ISHARES TR

Ticker: IEFA CUSIP: 46432F842 Class: CORE MSCI EAFE

DUPONT CAPITAL MANAGEMENT CORP's Holding History (CIK: 0001128251)

Note: Option positions (PUT/CALL) are excluded.

Q2 2017

Shares 782,650 Value ($000) $47,656 Avg Close — Range —

Q1 2017

Shares 612,898 Value ($000) $35,517 Avg Close — Range —

Q4 2016

Shares 920,107 Value ($000) $49,345 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q2 2017	782,650	$47,656	—	—
Q1 2017	612,898	$35,517	—	—
Q4 2016	920,107	$49,345	—	—