# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016952
**Filing Date:** 2023-1
**Character Count:** 350516
**Document Hash:** 595d927c32253496d53419e54701c0bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016952.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016952

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23564340

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT Global Managed Volatility Fund (Series ID: S000050969)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000160603 | Class A      | SGMAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT GLOBAL MANAGED VOLATILITY FUND

- **b. EDGAR series identifier (if any):** S000050969

- **c. LEI of Series:** 549300PAEP7EOBZ21V37

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

- **a. Date of fiscal year-end:** 2023-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2379403427.68

**Total Liabilities:** $32903264.83

**Net Assets:** $2346500162.85

**Cash Not Reported:** $14163225.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000160603 | 5.82%                | 8.21%                | -7.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8523984.53              | $133980694.50                              |
| Month 2  | $-3979928.94             | $170214784.80                              |
| Month 3  | $-5187052.07             | $-175253704.77                             |

**Designated Index Information**

- **Index Name:** MSCI World Net TR Index

- **Index Identifier:** MSCIWLDNET

### Schedule of Portfolio Investments

| Name                                                                                        | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MCKESSON CORPORATION                                                                        | MCKESSON CORP COMMON STOCK                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |     21943 | NS      | $8375204.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SEK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $377.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                     | STMICROELECTRONICS NV COMMON STOCK                        | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               |  | FR        |      2130 | NS      | $81578.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Limited                                                                           | TMX GROUP LTD COMMON STOCK                                | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               |  | CA        |     10200 | NS      | $1061155.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                                           | SERVICE CORP INTERNATIONAL COMMON STOCK                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |     24251 | NS      | $1732733.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                                 | BAYERISCHE MOTOREN WERKE AG COMMON STOCK                  | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               |  | DE        |     45600 | NS      | $4096868.99   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                          | JAPAN TOBACCO INC COMMON STOCK                            | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               |  | JP        |    413500 | NS      | $8372051.15   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Graubuendner Kantonalbank                                                                   | GRAUBUENDNER KANTONALBANK-PC COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300SGCEMX4ZIZ0E76       | Long             | EC               |  | CH        |        61 | NS      | $107562.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                      | WASTE MANAGEMENT INC COMMON STOCK                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |      8646 | NS      | $1450107.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                                                | FX Forward Contract: DKK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-422.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDEN CORPORATION                                                                          | KINDEN CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    267500 | NS      | $2843885.97   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORPORATION                                                                            | KDDI CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |     89800 | NS      | $2643307.32   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                            | TOTALENERGIES SE COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | FR        |    133400 | NS      | $8249811.34   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga Milk Industry Co., Ltd.                                                            | MORINAGA MILK INDUSTRY CO COMMON STOCK                    | CUSIP: N/A<br>LEI: 529900FB91P7MVO08949       | Long             | EC               |  | JP        |      6100 | NS      | $195536.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                                         | HERSHEY CO/THE COMMON STOCK                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |     36336 | NS      | $8545137.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $16344.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                                 | SWISSCOM AG-REG COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               |  | CH        |     12500 | NS      | $6694788.91   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ENNIS, INC.                                                                                 | ENNIS INC COMMON STOCK                                    | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |     10961 | NS      | $254624.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1506.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SEK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-48.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                                                         | HELVETIA HOLDING AG-REG COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               |  | CH        |     24300 | NS      | $2714142.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                 | HUMANA INC COMMON STOCK                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |      8430 | NS      | $4635657.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE COMPANY LIMITED                                                                      | EMPIRE CO LTD 'A' COMMON STOCK                            | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               |  | CA        |     61800 | NS      | $1669789.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-408219.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY                                          | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK                  | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               |  | US        |     99000 | NS      | $5244030.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORPORATION                                                       | OAKTREE SPECIALTY LENDING CO COMMON STOCK                 | CUSIP: 67401P108<br>LEI: 549300J6MGCEU5928620 | Long             | EC               |  | US        |       266 | NS      | $1909.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALOR HOLDINGS CO.,LTD.                                                                     | VALOR HOLDINGS CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8300 | NS      | $105462.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSP Corporation                                                                             | JSP CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11300 | NS      | $121253.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                                          | DT MIDSTREAM INC COMMON STOCK                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |     28882 | NS      | $1742451.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                                                                  | 3M CO COMMON STOCK                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |     19188 | NS      | $2417112.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CREATE MEDIC CO.,LTD.                                                                       | CREATE MEDIC CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2784 | NS      | $18149.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO INC.                                                                                  | METRO INC/CN COMMON STOCK                                 | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               |  | CA        |     85000 | NS      | $4850335.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                                                      | JUNIPER NETWORKS INC COMMON STOCK                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               |  | US        |    268906 | NS      | $8938435.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                                               | ALPHABET INC-CL A COMMON STOCK                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     27120 | NS      | $2738848.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-01            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $59.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INGREDION INCORPORATED                                                                      | INGREDION INC COMMON STOCK                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     49600 | NS      | $4859312.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SENKO Group Holdings Co.,Ltd.                                                               | SENKO GROUP HOLDINGS CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 35380077MB9W0NB6BA14       | Long             | EC               |  | JP        |    429100 | NS      | $3152181.25   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                              | AUTOZONE INC COMMON STOCK                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |      1458 | NS      | $3760182.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                              | PUBLIC STORAGE REIT                                       | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     18088 | NS      | $5389500.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axfood AB                                                                                   | AXFOOD AB COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               |  | SE        |    263848 | NS      | $7008668.94   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-329.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET, INC.                                                                                | NELNET INC-CL A COMMON STOCK                              | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               |  | US        |       376 | NS      | $37051.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                                                            | JARDINE CYCLE & CARRIAGE LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               |  | SG        |    149200 | NS      | $3304534.80   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAYA CORPORATION                                                                          | YAMAYA CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299008CQTIVL827M941       | Long             | EC               |  | JP        |      2100 | NS      | $37361.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                                                        | SIXTH STREET SPECIALTY LENDI COMMON STOCK                 | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               |  | US        |     17274 | NS      | $325442.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEBECOR INC.                                                                               | QUEBECOR INC  -CL B COMMON STOCK                          | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               |  | CA        |    197400 | NS      | $4221159.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SEK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-250268.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                                          | TELEKOM AUSTRIA AG COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               |  | AT        |     38558 | NS      | $233228.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $102.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                           | FX Forward Contract: AUD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $225.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Financiera Alba, S.A.                                                           | CORPORACION FINANCIERA ALBA COMMON STOCK                  | CUSIP: N/A<br>LEI: 959800CJH35NNZQQW653       | Long             | EC               |  | ES        |      2011 | NS      | $93178.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/AUD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-565.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                      | CVS HEALTH CORP COMMON STOCK                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     56722 | NS      | $5778837.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                          | ALTRIA GROUP INC COMMON STOCK                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |    139477 | NS      | $6496838.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO.,LTD.                                                                          | TOKYO GAS CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               |  | JP        |     66000 | NS      | $1201455.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AHJIKAN CO.,LTD.                                                                            | AHJIKAN CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5308 | NS      | $33664.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                                        | KONINKLIJKE KPN NV COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               |  | NL        |    669276 | NS      | $2037234.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/GBP SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3317.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SECOM CO., LTD.                                                                             | SECOM CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               |  | JP        |     12200 | NS      | $746428.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $663.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC Arbitrage SA                                                                            | ABC ARBITRAGE COMMON STOCK                                | CUSIP: N/A<br>LEI: 969500IZ7E6B3QVX2I11       | Long             | EC               |  | FR        |     10682 | NS      | $73581.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estelle Holdings Co Ltd                                                                     | ESTELLE HOLDINGS CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6000 | NS      | $27128.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-99133.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                                                    | WERNER ENTERPRISES INC COMMON STOCK                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               |  | US        |    182200 | NS      | $8013156.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MAEZAWA KASEI INDUSTRIES CO.,LTD.                                                           | MAEZAWA KASEI INDUSTRIES CO COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2400 | NS      | $23958.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                                                        | MCKESSON CORP COMMON STOCK                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |     12400 | NS      | $4732832.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                                                             | PPL CORP COMMON STOCK                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |    134300 | NS      | $3964536.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATCO LTD.                                                                                   | ATCO LTD -CLASS I COMMON STOCK                            | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               |  | CA        |      1600 | NS      | $50831.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG DOLLAR                                                                            | FX Forward Contract: HKD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $71.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SEK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1071.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USS Co., Ltd.                                                                               | USS CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               |  | JP        |     14700 | NS      | $244491.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                      | DBS GROUP HOLDINGS LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |    129200 | NS      | $3345892.67   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                               | FX Forward Contract: SEK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $382.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                           | JOHNSON & JOHNSON COMMON STOCK                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     42542 | NS      | $7572476.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Achilles Corporation                                                                        | ACHILLES CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $22394.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMERI CO.,LTD.                                                                             | KOMERI CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     22700 | NS      | $424085.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD.                                                      | CHECK POINT SOFTWARE TECH COMMON STOCK                    | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               |  | US        |     29761 | NS      | $3953153.63   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                              | WALGREENS BOOTS ALLIANCE INC COMMON STOCK                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               |  | US        |    139562 | NS      | $5791823.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SEK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1313.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                          | ORACLE CORP COMMON STOCK                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     43166 | NS      | $3584072.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KITANO CONSTRUCTION CORP.                                                                   | KITANO CONSTRUCTION CORP COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1300 | NS      | $22846.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale du Valais                                                                  | WALLISER KANTONALBANK-REG COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300YI34DX51LRGS71       | Long             | EC               |  | CH        |       687 | NS      | $76072.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                                                          | TARGET CORP COMMON STOCK                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |     33000 | NS      | $5513310.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR CORPORATION LIMITED                                                                     | MTR CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               |  | HK        |    320500 | NS      | $1546250.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| C.I. TAKIRON Corporation                                                                    | CI  TAKIRON CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     25400 | NS      | $93136.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $309.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGE WESTON LIMITEE.                                                                      | WESTON (GEORGE) LTD COMMON STOCK                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               |  | CA        |     26500 | NS      | $3292708.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Real Estate Investment Trust                                                     | PROSPERITY REIT REIT                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    219000 | NS      | $48806.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLUS CAPITAL INVESTMENT CORPORATION                                                      | STELLUS CAPITAL INVESTMENT C COMMON STOCK                 | CUSIP: 858568108<br>LEI: 5493001DZV6QC1KUSC43 | Long             | EC               |  | US        |       100 | NS      | $1359.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                                                       | MICROSOFT CORP COMMON STOCK                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      7214 | NS      | $1840579.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS SA                                                                                    | AGEAS COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               |  | BE        |    111600 | NS      | $4471360.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-117.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                                                             | PPL CORP COMMON STOCK                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |     11862 | NS      | $350166.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                                    | RELX PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               |  | GB        |    249897 | NS      | $6923925.08   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| The Okinawa Electric Power Company, Incorporated                                            | OKINAWA ELECTRIC POWER CO COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5800 | NS      | $44116.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                                                       | CAMPBELL SOUP CO COMMON STOCK                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |     37304 | NS      | $2002105.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                                                              | KINGFISHER PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               |  | GB        |   1329900 | NS      | $3842855.09   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NZD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1668.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                                                             | UGI CORP COMMON STOCK                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |    118100 | NS      | $4564565.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-501.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION                                                  | NIPPON TELEGRAPH & TELEPHONE COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               |  | JP        |      8900 | NS      | $244223.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INCYTE CORPORATION                                                                          | INCYTE CORP COMMON STOCK                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     49738 | NS      | $3962626.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/AUD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-594.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                             | FX Forward Contract: CAD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $464.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIWADO CO.,LTD.                                                                            | HEIWADO CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     37500 | NS      | $548984.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD                                                | BEZEQ THE ISRAELI TELECOM CO COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               |  | IL        |    918876 | NS      | $1689982.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                         | CISCO SYSTEMS INC COMMON STOCK                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |     32199 | NS      | $1600934.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                                               | NN GROUP NV COMMON STOCK                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |    100600 | NS      | $4254063.87   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                             | FX Forward Contract: NOK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-66.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/GBP SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11488.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOIRON SA                                                                                   | BOIRON SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 9695000UMPNY21KKDO98       | Long             | EC               |  | FR        |        56 | NS      | $2606.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                                                                 | HUMANA INC COMMON STOCK                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |       237 | NS      | $130326.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-01            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                | SHERWIN-WILLIAMS CO/THE COMMON STOCK                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |     23691 | NS      | $5903323.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| YOKOREI CO.,LTD.                                                                            | YOKOREI CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12800 | NS      | $91855.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                                          | AFLAC INC COMMON STOCK                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |      2772 | NS      | $199389.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                            | MARSH & MCLENNAN COS COMMON STOCK                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     42564 | NS      | $7371233.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                                                    | HORMEL FOODS CORP COMMON STOCK                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |     25890 | NS      | $1216830.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                 | LOCKHEED MARTIN CORP COMMON STOCK                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |     27500 | NS      | $13342725.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                                                             | CSG SYSTEMS INTL INC COMMON STOCK                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     46100 | NS      | $2850824.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO SEIMITSU CO.,LTD.                                                                     | TOKYO SEIMITSU CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9400 | NS      | $298096.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OKAMOTO INDUSTRIES,INC.                                                                     | OKAMOTO INDUSTRIES INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $33381.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKO CO., LTD.                                                                             | NIKKO CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7600 | NS      | $33968.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                   | NATIONAL FUEL GAS CO COMMON STOCK                         | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     98400 | NS      | $6517032.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                                                          | AFLAC INC COMMON STOCK                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |    173000 | NS      | $12443890.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| J-OIL MILLS, INC.                                                                           | J-OIL MILLS INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 353800RFBICAX3MSBI46       | Long             | EC               |  | JP        |      1400 | NS      | $15264.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |    734720 | NS      | $12344494.72  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Limited                                                                              | AMDOCS LTD COMMON STOCK                                   | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |    152500 | NS      | $13551150.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINNEY INVESTMENTS, LIMITED                                                                | CHINNEY INVESTMENT COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     88000 | NS      | $12155.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KATO SANGYO CO., LTD.                                                                       | KATO SANGYO CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12700 | NS      | $321638.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2300.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-165.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/AUD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-60298.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                           | MERCK & CO. INC. COMMON STOCK                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     39576 | NS      | $4358109.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Company (Japan), Ltd.                                                   | MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               |  | JP        |     44500 | NS      | $1631062.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corp                                                                                  | AMANO CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $109583.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zaoh Co Ltd                                                                                 | ZAOH COMPANY LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $25508.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neto ME Holdings Ltd                                                                        | NETO ME HOLDINGS LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |       194 | NS      | $7599.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                                                               | LOBLAW COMPANIES LTD COMMON STOCK                         | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |    107900 | NS      | $9662211.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANKEN MORE                                                                            | SPAREBANKEN MORE-CAP CERT COMMON STOCK                    | CUSIP: N/A<br>LEI: 5967007LIEEXZX5PU005       | Long             | EC               |  | NO        |       280 | NS      | $2184.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                                                       | NEWMARKET CORP COMMON STOCK                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |     29900 | NS      | $9448998.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SEK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4846.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                                                         | GENERAL MILLS INC COMMON STOCK                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |    117942 | NS      | $10060452.60  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SLR INVESTMENT CORP.                                                                        | SLR INVESTMENT CORP COMMON STOCK                          | CUSIP: 83413U100<br>LEI: BJOT6DX9ML6BR3Z0O636 | Long             | EC               |  | US        |        94 | NS      | $1389.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-28.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PCCW LIMITED                                                                                | PCCW LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               |  | HK        |   3158000 | NS      | $1381872.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                                   | SANOFI COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |    151200 | NS      | $13514126.78  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |     22900 | NS      | $7428658.06   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |    147881 | NS      | $4276331.61   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                         | CISCO SYSTEMS INC COMMON STOCK                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    496300 | NS      | $24676036.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                                                                          | HENRY SCHEIN INC COMMON STOCK                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               |  | US        |     54594 | NS      | $4417746.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC.                                                                                 | ECOLAB INC COMMON STOCK                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               |  | US        |     29003 | NS      | $4345519.49   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Itochu-Shokuhin Co Ltd                                                                      | ITOCHU-SHOKUHIN CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       953 | NS      | $35595.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEIJIN LIMITED                                                                              | TEIJIN LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 3538000RF6UCIMPKCO54       | Long             | EC               |  | JP        |     41400 | NS      | $397530.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-1185.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                                                   | BANK LEUMI LE-ISRAEL COMMON STOCK                         | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               |  | IL        |     61317 | NS      | $555821.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                                                      | EVEREST RE GROUP LTD COMMON STOCK                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      3220 | NS      | $1088166.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FJ NEXT HOLDINGS CO., LTD.                                                                  | FJ NEXT HOLDINGS CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10100 | NS      | $70306.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                                                       | KONGSBERG GRUPPEN ASA COMMON STOCK                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               |  | NO        |      3672 | NS      | $150405.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                                   | JM SMUCKER CO/THE COMMON STOCK                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     47300 | NS      | $7284673.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ezaki Glico Co., Ltd.                                                                       | EZAKI GLICO CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 3538001RG4BHKDFV6G61       | Long             | EC               |  | JP        |     33300 | NS      | $859882.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS, INC.                                                               | NIPPON EXPRESS HOLDINGS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     63900 | NS      | $3745851.25   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                                                                | CF INDUSTRIES HOLDINGS INC COMMON STOCK                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |     48014 | NS      | $5194634.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                                                               | C.H. ROBINSON WORLDWIDE INC COMMON STOCK                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               |  | US        |     72571 | NS      | $7273065.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                                                   | CONSOLIDATED EDISON INC COMMON STOCK                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |     55255 | NS      | $5417200.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                                                     | WASTE CONNECTIONS INC COMMON STOCK                        | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               |  | US        |      3386 | NS      | $489277.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                                                                  | CANON INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |    308500 | NS      | $7136168.15   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CHF SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4326.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                    | ADVANCE AUTO PARTS INC COMMON STOCK                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |     30700 | NS      | $4635393.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SRA Holdings,Inc.                                                                           | SRA HOLDINGS INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8100 | NS      | $182177.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                           | DR HORTON INC COMMON STOCK                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               |  | US        |     49100 | NS      | $4222600.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSIN FOODS HOLDINGS CO.,LTD.                                                              | NISSIN FOODS HOLDINGS CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               |  | JP        |      9700 | NS      | $731507.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                               | POWER ASSETS HOLDINGS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               |  | HK        |    821000 | NS      | $4238196.17   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTOC CONSTRUCTION CO., LTD.                                                               | NITTOC CONSTRUCTION CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10800 | NS      | $70878.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-405.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                        | CONAGRA BRANDS INC COMMON STOCK                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |    216200 | NS      | $8211276.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | SPI 200 FUTURES   DEC22 PHYSICAL INDEX FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        12 | NC      | $1468447.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-32495.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-207406.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LIMITED                                                                       | TELSTRA GROUP LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     61038 | NS      | $163400.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                                            | AIR PRODUCTS & CHEMICALS INC COMMON STOCK                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               |  | US        |      2303 | NS      | $714298.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | HANG SENG IDX FUT DEC22 PHYSICAL INDEX FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         1 | NC      | $119255.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St.Galler Kantonalbank AG                                                                   | ST GALLER KANTONALBANK A-REG COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300GFRG6OK00RG957       | Long             | EC               |  | CH        |      1917 | NS      | $972053.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                                | WALMART INC COMMON STOCK                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     61248 | NS      | $9335420.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN S.P.A.                                                                                 | IREN SPA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | EC               |  | IT        |    598802 | NS      | $983564.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-158.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRAUSS GROUP LTD                                                                           | STRAUSS GROUP LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 254900GBA9EK5FGVQA80       | Long             | EC               |  | IL        |     34839 | NS      | $865954.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-398.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                                                         | ALLISON TRANSMISSION HOLDING COMMON STOCK                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |    162700 | NS      | $7288960.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| New World Development Company Limited                                                       | NEW WORLD DEVELOPMENT COMMON STOCK                        | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | EC               |  | HK        |    475000 | NS      | $1130973.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Sangyo Co., Ltd.                                                                      | SHOWA SANGYO CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300JPYQ7YV93EU469       | Long             | EC               |  | JP        |     13700 | NS      | $241569.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                                    | TREND MICRO INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               |  | JP        |    122200 | NS      | $6068272.46   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugin Financial Group,Inc.                                                                 | CHUGIN FINANCIAL GROUP INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     20000 | NS      | $140062.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                               | ALPHABET INC-CL A COMMON STOCK                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     26136 | NS      | $2639474.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDUS INVESTMENT CORPORATION                                                                | FIDUS INVESTMENT CORP COMMON STOCK                        | CUSIP: 316500107<br>LEI: 549300836CRWCROFBC02 | Long             | EC               |  | US        |       485 | NS      | $9821.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                    | ADVANCE AUTO PARTS INC COMMON STOCK                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |      6568 | NS      | $991702.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                   | WESTERN UNION CO COMMON STOCK                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    420100 | NS      | $6158666.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI N.V.                                                                                    | OCI NV COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               |  | NL        |     49195 | NS      | $2060714.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |     23755 | NS      | $7706016.26   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| GRACO INC                                                                                   | GRACO INC COMMON STOCK                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               |  | US        |     21286 | NS      | $1489381.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                           | FX Forward Contract: AUD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-102.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                           | FX Forward Contract: AUD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $43.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                                        | AMPHENOL CORP-CL A COMMON STOCK                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               |  | US        |      9436 | NS      | $758937.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                                                               | ORGANON & CO COMMON STOCK                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     30990 | NS      | $806359.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                                                       | MICROSOFT CORP COMMON STOCK                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     26441 | NS      | $6746156.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                                                | FX Forward Contract: DKK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $541.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - REDES ENERGETICAS NACIONAIS, SGPS, S.A.                                               | REDES ENERGETICAS NACIONAIS COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300FR1FN48IGHR915       | Long             | EC               |  | PT        |    377746 | NS      | $989841.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THE AKITA BANK, LTD.                                                                        | AKITA BANK LTD/THE COMMON STOCK                           | CUSIP: N/A<br>LEI: 353800N5LZ62LYDUOK89       | Long             | EC               |  | JP        |      5600 | NS      | $68232.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                        | FX Forward Contract: EUR/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $27461.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                                                        | DOMINO'S PIZZA INC COMMON STOCK                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |     16830 | NS      | $6542325.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                                                   | GJENSIDIGE FORSIKRING ASA COMMON STOCK                    | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               |  | NO        |      6641 | NS      | $126611.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                 | EQUINOR ASA COMMON STOCK                                  | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               |  | NO        |    159837 | NS      | $6079365.84   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, Sociedad Anonima                                                                    | ENDESA SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               |  | ES        |     98364 | NS      | $1801056.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FEED ONE CO.,LTD.                                                                           | FEED ONE CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5900 | NS      | $28474.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                                                 | RECKITT BENCKISER GROUP PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               |  | GB        |     66154 | NS      | $4690924.76   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                                                                | GRAND CANYON EDUCATION INC COMMON STOCK                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |     12133 | NS      | $1371878.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                      | CVS HEALTH CORP COMMON STOCK                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |    112100 | NS      | $11420748.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY, INC.                                                                             | INSPERITY INC COMMON STOCK                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               |  | US        |      1066 | NS      | $126374.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-13130.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2252.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/AUD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Super Markets Holdings Inc.                                                          | UNITED SUPER MARKETS HOLDING COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     81400 | NS      | $645558.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/AUD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKUTO CORPORATION                                                                          | HOKUTO CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     24700 | NS      | $335810.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ETABLISSEMENTEN FRANZ COLRUYT NV                                                            | COLRUYT SA COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               |  | BE        |     59973 | NS      | $1567689.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                           | FX Forward Contract: AUD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-77.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                       | COCA-COLA CO/THE COMMON STOCK                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |    111449 | NS      | $7089270.89   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                                  | DOLLAR GENERAL CORP COMMON STOCK                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |      3525 | NS      | $901272.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4135513.48  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                            | FX Forward Contract: SGD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $711.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                               | FX Forward Contract: SEK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-266.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                       | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               |  | JP        |    130700 | NS      | $3803068.65   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOROST-NORGE                                                                    | SPAREBANK 1 SOROST-NORGE COMMON STOCK                     | CUSIP: N/A<br>LEI: 5967007LIEEXZX4VQO21       | Long             | EC               |  | NO        |      1460 | NS      | $8068.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CHF SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-868.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA | AIR LIQUIDE SA COMMON STOCK                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               |  | FR        |      5781 | NS      | $832808.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                                                                | VEIDEKKE ASA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZXHF4O96       | Long             | EC               |  | NO        |      7635 | NS      | $73812.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                 | PFIZER INC COMMON STOCK                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    144707 | NS      | $7254161.91   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FDM GROUP (HOLDINGS) PLC                                                                    | FDM GROUP HOLDINGS PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800YR62D7GUZLMZ71       | Long             | EC               |  | GB        |      5402 | NS      | $47394.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                                   | ELISA OYJ COMMON STOCK                                    | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               |  | FI        |     31154 | NS      | $1603498.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC.                                                                         | VERINT SYSTEMS INC COMMON STOCK                           | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               |  | US        |     24865 | NS      | $977940.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LIMITED                                                             | SUN HUNG KAI PROPERTIES COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               |  | HK        |    239000 | NS      | $2885135.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                                                     | KRAFT HEINZ CO/THE COMMON STOCK                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |    234900 | NS      | $9243315.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                                                 | OVERSEA-CHINESE BANKING CORP COMMON STOCK                 | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               |  | SG        |    200600 | NS      | $1835979.53   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaki Electric Co., Ltd.                                                                    | OSAKI ELECTRIC CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7300 | NS      | $28135.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1320.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orior AG                                                                                    | ORIOR AG COMMON STOCK                                     | CUSIP: N/A<br>LEI: 50670020I84ZA17K9522       | Long             | EC               |  | CH        |       617 | NS      | $48039.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                 | VERIZON COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    165530 | NS      | $6452359.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                                                              | AMDOCS LTD COMMON STOCK                                   | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     79857 | NS      | $7096093.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Luzerner Kantonalbank AG                                                                    | LUZERNER KANTONALBANK AG-REG COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | EC               |  | CH        |      1005 | NS      | $442516.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-01            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                                                | FX Forward Contract: DKK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-437.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        | -18022493 | PA      | $-18022492.64 | -0.77%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                       | GILEAD SCIENCES INC COMMON STOCK                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |    124404 | NS      | $10926403.32  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mochida Pharmaceutical Co., Ltd.                                                            | MOCHIDA PHARMACEUTICAL CO COMMON STOCK                    | CUSIP: N/A<br>LEI: 3538008YGVRYRM8B7Q95       | Long             | EC               |  | JP        |     10800 | NS      | $264410.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |      1443 | NS      | $468102.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LIMITED                                                                               | ORICA LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     48972 | NS      | $489741.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL HOTELS INTERNATIONAL HOLDINGS LIMITED                                                 | REGAL HOTELS INTL HLDGS LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     41818 | NS      | $13306.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                   | ORION OYJ-CLASS B COMMON STOCK                            | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               |  | FI        |     43010 | NS      | $2246917.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministop Co Ltd                                                                             | MINISTOP CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4200 | NS      | $43001.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                         | BROWN & BROWN INC COMMON STOCK                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               |  | US        |     14356 | NS      | $855474.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOKUYO CO.,LTD.                                                                            | KYOKUYO CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 353800PIEETYXIDK6K51       | Long             | EC               |  | JP        |     13100 | NS      | $349357.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUGI HOLDINGS CO.,LTD.                                                                      | SUGI HOLDINGS CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900N86BFWB1FADG87       | Long             | EC               |  | JP        |      3800 | NS      | $169751.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                                | VMWARE INC-CLASS A COMMON STOCK                           | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               |  | US        |      1525 | NS      | $185272.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berner Kantonalbank AG                                                                      | BERNER KANTONALBANK AG-REG COMMON STOCK                   | CUSIP: N/A<br>LEI: 4T0J6O251JXNEB0VEZ08       | Long             | EC               |  | CH        |      2152 | NS      | $505954.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTORE PROPERTY LIMITED                                                                  | INVESTORE PROPERTY LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |       188 | NS      | $175.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                                                     | COMMVAULT SYSTEMS INC COMMON STOCK                        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |     59319 | NS      | $3915054.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-395.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui DM Sugar Holdings Co., Ltd.                                                          | MITSUI DM SUGAR HOLDINGS CO COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2100 | NS      | $29563.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                             | FX Forward Contract: NOK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $2134.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                                   | SANOFI COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |     71571 | NS      | $6396954.82   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                             | INTERCONTINENTAL EXCHANGE IN COMMON STOCK                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |     67158 | NS      | $7273882.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                                                                      | NETSCOUT SYSTEMS INC COMMON STOCK                         | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |     22706 | NS      | $846479.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KYORIN Holdings, Inc.                                                                       | KYORIN HOLDINGS INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     24100 | NS      | $307958.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                                                               | CARLSBERG AS-B COMMON STOCK                               | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               |  | DK        |     43680 | NS      | $5463301.32   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/AUD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-23.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Choushimaru Co Ltd                                                                          | CHOUSHIMARU CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7894 | NS      | $63911.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                                | EVERGY INC COMMON STOCK                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |    148000 | NS      | $8763080.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                                   | SANOFI COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |     50449 | NS      | $4509088.51   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTER ENGINEERING & CONSULTING LTD.                                                      | COMPUTER ENGINEER & CONSULT COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14200 | NS      | $156124.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORPORATION                                                            | NEW MOUNTAIN FINANCE CORP COMMON STOCK                    | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               |  | US        |     10264 | NS      | $131071.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVAY SA                                                                                   | SOLVAY SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               |  | BE        |     39793 | NS      | $3905742.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE COMPANY LIMITED                                                                      | EMPIRE CO LTD 'A' COMMON STOCK                            | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               |  | CA        |     19000 | NS      | $513365.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARK NEW ZEALAND LIMITED                                                                   | SPARK NEW ZEALAND LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               |  | NZ        |   1363065 | NS      | $4379914.19   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                                         | EOG RESOURCES INC COMMON STOCK                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |      2635 | NS      | $373985.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                                                   | AT&T INC COMMON STOCK                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    510559 | NS      | $9843577.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB (publ)                                                          | SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               |  | SE        |     37378 | NS      | $796361.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CHF SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4164.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fountaine Pajot SA                                                                          | FOUNTAINE PAJOT SA COMMON STOCK                           | CUSIP: N/A<br>LEI: 969500YFSB44H6OIWV39       | Long             | EC               |  | FR        |       344 | NS      | $37217.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                      | YARA INTERNATIONAL ASA COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               |  | NO        |     25493 | NS      | $1162777.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $4377.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                            | FX Forward Contract: SGD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $-16.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOWOW INC.                                                                                  | WOWOW INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6276 | NS      | $56647.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS, INC.                                                                           | TYSON FOODS INC-CL A COMMON STOCK                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     59193 | NS      | $3923312.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                                              | SOFTBANK CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               |  | JP        |    672800 | NS      | $7243767.06   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                                 | Bayerische Motoren Werke AG PREFERRED STOCK               | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               |  | DE        |      6069 | NS      | $521091.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                          | FX Forward Contract: NZD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-6.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NZD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1095.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE SAGE GROUP PLC.                                                                         | SAGE GROUP PLC/THE COMMON STOCK                           | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               |  | GB        |    752229 | NS      | $7209361.13   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION                                                                | OWL ROCK CAPITAL CORP COMMON STOCK                        | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               |  | US        |     15433 | NS      | $199240.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                                                                  | CANON INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |     30500 | NS      | $705520.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL PLC                                                                          | LIBERTY GLOBAL PLC-A COMMON STOCK                         | CUSIP: G5480U104<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               |  | US        |     50866 | NS      | $1021389.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENKOKU HOSHO Co.,Ltd.                                                                      | ZENKOKU HOSHO CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 353800VOQEKTSCSL9O03       | Long             | EC               |  | JP        |      3000 | NS      | $110541.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS INC.                                                                  | COGECO COMMUNICATIONS INC COMMON STOCK                    | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               |  | CA        |     58200 | NS      | $3230900.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP.                                                                        | TOURMALINE OIL CORP COMMON STOCK                          | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               |  | CA        |     70700 | NS      | $4269535.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| S.T.CORPORATION                                                                             | ST CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5400 | NS      | $59841.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AF GRUPPEN ASA                                                                              | AF GRUPPEN ASA COMMON STOCK                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXFU1405       | Long             | EC               |  | NO        |       582 | NS      | $8463.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plover Bay Technologies Ltd                                                                 | PLOVER BAY TECHNOLOGIES LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     80000 | NS      | $25822.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATSUGI CO., LTD.                                                                            | ATSUGI CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8850 | NS      | $24316.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                                                | JERONIMO MARTINS COMMON STOCK                             | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               |  | PT        |    255782 | NS      | $5646858.81   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LIMITED                                                           | JARDINE MATHESON HLDGS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               |  | SG        |     52800 | NS      | $2559163.94   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORPORATION DU CANADA                                                                 | POWER CORP OF CANADA COMMON STOCK                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               |  | CA        |    210100 | NS      | $5244363.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOBACS SEVEN CO.,LTD.                                                                     | AUTOBACS SEVEN CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 5299006NCUSCPURTQB07       | Long             | EC               |  | JP        |     21700 | NS      | $228036.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD.                                                      | CHECK POINT SOFTWARE TECH COMMON STOCK                    | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               |  | US        |     55272 | NS      | $7341779.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3233.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR INC                                                                                  | PACCAR INC COMMON STOCK                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               |  | US        |     51919 | NS      | $5498741.29   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $4767.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                                                                | GLENCORE PLC COMMON STOCK                                 | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               |  | GB        |    217877 | NS      | $1469117.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                             | FOX CORP - CLASS B COMMON STOCK                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     97976 | NS      | $2990227.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                                                         | GENERAL MILLS INC COMMON STOCK                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |    107200 | NS      | $9144160.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VTECH HOLDINGS LIMITED                                                                      | VTECH HOLDINGS LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     62233 | NS      | $397175.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CHF SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1788.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| C'Bon Cosmetics Co Ltd                                                                      | C'BON COSMETICS CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3200 | NS      | $37484.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                         | IMPERIAL BRANDS PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |    155464 | NS      | $3951095.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                     | BANK OF NOVA SCOTIA COMMON STOCK                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               |  | CA        |    106000 | NS      | $5487261.19   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                          | FX Forward Contract: NZD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $177.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                             | FOX CORP - CLASS A COMMON STOCK                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     98310 | NS      | $3190159.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                      | LOWE'S COS INC COMMON STOCK                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |     29000 | NS      | $6163950.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                                | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |    108876 | NS      | $7361106.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Huber+Suhner AG                                                                             | HUBER + SUHNER AG-REG COMMON STOCK                        | CUSIP: N/A<br>LEI: 5067007PRZ9OSX7A6787       | Long             | EC               |  | CH        |       764 | NS      | $70775.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/GBP SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-858.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                                            | FX Forward Contract: HKD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $20.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1149.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                                                                                   | TESCO PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               |  | GB        |   1682045 | NS      | $4579280.87   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                               | FX Forward Contract: SEK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-1075.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                                                             | ANNALY CAPITAL MANAGEMENT IN REIT                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    135125 | NS      | $2928158.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                                                           | DOLLAR TREE INC COMMON STOCK                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               |  | US        |     25152 | NS      | $3780094.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | EURO STOXX 50     DEC22 PHYSICAL INDEX FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        65 | NC      | $2653675.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                                                                       | HEINEKEN HOLDING NV COMMON STOCK                          | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               |  | NL        |      3172 | NS      | $237619.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORPORATION                                                                            | KDDI CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |    171500 | NS      | $5048187.15   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                   | WESTERN UNION CO COMMON STOCK                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |    149517 | NS      | $2191919.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENOR ASA                                                                                 | TELENOR ASA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               |  | NO        |    476409 | NS      | $4565194.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                                                      | EVEREST RE GROUP LTD COMMON STOCK                         | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |     26600 | NS      | $8989204.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSICURAZIONI GENERALI SOCIETA PER AZIONI                                                   | ASSICURAZIONI GENERALI COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               |  | IT        |     11038 | NS      | $193747.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1775.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                                                              | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |    100900 | NS      | $9837750.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                 | VERIZON COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    523900 | NS      | $20421622.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Tietoevry Oyj                                                                               | TIETOEVRY OYJ COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               |  | FI        |    147700 | NS      | $3986314.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-573.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $216.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                           | HSBC HOLDINGS PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               |  | GB        |   1098088 | NS      | $6647609.24   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $67.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                               | FX Forward Contract: SEK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-2097.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                          | JAPAN TOBACCO INC COMMON STOCK                            | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               |  | JP        |    392700 | NS      | $7950917.74   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/GBP SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10436.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                                                                  | DIAGEO PLC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               |  | GB        |      1865 | NS      | $85104.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmi AG                                                                                     | EMMI AG-REG COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900Q53RBYJIVCMA08       | Long             | EC               |  | CH        |       875 | NS      | $756978.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Investis Holding SA                                                                         | INVESTIS HOLDING SA COMMON STOCK                          | CUSIP: N/A<br>LEI: 506700GG126O0G9S5W59       | Long             | EC               |  | CH        |       813 | NS      | $87842.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADWARE LTD.                                                                                | RADWARE LTD COMMON STOCK                                  | CUSIP: M81873107<br>LEI: N/A                  | Long             | EC               |  | US        |     59034 | NS      | $1217871.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                                                                   | ORKLA ASA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |    554100 | NS      | $3902114.05   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Reit, Inc.                                                                            | HULIC REIT INC REIT                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       116 | NS      | $144023.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corticeira Amorim, S.G.P.S., S.A.                                                           | CORTICEIRA AMORIM SA COMMON STOCK                         | CUSIP: N/A<br>LEI: 213800J5M11TDEP3LQ76       | Long             | EC               |  | PT        |     45159 | NS      | $414298.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                                                                  | SINGAPORE EXCHANGE LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               |  | SG        |    317700 | NS      | $2111672.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                               | POWER ASSETS HOLDINGS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               |  | HK        |    770500 | NS      | $3977503.22   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $218679.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/GBP SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-29171.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                             | NORDEA BANK ABP COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               |  | SE        |     13387 | NS      | $138547.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VITAL KSK HOLDINGS, INC.                                                                    | VITAL KSK HOLDINGS INC COMMON STOCK                       | CUSIP: N/A<br>LEI: 353800RLGNMAZY8D4488       | Long             | EC               |  | JP        |     14300 | NS      | $85180.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KERRY GROUP PUBLIC LIMITED COMPANY                                                          | KERRY GROUP PLC-A COMMON STOCK                            | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               |  | IE        |     37217 | NS      | $3500535.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1953.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                                         | CHEVRON CORP COMMON STOCK                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     58800 | NS      | $10778628.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                                                      | SEALED AIR CORP COMMON STOCK                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |     15882 | NS      | $845398.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                                                         | VERTEX PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      9214 | NS      | $2915309.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2717.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                           | JOHNSON & JOHNSON COMMON STOCK                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     42140 | NS      | $7500920.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                                              | KROGER CO COMMON STOCK                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |    158653 | NS      | $7804141.07   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON PLC                                                                                | FERGUSON PLC COMMON STOCK                                 | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               |  | US        |      1134 | NS      | $132938.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                                                             | KELLOGG CO COMMON STOCK                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |     95915 | NS      | $6996999.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                                                               | LOBLAW COMPANIES LTD COMMON STOCK                         | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |     14251 | NS      | $1276146.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3155.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-59.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc.                                                                                    | BCE INC COMMON STOCK                                      | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               |  | US        |    145959 | NS      | $6953486.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvelous Inc                                                                               | MARVELOUS INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6600 | NS      | $32361.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                                                              | JOHN B. SANFILIPPO & SON INC COMMON STOCK                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               |  | US        |      6873 | NS      | $582074.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                                                                           | INPEX CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               |  | JP        |     39900 | NS      | $435114.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $168.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                               | PEPSICO INC COMMON STOCK                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     41414 | NS      | $7682711.14   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gakkyusha Co Ltd                                                                            | GAKKYUSHA CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $78423.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                                 | BAYERISCHE MOTOREN WERKE AG COMMON STOCK                  | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               |  | DE        |     26751 | NS      | $2403406.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                     | CAN IMPERIAL BK OF COMMERCE COMMON STOCK                  | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               |  | CA        |    202800 | NS      | $9691976.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-3140.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                            | FX Forward Contract: SGD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $4036.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of East Asia, Limited                                                              | BANK OF EAST ASIA LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | EC               |  | HK        |     16792 | NS      | $19379.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTACENTER PLC                                                                           | COMPUTACENTER PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300XSXUZ1I19DB105       | Long             | EC               |  | GB        |     19974 | NS      | $479037.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                            | FX Forward Contract: SGD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $132.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ShinMaywa Industries, Ltd.                                                                  | SHINMAYWA INDUSTRIES LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     22700 | NS      | $166324.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                        | FX Forward Contract: EUR/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-6745.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIBI HOLDINGS LTD                                                                           | FIBI HOLDINGS COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |      3769 | NS      | $174771.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                                       | NEWMARKET CORP COMMON STOCK                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |       659 | NS      | $208257.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CHF SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1580955.15  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                                                                | CASEY'S GENERAL STORES INC COMMON STOCK                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |      6961 | NS      | $1691662.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/AUD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-141.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belc Co Ltd                                                                                 | BELC CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4500 | NS      | $185658.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC.                                                                       | JACOBS SOLUTIONS INC COMMON STOCK                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               |  | US        |     30576 | NS      | $3869087.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                    | SONOCO PRODUCTS CO COMMON STOCK                           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |     51900 | NS      | $3185103.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEIGAN KRONE                                                                             | FX Forward Contract: NOK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-30.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPARK NEW ZEALAND LIMITED                                                                   | SPARK NEW ZEALAND LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               |  | NZ        |    481207 | NS      | $1546254.48   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-399.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |    268760 | NS      | $4515606.49   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3530.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                  | CONSTELLATION BRANDS INC-A COMMON STOCK                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |     13646 | NS      | $3511798.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP Swiss Property AG                                                                       | PSP SWISS PROPERTY AG-REG COMMON STOCK                    | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               |  | CH        |     53629 | NS      | $5900858.12   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Real Estate Investment Trust                                                           | LINK REIT REIT                                            | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               |  | HK        |    362800 | NS      | $2452352.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | SEI LIQUIDITY FUND                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |  18017231 | NS      | $18033063.19  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1008.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                                                       | BANCO SANTANDER SA COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               |  | ES        |    131628 | NS      | $388625.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NZD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-697.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-378.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                                     | BRIDGESTONE CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               |  | JP        |    135100 | NS      | $5043076.06   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SHUFERSAL LTD                                                                               | SHUFERSAL LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 984500F64E05B78E0D41       | Long             | EC               |  | IL        |     26804 | NS      | $174131.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                                                             | BRITISH AMERICAN TOBACCO PLC COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               |  | GB        |    233600 | NS      | $9464040.69   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                     | EXXON MOBIL CORP COMMON STOCK                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     12050 | NS      | $1341647.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Nisshin OilliO Group,Ltd.                                                               | NISSHIN OILLIO GROUP LTD/THE COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300DMFXTY70ZEGQ59       | Long             | EC               |  | JP        |      1449 | NS      | $34837.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                        | FX Forward Contract: EUR/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-2924.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-01            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $75.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                                                     | CACI INTERNATIONAL INC -CL A COMMON STOCK                 | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               |  | US        |      1286 | NS      | $401617.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                                                  | BIO-RAD LABORATORIES-A COMMON STOCK                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |      4831 | NS      | $2003464.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle S.A.                                                                                 | NESTLE SA-REG COMMON STOCK                                | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               |  | CH        |     59473 | NS      | $7030397.43   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                              | AUTOZONE INC COMMON STOCK                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |      6700 | NS      | $17279300.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LIMITED                                                                            | JB HI-FI LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               |  | AU        |    135300 | NS      | $4105576.16   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LIMITED                                                                       | COMPUTERSHARE LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     13865 | NS      | $259329.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                                                   | AMCOR PLC COMMON STOCK                                    | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               |  | US        |    488245 | NS      | $6029825.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NORAM DRILLING AS                                                                           | NORAM DRILLING AS COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300YA98I8QIPGWZ72       | Long             | EC               |  | NO        |      9714 | NS      | $53815.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NZD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-147236.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $869.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, Sociedad Anonima                                                                    | ENDESA SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               |  | ES        |    232400 | NS      | $4255270.56   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                                | COSTCO WHOLESALE CORP COMMON STOCK                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      6633 | NS      | $3576845.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORPORATION                                                                            | KDDI CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |     86000 | NS      | $2531452.45   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                        | ENEOS Holdings, Inc. COMMON STOCK                         | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               |  | JP        |   1100600 | NS      | $3675694.95   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $41144.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                            | FX Forward Contract: SGD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $84.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED                                                      | YUE YUEN INDUSTRIAL HLDG COMMON STOCK                     | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               |  | HK        |        22 | NS      | $27.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP INC.                                                                                     | HP INC COMMON STOCK                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |    122400 | NS      | $3676896.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MIROKU JYOHO SERVICE CO.,LTD.                                                               | MIROKU JYOHO SERVICE CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 3538009FEB7DY7VJDQ12       | Long             | EC               |  | JP        |      9400 | NS      | $102449.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SEK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                        | CONAGRA BRANDS INC COMMON STOCK                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |      6284 | NS      | $238666.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                                                         | GENERAL MILLS INC COMMON STOCK                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |     87687 | NS      | $7479701.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-714.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                                            | FX Forward Contract: HKD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $39.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd.                                                                               | NH FOODS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               |  | JP        |      9300 | NS      | $247792.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                      | MITSUBISHI CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               |  | JP        |     55800 | NS      | $1859768.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NETAPP, INC.                                                                                | NETAPP INC COMMON STOCK                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     13544 | NS      | $915709.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS, SGPS, S.A.                                                                             | NOS SGPS COMMON STOCK                                     | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               |  | PT        |     29840 | NS      | $118609.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                                                     | WASTE CONNECTIONS INC COMMON STOCK                        | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               |  | CA        |     31400 | NS      | $4496567.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                                                      | DELL TECHNOLOGIES -C COMMON STOCK                         | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |    167400 | NS      | $7497846.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Compania de Distribucion Integral Logista Holdings, S.A.                                    | CIA DE DISTRIBUCION INTEGRAL COMMON STOCK                 | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |    111026 | NS      | $2591132.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALGAS S.P.A.                                                                              | ITALGAS SPA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               |  | IT        |    263377 | NS      | $1533686.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKASAGO INTERNATIONAL CORPORATION                                                          | TAKASAGO INTERNATIONAL CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1300 | NS      | $26728.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1541.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                             | FX Forward Contract: NOK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $593.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-498.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                 | INTL BUSINESS MACHINES CORP COMMON STOCK                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |    139700 | NS      | $20801330.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                                              | QUEST DIAGNOSTICS INC COMMON STOCK                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |     57600 | NS      | $8745408.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPN CORPORATION                                                                           | NIPPN CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800V7HRZ1HQGJCW63       | Long             | EC               |  | JP        |     63800 | NS      | $729141.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                      | STANDARD CHARTERED PLC COMMON STOCK                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               |  | GB        |     82902 | NS      | $610188.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                 | VERIZON COMMUNICATIONS INC COMMON STOCK                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    255412 | NS      | $9955959.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VH Global Sustainable Energy Opportunities PLC                                              | VH GLOBAL SUSTAINABLE ENERGY COMMON STOCK                 | CUSIP: N/A<br>LEI: 213800RFHAOF372UU580       | Long             | EC               |  | GB        |     16004 | NS      | $19520.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                                        | MARUBENI CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               |  | JP        |    188700 | NS      | $2112464.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES, LTD.                                                                    | BROTHER INDUSTRIES LTD COMMON STOCK                       | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               |  | JP        |    291700 | NS      | $4688323.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INCORPORATED                                                                          | EMERA INC COMMON STOCK                                    | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               |  | CA        |    127600 | NS      | $4929122.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                                         | COMCAST CORP-CLASS A COMMON STOCK                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |     13860 | NS      | $507830.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG-BR COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |      3512 | NS      | $1401196.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HK ELECTRIC INVESTMENTS LIMITED                                                             | HK ELECTRIC INVESTMENTS -SS UNIT                          | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               |  | HK        |   3327000 | NS      | $2460843.65   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                                         | HERSHEY CO/THE COMMON STOCK                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      2304 | NS      | $541831.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B.M.                                                                          | BANK HAPOALIM BM COMMON STOCK                             | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               |  | IL        |    115254 | NS      | $1108073.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oberbank AG                                                                                 | OBERBANK AG COMMON STOCK                                  | CUSIP: N/A<br>LEI: RRUN0TCQ1K2JDV7MXO75       | Long             | EC               |  | AT        |       175 | NS      | $18469.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHNAN SHOJI CO., LTD.                                                                      | KOHNAN SHOJI CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    138458 | NS      | $3307839.09   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemira Oyj                                                                                  | KEMIRA OYJ COMMON STOCK                                   | CUSIP: N/A<br>LEI: 74370031Y7RK5H88CQ48       | Long             | EC               |  | FI        |     34311 | NS      | $492278.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                                                    | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     25800 | NS      | $8219880.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                            | PHILIP MORRIS INTERNATIONAL COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     72163 | NS      | $7192486.21   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/GBP SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2406539.85  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A S.P.A.                                                                                  | A2A SPA COMMON STOCK                                      | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               |  | IT        |   3102200 | NS      | $4121074.02   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU ENEX CO., LTD.                                                                       | ITOCHU ENEX CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300WO21DGCU3JY132       | Long             | EC               |  | JP        |     13400 | NS      | $98438.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE CLOROX COMPANY                                                                          | CLOROX COMPANY COMMON STOCK                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |     33806 | NS      | $5025261.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                                               | FX Forward Contract: SEK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-1525.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAREBANKEN VEST                                                                            | SPAREBANKEN VEST COMMON STOCK                             | CUSIP: N/A<br>LEI: 213800M7T3CYVZ3ZRT12       | Long             | EC               |  | NO        |      6233 | NS      | $54886.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEME GROUP NV                                                                               | DEME GROUP COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300FPFPQPKI3PJV37       | Long             | EC               |  | BE        |       153 | NS      | $18823.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                       | BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK                 | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               |  | ES        |    327218 | NS      | $1908026.29   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-354831.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE PHARMA PLC                                                                         | ALLIANCE PHARMA PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 213800RYIWZA4Q5WPZ13       | Long             | EC               |  | GB        |    118812 | NS      | $68090.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                   | ORANGE COMMON STOCK                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               |  | FR        |   1086400 | NS      | $10922963.38  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| WATERSTONE FINANCIAL, INC.                                                                  | WATERSTONE FINANCIAL INC COMMON STOCK                     | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               |  | US        |     39055 | NS      | $654171.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $989.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                                                | UNILEVER PLC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               |  | GB        |     70559 | NS      | $3486029.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NZD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                 | LOCKHEED MARTIN CORP COMMON STOCK                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |     12605 | NS      | $6115819.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanki Engineering Co., Ltd.                                                                 | SANKI ENGINEERING CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5900 | NS      | $67997.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                                         | NEWMONT CORP COMMON STOCK                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |     11234 | NS      | $533277.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer N.V.                                                                         | WOLTERS KLUWER COMMON STOCK                               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               |  | NL        |     47039 | NS      | $5129657.15   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON REIT Investment Corporation                                                          | NIPPON REIT INVESTMENT CORP REIT                          | CUSIP: N/A<br>LEI: 3538004O49OJ90PEXX85       | Long             | EC               |  | JP        |       148 | NS      | $390288.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                             | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |    545400 | NS      | $15726918.99  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                                                              | DOLLARAMA INC COMMON STOCK                                | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               |  | CA        |     29900 | NS      | $1815790.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC.                                                                      | GREAT-WEST LIFECO INC COMMON STOCK                        | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               |  | CA        |    172100 | NS      | $4072411.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRENT COMMUNICATIONS PLC                                                                  | SPIRENT COMMUNICATIONS PLC COMMON STOCK                   | CUSIP: N/A<br>LEI: 213800HKCUNWP1916L38       | Long             | EC               |  | GB        |    331032 | NS      | $1139914.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Telecom International Holdings Limited                                                | CITIC TELECOM INTERNATIONAL COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    872000 | NS      | $287997.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                            | APTARGROUP INC COMMON STOCK                               | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               |  | US        |     14366 | NS      | $1524807.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                                | UNILEVER PLC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               |  | GB        |    138200 | NS      | $6827892.88   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares                                     | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)              | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  32875054 | NS      | $32875053.90  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $590.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3320.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Signify N.V.                                                                                | SIGNIFY NV COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               |  | NL        |     78500 | NS      | $2652936.52   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HOUSE FOODS GROUP INC.                                                                      | HOUSE FOODS GROUP INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9700 | NS      | $190129.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                                   | CHURCH & DWIGHT CO INC COMMON STOCK                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     89413 | NS      | $7320242.31   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3700.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES S.A.                                                                               | BOUYGUES SA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               |  | FR        |    169200 | NS      | $5177664.60   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                                                | 3I GROUP PLC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               |  | GB        |    241600 | NS      | $3922340.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Aferian PLC                                                                                 | AFERIAN PLC COMMON STOCK                                  | CUSIP: N/A<br>LEI: 21380068JIMBNNZJL315       | Long             | EC               |  | GB        |     28544 | NS      | $30959.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                               | MOLSON COORS BEVERAGE CO - B COMMON STOCK                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |    169100 | NS      | $9319101.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NZD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                                  | KIMBERLY-CLARK CORP COMMON STOCK                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     62212 | NS      | $8437813.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNDRUG CO.,LTD.                                                                            | SUNDRUG CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     54300 | NS      | $1434242.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OUG Holdings Inc.                                                                           | OUG HOLDINGS INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2682 | NS      | $46519.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                          | ALTRIA GROUP INC COMMON STOCK                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     69700 | NS      | $3246626.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                                                               | CK HUTCHISON HOLDINGS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               |  | HK        |    449500 | NS      | $2614869.55   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicafe Inc                                                                                 | UNICAFE INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9700 | NS      | $68954.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                           | FX Forward Contract: AUD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $772.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                   | O'REILLY AUTOMOTIVE INC COMMON STOCK                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |      2445 | NS      | $2113800.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LIMITED                                                 | OVERSEA-CHINESE BANKING CORP COMMON STOCK                 | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               |  | SG        |    704300 | NS      | $6446063.73   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-160.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                                                | GENERAL DYNAMICS CORP COMMON STOCK                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               |  | US        |     10668 | NS      | $2692496.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN UTILITIES LIMITED                                                                  | CANADIAN UTILITIES LTD-A COMMON STOCK                     | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               |  | CA        |       311 | NS      | $8439.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                                           | SONOVA HOLDING AG-REG COMMON STOCK                        | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               |  | CH        |      8874 | NS      | $2288498.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CHF SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1661.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                               | FX Forward Contract: SEK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $7.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                       | WHIRLPOOL CORP COMMON STOCK                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |     31400 | NS      | $4601042.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                                                 | SWEDBANK AB - A SHARES COMMON STOCK                       | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               |  | SE        |    468200 | NS      | $7503464.53   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                       | GILEAD SCIENCES INC COMMON STOCK                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |    129600 | NS      | $11382768.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                    | ALLSTATE CORP COMMON STOCK                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |     49100 | NS      | $6574490.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MEGMILK SNOW BRAND Co.,Ltd.                                                                 | MEGMILK SNOW BRAND CO LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     16000 | NS      | $199899.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                              | CME GROUP INC COMMON STOCK                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |      7954 | NS      | $1403881.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC.                                                                      | RPM INTERNATIONAL INC COMMON STOCK                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               |  | US        |     44754 | NS      | $4637409.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                                                       | CAMPBELL SOUP CO COMMON STOCK                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |    106331 | NS      | $5706784.77   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crealogix Holding AG                                                                        | CREALOGIX HOLDING AG-REG COMMON STOCK                     | CUSIP: N/A<br>LEI: 506700VHJAT8R5Z0G388       | Long             | EC               |  | CH        |       301 | NS      | $12983.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | TOPIX INDX FUTR   DEC22 PHYSICAL INDEX FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        13 | NC      | $1853948.69   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                    | ESSITY AKTIEBOLAG-B COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               |  | SE        |    122743 | NS      | $2959937.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                                                                   | ORKLA ASA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |     12811 | NS      | $90218.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-01            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.                                                 | HARTFORD FINANCIAL SVCS GRP COMMON STOCK                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |    126900 | NS      | $9691353.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Logistics Network Ltd                                                                 | KERRY LOGISTICS NETWORK LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     48965 | NS      | $86323.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-394.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                                                  | LAMB WESTON HOLDINGS INC COMMON STOCK                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |      2324 | NS      | $201955.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 OSTLANDET                                                                       | SPAREBANK 1 OESTLANDET COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300VRM6G42M8OWN49       | Long             | EC               |  | NO        |     16398 | NS      | $186627.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14068.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fountain Set (Holdings) Limited                                                             | FOUNTAIN SET HLDGS COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299009CE57Z7SRZK474       | Long             | EC               |  | HK        |    174279 | NS      | $18227.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                | MIZUHO FINANCIAL GROUP INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               |  | JP        |    769640 | NS      | $9505941.77   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                                                    | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     14423 | NS      | $4595167.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAREBANK 1 SR-BANK ASA                                                                     | SPAREBANK 1 SR BANK ASA COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | EC               |  | NO        |     21294 | NS      | $254765.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Conexio Corp                                                                                | CONEXIO CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8600 | NS      | $74307.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                                                | JERONIMO MARTINS COMMON STOCK                             | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               |  | PT        |     96268 | NS      | $2125293.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                          | FX Forward Contract: NZD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $2671.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3065.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Earth Corporation                                                                           | EARTH CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12000 | NS      | $461534.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSPORT INTERNATIONAL HOLDINGS LIMITED                                                    | TRANSPORT INTL HLDG LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: 529900PXKMUICLT3E812       | Long             | EC               |  | HK        |     13200 | NS      | $15329.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP HOLDINGS LIMITED                                                                        | CLP HOLDINGS LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               |  | HK        |    671680 | NS      | $4877409.46   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                                                   | BANK LEUMI LE-ISRAEL COMMON STOCK                         | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               |  | IL        |    202263 | NS      | $1833456.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                     | HF SINCLAIR CORP COMMON STOCK                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |    122668 | NS      | $7647123.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                                          | ORACLE CORP COMMON STOCK                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |    197300 | NS      | $16381819.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sparekassen Sjaelland-Fyn A/S                                                               | SPAREKASSEN SJAELLAND-FYN AS COMMON STOCK                 | CUSIP: N/A<br>LEI: 5493002DPKDEC2JN1Y86       | Long             | EC               |  | DK        |      1199 | NS      | $30905.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE NAVIGATOR COMPANY, S.A.                                                                 | NAVIGATOR CO SA/THE COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300UNIB7M2AXUXS35       | Long             | EC               |  | PT        |    200146 | NS      | $804454.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                   | SAMPO OYJ-A SHS COMMON STOCK                              | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               |  | FI        |    119140 | NS      | $5970164.78   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                       | GENUINE PARTS CO COMMON STOCK                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |      7673 | NS      | $1406691.09   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANRITSU CORPORATION                                                                         | ANRITSU CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     37100 | NS      | $395205.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FTSE 100 IDX FUT  DEC22 PHYSICAL INDEX FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        14 | NC      | $1266952.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                        | FX Forward Contract: EUR/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $8800.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                     | BANK OF NEW YORK MELLON CORP COMMON STOCK                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               |  | US        |    146400 | NS      | $6719760.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS, INC.                                                            | SS&C TECHNOLOGIES HOLDINGS COMMON STOCK                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               |  | US        |     37084 | NS      | $1993635.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Isracard Ltd.                                                                               | ISRACARD LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |         1 | NS      | $2.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGE WESTON LIMITEE.                                                                      | WESTON (GEORGE) LTD COMMON STOCK                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               |  | CA        |     19814 | NS      | $2461951.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                        | FX Forward Contract: EUR/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-388.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |    174500 | NS      | $5046083.43   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                                 | SWISSCOM AG-REG COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               |  | CH        |     11591 | NS      | $6207943.85   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                                  | ALLIANT ENERGY CORP COMMON STOCK                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               |  | US        |     20051 | NS      | $1128871.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                                                        | HUBBELL INC COMMON STOCK                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               |  | US        |      2029 | NS      | $515487.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                                                   | ORION OYJ-CLASS B COMMON STOCK                            | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               |  | FI        |      5030 | NS      | $262775.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Europe AG                                                                          | MCKESSON EUROPE AG COMMON STOCK                           | CUSIP: N/A<br>LEI: 52990076MX7KD2XYCH67       | Long             | EC               |  | DE        |      1563 | NS      | $33313.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE, INC.                                                                    | NEXTGEN HEALTHCARE INC COMMON STOCK                       | CUSIP: 65343C102<br>LEI: 549300N5HIPS1URF0F20 | Long             | EC               |  | US        |     19364 | NS      | $402771.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                                          | ORACLE CORP COMMON STOCK                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     14559 | NS      | $1208833.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FUKUDA DENSHI CO., LTD.                                                                     | FUKUDA DENSHI CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       800 | NS      | $24261.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC HONG KONG (HOLDINGS) LIMITED                                                            | BOC HONG KONG HOLDINGS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   2014000 | NS      | $6433169.86   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Polar Capital Holdings PLC                                                                  | POLAR CAPITAL HOLDINGS PLC COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300OXX7YE1947B825       | Long             | EC               |  | GB        |     24065 | NS      | $139569.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCS COMPANY,LIMITED                                                                        | ARCS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     32800 | NS      | $496374.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                                                | FX Forward Contract: DKK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-181.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aspo Oyj                                                                                    | ASPO OYJ COMMON STOCK                                     | CUSIP: N/A<br>LEI: 7437000TB0GHDHLPX677       | Long             | EC               |  | FI        |        27 | NS      | $221.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                         | CISCO SYSTEMS INC COMMON STOCK                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |    165008 | NS      | $8204197.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                          | FX Forward Contract: NZD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-23.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANKYO CO., LTD.                                                                            | SANKYO CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               |  | JP        |     16700 | NS      | $646649.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                       | GILEAD SCIENCES INC COMMON STOCK                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     86337 | NS      | $7582978.71   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                             | FX Forward Contract: CAD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-2458.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $64.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                            | FX Forward Contract: SGD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $101.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                                                | FX Forward Contract: DKK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-23.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE BIC S.A.                                                                            | SOCIETE BIC SA COMMON STOCK                               | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               |  | FR        |     77200 | NS      | $5046428.55   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC.                                                                        | SILGAN HOLDINGS INC COMMON STOCK                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |    114575 | NS      | $6061017.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                                                             | KELLOGG CO COMMON STOCK                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |     64172 | NS      | $4681347.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                                                               | TRAVELERS COS INC/THE COMMON STOCK                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |     25134 | NS      | $4770684.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/AUD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $110.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zug Estates Holding AG                                                                      | ZUG ESTATES HOLDING AG-B SHR COMMON STOCK                 | CUSIP: N/A<br>LEI: 506700683S928H292L02       | Long             | EC               |  | CH        |        48 | NS      | $83631.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CHF SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1309.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                           | FX Forward Contract: AUD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-47.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                         | DEUTSCHE TELEKOM AG-REG COMMON STOCK                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |    615200 | NS      | $12383217.77  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                | BRISTOL-MYERS SQUIBB CO COMMON STOCK                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     65735 | NS      | $5277205.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC                                                 | EXPEDITORS INTL WASH INC COMMON STOCK                     | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |     23473 | NS      | $2724276.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                                                  | COGNIZANT TECH SOLUTIONS-A COMMON STOCK                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |     56500 | NS      | $3514865.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NSD CO., LTD.                                                                               | NSD CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1500 | NS      | $27835.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                                   | JM SMUCKER CO/THE COMMON STOCK                            | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     54161 | NS      | $8341335.61   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Marimo Regional Revitalization REIT, Inc.                                                   | MARIMO REGIONAL REVITALIZATI REIT                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |        33 | NS      | $32372.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                                                | UNITED OVERSEAS BANK LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               |  | SG        |    616700 | NS      | $14120447.99  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| RAMI LEVI CHAIN STORES HASHIKMA MARKETING 2006 LTD                                          | RAMI LEVY CHAIN STORES HASHI COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |     14424 | NS      | $1024370.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                                   | CHURCH & DWIGHT CO INC COMMON STOCK                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     84738 | NS      | $6937500.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                                                | FX Forward Contract: DKK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $9.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $19807.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-103.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                             | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |    277280 | NS      | $7995526.40   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                | NORTHROP GRUMMAN CORP COMMON STOCK                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |      3155 | NS      | $1682529.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TINC Comm. VA                                                                               | TINC COMM VA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493008FE9JCTSEEPD19       | Long             | EC               |  | BE        |      2195 | NS      | $27927.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compania de Distribucion Integral Logista Holdings, S.A.                                    | CIA DE DISTRIBUCION INTEGRAL COMMON STOCK                 | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |    159800 | NS      | $3729423.49   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                             | FX Forward Contract: CAD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-925.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS, INC.                                                                           | TYSON FOODS INC-CL A COMMON STOCK                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     30655 | NS      | $2031813.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                                                             | KELLOGG CO COMMON STOCK                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |    163200 | NS      | $11905440.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12006.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corporacion, S.A.                                                             | RED ELECTRICA CORPORACION SA COMMON STOCK                 | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               |  | ES        |     71474 | NS      | $1238235.16   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                   | AT&T INC COMMON STOCK                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |   1059900 | NS      | $20434872.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                        | FX Forward Contract: EUR/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-6895.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                    | SONOCO PRODUCTS CO COMMON STOCK                           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |     29597 | NS      | $1816367.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BRAVES                                                                              | LIBERTY MEDIA CORP-BRAVES C COMMON STOCK                  | CUSIP: 531229888<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               |  | US        |      3684 | NS      | $120024.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HK ELECTRIC INVESTMENTS LIMITED                                                             | HK ELECTRIC INVESTMENTS -SS UNIT                          | CUSIP: N/A<br>LEI: 5299006PUX29DFJ1DE03       | Long             | EC               |  | HK        |   2323021 | NS      | $1718242.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                                                               | RELIANCE STEEL & ALUMINUM COMMON STOCK                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |     15600 | NS      | $3296124.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                                       | HONDA MOTOR CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               |  | JP        |    233100 | NS      | $5621987.55   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8447.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                | BRISTOL-MYERS SQUIBB CO COMMON STOCK                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |    314600 | NS      | $25256088.00  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACEA S.P.A.                                                                                 | ACEA SPA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | EC               |  | IT        |      1883 | NS      | $25611.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                                   | COLGATE-PALMOLIVE CO COMMON STOCK                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |    110073 | NS      | $8528456.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NZD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-184.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERA S.P.A.                                                                                 | HERA SPA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               |  | IT        |   1645100 | NS      | $4521589.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                                   | HKT TRUST AND HKT LTD-SS UNIT                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   3663000 | NS      | $4469494.47   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                                            | FX Forward Contract: HKD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $958.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                                                            | NOVO NORDISK A/S-B COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               |  | DK        |     68373 | NS      | $8485694.70   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| TEIJIN LIMITED                                                                              | TEIJIN LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 3538000RF6UCIMPKCO54       | Long             | EC               |  | JP        |    537800 | NS      | $5164056.21   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIHATSU DIESEL MFG.CO.,LTD.                                                                | DAIHATSU DIESEL MFG CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $26708.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                            | PACKAGING CORP OF AMERICA COMMON STOCK                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |     32400 | NS      | $4402836.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Maritime Investments Limited                                                         | TAYLOR MARITIME INVESTMENTS COMMON STOCK                  | CUSIP: N/A<br>LEI: 213800FELXGYTYJBBG50       | Long             | EC               |  | GB        |     23496 | NS      | $24793.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSERO S.P.A.                                                                               | ORSERO SPA COMMON STOCK                                   | CUSIP: N/A<br>LEI: 8156001895E0F4E7A803       | Long             | EC               |  | IT        |      4664 | NS      | $68346.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                             | BAE SYSTEMS PLC COMMON STOCK                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               |  | GB        |    468600 | NS      | $4585639.13   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-48.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TX Group AG                                                                                 | TX GROUP AG COMMON STOCK                                  | CUSIP: N/A<br>LEI: 506700302V28Y6O14985       | Long             | EC               |  | CH        |       175 | NS      | $26133.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                         | COMCAST CORP-CLASS A COMMON STOCK                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |    193300 | NS      | $7082512.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                                                      | WEC ENERGY GROUP INC COMMON STOCK                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |     10476 | NS      | $1038590.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3421945.67  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| KAKEN PHARMACEUTICAL CO.,LTD.                                                               | KAKEN PHARMACEUTICAL CO LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     29400 | NS      | $837019.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                               | ALPHABET INC-CL C COMMON STOCK                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     31120 | NS      | $3157124.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                                                                   | ORKLA ASA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |    191646 | NS      | $1349620.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Uoriki Co Ltd                                                                               | UORIKI CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1400 | NS      | $21648.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                               | FX Forward Contract: SEK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-2060.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO., LTD.                                                                          | MITSUI & CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               |  | JP        |     49900 | NS      | $1433234.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                                                          | ASR NEDERLAND NV COMMON STOCK                             | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               |  | NL        |    149500 | NS      | $6770449.85   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                                                             | SPAREBANK 1 SMN COMMON STOCK                              | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | EC               |  | NO        |     14884 | NS      | $175154.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi, Ltd.                                                                               | HITACHI LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               |  | JP        |       525 | NS      | $27784.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                          | FORD MOTOR CO COMMON STOCK                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |    233500 | NS      | $3245650.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION                                                  | NIPPON TELEGRAPH & TELEPHONE COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               |  | JP        |    304200 | NS      | $8347512.35   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                          | ROYALTY PHARMA PLC- CL A COMMON STOCK                     | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               |  | US        |     70988 | NS      | $3121342.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                          | FX Forward Contract: NZD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $562.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERCO                                                                                      | AMERCO-NON VOTING COMMON STOCK                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               |  | US        |      4599 | NS      | $290518.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                                            | PERNOD RICARD SA COMMON STOCK                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               |  | FR        |     12002 | NS      | $2355980.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO., LTD.                                                                          | MITSUI & CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               |  | JP        |    199100 | NS      | $5718575.75   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                             | DANSKE BANK A/S COMMON STOCK                              | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               |  | DK        |     99869 | NS      | $1779392.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-5440.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORPORATION DU CANADA                                                                 | POWER CORP OF CANADA COMMON STOCK                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               |  | CA        |     29100 | NS      | $726373.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7022.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJICCO CO., LTD.                                                                           | FUJICCO CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11100 | NS      | $151186.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKAMATSU CONSTRUCTION GROUP CO., LTD.                                                      | TAKAMATSU CONSTRUCTION GROUP COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3300 | NS      | $46643.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZU CORPORATION                                                                             | OZU CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2400 | NS      | $25347.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyosan Electric Manufacturing Co.,Ltd.                                                      | KYOSAN ELECTRIC MFG CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 353800N0IJGXBI3EVX08       | Long             | EC               |  | JP        |      7800 | NS      | $23367.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                                | PROCTER & GAMBLE CO/THE COMMON STOCK                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     58550 | NS      | $8733318.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                                                    | BERRY GLOBAL GROUP INC COMMON STOCK                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |     65400 | NS      | $3832440.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                                                             | FMC CORP COMMON STOCK                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |     12377 | NS      | $1616931.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                                               | HEINEKEN NV COMMON STOCK                                  | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               |  | NL        |     16774 | NS      | $1537163.77   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FLOWERS FOODS, INC.                                                                         | FLOWERS FOODS INC COMMON STOCK                            | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |    169975 | NS      | $5107748.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corporation                                                                          | SOJITZ CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               |  | JP        |    449600 | NS      | $7929012.84   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                                                             | UGI CORP COMMON STOCK                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |     25350 | NS      | $979777.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                                           | INTEL CORP COMMON STOCK                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |    424100 | NS      | $12752687.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNATIONAL BANK OF ISRAEL LTD.                                                     | FIRST INTL BANK ISRAEL COMMON STOCK                       | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               |  | IL        |     20983 | NS      | $913369.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TARO PHARMACEUTICAL INDUSTRIES LTD.                                                         | TARO PHARMACEUTICAL INDUS COMMON STOCK                    | CUSIP: M8737E108<br>LEI: 5493002WIJCSC2L2VL79 | Long             | EC               |  | US        |      7891 | NS      | $237913.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                                       | AMERICAN ELECTRIC POWER COMMON STOCK                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               |  | US        |     37435 | NS      | $3623708.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-460.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc.                                                              | SKY PERFECT JSAT HOLDINGS COMMON STOCK                    | CUSIP: N/A<br>LEI: 5299009SAF34W9TVEF26       | Long             | EC               |  | JP        |    378000 | NS      | $1388296.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                     | MOLINA HEALTHCARE INC COMMON STOCK                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |      4644 | NS      | $1563959.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Toryo Company,Limited                                                            | DAI NIPPON TORYO CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4300 | NS      | $23811.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                          | FX Forward Contract: NZD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $231.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                           | CIGNA CORP COMMON STOCK                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |     11842 | NS      | $3894715.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                      | YARA INTERNATIONAL ASA COMMON STOCK                       | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               |  | NO        |     43078 | NS      | $1964857.86   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| XYMAX REIT Investment Corporation                                                           | XYMAX REIT INVESTMENT CORP REIT                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |        48 | NS      | $41862.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                                             | REGENERON PHARMACEUTICALS COMMON STOCK                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |      6423 | NS      | $4828169.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Capital Solutions Limited                                                               | NEC CAPITAL SOLUTIONS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 353800ZI7YB13OFXXR18       | Long             | EC               |  | JP        |      1800 | NS      | $26961.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                   | ORANGE COMMON STOCK                                       | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               |  | FR        |    866741 | NS      | $8714451.59   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Technology Ltd                                                                      | ODFJELL TECHNOLOGY LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900ZYHGCPTAD1R169       | Long             | EC               |  | NO        |       214 | NS      | $682.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                                            | FX Forward Contract: HKD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $178.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                     | DUKE ENERGY CORP COMMON STOCK                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     22439 | NS      | $2242329.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Shokuhin Co., Ltd.                                                               | MITSUBISHI SHOKUHIN CO LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7400 | NS      | $173371.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                           | HSBC HOLDINGS PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               |  | GB        |    895000 | NS      | $5418154.35   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERCO                                                                                      | AMERCO COMMON STOCK                                       | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               |  | US        |       511 | NS      | $32346.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                      | FAIR ISAAC CORP COMMON STOCK                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |      5303 | NS      | $3286375.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                                                        | VIAVI SOLUTIONS INC COMMON STOCK                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |     20839 | NS      | $236105.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valiant Holding AG                                                                          | VALIANT HOLDING AG-REG COMMON STOCK                       | CUSIP: N/A<br>LEI: 529900R30EKFHO09CN42       | Long             | EC               |  | CH        |      5633 | NS      | $599649.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS, INC.                                                                           | TYSON FOODS INC-CL A COMMON STOCK                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |     70800 | NS      | $4692624.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS SA                                                                                    | AGEAS COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               |  | BE        |     34995 | NS      | $1402108.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $87.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                                 | NOVARTIS AG-REG COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |     10716 | NS      | $946733.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.                                                   | KNIGHT-SWIFT TRANSPORTATION COMMON STOCK                  | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               |  | US        |     28280 | NS      | $1567560.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $4042.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                     | ARROW ELECTRONICS INC COMMON STOCK                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |     28145 | NS      | $3060487.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LIMITED                                                                            | WH GROUP LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |   1374500 | NS      | $805904.28    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CUMMINS INC.                                                                                | CUMMINS INC COMMON STOCK                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |     22700 | NS      | $5701332.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaguchi Financial Group, Inc.                                                             | YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800898JPV95YSY548       | Long             | EC               |  | JP        |    365000 | NS      | $2147986.05   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN SOFTWARE, INC.                                                                     | AMERICAN SOFTWARE INC-CL A COMMON STOCK                   | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               |  | US        |      1583 | NS      | $23444.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOKKAN HOLDINGS LIMITED                                                                     | HOKKAN HOLDINGS LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5800 | NS      | $55211.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-820.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                 | INTL BUSINESS MACHINES CORP COMMON STOCK                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |     46002 | NS      | $6849697.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                     | EXXON MOBIL CORP COMMON STOCK                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |    126100 | NS      | $14039974.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                   | OTSUKA HOLDINGS CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     37300 | NS      | $1264963.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                                                       | CAL-MAINE FOODS INC COMMON STOCK                          | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |      4291 | NS      | $250079.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                                    | SVENSKA HANDELSBANKEN-A SHS COMMON STOCK                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               |  | SE        |    492100 | NS      | $4922763.27   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS, CO.                                                                         | CRANE HOLDINGS CO COMMON STOCK                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               |  | US        |     61016 | NS      | $6464035.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                                                          | OMNICOM GROUP COMMON STOCK                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               |  | US        |     14012 | NS      | $1117597.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock TCP Capital Corp.                                                                 | BLACKROCK TCP CAPITAL CORP COMMON STOCK                   | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               |  | US        |      7211 | NS      | $95762.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                                                          | DTE ENERGY COMPANY COMMON STOCK                           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |     56992 | NS      | $6611641.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HYDRO ONE LIMITED                                                                           | HYDRO ONE LTD COMMON STOCK                                | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               |  | CA        |     44400 | NS      | $1232077.89   | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Morozoff Limited                                                                            | MOROZOFF LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2522 | NS      | $65316.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                           | MERCK & CO. INC. COMMON STOCK                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |    281900 | NS      | $31042828.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-135.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                           | MERCK & CO. INC. COMMON STOCK                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     36451 | NS      | $4013984.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                                  | ALLIANZ SE-REG COMMON STOCK                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               |  | DE        |     16900 | NS      | $3569552.68   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHLAND INC.                                                                                | Ashland Inc COMMON STOCK                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               |  | US        |     12954 | NS      | $1449163.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujiya Co.,Ltd.                                                                             | FUJIYA CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3500 | NS      | $66352.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                             | JDE PEET'S NV COMMON STOCK                                | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               |  | NL        |     15981 | NS      | $489838.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Air Conditioning Services Co.,Ltd.                                                   | NIPPON AIR CONDITIONING SERV COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5300 | NS      | $27005.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                                | PROCTER & GAMBLE CO/THE COMMON STOCK                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     42137 | NS      | $6285154.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/EUR SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2215.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                                                  | ENI SPA COMMON STOCK                                      | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               |  | IT        |    948500 | NS      | $13993374.22  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, INC.                                                                                | AMETEK INC COMMON STOCK                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               |  | US        |     20187 | NS      | $2875032.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| San-A Co Ltd                                                                                | SAN-A CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11100 | NS      | $348595.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC.                                                                        | SILGAN HOLDINGS INC COMMON STOCK                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |    174000 | NS      | $9204600.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                                                     | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK                   | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               |  | US        |      1701 | NS      | $1094899.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okinawa Cellular Telephone Co                                                               | OKINAWA CELLULAR TELEPHONE COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10822 | NS      | $214284.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Foods Industry Inc                                                                    | EBARA FOODS INDUSTRY INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $36747.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                             | UNITEDHEALTH GROUP INC COMMON STOCK                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |      6655 | NS      | $3645342.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                                                              | CME GROUP INC COMMON STOCK                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |      8323 | NS      | $1469009.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Miyoshi Oil & Fat Co., Ltd.                                                                 | MIYOSHI OIL & FAT CO LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10118 | NS      | $71770.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                       | CARDINAL HEALTH INC COMMON STOCK                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |     15782 | NS      | $1265242.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                          | FX Forward Contract: NZD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $242.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-44.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                 | EQUINOR ASA COMMON STOCK                                  | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               |  | NO        |     89465 | NS      | $3402781.99   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                      | GENERAL MOTORS CO COMMON STOCK                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |     76100 | NS      | $3086616.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-2742.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corporacion, S.A.                                                             | RED ELECTRICA CORPORACION SA COMMON STOCK                 | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               |  | ES        |    278477 | NS      | $4824411.87   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15505.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                  | AMGEN INC COMMON STOCK                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     26108 | NS      | $7477331.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                                                       | SWISS LIFE HOLDING AG-REG COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               |  | CH        |     10100 | NS      | $5362463.49   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $1581.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                | NORTHROP GRUMMAN CORP COMMON STOCK                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |      7900 | NS      | $4212991.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                                         | ENTERGY CORP COMMON STOCK                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |     77600 | NS      | $9022552.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                          | FX Forward Contract: NZD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $192.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                                                               | LOBLAW COMPANIES LTD COMMON STOCK                         | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |     32500 | NS      | $2910304.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                             | FX Forward Contract: CAD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-3590.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                | BRISTOL-MYERS SQUIBB CO COMMON STOCK                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |     68180 | NS      | $5473490.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTONE TELECOMMUNICATIONS HOLDINGS LIMITED                                                | SMARTONE TELECOMMUNICATIONS COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900CT7EGMVQRYNQ45       | Long             | EC               |  | HK        |    110513 | NS      | $56143.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                                                | CARREFOUR SA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               |  | FR        |    336240 | NS      | $5695364.13   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LIMITED                                                               | CK HUTCHISON HOLDINGS LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               |  | HK        |    374500 | NS      | $2178573.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                                                     | AON PLC-CLASS A COMMON STOCK                              | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |     14117 | NS      | $4351988.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PUBLIC LIMITED COMPANY                                                                | BUNZL PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               |  | GB        |     81298 | NS      | $2970849.86   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                  | AMGEN INC COMMON STOCK                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     72300 | NS      | $20706720.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-1353.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Key Coffee Inc                                                                              | KEY COFFEE INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $95396.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/DKK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-752.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORO COMPANY                                                                            | TORO CO COMMON STOCK                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               |  | US        |      3433 | NS      | $381028.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenpos Holdings Co Ltd                                                                      | TENPOS HOLDINGS CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1300 | NS      | $22181.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                             | FX Forward Contract: NOK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-722.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                                                 | QIAGEN N.V. COMMON STOCK                                  | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |       580 | NS      | $28733.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                                                               | JACK HENRY & ASSOCIATES INC COMMON STOCK                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |     11997 | NS      | $2271631.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                                                | FX Forward Contract: DKK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $1750.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                                          | ITOCHU CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               |  | JP        |    126500 | NS      | $3931711.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co., Ltd.                                                                        | MORINAGA & CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2500 | NS      | $66652.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAH SING BANKING GROUP LIMITED                                                              | DAH SING BANKING GROUP LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900DXBMKJOLLQOM66       | Long             | EC               |  | HK        |     58680 | NS      | $40943.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                               | BECTON DICKINSON AND CO COMMON STOCK                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |     21971 | NS      | $5478249.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                                                                            | ROYAL GOLD INC COMMON STOCK                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |     63869 | NS      | $7174404.77   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                                                 | SWISSCOM AG-REG COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               |  | CH        |      4840 | NS      | $2592222.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                                   | ELISA OYJ COMMON STOCK                                    | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               |  | FI        |     91465 | NS      | $4707709.01   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                                                    | BERKSHIRE HATHAWAY INC-CL A COMMON STOCK                  | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |         6 | NS      | $2881680.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                      | FX Forward Contract: GBP/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $776.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                               | FX Forward Contract: SEK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-2144.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                                            | FX Forward Contract: HKD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $110.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                  | AMGEN INC COMMON STOCK                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     14472 | NS      | $4144780.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                                                                  | 3M CO COMMON STOCK                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |      6399 | NS      | $806082.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Araya Industrial Co Ltd                                                                     | ARAYA INDUSTRIAL CO LTD COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $63389.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEMED CORPORATION                                                                          | CHEMED CORP COMMON STOCK                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |     10924 | NS      | $5680480.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                 | NOVARTIS AG-REG COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |    147000 | NS      | $12987108.17  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc.                                                              | SKY PERFECT JSAT HOLDINGS COMMON STOCK                    | CUSIP: N/A<br>LEI: 5299009SAF34W9TVEF26       | Long             | EC               |  | JP        |    283600 | NS      | $1041589.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL GROUP LTD                                                                               | ICL GROUP LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               |  | IL        |    283297 | NS      | $2350216.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-01            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-3426.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co., Ltd.                                                             | NIPPON ELECTRIC GLASS CO LTD COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900NCIGSAX4V03234       | Long             | EC               |  | JP        |    177000 | NS      | $3248323.44   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN UTILITIES LIMITED                                                                  | CANADIAN UTILITIES LTD-A COMMON STOCK                     | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               |  | CA        |     70600 | NS      | $1915891.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Miquel y Costas & Miquel, S.A.                                                              | MIQUEL Y COSTAS COMMON STOCK                              | CUSIP: N/A<br>LEI: 95980020140005204809       | Long             | EC               |  | ES        |      2889 | NS      | $32721.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LIMITED                                                                           | RIO TINTO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               |  | AU        |     42750 | NS      | $3148926.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| COLES GROUP LIMITED                                                                         | COLES GROUP LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               |  | AU        |     35485 | NS      | $404369.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                                                                   | CBOE GLOBAL MARKETS INC COMMON STOCK                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |     50546 | NS      | $6411254.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                                | COSTCO WHOLESALE CORP COMMON STOCK                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |     15791 | NS      | $8515296.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                                                 | PFIZER INC COMMON STOCK                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |    453400 | NS      | $22728942.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/JPY SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2336.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                        | FX Forward Contract: EUR/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $162.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                             | FX Forward Contract: NOK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $4163.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT EASTERN HOLDINGS LIMITED                                                              | GREAT EASTERN HOLDINGS LTD COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |      4800 | NS      | $63274.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSC ASA                                                                                    | AMSC ASA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXHXNC41       | Long             | EC               |  | NO        |      9120 | NS      | $38806.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                | FX Forward Contract: JPY/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $48398.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                                                              | AMERICAN FINANCIAL GROUP INC COMMON STOCK                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |     26600 | NS      | $3783052.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION                                                  | NIPPON TELEGRAPH & TELEPHONE COMMON STOCK                 | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               |  | JP        |    344400 | NS      | $9450635.28   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| AUCKLAND INTERNATIONAL AIRPORT LIMITED                                                      | AUCKLAND INTL AIRPORT LTD COMMON STOCK                    | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               |  | NZ        |    108422 | NS      | $544627.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $61.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORPORATION                                                                        | SUMITOMO CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               |  | JP        |    302400 | NS      | $4906109.91   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                     | MOLINA HEALTHCARE INC COMMON STOCK                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |      3489 | NS      | $1174990.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC, INC.                                                                               | HOLOGIC INC COMMON STOCK                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |      4547 | NS      | $346299.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIHON CHOUZAI Co.,Ltd.                                                                      | NIHON CHOUZAI CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11100 | NS      | $96284.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calbee Inc                                                                                  | CALBEE INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900CIHZID6O8LJH81       | Long             | EC               |  | JP        |      3400 | NS      | $71034.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                                                | CARREFOUR SA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               |  | FR        |    363200 | NS      | $6152023.11   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2635.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                                                     | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |      3327 | NS      | $353992.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAWACHI LIMITED                                                                             | CAWACHI LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     24600 | NS      | $374683.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                                  | KIMBERLY-CLARK CORP COMMON STOCK                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |     55026 | NS      | $7463176.38   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                                                  | HALEON PLC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               |  | GB        |    918400 | NS      | $3153854.72   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                      | SINGAPORE TECH ENGINEERING COMMON STOCK                   | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               |  | SG        |   1000700 | NS      | $2520276.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Doshisha Co Ltd                                                                             | DOSHISHA CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $67113.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LIMITED                                                          | CK INFRASTRUCTURE HOLDINGS L COMMON STOCK                 | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               |  | HK        |    533500 | NS      | $2698072.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SGD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-382.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUKIT SEMBAWANG ESTATES LIMITED                                                             | BUKIT SEMBAWANG ESTATES LTD COMMON STOCK                  | CUSIP: N/A<br>LEI: 529900J6WGBZEVNF0B20       | Long             | EC               |  | SG        |      9700 | NS      | $30250.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $62.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL PLC                                                                          | LIBERTY GLOBAL PLC- C COMMON STOCK                        | CUSIP: G5480U120<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               |  | US        |     94005 | NS      | $1944023.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/SEK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1615.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Silicom Ltd                                                                                 | SILICOM LTD COMMON STOCK                                  | CUSIP: M84116108<br>LEI: 529900711TW6GY85XW07 | Long             | EC               |  | US        |      1294 | NS      | $59109.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP.                                                                          | MP MATERIALS CORP COMMON STOCK                            | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               |  | US        |     23510 | NS      | $781707.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAM S.P.A.                                                                                 | SNAM SPA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               |  | IT        |    822904 | NS      | $4156500.65   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                                                          | CANADIAN TIRE CORP-CLASS A COMMON STOCK                   | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |     59600 | NS      | $6697251.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                           | FX Forward Contract: AUD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $2.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                             | FX Forward Contract: NOK/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $4.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Basellandschaftliche Kantonalbank                                                           | BASELLANDS KANTONALBANK-CERT COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900TPRILCY8WVKI23       | Long             | EC               |  | CH        |       120 | NS      | $115623.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT SYSTEMES SE                                                                        | DASSAULT SYSTEMES SE COMMON STOCK                         | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               |  | FR        |      1247 | NS      | $46008.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                  | APPLE INC COMMON STOCK                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |     46713 | NS      | $6914925.39   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                 | NOVARTIS AG-REG COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |     82081 | NS      | $7251665.48   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NZD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-407.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| K'S HOLDINGS CORPORATION                                                                    | K'S HOLDINGS CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: 3538003LJ09YLR6NHG27       | Long             | EC               |  | JP        |    404800 | NS      | $3326180.97   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                         | IMPERIAL BRANDS PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |    380300 | NS      | $9665269.48   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLBY LABORATORIES, INC.                                                                    | DOLBY LABORATORIES INC-CL A COMMON STOCK                  | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               |  | US        |     55767 | NS      | $4175275.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                                                                       | SHENG SIONG GROUP LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |   1456233 | NS      | $1753769.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17429.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.                                           | RECORDATI INDUSTRIA CHIMICA COMMON STOCK                  | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               |  | IT        |      1236 | NS      | $52332.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                                         | SWISS PRIME SITE-REG COMMON STOCK                         | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               |  | CH        |      4976 | NS      | $412292.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                 | ABBVIE INC COMMON STOCK                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      6809 | NS      | $1097474.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fukuoka REIT Corporation                                                                    | FUKUOKA REIT CORP REIT                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |        21 | NS      | $26327.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI Holdings Corporation                                                                  | TOKAI HOLDINGS CORP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     27900 | NS      | $176033.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Benesse Holdings, Inc.                                                                      | BENESSE HOLDINGS INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300XOPEJA8L2IV934       | Long             | EC               |  | JP        |      6600 | NS      | $94963.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                                              | KROGER CO COMMON STOCK                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |    309900 | NS      | $15243981.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Intershop Holding AG                                                                        | INTERSHOP HOLDING AG COMMON STOCK                         | CUSIP: N/A<br>LEI: 506700CGX4K77JX3R725       | Long             | EC               |  | CH        |       220 | NS      | $146110.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank, Ltd.                                                                           | AOZORA BANK LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: X0XUGKC9FD2CYUQNC010       | Long             | EC               |  | JP        |     85300 | NS      | $1596049.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                              | AUTOZONE INC COMMON STOCK                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |      3380 | NS      | $8717020.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc.                                                                                    | AGC INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               |  | JP        |    208900 | NS      | $6981472.88   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                          | BANK OF MONTREAL COMMON STOCK                             | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               |  | CA        |     52300 | NS      | $5068358.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                                                              | SYNOPSYS INC COMMON STOCK                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |      2813 | NS      | $955126.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                         | IMPERIAL BRANDS PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |    273513 | NS      | $6951293.32   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL HOLDINGS, INC.                                                          | PROVIDENT FINANCIAL HLDGS COMMON STOCK                    | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               |  | US        |      2655 | NS      | $38285.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/NOK SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7269.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREIGHTWAYS LIMITED                                                                         | FREIGHTWAYS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |     25359 | NS      | $157741.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                                                                 | USANA HEALTH SCIENCES INC COMMON STOCK                    | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               |  | US        |     10958 | NS      | $603128.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| San ju San Financial Group,Inc.                                                             | SAN JU SAN FINANCIAL GROUP I COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3400 | NS      | $36792.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                                   | HKT TRUST AND HKT LTD-SS UNIT                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     99000 | NS      | $120797.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                           | FX Forward Contract: AUD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-33.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                           | JOHNSON & JOHNSON COMMON STOCK                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     61300 | NS      | $10911400.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                 | FX Forward Contract: CHF/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-97.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/GBP SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1942.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASANTE INCORPORATED                                                                         | ASANTE INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5600 | NS      | $64545.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHSTREAM, INC.                                                                          | HEALTHSTREAM INC COMMON STOCK                             | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               |  | US        |      3215 | NS      | $81661.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YAOKO CO.,LTD.                                                                              | YAOKO CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800Y2SZOLTECIV233       | Long             | EC               |  | JP        |     11600 | NS      | $559658.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichirin Co Ltd                                                                             | NICHIRIN CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4100 | NS      | $55683.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                     | DUKE ENERGY CORP COMMON STOCK                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     14489 | NS      | $1447885.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GAKKEN HOLDINGS CO., LTD.                                                                   | GAKKEN HOLDINGS CO LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5400 | NS      | $40017.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                             | FX Forward Contract: CAD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-14643.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $735.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | S&P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE.            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        94 | NC      | $19181875.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMAR INTERNATIONAL LIMITED                                                                | WILMAR INTERNATIONAL LTD COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               |  | SG        |    738100 | NS      | $2223445.59   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                 | ABBVIE INC COMMON STOCK                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     52278 | NS      | $8426168.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                                            | FX Forward Contract: SGD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $219.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                                                         | VERTEX PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |     13424 | NS      | $4247353.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOHO HOLDINGS CO.,LTD.                                                                      | TOHO HOLDINGS CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 353800Z8BQ3ZHELA4J90       | Long             | EC               |  | JP        |      1911 | NS      | $29432.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                                            | FX Forward Contract: HKD/USD SETTLE 2022-12-12            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $306.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                            | TELIA CO AB COMMON STOCK                                  | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               |  | SE        |   1204960 | NS      | $3242815.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                                      | SEALED AIR CORP COMMON STOCK                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |     57000 | NS      | $3034110.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | NL        |    116238 | NS      | $3361695.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenedix Retail REIT Corporation                                                             | KENEDIX RETAIL REIT CORP REIT                             | CUSIP: N/A<br>LEI: 353800IOH9ONLGE3AQ55       | Long             | EC               |  | JP        |       156 | NS      | $298184.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS GROUP AG-REG COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               |  | CH        |    395700 | NS      | $7251914.05   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                     | ARROW ELECTRONICS INC COMMON STOCK                        | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |     49300 | NS      | $5360882.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                            | PACKAGING CORP OF AMERICA COMMON STOCK                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |     27072 | NS      | $3678814.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                                                 | RECKITT BENCKISER GROUP PLC COMMON STOCK                  | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               |  | GB        |     81195 | NS      | $5757469.48   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ETABLISSEMENTEN FRANZ COLRUYT NV                                                            | COLRUYT SA COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               |  | BE        |     56200 | NS      | $1469063.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NICHIREI CORPORATION                                                                        | NICHIREI CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: 529900MX3GPXXKO0MT06       | Long             | EC               |  | JP        |     34400 | NS      | $688847.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                   | EBAY INC COMMON STOCK                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     76000 | NS      | $3453440.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                                                           | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     18854 | NS      | $1158766.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO