Long | Equity-common | BE | $58K | 2K | 0.02 |
| WARTSILA OYJ ABP COMMON STOCK | Long | Equity-common | FI | $299K | 15K | 0.12 |
| WASTE CONNECTIONS INC COMMON STOCK (WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)) | Long | Equity-common | CA | $375K | 2K | 0.15 |
| WEIR GROUP PLC/THE COMMON STOCK GBP.125 | Long | Equity-common | GB | $153K | 6K | 0.06 |
| WESFARMERS LTD COMMON STOCK (WESFARMERS LIMITED) | Long | Equity-common | AU | $622K | 14K | 0.25 |
| WEST FRASER TIMBER CO LTD COMMON STOCK | Long | Equity-common | CA | $156K | 2K | 0.06 |
| WEST JAPAN RAILWAY CO COMMON STOCK (WEST JAPAN RAILWAY COMPANY) | Long | Equity-common | JP | $80K | 4K | 0.03 |
| WESTON (GEORGE) LTD COMMON STOCK (GEORGE WESTON LTD) | Long | Equity-common | CA | $280K | 2K | 0.11 |
| WESTPAC BANKING CORP COMMON STOCK (WESTPAC BANKING CORPORATION) | Long | Equity-common | AU | $367K | 20K | 0.14 |
| WESTSHORE TERMINALS INVESTME COMMON STOCK (WESTSHORE TERMINALS INVESTMENT CORPORATION) | Long | Equity-common | CA | $77K | 5K | 0.03 |
| WH GROUP LTD COMMON STOCK USD.0001 (WH GROUP LTD (AKA: SHUANGHUI INTERNATIONAL HOLDINGS LTD)) | Long | Equity-common | KY | $86K | 130K | 0.03 |
| WHARF HOLDINGS LTD COMMON STOCK | Long | Equity-common | HK | $96K | 34K | 0.04 |
| WHEATON PRECIOUS METALS CORP COMMON STOCK | Long | Equity-common | CA | $348K | 7K | 0.14 |
| WILMAR INTERNATIONAL LTD COMMON STOCK (WILMAR INTERNATIONAL LIMITED) | Long | Equity-common | SG | $192K | 84K | 0.08 |
| WISETECH GLOBAL LTD COMMON STOCK (WISETECH GLOBAL LIMITED) | Long | Equity-common | AU | $241K | 4K | 0.09 |
| WIX.COM LTD COMMON STOCK ILS.01 (WHITMAN EDUCATION GROUP) | Long | Equity-common | IL | $111K | 695 | 0.04 |
| WOLTERS KLUWER COMMON STOCK EUR.12 (WOLTERS KLUWER NV) | Long | Equity-common | NL | $762K | 5K | 0.30 |
| WOOLWORTHS GROUP LTD COMMON STOCK (WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED)) | Long | Equity-common | AU | $513K | 23K | 0.20 |
| WORLEY LTD COMMON STOCK (WORLEY LIMITED) | Long | Equity-common | AU | $68K | 7K | 0.03 |
| WPP PLC COMMON STOCK GBP.1 | Long | Equity-common | JE | $121K | 13K | 0.05 |
| WSP GLOBAL INC COMMON STOCK | Long | Equity-common | CA | $31K | 200 | 0.01 |
| XINYI GLASS HOLDINGS LTD COMMON STOCK HKD.1 (XINYI GLASS HOLDINGS LIMITED) | Long | Equity-common | KY | $41K | 37K | 0.02 |
| YAKULT HONSHA CO LTD COMMON STOCK | Long | Equity-common | JP | $20K | 1K | 0.01 |
| YAMADA HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $137K | 51K | 0.05 |
| YAMAHA CORP COMMON STOCK (YAMAHA CORPORATION) | Long | Equity-common | JP | $16K | 700 | 0.01 |
| YAMAHA MOTOR CO LTD COMMON STOCK | Long | Equity-common | JP | $157K | 17K | 0.06 |
| YAMATO HOLDINGS CO LTD COMMON STOCK | Long | Equity-common | JP | $35K | 3K | 0.01 |
| YAMAZAKI BAKING CO LTD COMMON STOCK | Long | Equity-common | JP | $103K | 5K | 0.04 |
| YARA INTERNATIONAL ASA COMMON STOCK NOK1.7 | Long | Equity-common | NO | $248K | 9K | 0.10 |
| YASKAWA ELECTRIC CORP COMMON STOCK (YASKAWA ELECTRIC CORPORATION) | Long | Equity-common | JP | $112K | 3K | 0.04 |
| YH DIMRI CONSTRUCT + DEVELOP COMMON STOCK ILS1.0 (YH DIMRI CONSTRUCTION & DEVELOPMENT LTD) | Long | Equity-common | IL | $55K | 739 | 0.02 |
| YOKOHAMA RUBBER CO LTD COMMON STOCK (THE YOKOHAMA RUBBER CO LTD) | Long | Equity-common | JP | $62K | 3K | 0.02 |
| YUASA TRADING CO LTD COMMON STOCK | Long | Equity-common | JP | $127K | 4K | 0.05 |
| ZENKOKU HOSHO CO LTD COMMON STOCK (ZENKOKU HOSHO COLTD) | Long | Equity-common | JP | $7K | 200 | 0.00 |
| ZENSHO HOLDINGS CO LTD COMMON STOCK (ZENSHO HOLDINGS COLTD) | Long | Equity-common | JP | $130K | 3K | 0.05 |
| ZIM INTEGRATED SHIPPING SERV COMMON STOCK (ZIM INTEGRATED SHIPPING SERVICES LTD) | Long | Equity-common | IL | $95K | 4K | 0.04 |
| ZOZO INC COMMON STOCK (ZOZO INC (AKA: START TODAY CO LTD)) | Long | Equity-common | JP | $28K | 1K | 0.01 |
| ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1 (ZURICH INSURANCE GROUP LTD) | Long | Equity-common | CH | $2M | 3K | 0.72 |
Address
PIMCO Equity Series
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
State Street Bank and Trust Company
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
Canada Self Custody
Euroclear
Royal Bank of Canada
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
The Hongkong and Shanghai Banking Corporation Limited
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Barclays Capital, Inc.
Citigroup Global Markets, Inc.
Goldman Sachs & Co.
Instinet, LLC
J.P. Morgan Securities LLC
Morgan Stanley & Co., Inc.
RBC Capital Markets Corp.
UBS Securities LLC