# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016935
**Filing Date:** 2023-1
**Character Count:** 218111
**Document Hash:** 6f35cd1333a5b61a1800c94a05229b63
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016935.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016935

**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:** 23564315

**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 EMERGING MARKETS EQUITY FUND (Series ID: S000010881)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000030145 | SIIT EMERGING MARKETS EQUITY FUND - CLASS A | SMQFX           |

## 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 EMERGING MARKETS EQUITY FUND

- **b. EDGAR series identifier (if any):** S000010881

- **c. LEI of Series:** 549300LFXR9NSVGOJN74

**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:** $1035130121.03

**Total Liabilities:** $9002994.44

**Net Assets:** $1026127126.59

**Cash Not Reported:** $18454999.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030145 | 13.65%               | -0.52%               | -10.93%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2991279.56             | $121694270.60                              |
| Month 2  | $-8376501.06             | $3064873.73                                |
| Month 3  | $-11857827.76            | $-99435403.05                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Companhia Brasileira de Aluminio                                 | COMPANHIA BRASILEIRA DE ALUM COMMON STOCK                        | CUSIP: N/A<br>LEI: 5493001QYTIDILBVYO18       | Long             | EC               |  | BR        |    712400 | NS      | $1650002.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF GREECE S.A.                                     | NATIONAL BANK OF GREECE COMMON STOCK                             | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               |  | GR        |    972904 | NS      | $3960443.54   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDAVA PLC                                                       | ENDAVA PLC- SPON ADR DEPOSITARY RECEIPT                          | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               |  | US        |      9253 | NS      | $709797.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.            | RICHTER GEDEON NYRT COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               |  | HU        |     99781 | NS      | $2120182.68   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Company SJSC                                     | ETIHAD ETISALAT CO COMMON STOCK                                  | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               |  | SA        |     99783 | NS      | $973282.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS PROPERTY HOLDINGS LIMITED                         | CHINA OVERSEAS PROPERTY HOLD COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   1435000 | NS      | $1600868.76   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIANT OPTO-ELECTRONICS CORPORATION                             | RADIANT OPTO-ELECTRONICS COR COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     49000 | NS      | $167574.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                              | CHINA CONSTRUCTION BANK-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               |  | HK        |   6014000 | NS      | $3642214.16   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Rakyat Indonesia (Persero) Tbk                           | BANK RAKYAT INDONESIA PERSER COMMON STOCK                        | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               |  | ID        |  15455749 | NS      | $4916673.09   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| MARICO LIMITED                                                   | MARICO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 3358003SFDQFGJPC5O84       | Long             | EC               |  | IN        |    120691 | NS      | $753370.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                             | LENOVO GROUP LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               |  | HK        |   2550000 | NS      | $2179339.34   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                             | CAPSTONE COPPER CORP COMMON STOCK                                | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Long             | EC               |  | CA        |    389569 | NS      | $1350574.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA                         | BANK PEKAO SA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               |  | PL        |     75776 | NS      | $1432662.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MARFRIG GLOBAL FOODS S.A.                                        | MARFRIG GLOBAL FOODS SA COMMON STOCK                             | CUSIP: N/A<br>LEI: 391200219USWMOBN3F92       | Long             | EC               |  | BR        |    320300 | NS      | $535985.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wal-Mart de Mexico, S.A.B. de C.V.                               | WALMART DE MEXICO SAB DE CV COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MX        |    647890 | NS      | $2549958.06   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA SERVICES AND HOLDINGS S.A.                                 | ALPHA SERVICES AND HOLDINGS COMMON STOCK                         | CUSIP: N/A<br>LEI: 5299009N55YRQC69CN08       | Long             | EC               |  | GR        |     49495 | NS      | $52702.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp                                                    | LG UPLUS CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    387155 | NS      | $3578963.47   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| FULGENT SUN INTERNATIONAL (HOLDING) CO., LTD.                    | FULGENT SUN INTERNATIONAL COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     70000 | NS      | $345668.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances, Inc. of Zhuhai                         | GREE ELECTRIC APPLIANCES I-A COMMON STOCK                        | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               |  | CN        |     62700 | NS      | $284923.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dallah Healthcare Company SJSC                                   | DALLAH HEALTHCARE CO COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      1182 | NS      | $54986.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSOFT CORPORATION LIMITED                                     | KINGSOFT CORP LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               |  | HK        |    277400 | NS      | $886978.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AED SETTLE 2022-12-05                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brac Bank Limited                                                | BRAC BANK LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 254900EHCK80ARTPIK21       | Long             | EC               |  | BD        |   4711262 | NS      | $1782639.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VODACOM GROUP LIMITED                                            | VODACOM GROUP LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               |  | ZA        |    205415 | NS      | $1520608.52   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM BIRLESIK MAGAZALAR ANONIM SIRKETI                            | BIM BIRLESIK MAGAZALAR AS COMMON STOCK                           | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               |  | TR        |    255123 | NS      | $1854395.77   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONET LNG LIMITED                                             | PETRONET LNG LTD COMMON STOCK                                    | CUSIP: Y68259103<br>LEI: 335800KIIKNA7GRD9351 | Long             | EC               |  | IN        |    718782 | NS      | $1885206.24   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/TRY SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-21.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MARINE & FIRE INSURANCE CO., LTD.                        | HYUNDAI MARINE & FIRE INS CO COMMON STOCK                        | CUSIP: N/A<br>LEI: 988400SYR92543UITC37       | Long             | EC               |  | KR        |     17881 | NS      | $412456.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA LIMITED                                                  | VEDANTA LTD COMMON STOCK                                         | CUSIP: Y7673N111<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               |  | IN        |    127946 | NS      | $483693.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KOTAK MAHINDRA BANK LIMITED                                      | KOTAK MAHINDRA BANK LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               |  | IN        |    166884 | NS      | $4002121.77   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| YDUQS Participacoes S.A.                                         | YDUQS PARTICIPACOES SA COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    191100 | NS      | $421170.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA EVERBRIGHT BANK COMPANY LIMITED                            | CHINA EVERBRIGHT BANK CO L-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300U6PKQ4H1P34E17       | Long             | EC               |  | HK        |   3237500 | NS      | $965868.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRTAC INTERNATIONAL GROUP                                       | AIRTAC INTERNATIONAL GROUP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     56019 | NS      | $1737575.94   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corporation                                               | WIWYNN CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               |  | TW        |    122000 | NS      | $3520667.38   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SIBANYE STILLWATER LIMITED                                       | SIBANYE STILLWATER LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               |  | ZA        |    464616 | NS      | $1314006.59   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANKA d.d., Ljubljana                           | NOVA LJUBLJANSKA B-GDR REG S DEPOSITARY RECEIPT                  | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               |  | GB        |    350045 | NS      | $4271039.18   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR PROPERTIES (P.J.S.C)                                       | EMAAR PROPERTIES PJSC COMMON STOCK                               | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               |  | AE        |   1771299 | NS      | $2945059.71   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR COMPANY                                            | Hyundai Motor Co PREFERRED STOCK                                 | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EP               |  | KR        |     24074 | NS      | $1545145.91   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| The Saudi National Bank SJSC                                     | THE SAUDI NATIONAL BANK COMMON STOCK                             | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               |  | SA        |    171557 | NS      | $2362151.07   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| G-bits Network Technology Xiamen Co Ltd                          | G-BITS NETWORK TECHNOLOGY-A COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     43886 | NS      | $2016040.08   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS S.A.                                                       | TOTVS SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    144200 | NS      | $838799.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                     | FX Forward Contract: MXN/USD SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $-1315.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIDU, INC.                                                      | BAIDU INC - SPON ADR DEPOSITARY RECEIPT                          | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               |  | US        |      5852 | NS      | $635527.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY GROUP HOLDINGS LIMITED                                    | EQUITY GROUP HOLDINGS PLC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KE        |   6830963 | NS      | $2550848.66   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ARM CEMENT PLC                                                   | ARM CEMENT LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KE        |        10 | NS      | $0.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADNOC DRILLING COMPANY P.J.S.C.                                  | ADNOC DRILLING CO PJSC COMMON STOCK                              | CUSIP: N/A<br>LEI: 254900JPRSQL1PM0JV19       | Long             | EC               |  | AE        |    388651 | NS      | $345595.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LOJAS RENNER S.A.                                                | LOJAS RENNER S.A. COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    173800 | NS      | $758813.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGREEN MARINE CORP. (TAIWAN) LTD.                             | EVERGREEN MARINE CORP LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900EIJA0A39C5SO15       | Long             | EC               |  | TW        |     69800 | NS      | $374738.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                               | TBC BANK GROUP PLC COMMON STOCK                                  | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               |  | GB        |    188061 | NS      | $4893572.53   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COSAN S.A.                                                       | COSAN SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300PGFCX2JMKKLC96       | Long             | EC               |  | BR        |    761200 | NS      | $2596776.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Construction Corporation of China, Ltd.                    | POWER CONSTRUCTION CORP OF-A COMMON STOCK                        | CUSIP: N/A<br>LEI: 300300MX911UESD4EH33       | Long             | EC               |  | CN        |    656426 | NS      | $707068.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Company Limited                               | ZIJIN MINING GROUP CO LTD-H COMMON STOCK                         | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               |  | HK        |   1222300 | NS      | $1623448.51   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GROWTHPOINT PROPERTIES LIMITED                                   | GROWTHPOINT PROPERTIES LTD REIT                                  | CUSIP: N/A<br>LEI: 37890019DD1E46632291       | Long             | EC               |  | ZA        |    504039 | NS      | $420042.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding (Holdings) Ltd.                         | YANGZIJIANG SHIPBUILDING COMMON STOCK                            | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               |  | SG        |   1845500 | NS      | $1940894.15   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GIGABYTE TECHNOLOGY CO., LTD.                                    | GIGABYTE TECHNOLOGY CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     40000 | NS      | $142561.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOSKOVSKAYA BIRZHA MMVB-RTS PAO                                  | MOSCOW EXCHANGE MICEX-RTS PJ COMMON STOCK                        | CUSIP: N/A<br>LEI: 253400M5M1222KPNWE87       | Long             | EC               |  | RU        |    945410 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Kalbe Farma Tbk                                               | KALBE FARMA TBK PT COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900PRQI8S32HOE387       | Long             | EC               |  | ID        |   2607700 | NS      | $344214.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MEIDONG AUTO HOLDINGS LIMITED                              | CHINA MEIDONG AUTO HOLDINGS COMMON STOCK                         | CUSIP: N/A<br>LEI: 875500GUQWEG1PXVMG17       | Long             | EC               |  | HK        |    422000 | NS      | $803774.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KIATNAKIN PHATRA BANK PUBLIC COMPANY LIMITED                     | Kiatnakin Phatra Bank Public Company Limited COMMON STOCK        | CUSIP: N/A<br>LEI: 254900UPQE3MNOEDXK30       | Long             | EC               |  | TH        |    213200 | NS      | $434882.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Central Asia Tbk                                         | BANK CENTRAL ASIA TBK PT COMMON STOCK                            | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               |  | ID        |   4321400 | NS      | $2567251.81   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                              | ERSTE GROUP BANK AG COMMON STOCK                                 | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               |  | AT        |      1082 | NS      | $33522.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA CORPORATION                                                  | KIA CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               |  | KR        |    109289 | NS      | $5755586.14   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| HANKOOK TIRE & TECHNOLOGY CO., LTD.                              | HANKOOK TIRE & TECHNOLOGY CO COMMON STOCK                        | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               |  | KR        |     44878 | NS      | $1172078.32   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               |  | US        |    119837 | NS      | $9944074.26   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Ganfeng Lithium Group Co., Ltd.                                  | GANFENG LITHIUM GROUP CO L-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               |  | HK        |     65080 | NS      | $576294.18    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| THE BIDVEST GROUP LIMITED                                        | BIDVEST GROUP LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               |  | ZA        |     57862 | NS      | $790511.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworth Group Limited                                           | SKYWORTH GROUP LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900LRFQSJWSSXY627       | Long             | EC               |  | HK        |    462000 | NS      | $176603.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMC ENRIC HOLDINGS LIMITED                                      | CIMC ENRIC HOLDINGS LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900RKJGCDZN5ZOB09       | Long             | EC               |  | HK        |   1718000 | NS      | $1856931.85   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DUBAI ISLAMIC BANK (PUBLIC JOINT STOCK COMPANY)                  | DUBAI ISLAMIC BANK COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               |  | AE        |   1245976 | NS      | $1933107.51   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KASIKORNBANK PUBLIC COMPANY LIMITED                              | KASIKORNBANK PCL-NVDR DEPOSITARY RECEIPT                         | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               |  | TH        |    983900 | NS      | $4054262.72   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Hu Lane Associate Inc                                            | HU LANE ASSOCIATE INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    304000 | NS      | $1554273.93   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                     | Energean PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | EC               |  | GB        |    559336 | NS      | $9891794.21   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| SERCOMM CORP.                                                    | SERCOMM CORPORATION COMMON STOCK                                 | CUSIP: N/A<br>LEI: 254900MJ2QQG3VODNZ25       | Long             | EC               |  | TW        |    143000 | NS      | $391392.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EMAAR PROPERTIES (P.J.S.C)                                       | EMAAR PROPERTIES PJSC COMMON STOCK                               | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               |  | AE        |   3675775 | NS      | $6111546.87   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinqia S.A.                                                      | SINQIA SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    166800 | NS      | $526840.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tongcheng Travel Holdings Limited                                | TONGCHENG TRAVEL HOLDINGS LTD COMMON STOCK                       | CUSIP: N/A<br>LEI: 2549004WGGNOPL8NUL61       | Long             | EC               |  | HK        |    670800 | NS      | $1461564.62   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NK LUKOIL PAO                                                    | LUKOIL PJSC-SPON ADR DEPOSITARY RECEIPT                          | CUSIP: 69343P105<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               |  | US        |     68718 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED                  | HOUSING DEVELOPMENT FINANCE COMMON STOCK                         | CUSIP: Y37246207<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               |  | IN        |    156751 | NS      | $5210403.09   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL LIMITED                                                      | UPL LTD COMMON STOCK                                             | CUSIP: Y9305P100<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               |  | IN        |    283907 | NS      | $2766108.11   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                           | EMAAR DEVELOPMENT PJSC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AE        |   5231220 | NS      | $5998342.17   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| AYALA LAND INC.                                                  | AYALA LAND INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               |  | PH        |   5943100 | NS      | $3361046.55   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| China Petroleum & Chemical Corporation                           | CHINA PETROLEUM & CHEMICAL-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               |  | HK        |   5312000 | NS      | $2509515.93   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FABRINET                                                         | FABRINET COMMON STOCK                                            | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               |  | US        |     14368 | NS      | $1916834.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Company Limited                                       | PETROCHINA CO LTD-H COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               |  | HK        |   4258000 | NS      | $1938880.07   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE, INC.                                                    | NETEASE INC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               |  | HK        |    320570 | NS      | $4638241.51   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| HERO MOTOCORP LIMITED                                            | HERO MOTOCORP LTD COMMON STOCK                                   | CUSIP: Y3179Z146<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               |  | IN        |     75874 | NS      | $2668944.33   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd                                         | YADEA GROUP HOLDINGS LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   1250000 | NS      | $2373146.50   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BHARAT ELECTRONICS LIMITED                                       | BHARAT ELECTRONICS LTD COMMON STOCK                              | CUSIP: Y0881Q141<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               |  | IN        |    384804 | NS      | $499755.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHSCHILD MINING PLC                                            | HOCHSCHILD MINING PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300JK10TVQ3CCJQ89       | Long             | EC               |  | GB        |   3723169 | NS      | $3130414.96   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $86.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co., Ltd.                                          | WEICHAI POWER CO LTD-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               |  | HK        |   1189000 | NS      | $1583082.63   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NGAN HANG THUONG MAI CO PHAN PHAT TRIEN THANH PHO HO CHI MINH    | HDBANK COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300JA2AF0TMGHY210       | Long             | EC               |  | VN        |   2455837 | NS      | $1567413.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                | AXIS BANK LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               |  | IN        |     84486 | NS      | $939164.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                           | ORBIA ADVANCE CORP SAB DE CV COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | EC               |  | MX        |    426779 | NS      | $832696.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome Inc                                                     | AUTOHOME INC-ADR DEPOSITARY RECEIPT                              | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               |  | US        |     76175 | NS      | $2277632.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE PETROL RAFINERILERI ANONIM SIRKETI                       | TUPRAS-TURKIYE PETROL RAFINE COMMON STOCK                        | CUSIP: N/A<br>LEI: 789000RCNG97UV50EE03       | Long             | EC               |  | TR        |     42972 | NS      | $1112947.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUTI SUZUKI INDIA LIMITED                                      | MARUTI SUZUKI INDIA LTD COMMON STOCK                             | CUSIP: Y7565Y100<br>LEI: 335800D27PBEESKKD357 | Long             | EC               |  | IN        |      7278 | NS      | $804730.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sahara International Petrochemical Co.                           | SAHARA INTERNATIONAL PETROCH COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     68214 | NS      | $660769.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CONG TY CO PHAN VINHOMES                                         | VINHOMES JSC COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | VN        |   1440200 | NS      | $3202244.00   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHAILEASE HOLDING COMPANY LIMITED                                | CHAILEASE HOLDING CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900L76E6T0JCM3J27       | Long             | EC               |  | TW        |    136177 | NS      | $898820.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INFO EDGE (INDIA) LIMITED                                        | INFO EDGE INDIA LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 335800MXUVHTBF9DEC78       | Long             | EC               |  | IN        |     13733 | NS      | $680740.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                  | GRUPO AEROPORTUARIO SUR-ADR DEPOSITARY RECEIPT                   | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               |  | US        |     10850 | NS      | $2683096.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SASOL LIMITED                                                    | SASOL LTD COMMON STOCK                                           | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               |  | ZA        |     45625 | NS      | $806273.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MOTOR COMPANY                                            | Hyundai Motor Co PREFERRED STOCK                                 | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EP               |  | KR        |     25449 | NS      | $1604105.55   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KUMHO PETRO CHEMICAL CO.,LTD                                     | KUMHO PETROCHEMICAL CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     14941 | NS      | $1718641.46   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Lead Intelligent Equipment CO.,LTD.                         | WUXI LEAD INTELLIGENT EQUI-A COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     36567 | NS      | $227556.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $155.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FABRINET                                                         | FABRINET COMMON STOCK                                            | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               |  | US        |      7361 | NS      | $982031.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELITE MATERIAL CO., LTD.                                         | ELITE MATERIAL CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    148000 | NS      | $929534.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Momo Com Inc                                                     | MOMO.COM INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     34000 | NS      | $670764.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| YANG MING MARINE TRANSPORT CORPORATION                           | YANG MING MARINE TRANSPORT COMMON STOCK                          | CUSIP: N/A<br>LEI: 254900WG2ACWNVSP6E13       | Long             | EC               |  | TW        |    408000 | NS      | $887650.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXARO RESOURCES LIMITED                                         | EXXARO RESOURCES LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               |  | ZA        |     52216 | NS      | $694216.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                             | PETROLEO BRASIL-SP PREF  ADR DEPOSITARY RECEIPT                  | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               |  | US        |    392245 | NS      | $4020511.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| REC LIMITED                                                      | REC LTD COMMON STOCK                                             | CUSIP: Y73650106<br>LEI: 335800B4YRYWAMIJZ374 | Long             | EC               |  | IN        |    517981 | NS      | $705482.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Company Limited                             | CHINA SHENHUA ENERGY CO-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               |  | HK        |    291000 | NS      | $902570.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRTAC INTERNATIONAL GROUP                                       | AIRTAC INTERNATIONAL GROUP COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     34000 | NS      | $1054599.01   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO S.A.                                                      | SUZANO SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 391200AW174YQSDMGG41       | Long             | EC               |  | BR        |     68200 | NS      | $685268.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PSK INC.                                                         | PSK INC/NEW COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     49815 | NS      | $691802.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                                      | LG CHEM LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               |  | KR        |      4791 | NS      | $2734854.60   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen H&T Intelligent Control Co., Ltd.                       | SHENZHEN H&T INTELLIGENT-A COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |    409600 | NS      | $895441.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Corp                                  | VOLTRONIC POWER TECHNOLOGY COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     48950 | NS      | $2778124.89   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM S.A.                                                         | TIM SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    715200 | NS      | $1763927.89   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DO BRASIL S.A.                                             | BANCO DO BRASIL S.A. COMMON STOCK                                | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               |  | BR        |    482400 | NS      | $3250063.13   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPANG, INC.                                                    | COUPANG INC COMMON STOCK                                         | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               |  | US        |     49461 | NS      | $963500.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Telecom Company SJSC                                       | SAUDI TELECOM CO COMMON STOCK                                    | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               |  | SA        |     60267 | NS      | $619543.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp.                                                | GS HOLDINGS COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     17264 | NS      | $641685.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KGHM POLSKA MIEDZ SPOLKA AKCYJNA                                 | KGHM POLSKA MIEDZ SA COMMON STOCK                                | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               |  | PL        |     83676 | NS      | $2189378.03   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DUNDEE PRECIOUS METALS INC.                                      | DUNDEE PRECIOUS METALS INC COMMON STOCK                          | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               |  | CA        |    175999 | NS      | $824366.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc.                                              | POSCO HOLDINGS INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               |  | KR        |      1052 | NS      | $240802.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.            | RICHTER GEDEON NYRT COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               |  | HU        |     50196 | NS      | $1066582.71   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PI INDUSTRIES LIMITED                                            | PI INDUSTRIES LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 335800PEGP94E4CC1D11       | Long             | EC               |  | IN        |     36398 | NS      | $1570940.05   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF BARODA LIMITED                                       | BANK OF BARODA COMMON STOCK                                      | CUSIP: Y06451119<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               |  | IN        |    605182 | NS      | $1246208.61   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Banking & Investment Corporation SJSC                   | AL RAJHI BANK COMMON STOCK                                       | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               |  | SA        |     48665 | NS      | $1047871.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Medikaloka Hermina Tbk                                        | MEDIKALOKA HERMINA TBK PT COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |  77974500 | NS      | $7558790.48   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN PHARMACARE HOLDINGS LIMITED                                | ASPEN PHARMACARE HOLDINGS LT COMMON STOCK                        | CUSIP: N/A<br>LEI: 635400ZYSN1IRD5QWQ94       | Long             | EC               |  | ZA        |     51999 | NS      | $438603.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEK ORGANISATION OF FOOTBALL PROGNOSTICS S.A.                  | OPAP SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               |  | GR        |     36334 | NS      | $497805.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KPIT Technologies Ltd                                            | KPIT TECHNOLOGIES LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 3358009MOTWWU66WMV49       | Long             | EC               |  | IN        |    364554 | NS      | $3235755.06   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Kalbe Farma Tbk                                               | KALBE FARMA TBK PT COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900PRQI8S32HOE387       | Long             | EC               |  | ID        |  12131800 | NS      | $1601388.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MAHINDRA AND MAHINDRA LIMITED                                    | MAHINDRA & MAHINDRA LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               |  | IN        |     51819 | NS      | $833607.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                 | PING AN INSURANCE GROUP CO-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               |  | HK        |    326000 | NS      | $2014132.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRO RIO S.A.                                                   | PETRO RIO SA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300IQAZIWK5RVZX23       | Long             | EC               |  | BR        |    124400 | NS      | $848052.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Momo Com Inc                                                     | MOMO.COM INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    127200 | NS      | $2509449.66   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MICROELECTRONICS CORP.                                    | UNITED MICROELECTRONICS CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               |  | TW        |   2366000 | NS      | $3563986.98   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIMICRON TECHNOLOGY CORP.                                       | UNIMICRON TECHNOLOGY CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    290000 | NS      | $1492904.15   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITEC BANK HOLDINGS LIMITED                                    | CAPITEC BANK HOLDINGS LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ZA        |     17626 | NS      | $2127046.39   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd                                         | YADEA GROUP HOLDINGS LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    592000 | NS      | $1123922.18   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SLC AGRICOLA S.A.                                                | SLC AGRICOLA SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 54930017BQDYJPIJXG79       | Long             | EC               |  | BR        |     36780 | NS      | $313330.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | SAMSUNG ELECTRONICS CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               |  | KR        |     89134 | NS      | $4282795.26   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co., Ltd.                                            | WUXI APPTEC CO LTD-H COMMON STOCK                                | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               |  | HK        |    236244 | NS      | $2383802.56   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ZHEN DING TECHNOLOGY HOLDING LIMITED                             | ZHEN DING TECHNOLOGY HOLDING COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               |  | TW        |    143000 | NS      | $560054.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DONGFENG MOTOR GROUP COMPANY LIMITED                             | DONGFENG MOTOR GRP CO LTD-H COMMON STOCK                         | CUSIP: N/A<br>LEI: 3003002JNYOYPX54GE50       | Long             | EC               |  | HK        |   2472000 | NS      | $1393593.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc.                                        | HANA FINANCIAL GROUP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     16335 | NS      | $558690.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Chile S.A.                                                  | ENEL CHILE SA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300YM5CWCAUVOPB53       | Long             | EC               |  | CL        |  38692461 | NS      | $1748436.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | VOLTAS LTD WTS WARRANTS STRIKE PRICE 0.00                        | CUSIP: 124232481<br>LEI: N/A                  | Long             | SN               |  | IN        |    116129 | PA      | $1159850.00   | 0.11%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                 | PING AN INSURANCE GROUP CO-A COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               |  | CN        |    332500 | NS      | $2108830.87   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SILERGY CORP.                                                    | SILERGY CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     76000 | NS      | $1140224.27   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS GRAND OCEANS GROUP LIMITED                        | CHINA OVERSEAS GRAND OCEANS COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   3451000 | NS      | $1600496.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcos Dorados Holdings Inc.                                      | ARCOS DORADOS HOLDINGS INC-A COMMON STOCK                        | CUSIP: G0457F107<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               |  | US        |    267158 | NS      | $2001013.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |      3000 | NS      | $48179.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co., Ltd.                                  | ASIA VITAL COMPONENTS COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     81000 | NS      | $301771.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hapvida Participacoes e Investimentos S/A                        | HAPVIDA PARTICIPACOES E INVE COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |   1599836 | NS      | $1566736.78   | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LITE-ON TECHNOLOGY CORPORATION                                   | LITE-ON TECHNOLOGY CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               |  | TW        |    406862 | NS      | $868304.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSIDENG INTERNATIONAL HOLDINGS LIMITED                          | BOSIDENG INTL HLDGS LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               |  | HK        |   3396000 | NS      | $1693286.80   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR HEALTH AND ALLIED INSURANCE COMPANY LIMITED                 | STAR HEALTH & ALLIED INSURAN COMMON STOCK                        | CUSIP: N/A<br>LEI: 335800P3BYVJE1S5SB43       | Long             | EC               |  | IN        |    104454 | NS      | $829911.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Rakyat Indonesia (Persero) Tbk                           | BANK RAKYAT INDONESIA PERSER COMMON STOCK                        | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               |  | ID        |  16259427 | NS      | $5172333.42   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| OIL AND NATURAL GAS CORPORATION LIMITED                          | OIL & NATURAL GAS CORP LTD COMMON STOCK                          | CUSIP: Y64606133<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               |  | IN        |    782740 | NS      | $1371486.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LX INTERNATIONAL CORP.                                           | LX INTERNATIONAL CORP COMMON STOCK                               | CUSIP: N/A<br>LEI: 988400KZJVVPCZ6BC265       | Long             | EC               |  | KR        |     18120 | NS      | $570972.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Company SJSC                                     | JARIR MARKETING CO COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     22966 | NS      | $1013784.43   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENTERTAINMENT GROUP                                | TENCENT MUSIC ENTERTAINM-ADR DEPOSITARY RECEIPT                  | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               |  | US        |    145363 | NS      | $1018994.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANK LIMITED                                              | UNITED BANK LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 25490030EXC4CQV3JH29       | Long             | EC               |  | PK        |   6175348 | NS      | $2932072.87   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CONG TY CO PHAN TAP DOAN HOA PHAT                                | HOA PHAT GROUP JSC COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300ODJEFGL5CWKD32       | Long             | EC               |  | VN        |   2848646 | NS      | $2143652.62   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| COCHIN SHIPYARD LIMITED                                          | COCHIN SHIPYARD LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 3358006BM5LULPW8CY42       | Long             | EC               |  | IN        |    167511 | NS      | $1378507.86   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| COCA-COLA FEMSA, S.A.B. DE C.V.                                  | COCA-COLA FEMSA SAB-SP ADR DEPOSITARY RECEIPT                    | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               |  | US        |      8279 | NS      | $565538.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                                        | HANA FINANCIAL GROUP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     48673 | NS      | $1664716.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental, S.A.B. de C.V.                                 | ARCA CONTINENTAL SAB DE CV COMMON STOCK                          | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               |  | MX        |     81850 | NS      | $678509.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/QAR SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-84.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nien Made Enterprise Co., Ltd.                                   | NIEN MADE ENTERPRISE CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    128000 | NS      | $1215152.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co., Ltd.                                        | KWEICHOW MOUTAI CO LTD-A COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |      5700 | NS      | $1284541.41   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NGAN HANG THUONG MAI CO PHAN KY THUONG VIET NAM                  | VIETNAM TECHNOLOGICAL & COMM COMMON STOCK                        | CUSIP: N/A<br>LEI: 5493001XNKHV3FNIUD50       | Long             | EC               |  | VN        |   1612520 | NS      | $1715777.64   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/MXN SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Astra International Tbk                                       | ASTRA INTERNATIONAL TBK PT COMMON STOCK                          | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               |  | ID        |   1258300 | NS      | $486834.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS BRASIL PARTICIPACOES S.A.                                 | SANTOS BRASIL PARTICIPACOES COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    661500 | NS      | $952223.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIXTRON SE                                                       | AIXTRON SE COMMON STOCK                                          | CUSIP: N/A<br>LEI: 5299004UJ4D51M25LD67       | Long             | EC               |  | DE        |     60445 | NS      | $1971751.69   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                             | ENDEAVOUR MINING PLC COMMON STOCK                                | CUSIP: G3042J956<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               |  | CA        |     89519 | NS      | $1885201.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental, S.A.B. de C.V.                                 | ARCA CONTINENTAL SAB DE CV COMMON STOCK                          | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               |  | MX        |     69748 | NS      | $578188.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL LIMITED                                                      | UPL LTD COMMON STOCK                                             | CUSIP: Y9305P100<br>LEI: 335800RJSM1SLHO4UA95 | Long             | EC               |  | IN        |    103576 | NS      | $1009141.77   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SENDAS DISTRIBUIDORA S/A                                         | SENDAS DISTRIBUIDORA SA COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    948500 | NS      | $3551373.89   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED                  | IND & COMM BK OF CHINA-H COMMON STOCK                            | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               |  | HK        |   6557000 | NS      | $3288656.19   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LIMITED                                                  | INFOSYS LTD-SP ADR DEPOSITARY RECEIPT                            | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               |  | US        |     15900 | NS      | $323565.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMTECH Co., Ltd.                                               | SIMMTECH CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     11837 | NS      | $305951.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co., Ltd.                                 | BANK OF COMMUNICATIONS CO-H COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               |  | HK        |   2541100 | NS      | $1440797.03   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SD Biosensor Inc                                                 | SD BIOSENSOR INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     13984 | NS      | $353792.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Limited                                            | NEDBANK GROUP LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               |  | ZA        |    146122 | NS      | $1963237.16   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Limited                                                    | CITIC LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | EC               |  | HK        |   1457000 | NS      | $1494713.44   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES PHARMACEUTICAL GROUP LIMITED                     | CHINA RESOURCES PHARMACEUTIC COMMON STOCK                        | CUSIP: N/A<br>LEI: 3003004H1KDKMJ8JD874       | Long             | EC               |  | HK        |    546000 | NS      | $450087.06    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PAGE INDUSTRIES LIMITED                                          | PAGE INDUSTRIES LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 335800D6UFCCKUP3KD53       | Long             | EC               |  | IN        |       663 | NS      | $387434.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FILA Holdings Corporation                                        | FILA HOLDINGS CORP COMMON STOCK                                  | CUSIP: Y2484W103<br>LEI: N/A                  | Long             | EC               |  | KR        |      8047 | NS      | $204861.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP LTD.                                                   | CREDICORP LTD COMMON STOCK                                       | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               |  | US        |     34703 | NS      | $5328645.65   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Aljazira SJSC                                               | BANK AL-JAZIRA COMMON STOCK                                      | CUSIP: N/A<br>LEI: 558600FGNP3JML7WY215       | Long             | EC               |  | SA        |     89860 | NS      | $509555.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Environment Group Limited                       | EB ENVIRONMENT COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   1097000 | NS      | $507932.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tres Tentos Agroindustrial SA                                    | TRES TENTOS AGROINDUSTRIAL S COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300QQ67YECUJQIV31       | Long             | EC               |  | BR        |    354200 | NS      | $746953.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DO BRASIL S.A.                                             | BANCO DO BRASIL S.A. COMMON STOCK                                | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               |  | BR        |    328754 | NS      | $2214907.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TONGWEI CO.,LTD                                                  | TONGWEI CO LTD-A COMMON STOCK                                    | CUSIP: N/A<br>LEI: 3003009CW4QYMCG0BH89       | Long             | EC               |  | CN        |    206895 | NS      | $1263856.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS S.A.                     | EUROBANK ERGASIAS SERVICES A COMMON STOCK                        | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | EC               |  | GR        |   1761137 | NS      | $2009734.40   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                    | ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               |  | US        |     48937 | NS      | $4284923.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Public Company Limited                                       | PTT PCL-NVDR DEPOSITARY RECEIPT                                  | CUSIP: N/A<br>LEI: 549300QOGMPTKB6W7G56       | Long             | EC               |  | TH        |   4970300 | NS      | $4703204.55   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF CHINA LIMITED                                            | BANK OF CHINA LTD-H COMMON STOCK                                 | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               |  | HK        |   8801300 | NS      | $3121349.95   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE GLOBAL GROUP, INC.                                      | ALLIANCE GLOBAL GROUP INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |  19991310 | NS      | $3462352.45   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL ROBINA CORPORATION                                     | UNIVERSAL ROBINA CORP COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |   2020330 | NS      | $4759754.49   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander (Brasil) S.A.                                    | BANCO SANTANDER  BRASIL-UNIT UNIT                                | CUSIP: N/A<br>LEI: 549300D1H731B30TSI43       | Long             | EC               |  | BR        |    635400 | NS      | $3333590.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KUALA LUMPUR KEPONG BERHAD                                       | KUALA LUMPUR KEPONG BHD COMMON STOCK                             | CUSIP: N/A<br>LEI: 2549009JSTRFMR7A8D34       | Long             | EC               |  | MY        |    144200 | NS      | $678772.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Brewery Co., Ltd.                                      | CHONGQING BREWERY CO-A COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     71900 | NS      | $1119234.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                   | TULLOW OIL PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2138003EYHWO75RKS857       | Long             | EC               |  | GB        |   2661939 | NS      | $1385891.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SIBANYE STILLWATER LIMITED                                       | SIBANYE STILLWATER LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               |  | ZA        |    207471 | NS      | $586760.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIENT OVERSEAS (INTERNATIONAL) LIMITED                          | ORIENT OVERSEAS INTL LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               |  | HK        |     13500 | NS      | $256697.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNI-PRESIDENT CHINA HOLDINGS LTD.                                | UNI-PRESIDENT CHINA HOLDINGS COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900JUA05094TOKA73       | Long             | EC               |  | HK        |   1950000 | NS      | $1712824.99   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank Public Company Limited                              | BANGKOK BANK PCL-FOREIGN REG COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               |  | TH        |    851100 | NS      | $3496939.56   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilcon Depot Inc                                                 | WILCON DEPOT INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |   1957200 | NS      | $1116703.16   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Greentown Service Group Co Ltd                                   | GREENTOWN SERVICE GROUP CO L COMMON STOCK                        | CUSIP: N/A<br>LEI: 254900V8OFDBOODYW979       | Long             | EC               |  | HK        |    563249 | NS      | $389273.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO EXPRESS (CAYMAN) INC.                                        | ZTO EXPRESS CAYMAN INC-ADR DEPOSITARY RECEIPT                    | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               |  | US        |     90126 | NS      | $2259458.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries N.V.                                 | BE SEMICONDUCTOR INDUSTRIES COMMON STOCK                         | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               |  | NL        |     23052 | NS      | $1485756.70   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LS Corp.                                                         | LS CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: 988400SQWZ34LADYL505       | Long             | EC               |  | KR        |      3176 | NS      | $183687.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFE HEALTHCARE GROUP HOLDINGS LIMITED                           | LIFE HEALTHCARE GROUP HOLDIN COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900NEEWARTDD80135       | Long             | EC               |  | ZA        |    462429 | NS      | $473923.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZPROM PAO                                                      | GAZPROM PJSC-SPON ADR DEPOSITARY RECEIPT                         | CUSIP: 368287207<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               |  | GB        |    503042 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COWAY Co., Ltd.                                                  | COWAY CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     55367 | NS      | $2437631.37   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GT CAPITAL HOLDINGS, INC.                                        | GT CAPITAL HOLDINGS INC COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900P0ZPSRAHUO2131       | Long             | EC               |  | PH        |    387410 | NS      | $3019224.66   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Fire & Marine Insurance CO., Ltd                          | MERITZ FIRE & MARINE INSURAN COMMON STOCK                        | CUSIP: N/A<br>LEI: 9884007PON6UA8YN6V50       | Long             | EC               |  | KR        |     30115 | NS      | $1064362.58   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME PRODUCT CENTER PUBLIC COMPANY LIMITED                       | HOME PRODUCT CENTER PCL-FOR COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |   8715445 | NS      | $3656532.64   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Land and Houses Public Company Limited                           | LAND & HOUSES PUB CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900O7AEACUWP7KS87       | Long             | EC               |  | TH        |   6139700 | NS      | $1676588.68   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Union Group Public Company Limited                          | THAI UNION GROUP PCL-F COMMON STOCK                              | CUSIP: Y8729T185<br>LEI: 25490047VDGNFMEYZW95 | Long             | EC               |  | TH        |   2639900 | NS      | $1282529.15   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRIRAM TRANSPORT FINANCE COMPANY LIMITED                        | SHRIRAM TRANSPORT FINANCE COMMON STOCK                           | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               |  | IN        |     89763 | NS      | $1494103.94   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA RIYAL                                               | FX Forward Contract: SAR/USD SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SA        |         1 | NC      | $-58.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZHEJIANG EXPRESSWAY CO., LTD.                                    | ZHEJIANG EXPRESSWAY CO-H COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800X1ZRKM85U9H438       | Long             | EC               |  | HK        |   2286000 | NS      | $1708287.34   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| OIL AND NATURAL GAS CORPORATION LIMITED                          | OIL & NATURAL GAS CORP LTD COMMON STOCK                          | CUSIP: Y64606133<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               |  | IN        |   1877995 | NS      | $3290549.27   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Systems Corp.                                               | PARK SYSTEMS CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     12536 | NS      | $1133881.76   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                              | POSCO HOLDINGS INC -SPON ADR DEPOSITARY RECEIPT                  | CUSIP: 693483109<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               |  | US        |     15821 | NS      | $902746.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GAIL (INDIA) LIMITED                                             | GAIL INDIA LTD COMMON STOCK                                      | CUSIP: Y2R78N114<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               |  | IN        |    550928 | NS      | $645838.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Davivienda S.A.                                            | Banco Davivienda SA PREFERRED STOCK                              | CUSIP: N/A<br>LEI: 549300P161V4IPKAQS70       | Long             | EP               |  | CO        |    215784 | NS      | $1173598.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                              | CHINA CONSTRUCTION BANK-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               |  | HK        |   6977000 | NS      | $4225428.70   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| XTEP INTERNATIONAL HOLDINGS LIMITED                              | XTEP INTERNATIONAL HOLDINGS COMMON STOCK                         | CUSIP: N/A<br>LEI: 529900ZZZZBTOKZQI549       | Long             | EC               |  | HK        |    841500 | NS      | $967924.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Makalot Industrial Co., Ltd.                                     | MAKALOT INDUSTRIAL CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     49000 | NS      | $373044.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Company SJSC                                | SABIC AGRI-NUTRIENTS CO COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     46782 | NS      | $1811200.05   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LIMITED                                               | ICICI BANK LTD-SPON ADR DEPOSITARY RECEIPT                       | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               |  | US        |    231314 | NS      | $5486768.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                         | HONG KONG EXCHANGES & CLEAR COMMON STOCK                         | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               |  | HK        |     39642 | NS      | $1577167.94   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                                              | CHEIL WORLDWIDE INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     61066 | NS      | $1132637.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL OIL COMPANY FOR DISTRIBUTION PJSC             | ABU DHABI NATIONAL OIL CO FO COMMON STOCK                        | CUSIP: N/A<br>LEI: 213800YI1ZIOJB3HLB11       | Long             | EC               |  | AE        |    157854 | NS      | $195902.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THAI UNION GROUP PCL - RTS                                       | THAI UNION GROUP PCL - RTS ISSUE 0.0284:1 / TERMS 1:1            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     74856 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANDONG WEIGAO GROUP MEDICAL POLYMER CO.,LTD                    | SHANDONG WEIGAO GP MEDICAL-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 5299005WQUU15JQU8S60       | Long             | EC               |  | HK        |    933200 | NS      | $1368824.89   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Electricity Company SJSC                                   | SAUDI ELECTRICITY CO COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300FXO4ZXUIAXGP41       | Long             | EC               |  | SA        |     82255 | NS      | $545430.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                                      | LG Chem Ltd PREFERRED STOCK                                      | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EP               |  | KR        |     10638 | NS      | $2739844.32   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Youngone Corporation                                             | YOUNGONE CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     44211 | NS      | $1610917.65   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services Public Company Limited            | BANGKOK DUSIT MED SERVICE-F COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    887400 | NS      | $764466.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VARUN BEVERAGES LIMITED                                          | VARUN BEVERAGES LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               |  | IN        |    315443 | NS      | $4851463.68   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Oncoclinicas do Brasil Servicos Medicos S.A.                     | ONCOCLINICAS DO BRASIL SERVI COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    699600 | NS      | $1016380.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemon Tree Hotels Ltd                                            | LEMON TREE HOTELS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 335800QFBWIUBBCRJN72       | Long             | EC               |  | IN        |   1675200 | NS      | $2091745.15   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Commercial International Bank (Egypt) S.A.E.                     | COMMERCIAL INTL BANK-GDR REG DEPOSITARY RECEIPT                  | CUSIP: 201712205<br>LEI: 213800FIIXJAMEVRIH48 | Long             | EC               |  | US        |   2175279 | NS      | $2849615.49   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KASIKORNBANK PUBLIC COMPANY LIMITED                              | KASIKORNBANK PCL-FOREIGN COMMON STOCK                            | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               |  | TH        |    121600 | NS      | $501065.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRENT LIMITED                                                    | TRENT LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 335800IYA8EHI7MW7G59       | Long             | EC               |  | IN        |     21431 | NS      | $389420.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TURK TRAKTOR VE ZIRAAT MAKINELERI ANONIM SIRKETI                 | TURK TRAKTOR VE ZIRAAT MAKIN COMMON STOCK                        | CUSIP: N/A<br>LEI: 7890002G98SY237S0Y70       | Long             | EC               |  | TR        |     18117 | NS      | $501716.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                     | FX Forward Contract: MXN/USD SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $-393.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yandex N.V.                                                      | YANDEX NV-A COMMON STOCK                                         | CUSIP: N97284108<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               |  | US        |     50933 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Divi's Laboratories Ltd                                          | DIVI'S LABORATORIES LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 335800C1DHFG1C9T1M03       | Long             | EC               |  | IN        |     65474 | NS      | $2751189.05   | 0.27%             |  |  |  | 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        |  22869076 | NS      | $22869076.46  | 2.23%             |  |  |  | No            |                  2 | On Loan: No      |
| COAL INDIA LTD                                                   | COAL INDIA LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               |  | IN        |    336564 | NS      | $948403.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DUBAI ISLAMIC BANK (PUBLIC JOINT STOCK COMPANY)                  | DUBAI ISLAMIC BANK COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               |  | AE        |    735341 | NS      | $1140867.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ACER INCORPORATED                                                | ACER INC - RTS TERMS TBA                                         | CUSIP: N/A<br>LEI: 2549006Z3IVAZIQEUM25       | Long             | EC               |  | TW        |      4089 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONG TY CO PHAN VINCOM RETAIL                                    | VINCOM RETAIL JSC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | VN        |   2196659 | NS      | $2750515.21   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIMICRON TECHNOLOGY CORP.                                       | UNIMICRON TECHNOLOGY CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    202000 | NS      | $1039884.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA CORPORATION                                                  | KIA CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               |  | KR        |     39232 | NS      | $2066110.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Trang Agro-Industry Public Company Limited                   | SRI TRANG AGRO-INDUSTRY-FOR COMMON STOCK                         | CUSIP: N/A<br>LEI: 254900D4NQ5CJSXKLT05       | Long             | EC               |  | TH        |    309500 | NS      | $167404.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUS POWER INFRASTRUCTURES LIMITED                              | GENUS POWER INFRASTRUCTURES COMMON STOCK                         | CUSIP: N/A<br>LEI: 335800XEI1BL7GACEX81       | Long             | EC               |  | IN        |   1402655 | NS      | $1622751.11   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITUAN                                                          | MEITUAN-CLASS B COMMON STOCK                                     | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               |  | HK        |     78800 | NS      | $1699882.84   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SL CORPORATION                                                   | SL CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300W7X9LRFVNUKN83       | Long             | EC               |  | KR        |    110063 | NS      | $2377479.64   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| China International Capital Corporation Limited                  | CHINA INTERNATIONAL CAPITA-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               |  | HK        |   1696800 | NS      | $3202844.07   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMBEV S.A.                                                       | AMBEV SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               |  | BR        |    433900 | NS      | $1311073.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC LIMITED                                                     | NTPC LTD COMMON STOCK                                            | CUSIP: Y6206E101<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               |  | IN        |    346603 | NS      | $734395.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corporation                                  | ARCADYAN TECHNOLOGY CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               |  | TW        |    479000 | NS      | $1638015.14   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Agility Public Warehousing Company K.S.C.P.                      | AGILITY COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300C16Q6C2NMAI063       | Long             | EC               |  | KW        |    278202 | NS      | $717111.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | I-TAIL CORP PCL-F COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |   3276000 | NS      | $3002419.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAILEASE HOLDING COMPANY LIMITED                                | CHAILEASE HOLDING CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900L76E6T0JCM3J27       | Long             | EC               |  | TW        |    269026 | NS      | $1775675.74   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| THE PHOENIX MILLS LIMITED                                        | PHOENIX MILLS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 33580037PCXCE5PNQU51       | Long             | EC               |  | IN        |    170017 | NS      | $3057124.45   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI BIOLOGICS (CAYMAN) INC.                                     | WUXI BIOLOGICS CAYMAN INC COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               |  | HK        |    132000 | NS      | $865697.16    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DB INSURANCE CO.,LTD                                             | DB INSURANCE CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               |  | KR        |      7214 | NS      | $342893.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co., Ltd.                                | FUBON FINANCIAL HOLDING CO COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300G7Y2TS2XNIB476       | Long             | EC               |  | TW        |   1351655 | NS      | $2684684.67   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MYTILINEOS S.A.                                                  | MYTILINEOS S.A. COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800KT8MEUJEJ2KW41       | Long             | EC               |  | GR        |    103150 | NS      | $1925850.11   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUWORTHS INTERNATIONAL LIMITED                                  | TRUWORTHS INTERNATIONAL LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 37890099AFD770037522       | Long             | EC               |  | ZA        |     34265 | NS      | $115384.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |   1061000 | NS      | $17039504.72  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corporation                                       | CJ CHEILJEDANG CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: 9884008938PK154I3A92       | Long             | EC               |  | KR        |      5414 | NS      | $1632973.14   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte S.A.B. de C.V.              | GRUPO AEROPORTUARIO DEL CENT COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900HUSBARAFSXJ605       | Long             | EC               |  | MX        |    195692 | NS      | $1691818.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD COMPANY LIMITED                                              | BYD CO LTD-H COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               |  | HK        |     50500 | NS      | $1286617.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FinVolution Group                                                | FINVOLUTION GROUP-ADR DEPOSITARY RECEIPT                         | CUSIP: 31810T101<br>LEI: 3003000RAVUT809U6P08 | Long             | EC               |  | US        |     77513 | NS      | $361985.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Financial Holdings S.A.                                  | Piraeus Financial Holdings S.A COMMON STOCK                      | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               |  | GR        |   1308487 | NS      | $1928181.97   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | SAMSUNG ELECTRONICS CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               |  | KR        |    182527 | NS      | $8770231.01   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| E INK HOLDINGS INC.                                              | E INK HOLDINGS INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900UOR451FJJYL571       | Long             | EC               |  | TW        |    443000 | NS      | $2656283.73   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                                              | CHEIL WORLDWIDE INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    103332 | NS      | $1916577.43   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| China Petroleum & Chemical Corporation                           | CHINA PETROLEUM & CHEMICAL-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               |  | HK        |   1266000 | NS      | $598088.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LTIMindtree Ltd                                                  | LARSEN & TOUBRO INFOTECH LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 335800DY1I1WFHVV6T22       | Long             | EC               |  | IN        |     22661 | NS      | $1363084.85   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TORRENT PHARMACEUTICALS LTD                                      | TORRENT PHARMACEUTICALS LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: 335800NA6HK275RIJE13       | Long             | EC               |  | IN        |     84414 | NS      | $1724508.94   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Companhia Energetica de Minas Gerais - CEMIG                     | Cia Energetica de Minas Gerais PREFERRED STOCK                   | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EP               |  | BR        |    953980 | NS      | $2078917.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRO-STAR INTERNATIONAL CO.,LTD.                                | MICRO-STAR INTERNATIONAL CO COMMON STOCK                         | CUSIP: N/A<br>LEI: 254900F4E0BDGJSSD870       | Long             | EC               |  | TW        |    760000 | NS      | $3062868.56   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AMG Advanced Metallurgical Group N.V.                            | AMG ADVANCED METALLURGICAL COMMON STOCK                          | CUSIP: N/A<br>LEI: 5493006MN6OH67U2YI74       | Long             | EC               |  | NL        |     25656 | NS      | $1020312.39   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MICROELECTRONICS CORP.                                    | UNITED MICROELECTRONICS CORP COMMON STOCK                        | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               |  | TW        |    708000 | NS      | $1066484.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI EMGMKT       DEC22 PHYSICAL INDEX FUTURE.                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       426 | NC      | $20927252.13  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xiamen Faratronic Co., Ltd.                                      | XIAMEN FARATRONIC CO LTD-A COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     83600 | NS      | $1865469.71   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HINDALCO INDUSTRIES LIMITED                                      | HINDALCO INDUSTRIES LTD COMMON STOCK                             | CUSIP: Y3196V185<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               |  | IN        |    191405 | NS      | $1073796.27   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PVR LIMITED                                                      | PVR LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 335800NR78RUVFDE4L48       | Long             | EC               |  | IN        |    113157 | NS      | $2587651.99   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| National Medical Care Company JSC                                | NATIONAL MEDICAL CARE CO COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     41203 | NS      | $834351.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Coal Energy Company Limited                                | CHINA COAL ENERGY CO-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900KRC89344UI3Z10       | Long             | EC               |  | HK        |   1110000 | NS      | $1032783.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | Samsung Electronics Co Ltd PREFERRED STOCK                       | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               |  | KR        |     20006 | NS      | $860291.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO., LTD.                             | HON HAI PRECISION INDUSTRY COMMON STOCK                          | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               |  | TW        |    716912 | NS      | $2347375.02   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BHCo.,Ltd.                                                       | BH CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     49760 | NS      | $1005612.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-84.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DL E&C CO., LTD.                                                 | DL E&C CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     11387 | NS      | $367760.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Vale Indonesia Tbk                                            | VALE INDONESIA TBK COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299002HHYBH7C6WBQ62       | Long             | EC               |  | ID        |   3965500 | NS      | $1878582.20   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingentec Corp                                                    | INGENTEC CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    270070 | NS      | $1747563.27   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander-Chile                                            | BANCO SANTANDER-CHILE-ADR DEPOSITARY RECEIPT                     | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               |  | US        |    144151 | NS      | $2250197.11   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC Group Limited                                               | CMOC GROUP LTD-A COMMON STOCK                                    | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               |  | CN        |    948000 | NS      | $622967.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QUESS CORP LIMITED                                               | QUESS CORP LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 335800IMP1C9KOQZDK11       | Long             | EC               |  | IN        |    191023 | NS      | $1035724.81   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Qingdao Haier Biomedical Co Ltd                                  | QINGDAO HAIER BIOMEDICAL C-A COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     97999 | NS      | $937513.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WNS (HOLDINGS) LIMITED                                           | WNS HOLDINGS LTD-ADR DEPOSITARY RECEIPT                          | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               |  | US        |     28675 | NS      | $2417876.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFA, S.A.B. de C.V.                                             | ALFA S.A.B.-A COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | EC               |  | MX        |    509800 | NS      | $355242.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHOU INTERNATIONAL GROUP HOLDINGS LIMITED                    | SHENZHOU INTERNATIONAL GROUP COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               |  | HK        |    278900 | NS      | $2519698.30   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-176.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cyrela Brazil Realty S.A. Empreendimentos e Participacoes        | CYRELA BRAZIL REALTY SA EMP COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    221400 | NS      | $604568.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEPLAT ENERGY PLC                                                | SEPLAT ENERGY PLC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 029200711C4S4CB2E982       | Long             | EC               |  | GB        |   3037908 | NS      | $3230902.17   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fomento Economico Mexicano, S.A.B. de C.V.                       | FOMENTO ECONOMICO MEXICA-UBD UNIT                                | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               |  | MX        |     80300 | NS      | $638222.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Telecom Company SJSC                                       | SAUDI TELECOM CO COMMON STOCK                                    | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               |  | SA        |     59415 | NS      | $610785.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL PLAZA HOTEL PUBLIC COMPANY LIMITED                       | CENTRAL PLAZA HOTEL PCL COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |   1199000 | NS      | $1693514.89   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AT & S Austria Technologie & Systemtechnik Aktiengesellschaft    | AUSTRIA TECHNOLOGIE & SYSTEM COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900EVOKN4LCCD9321       | Long             | EC               |  | AT        |     13184 | NS      | $478362.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MEDICAL SYSTEM HOLDINGS LIMITED                            | CHINA MEDICAL SYSTEM HOLDING COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900Z57DVJXUBLHX66       | Long             | EC               |  | HK        |   1877000 | NS      | $2751050.52   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Trang Agro-Industry Public Company Limited                   | SRI TRANG AGRO-INDUSTRY-FOR COMMON STOCK                         | CUSIP: N/A<br>LEI: 254900D4NQ5CJSXKLT05       | Long             | EC               |  | TH        |   2811300 | NS      | $1520595.86   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TURK HAVA YOLLARI ANONIM ORTAKLIGI                               | TURK HAVA YOLLARI AO COMMON STOCK                                | CUSIP: N/A<br>LEI: 789000EV8M3BL7ZPFB03       | Long             | EC               |  | TR        |    158123 | NS      | $1025190.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Computer Age Management Services Ltd                             | COMPUTER AGE MANAGEMENT SERV COMMON STOCK                        | CUSIP: N/A<br>LEI: 33580012MDHMBHWN5Z06       | Long             | EC               |  | IN        |     26008 | NS      | $738378.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                                              | BANQUE SAUDI FRANSI COMMON STOCK                                 | CUSIP: N/A<br>LEI: 558600N07EDF4ATYR106       | Long             | EC               |  | SA        |     55317 | NS      | $634159.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiumaojiu International Holdings Ltd                             | JIUMAOJIU INTERNATIONAL HOLD COMMON STOCK                        | CUSIP: N/A<br>LEI: 6556009ZSGTEPL7MEK84       | Long             | EC               |  | HK        |    840000 | NS      | $2158440.88   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HANKUK CARBON CO.,LTD                                            | HAN KUK CARBON CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    148484 | NS      | $1359926.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEN CORPORATION                                                 | ACEN Corporation COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300LGUZQ61GQQXQ60       | Long             | EC               |  | PH        |    929277 | NS      | $117280.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrisemezz Plc                                                  | SUNRISEMEZZ PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800ZHKUVSY51WLW40       | Long             | EC               |  | GR        |    186926 | NS      | $22846.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Galaxy Securities Co., Ltd.                                | CHINA GALAXY SECURITIES CO-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               |  | HK        |    919000 | NS      | $458061.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPRO BM CO.,LTD.                                               | ECOPRO BM CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     16577 | NS      | $1468875.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Adaro Energy Indonesia Tbk                                    | ADARO ENERGY INDONESIA TBK P COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               |  | ID        |   2287200 | NS      | $566016.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 DigiTech Inc                                                 | 360 DIGITECH INC DEPOSITARY RECEIPT                              | CUSIP: 88557W101<br>LEI: N/A                  | Long             | EC               |  | US        |     51043 | NS      | $800864.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORPORATION OF INDIA LIMITED                          | POWER GRID CORP OF INDIA LTD COMMON STOCK                        | CUSIP: Y7028N105<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               |  | IN        |    960561 | NS      | $2650297.50   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ozon Holdings PLC                                                | OZON HOLDINGS PLC - ADR DEPOSITARY RECEIPT                       | CUSIP: 69269L104<br>LEI: 213800GXSI7E5V776B13 | Long             | EC               |  | US        |     30008 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE FEDERAL BANK LTD                                             | FEDERAL BANK LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 335800J8VWGE2HGWF417       | Long             | EC               |  | IN        |    917076 | NS      | $1490379.69   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                         | TENCENT HOLDINGS LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               |  | HK        |     99453 | NS      | $3763572.05   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co., Ltd.                                        | WULIANGYE YIBIN CO LTD-A COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     21679 | NS      | $482326.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IPCA LABORATORIES LIMITED                                        | IPCA LABORATORIES LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 33580069PZ8ZQVCDBC38       | Long             | EC               |  | IN        |    101568 | NS      | $1085838.74   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Company Limited                 | CHINA NATIONAL BUILDING MA-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 52990085PGF8YEPLBZ26       | Long             | EC               |  | HK        |    680000 | NS      | $606740.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank SJSC                                                  | RIYAD BANK COMMON STOCK                                          | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               |  | SA        |     55004 | NS      | $509448.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN RAINBOW MINERALS LIMITED                                 | AFRICAN RAINBOW MINERALS LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900L3TPSCK8ZVZ589       | Long             | EC               |  | ZA        |     41530 | NS      | $731048.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS S.A.                                                         | JBS SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               |  | BR        |    236200 | NS      | $989930.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/MXN SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Company Limited                       | PICC PROPERTY & CASUALTY-H COMMON STOCK                          | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               |  | HK        |   1866000 | NS      | $1891778.79   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE S.A.                                                        | VALE SA-SP ADR DEPOSITARY RECEIPT                                | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               |  | US        |     11864 | NS      | $195756.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proya Cosmetics Co., Ltd.                                        | PROYA COSMETICS CO LTD-A COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     41680 | NS      | $993513.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MENGNIU DAIRY COMPANY LIMITED                              | CHINA MENGNIU DAIRY CO COMMON STOCK                              | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               |  | HK        |    763000 | NS      | $3434123.17   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Aneka Tambang Tbk                                             | ANEKA TAMBANG TBK COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900LRE2NALSSHMB80       | Long             | EC               |  | ID        |  13636400 | NS      | $1736658.84   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Proya Cosmetics Co., Ltd.                                        | PROYA COSMETICS CO LTD-A COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     23240 | NS      | $553964.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertiglobe PLC                                                   | FERTIGLOBE PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 984500A99D1B4CPBF744       | Long             | EC               |  | AE        |    405096 | NS      | $509923.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LG INNOTEK CO.,LTD                                               | LG INNOTEK CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               |  | KR        |      3579 | NS      | $862888.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC.                                              | LG ELECTRONICS INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               |  | KR        |     47272 | NS      | $3567128.52   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Sulaiman Al-Habib Medical Services Group Co                   | DR SULAIMAN AL HABIB MEDICAL COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      7291 | NS      | $451819.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT & S Austria Technologie & Systemtechnik Aktiengesellschaft    | AUSTRIA TECHNOLOGIE & SYSTEM COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900EVOKN4LCCD9321       | Long             | EC               |  | DE        |     14179 | NS      | $507409.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indofood Sukses Makmur Tbk                                    | INDOFOOD SUKSES MAKMUR TBK P COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900E61EV2GTYWZ485       | Long             | EC               |  | ID        |    651100 | NS      | $267360.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo Q.P.S.C.                                                 | OOREDOO QPSC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               |  | QA        |    118050 | NS      | $287592.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JHSF PARTICIPACOES S.A.                                          | JHSF PARTICIPACOES SA COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    437500 | NS      | $460894.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LUFAX HOLDING LTD                                                | LUFAX HOLDING LTD-ADR DEPOSITARY RECEIPT                         | CUSIP: 54975P102<br>LEI: 254900TYH7RTK8E9NH16 | Long             | EC               |  | US        |    494481 | NS      | $919734.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambipar Participacoes e Empreendimentos S.A.                     | AMBIPAR PARTICIPACOES E EMPR COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |     77300 | NS      | $342931.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NGAN HANG THUONG MAI CO PHAN QUAN DOI                            | MILITARY COMMERCIAL JOINT COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493007XE88E8JRNTJ93       | Long             | EC               |  | VN        |       117 | NS      | $83.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                 | PING AN INSURANCE GROUP CO-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               |  | HK        |    342900 | NS      | $2118545.59   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS COMPANY PJSC                                     | ABU DHABI PORTS CO PJSC COMMON STOCK                             | CUSIP: N/A<br>LEI: 213800F5LEV1NQJ68T87       | Long             | EC               |  | AE        |    226303 | NS      | $359044.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Automobile Group Co., Ltd                              | GUANGZHOU AUTOMOBILE GROUP-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 5299005KY9BJO3ZE6A37       | Long             | EC               |  | HK        |   2466000 | NS      | $1784431.78   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA SERVICES AND HOLDINGS S.A.                                 | ALPHA SERVICES AND HOLDINGS COMMON STOCK                         | CUSIP: N/A<br>LEI: 5299009N55YRQC69CN08       | Long             | EC               |  | GR        |    931238 | NS      | $991589.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk                                    | BANK MANDIRI PERSERO TBK PT COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               |  | ID        |   1277400 | NS      | $861685.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                         | GRUPO FINANCIERO BANORTE-O COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MX        |    143800 | NS      | $1149375.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/ZAR SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-940.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.            | RICHTER GEDEON NYRT COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               |  | HU        |     21598 | NS      | $458922.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| W.A.G PAYMENT SOLUTIONS PLC                                      | WAG PAYMENT SOLUTIONS COMMON STOCK                               | CUSIP: N/A<br>LEI: 213800HU63CWV5J8YK95       | Long             | EC               |  | GB        |   1509678 | NS      | $1429512.42   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPSHOP HOLDINGS LIMITED                                         | VIPSHOP HOLDINGS LTD - ADR DEPOSITARY RECEIPT                    | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               |  | US        |     38300 | NS      | $427045.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT SUN INTERNATIONAL (HOLDING) CO., LTD.                    | FULGENT SUN INTERNATIONAL COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    290000 | NS      | $1432056.91   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC.                                              | LG ELECTRONICS PREF                                              | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EP               |  | KR        |     25035 | NS      | $882207.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Corpbanca                                                   | ITAU CORPBANCA COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300DDPTTIZ06NIV06       | Long             | EC               |  | CL        | 400745279 | NS      | $793661.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM, INC.                                                     | JD.COM INC - CL A COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               |  | HK        |      7371 | NS      | $210572.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WNS (HOLDINGS) LIMITED                                           | WNS HOLDINGS LTD-ADR DEPOSITARY RECEIPT                          | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               |  | US        |     45621 | NS      | $3846762.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                                        | HANA FINANCIAL GROUP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    206501 | NS      | $7062757.58   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDITACCESS GRAMEEN LIMITED                                     | CREDITACCESS GRAMEEN LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 335800YHFDVKKBDQMK23       | Long             | EC               |  | IN        |    132206 | NS      | $1568207.95   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| POLSKI KONCERN NAFTOWY ORLEN SPOLKA AKCYJNA                      | POLSKI KONCERN NAFTOWY ORLEN COMMON STOCK                        | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               |  | PL        |     48479 | NS      | $705304.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Merdeka Copper Gold Tbk                                       | MERDEKA COPPER GOLD TBK PT COMMON STOCK                          | CUSIP: N/A<br>LEI: 894500DF5TJXCOE26L58       | Long             | EC               |  | ID        |   5445910 | NS      | $1449636.11   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bawan Company SJSC                                               | BAWAN CO COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     31872 | NS      | $293925.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BGF Retail Co Ltd                                                | BGF RETAIL CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     11296 | NS      | $1772766.61   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifico, S.A.B. de C.V.                 | GRUPO AEROPORT DEL PACIFIC-B COMMON STOCK                        | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               |  | MX        |     27800 | NS      | $449698.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES COMPANY LIMITED                            | TECHTRONIC INDUSTRIES CO LTD COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               |  | HK        |    261000 | NS      | $3183853.42   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA STEEL LIMITED                                               | TATA STEEL LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               |  | IN        |    659980 | NS      | $883416.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AYALA CORPORATION                                                | AYALA CORPORATION COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900QJ68UH8GKNGI69       | Long             | EC               |  | PH        |    309759 | NS      | $3846231.55   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co., Ltd.                                        | KWEICHOW MOUTAI CO LTD-A COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |      1875 | NS      | $422546.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bata India Ltd                                                   | BATA INDIA LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 335800Z9GJDJWCOZ5F78       | Long             | EC               |  | IN        |     68875 | NS      | $1458571.03   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                                                        | KRONES AG COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900NY2GSZWWUBW049       | Long             | EC               |  | DE        |     14547 | NS      | $1638683.46   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                        | SAUDI ARABIAN OIL CO COMMON STOCK                                | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               |  | SA        |    110835 | NS      | $991489.44    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TOA PAINT (THAILAND) PUBLIC COMPANY LIMITED                      | TOA PAINT THAILAND PCL COMMON STOCK                              | CUSIP: N/A<br>LEI: 254900E35GTJZH95L596       | Long             | EC               |  | TH        |    911400 | NS      | $875005.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SURGUTNEFTEGAZ PAO                                               | SURGUTNEFTEGAS-SP ADR DEPOSITARY RECEIPT                         | CUSIP: 868861204<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               |  | US        |    416721 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYAN BANKING BERHAD                                           | MALAYAN BANKING BHD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               |  | MY        |   1029300 | NS      | $2000648.62   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Indorama Ventures Public Company Limited                         | INDORAMA VENTURES-FOREIGN COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    387000 | NS      | $469188.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARAT ELECTRONICS LIMITED                                       | BHARAT ELECTRONICS LTD COMMON STOCK                              | CUSIP: Y0881Q141<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               |  | IN        |   1069144 | NS      | $1388526.70   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| XINYI SOLAR HOLDINGS LIMITED                                     | XINYI SOLAR HOLDINGS LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900QF7VIH03SB7Q08       | Long             | EC               |  | HK        |   2507000 | NS      | $2943714.87   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRO RIO S.A.                                                   | PETRO RIO SA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300IQAZIWK5RVZX23       | Long             | EC               |  | BR        |     89500 | NS      | $610134.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nigerian Breweries PLC                                           | NIGERIAN BREWERIES PLC COMMON STOCK                              | CUSIP: N/A<br>LEI: 0292002213B5D1F3B525       | Long             | EC               |  | NG        |   3989043 | NS      | $377341.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                    | ALIBABA GROUP HOLDING LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               |  | HK        |    983500 | NS      | $10711063.95  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                                  | FX Forward Contract: PHP/USD SETTLE 2022-12-02                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |         1 | NC      | $653.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JMT Network Services Public Company Limited                      | JMT NETWORK SERVICES PCL COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    758200 | NS      | $1451053.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA ELECTRONICS, INC.                                          | DELTA ELECTRONICS INC COMMON STOCK                               | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               |  | TW        |    197000 | NS      | $1948076.75   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc.                                       | WOORI FINANCIAL GROUP INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     76273 | NS      | $761962.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                         | GRUPO FINANCIERO BANORTE-O COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MX        |    743100 | NS      | $5939506.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Unichip Corp                                              | GLOBAL UNICHIP CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     33000 | NS      | $798532.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO INTERNATIONAL CORPORATION                                  | POSCO INTERNATIONAL CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: 988400B6ECL5BWA8KC19       | Long             | EC               |  | KR        |     35732 | NS      | $658352.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                                          | KB FINANCIAL GROUP INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               |  | KR        |     43229 | NS      | $1716525.81   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY HALYK SAVINGS BANK OF KAZAKHSTAN             | HALYK SAVINGS BANK-GDR REG S DEPOSITARY RECEIPT                  | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               |  | GB        |    663101 | NS      | $7221464.97   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM, INC.                                                     | JD.COM INC-ADR DEPOSITARY RECEIPT                                | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               |  | US        |     32634 | NS      | $1866012.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MIPO DOCKYARD CO.,LTD                                    | HYUNDAI MIPO DOCKYARD COMMON STOCK                               | CUSIP: N/A<br>LEI: 988400L1JDH871AJTA03       | Long             | EC               |  | KR        |     28511 | NS      | $1898631.64   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | SAMSUNG ELECTRONICS CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               |  | KR        |    258961 | NS      | $12442804.59  | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                        | SAUDI ARABIAN OIL CO COMMON STOCK                                | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               |  | SA        |     50612 | NS      | $452756.47    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VIPSHOP HOLDINGS LIMITED                                         | VIPSHOP HOLDINGS LTD - ADR DEPOSITARY RECEIPT                    | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               |  | US        |    310010 | NS      | $3456611.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTRAND LIMITED                                                | FIRSTRAND LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               |  | ZA        |    304594 | NS      | $1203256.04   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DINO POLSKA SPOLKA AKCYJNA                                       | DINO POLSKA SA COMMON STOCK                                      | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               |  | PL        |     31884 | NS      | $2590136.47   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                       | GRUPO BIMBO SAB- SERIES A COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | EC               |  | MX        |    119600 | NS      | $505414.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LIMITED                                               | ICICI BANK LTD-SPON ADR DEPOSITARY RECEIPT                       | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               |  | US        |     93711 | NS      | $2222824.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KUMBA IRON ORE LIMITED                                           | KUMBA IRON ORE LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               |  | ZA        |     27285 | NS      | $783504.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co., Ltd.                                 | CTBC FINANCIAL HOLDING CO LT COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               |  | TW        |   6296000 | NS      | $4729545.91   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | Samsung Electronics Co Ltd PREFERRED STOCK                       | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               |  | KR        |     60984 | NS      | $2622413.84   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL TECHNOLOGIES LIMITED                                         | HCL TECHNOLOGIES LTD COMMON STOCK                                | CUSIP: Y3121G147<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               |  | IN        |     56610 | NS      | $785779.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST PACIFIC COMPANY LIMITED                                    | FIRST PACIFIC CO COMMON STOCK                                    | CUSIP: N/A<br>LEI: 254900VS1MDQSDM9DE09       | Long             | EC               |  | HK        |   7750000 | NS      | $2433818.72   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| China Datang Corporation Renewable Power Co., Limited            | CHINA DATANG CORP RENEWABL-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 52990099S0ALQQ25XM62       | Long             | EC               |  | HK        |   3734000 | NS      | $1082341.91   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM SYSTEMS, INC.                                               | EPAM SYSTEMS INC COMMON STOCK                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |      5716 | NS      | $2106803.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NARAYANA HRUDAYALAYA LIMITED                                     | NARAYANA HRUDAYALAYA LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 3358005539O9QRRIAM19       | Long             | EC               |  | IN        |    296549 | NS      | $2712897.36   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NK LUKOIL PAO                                                    | LUKOIL PJSC-SPON ADR DEPOSITARY RECEIPT                          | CUSIP: 69343P105<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               |  | GB        |     38464 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Cineplex Group Public Company Limited                      | MAJOR CINEPLEX GROUP-NVDR DEPOSITARY RECEIPT                     | CUSIP: N/A<br>LEI: 529900PH2X6YH1YMV287       | Long             | EC               |  | TH        |   1977000 | NS      | $1104806.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PAREX RESOURCES INC.                                             | PAREX RESOURCES INC COMMON STOCK                                 | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               |  | CA        |     58439 | NS      | $830224.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VINDA INTERNATIONAL HOLDINGS LIMITED                             | VINDA INTERNATIONAL HOLDINGS COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900NPG649VG0P5U39       | Long             | EC               |  | HK        |    359000 | NS      | $935254.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chengxin Lithium Group Co., Ltd.                                 | CHENGXIN LITHIUM GROUP CO-A COMMON STOCK                         | CUSIP: N/A<br>LEI: 300300LUBPEGH8SHWI63       | Long             | EC               |  | CN        |     45900 | NS      | $276436.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI GLOVIS Co., LTD.                                         | HYUNDAI GLOVIS CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               |  | KR        |      3296 | NS      | $447132.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NGAN HANG THUONG MAI CO PHAN QUAN DOI                            | MILITARY COMMERCIAL JOINT COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493007XE88E8JRNTJ93       | Long             | EC               |  | VN        |   5578780 | NS      | $3982631.32   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| NEOWIZ                                                           | NEOWIZ COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     15106 | NS      | $472019.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPANIA CERVECERIAS UNIDAS S.A.                                 | CIA CERVECERIAS UNI-SPON ADR DEPOSITARY RECEIPT                  | CUSIP: 204429104<br>LEI: 529900BJW9B0O6LI2R39 | Long             | EC               |  | US        |     99617 | NS      | $1213335.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA CORP                                                      | HANWHA CORPORATION COMMON STOCK                                  | CUSIP: N/A<br>LEI: 988400JE9FIHQS7TX614       | Long             | EC               |  | KR        |     30456 | NS      | $680250.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino-American Silicon Products Inc.                              | SINO-AMERICAN SILICON PRODUC COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900DMZ4STK7NEXO95       | Long             | EC               |  | TW        |    131000 | NS      | $687349.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HINDUSTAN UNILEVER LIMITED                                       | HINDUSTAN UNILEVER LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               |  | IN        |     10745 | NS      | $354983.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA LESSO GROUP HOLDINGS LIMITED                               | CHINA LESSO GROUP HOLDINGS L COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   2167000 | NS      | $2658501.03   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| KAORI HEAT TREATMENT CO., LTD.                                   | KAORI HEAT TREATMENT CO LTD COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    376000 | NS      | $2003322.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DONGFENG MOTOR GROUP COMPANY LIMITED                             | DONGFENG MOTOR GRP CO LTD-H COMMON STOCK                         | CUSIP: N/A<br>LEI: 3003002JNYOYPX54GE50       | Long             | EC               |  | HK        |    664000 | NS      | $374330.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTER DM HEALTHCARE LIMITED                                      | ASTER DM HEALTHCARE LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 335800TFWMBMRZEICW46       | Long             | EC               |  | IN        |    433939 | NS      | $1267901.62   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                                    | EASTROC BEVERAGE GROUP CO -A COMMON STOCK                        | CUSIP: N/A<br>LEI: 836800LQ338417RCIL29       | Long             | EC               |  | CN        |     54200 | NS      | $1306210.70   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Asam Tbk PT                                                | BUKIT ASAM TBK PT COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900XX13TXG5L4CN33       | Long             | EC               |  | ID        |   1152600 | NS      | $279656.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                              | STATE BANK OF INDIA COMMON STOCK                                 | CUSIP: Y8155P103<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               |  | IN        |     84206 | NS      | $625881.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corporation                                       | CJ CHEILJEDANG CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: 9884008938PK154I3A92       | Long             | EC               |  | KR        |      5249 | NS      | $1583205.77   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SPOLKA AKCYJNA                                               | LPP SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               |  | PL        |       181 | NS      | $387806.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Company SJSC                                | SABIC AGRI-NUTRIENTS CO COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     22707 | NS      | $879118.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co., Ltd.                                       | HAIER SMART HOME CO LTD-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               |  | HK        |   1568800 | NS      | $5224857.70   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                             | PETROLEO BRASIL-SP PREF  ADR DEPOSITARY RECEIPT                  | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               |  | US        |    143525 | NS      | $1471131.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chongqing Zhifei Biological Products Co Ltd                      | CHONGQING ZHIFEI BIOLOGICA-A COMMON STOCK                        | CUSIP: N/A<br>LEI: 300300DRZD9P8L2NA467       | Long             | EC               |  | CN        |     34000 | NS      | $434800.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentium Co Ltd                                                   | DENTIUM CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     12314 | NS      | $835064.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PT United Tractors Tbk                                           | UNITED TRACTORS TBK PT COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               |  | ID        |    219900 | NS      | $432530.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                    | SK HYNIX INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               |  | KR        |     49256 | NS      | $3250897.48   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisarua Mountain Dairy Tbk PT                                    | CISARUA MOUNTAIN DAIRY PT TB COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |  10816900 | NS      | $3224820.33   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc.                                                    | SK HYNIX INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               |  | KR        |     17640 | NS      | $1164240.53   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| East African Breweries PLC                                       | EAST AFRICAN BREWERIES PLC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KE        |   1609700 | NS      | $2182198.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | SAMSUNG ELECTRONICS CO LTD COMMON STOCK                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               |  | KR        |     21233 | NS      | $1020223.39   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Port Holdings Company Limited                    | CHINA MERCHANTS PORT HOLDING COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               |  | HK        |    650000 | NS      | $949422.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED                  | IND & COMM BK OF CHINA-H COMMON STOCK                            | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               |  | HK        |   2892000 | NS      | $1450479.44   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AllHome Corp                                                     | ALLHOME CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |  17413000 | NS      | $473967.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                                     | GRUPO MEXICO SAB DE CV-SER B COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               |  | MX        |    454400 | NS      | $1841195.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Pakuwon Jati Tbk                                              | PAKUWON JATI TBK PT COMMON STOCK                                 | CUSIP: N/A<br>LEI: 254900GUXQAQB065PM73       | Long             | EC               |  | ID        | 120515984 | NS      | $3634578.46   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/ZAR SETTLE 2022-12-02                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-77.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Youngone Corporation                                             | YOUNGONE CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     11988 | NS      | $436807.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co., Ltd.                                | COSCO SHIPPING HOLDINGS CO-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 3003009XI0QGYYA29S17       | Long             | EC               |  | HK        |   1060550 | NS      | $1160729.48   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                              | GOLD FIELDS LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               |  | ZA        |    115763 | NS      | $1306553.55   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC LIMITED                                                      | ITC LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               |  | IN        |    315258 | NS      | $1320656.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansol Chemical Co., Ltd                                         | HANSOL CHEMICAL CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      5717 | NS      | $930769.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corporation Limited                | CHINA TOURISM GROUP DUTY F-A COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     61300 | NS      | $1720274.79   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX GLOBAL TECHNOLOGY LIMITED                                    | PAX GLOBAL TECHNOLOGY LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299008CRGPD1WZXCD36       | Long             | EC               |  | HK        |   2134000 | NS      | $1833855.24   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN PHARMACEUTICAL INDUSTRIES LIMITED                            | SUN PHARMACEUTICAL INDUS COMMON STOCK                            | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               |  | IN        |    139662 | NS      | $1800954.14   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC INFRATECH LIMITED                                            | PNC INFRATECH LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 3358008RNTVF1WKN6B22       | Long             | EC               |  | IN        |    374307 | NS      | $1271300.38   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                | IVANHOE MINES LTD-CL A COMMON STOCK                              | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               |  | CA        |    806647 | NS      | $7163848.85   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINSONS LAND CORPORATION                                       | ROBINSONS LAND CO COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900BUUS5N9MUSIS52       | Long             | EC               |  | PH        |   8086500 | NS      | $2306695.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |    746000 | NS      | $11980650.82  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUST CO.                                    | METROPOLITAN BANK & TRUST COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               |  | PH        |   2256370 | NS      | $2299204.13   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Magyar Olaj- es Gazipari Nyilvanosan Mukodo Reszvenytarsasag | MOL HUNGARIAN OIL AND GAS PL COMMON STOCK                        | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               |  | HU        |    415170 | NS      | $2968698.02   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TCS GROUP HOLDING PLC                                            | TCS GROUP HOLDING-GDR REG S DEPOSITARY RECEIPT                   | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               |  | GB        |     22288 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Cosmos Mezz Plc                                           | GALAXY COSMOS MEZZ PLC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | GR        |     34490 | NS      | $8785.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBANT S.A.                                                     | GLOBANT SA COMMON STOCK                                          | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               |  | US        |     10221 | NS      | $1915210.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/ZAR SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-97.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOE VARITRONIX LIMITED                                           | BOE VARITRONIX LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900SG21VXEZYNQO29       | Long             | EC               |  | HK        |    684000 | NS      | $1263459.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino-American Silicon Products Inc.                              | SINO-AMERICAN SILICON PRODUC COMMON STOCK                        | CUSIP: N/A<br>LEI: 529900DMZ4STK7NEXO95       | Long             | EC               |  | TW        |     69000 | NS      | $362039.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRIRAM TRANSPORT FINANCE COMPANY LIMITED                        | SHRIRAM TRANSPORT FINANCE COMMON STOCK                           | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               |  | IN        |     38843 | NS      | $646541.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daeduck Electronics Co Ltd                                       | DAEDUCK ELECTRONICS CO LTD / COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     17915 | NS      | $322658.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |    543000 | NS      | $8720500.53   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Inmobiliaria Vesta S.A.B. de C.V.                    | CORP INMOBILIARIA VESTA SAB COMMON STOCK                         | CUSIP: N/A<br>LEI: 4469000001BIRIFZJ959       | Long             | EC               |  | MX        |    351300 | NS      | $781351.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Huace Navigation Technology Ltd                         | SHANGHAI HUACE NAVIGATION -A COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |    303253 | NS      | $1221109.97   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| New Horizon Health Ltd                                           | NEW HORIZON HEALTH LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 6556003WN0RS45SU3L67       | Long             | EC               |  | HK        |    305500 | NS      | $819997.81    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sitronix Technology Corp.                                        | SITRONIX TECHNOLOGY CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     54000 | NS      | $339160.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| StoneCo Ltd.                                                     | STONECO LTD-A COMMON STOCK                                       | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               |  | US        |     48362 | NS      | $564868.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLGOLD PLC                                                      | SOLGOLD PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 213800HGFADQBMIEVI76       | Long             | EC               |  | GB        |   6774749 | NS      | $1452250.59   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brasilagro Companhia Brasileira de Propriedades Agricolas        | BRASILAGRO-CIA BRASILEIRA DE COMMON STOCK                        | CUSIP: N/A<br>LEI: HNU7Z5273PRV5T5S5F07       | Long             | EC               |  | BR        |     34600 | NS      | $177645.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nahdi Medical Company SCJSC                                      | NAHDI MEDICAL CO COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     58789 | NS      | $2993368.30   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank P.J.S.C.                               | ABU DHABI COMMERCIAL BANK COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               |  | AE        |    254008 | NS      | $677784.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd                                               | MR PRICE GROUP LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               |  | ZA        |    127167 | NS      | $1263334.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Company SJSC                                     | ETIHAD ETISALAT CO COMMON STOCK                                  | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               |  | SA        |     43672 | NS      | $425976.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                             | LENOVO GROUP LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               |  | HK        |   1054000 | NS      | $900793.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| The Saudi National Bank SJSC                                     | THE SAUDI NATIONAL BANK COMMON STOCK                             | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               |  | SA        |     58584 | NS      | $806637.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL (INDIA) LIMITED                                             | GAIL INDIA LTD COMMON STOCK                                      | CUSIP: Y2R78N114<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               |  | IN        |    808491 | NS      | $947772.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LIMITED                                     | CHINA RESOURCES LAND LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               |  | HK        |   1368000 | NS      | $6358684.30   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Winbond Electronics Corporation                                  | WINBOND ELECTRONICS CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               |  | TW        |    704000 | NS      | $491452.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PINDUODUO INC.                                                   | PINDUODUO INC-ADR DEPOSITARY RECEIPT                             | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               |  | US        |     21109 | NS      | $1731782.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SBERBANK PJSC -SPONSORED ADR DEPOSITARY RECEIPT                  | CUSIP: 80585Y308<br>LEI: N/A                  | Long             | EC               |  | GB        |     93380 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIRTEL AFRICA PLC                                                | AIRTEL AFRICA PLC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               |  | GB        |   1100081 | NS      | $1625773.51   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CPFL ENERGIA S.A.                                                | CPFL ENERGIA SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               |  | BR        |    389500 | NS      | $2546400.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Humanica PCL                                                     | HUMANICA PCL COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |   2096458 | NS      | $663810.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Ultrajaya Milk Industry Tbk                                   | ULTRAJAYA MILK IND & TRADING COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |  31400000 | NS      | $2714553.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS Holding Limited                                              | IHS HOLDING LTD COMMON STOCK                                     | CUSIP: G4701H109<br>LEI: 213800CLGMKL63VKTD94 | Long             | EC               |  | US        |    191059 | NS      | $1379445.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KoreaGasCorporation                                              | KOREA GAS CORPORATION COMMON STOCK                               | CUSIP: N/A<br>LEI: 988400TFZILHBD5M3R71       | Long             | EC               |  | KR        |     15979 | NS      | $426460.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KUNLUN ENERGY COMPANY LIMITED                                    | KUNLUN ENERGY CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               |  | HK        |   4644000 | NS      | $3605541.98   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Daqo New Energy Corp.                                            | DAQO NEW ENERGY CORP-ADR DEPOSITARY RECEIPT                      | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               |  | US        |     26712 | NS      | $1520179.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA CONSULTANCY SERVICES LIMITED                                | TATA CONSULTANCY SVCS LTD COMMON STOCK                           | CUSIP: Y85279100<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               |  | IN        |     48925 | NS      | $2054629.69   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co., Ltd                                | YUANTA FINANCIAL HOLDING CO COMMON STOCK                         | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               |  | TW        |   1479640 | NS      | $1088700.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                   | OTP BANK PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               |  | HU        |    101407 | NS      | $2761654.83   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Company Limited                       | PICC PROPERTY & CASUALTY-H COMMON STOCK                          | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               |  | HK        |   4174000 | NS      | $4231663.82   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ CheilJedang Corporation                                       | CJ CHEILJEDANG CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: 9884008938PK154I3A92       | Long             | EC               |  | KR        |     11333 | NS      | $3418264.61   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Cong ty Co phan Chung khoan SSI                                  | SSI SECURITIES CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: 213800IF2RICE613K743       | Long             | EC               |  | VN        |   1402100 | NS      | $1109255.43   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Daqin Railway Co., Ltd.                                          | DAQIN RAILWAY CO LTD -A COMMON STOCK                             | CUSIP: N/A<br>LEI: 30030098LARO7YWJL882       | Long             | EC               |  | CN        |    379145 | NS      | $364456.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LIMITED                                                  | INFOSYS LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               |  | IN        |    116723 | NS      | $2372501.43   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint stock company National atomic company Kazatomprom          | NAC KAZATOMPROM JSC-GDR DEPOSITARY RECEIPT                       | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               |  | US        |    189669 | NS      | $5075333.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RESOURCES LAND LIMITED                                     | CHINA RESOURCES LAND LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               |  | HK        |    824000 | NS      | $3830084.70   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                               | ARAB NATIONAL BANK COMMON STOCK                                  | CUSIP: N/A<br>LEI: 213800CYWGYQVT1ZBQ57       | Long             | EC               |  | SA        |     46026 | NS      | $425557.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBIL'NYE TELESISTEMY PAO                                        | Mobile TeleSystems Public Joint Stock Company DEPOSITARY RECEIPT | CUSIP: 607409109<br>LEI: 2534008FX8EXH1FMJA74 | Long             | EC               |  | US        |    556416 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspeed Technology Inc                                            | ASPEED TECHNOLOGY INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     25430 | NS      | $1768193.85   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA CONSULTANCY SERVICES LIMITED                                | TATA CONSULTANCY SVCS LTD COMMON STOCK                           | CUSIP: Y85279100<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               |  | IN        |     46399 | NS      | $1948549.07   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN WAH HOLDINGS LIMITED                                         | MAN WAH HOLDINGS LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 52990005BW6K71UPKX41       | Long             | EC               |  | HK        |   1501600 | NS      | $1390807.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Tinci Materials Technology Co., Ltd                    | GUANGZHOU TINCI MATERIALS -A COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     72099 | NS      | $461481.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXCO S.A.                                                       | DEXCO SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    210400 | NS      | $332875.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERVA S.A.                                                     | MINERVA SA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 391200UHL6YHY0OA1P30       | Long             | EC               |  | BR        |    245200 | NS      | $580501.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangzhou Automobile Group Co., Ltd                              | GUANGZHOU AUTOMOBILE GROUP-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 5299005KY9BJO3ZE6A37       | Long             | EC               |  | HK        |    532000 | NS      | $384962.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Century Pacific Food Inc                                         | CENTURY PACIFIC FOOD INC COMMON STOCK                            | CUSIP: N/A<br>LEI: 254900NFV7QTJB821G52       | Long             | EC               |  | PH        |   2522700 | NS      | $1128663.47   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co., Ltd.                                        | BANK OF JIANGSU CO LTD-A COMMON STOCK                            | CUSIP: N/A<br>LEI: 300300C1086832000046       | Long             | EC               |  | CN        |    427600 | NS      | $445925.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Limited                                      | CHINA RAILWAY GROUP LTD-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900TFRLG8UDJ7QA89       | Long             | EC               |  | HK        |   2607000 | NS      | $1472546.36   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Ning Co Ltd                                                   | LI NING CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               |  | HK        |    461000 | NS      | $3707412.20   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GERDAU S.A.                                                      | GERDAU SA -SPON ADR DEPOSITARY RECEIPT                           | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               |  | US        |    254389 | NS      | $1551772.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED            | PTT EXPLORATION & PROD-FOR COMMON STOCK                          | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               |  | TH        |    228700 | NS      | $1219432.27   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank Public Company Limited                           | KRUNG THAI BANK PUB CO-FOREI COMMON STOCK                        | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               |  | TH        |   1230200 | NS      | $617358.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                          | QUIMICA Y MINERA CHIL-SP ADR DEPOSITARY RECEIPT                  | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               |  | US        |     30362 | NS      | $3010695.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bafang Yunji International Co Ltd                                | BAFANG YUNJI INTERNATIONAL C COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     95000 | NS      | $652504.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freshworks Inc                                                   | FRESHWORKS INC-CL A COMMON STOCK                                 | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               |  | US        |     32853 | NS      | $485567.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco del Bajio S.A., Institucion de Banca Multiple              | BANCO DEL BAJIO SA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 4469000001BD95FFLY16       | Long             | EC               |  | MX        |    342400 | NS      | $1107959.64   | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| PT Perusahaan Gas Negara Tbk                                     | PERUSAHAAN GAS NEGARA TBK PT COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300OX1VFDX7ZPN240       | Long             | EC               |  | ID        |   3274300 | NS      | $394072.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CIPLA LIMITED                                                    | CIPLA LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               |  | IN        |     33516 | NS      | $471525.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                       | ITAU UNIBANCO H-SPON PRF ADR DEPOSITARY RECEIPT                  | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               |  | US        |    433711 | NS      | $2159880.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Locaweb Servicos De Internet SA                                  | LOCAWEB SERVICOS DE INTERNET COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |    523000 | NS      | $838383.28    | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| AP (THAILAND) PUBLIC COMPANY LIMITED                             | AP THAILAND PCL-FOREIGN COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    485300 | NS      | $139699.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YAGEO CORPORATION                                                | YAGEO CORPORATION COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5493001P0TOZH7GGNQ21       | Long             | EC               |  | TW        |     56592 | NS      | $860392.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NASPERS LIMITED                                                  | NASPERS LTD-N SHS COMMON STOCK                                   | CUSIP: N/A<br>LEI: 21380044BQ8812EEKT59       | Long             | EC               |  | ZA        |     59013 | NS      | $9193247.88   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/ZAR SETTLE 2022-12-02                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $66.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LIMITED                               | AGRICULTURAL BANK OF CHINA-H COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               |  | HK        |   8550000 | NS      | $2860054.14   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co., Ltd.                        | CONTEMPORARY AMPEREX TECHN-A COMMON STOCK                        | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               |  | CN        |      5720 | NS      | $313360.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC.                                          | GRAN TIERRA ENERGY INC COMMON STOCK                              | CUSIP: 38500T101<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               |  | CA        |   1543282 | NS      | $1810001.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LIMITED                                | ZHONGSHENG GROUP HOLDINGS COMMON STOCK                           | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               |  | HK        |    390000 | NS      | $2013343.28   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                      | FIRST QUANTUM MINERALS LTD COMMON STOCK                          | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               |  | CA        |    271769 | NS      | $6410837.66   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-01                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $87.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACRONIX INTERNATIONAL CO., LTD.                                 | MACRONIX INTERNATIONAL CO COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |   2579000 | NS      | $2931380.33   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CLSA GM CW27 PIESAT INFORM WARRANTS STRIKE PRICE 0.00            | CUSIP: 255072145<br>LEI: N/A                  | Long             | SN               |  | CN        |     87008 | PA      | $966806.79    | 0.09%             | 2049-12-31      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Alchip Technologies Ltd                                          | ALCHIP TECHNOLOGIES LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900HKE9RIY07SLX84       | Long             | EC               |  | TW        |     86000 | NS      | $2642219.57   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                                                | HDFC BANK LIMITED COMMON STOCK                                   | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               |  | IN        |    141304 | NS      | $2802485.45   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Parque Arauco S.A.                                               | PARQUE ARAUCO S.A. COMMON STOCK                                  | CUSIP: N/A<br>LEI: 2549001WW2PV1Y0UEU97       | Long             | EC               |  | CL        |   3701376 | NS      | $3894424.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CIELO S.A.                                                       | CIELO SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 635400V276LMQ5UZ6C26       | Long             | EC               |  | BR        |   1258700 | NS      | $1141705.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A2 Milk Company Ltd                                              | A2 MILK CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900PVC9CV0KFA2U62       | Long             | EC               |  | AU        |    327597 | NS      | $1371241.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KOC HOLDING ANONIM SIRKETI                                       | KOC HOLDING AS COMMON STOCK                                      | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               |  | TR        |    141582 | NS      | $540432.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LX Semicon Co Ltd                                                | LX SEMICON CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      4755 | NS      | $324448.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arabian Drilling Company                                         | ARABIAN DRILLING CO COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     76996 | NS      | $2416845.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BHCo.,Ltd.                                                       | BH CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     15788 | NS      | $319063.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taaleem Holdings PSC                                             | TAALEEM HOLDINGS PSC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AE        |   2038622 | NS      | $1487478.07   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WIZZ AIR HOLDINGS PLC                                            | WIZZ AIR HOLDINGS PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               |  | GB        |     42968 | NS      | $1159013.62   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIA Group Limited                                                | AIA GROUP LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               |  | HK        |    505840 | NS      | $5140194.11   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO TYRES LIMITED.                                            | APOLLO TYRES LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 335800W2PJ4XBSHQYC34       | Long             | EC               |  | IN        |    145979 | NS      | $570426.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                  | GRUPO AEROPORT DEL SURESTE-B COMMON STOCK                        | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               |  | MX        |     31985 | NS      | $789987.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGEL YEAST CO., LTD                                             | ANGEL YEAST CO LTD-A COMMON STOCK                                | CUSIP: N/A<br>LEI: 3003002K1DZ78FXZXI48       | Long             | EC               |  | CN        |    340600 | NS      | $2089123.18   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA FEIHE LIMITED                                              | CHINA FEIHE LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |   1558000 | NS      | $1275031.03   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SANLAM LIMITED                                                   | SANLAM LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 37890014418406D9FC23       | Long             | EC               |  | ZA        |    138403 | NS      | $461922.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intco Medical Technology Co., Ltd.                               | INTCO MEDICAL TECHNOLOGY C-A COMMON STOCK                        | CUSIP: N/A<br>LEI: 549300U6H4L6SSU31U28       | Long             | EC               |  | CN        |     83994 | NS      | $291963.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Chain Hospital Public Company Limited                    | BANGKOK CHAIN HOSPITAL-FOREG COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    878900 | NS      | $508515.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KGHM POLSKA MIEDZ SPOLKA AKCYJNA                                 | KGHM POLSKA MIEDZ SA COMMON STOCK                                | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               |  | PL        |     35125 | NS      | $919043.73    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Industries Qatar Q.P.S.C                                         | INDUSTRIES QATAR COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | QA        |    165580 | NS      | $681162.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL TECHNOLOGIES LIMITED                                         | HCL TECHNOLOGIES LTD COMMON STOCK                                | CUSIP: Y3121G147<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               |  | IN        |    343500 | NS      | $4767978.80   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Indo Tambangraya Megah Tbk PT                                    | INDO TAMBANGRAYA MEGAH TBK P COMMON STOCK                        | CUSIP: N/A<br>LEI: 52990056ZNHB217ZKL92       | Long             | EC               |  | ID        |    167000 | NS      | $444789.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENITH BANK PLC                                                  | ZENITH BANK PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 029200268F8M5YI5I629       | Long             | EC               |  | NG        |  76698031 | NS      | $3783078.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Pharmaceuticals Holding Co., Ltd.                       | SHANGHAI PHARMACEUTICALS-H COMMON STOCK                          | CUSIP: N/A<br>LEI: 30030029J1KKCBY19820       | Long             | EC               |  | HK        |    261300 | NS      | $436019.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EMAAR PROPERTIES (P.J.S.C)                                       | EMAAR PROPERTIES PJSC COMMON STOCK                               | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               |  | AE        |    507422 | NS      | $843667.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Islandsbanki hf.                                                 | ISLANDSBANKI HF COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300PZMFIQR79Q0T97       | Long             | EC               |  | IS        |   4320225 | NS      | $3706568.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporacion America Airports S.A.                                | CORP AMERICA AIRPORTS SA COMMON STOCK                            | CUSIP: L1995B107<br>LEI: N/A                  | Long             | EC               |  | US        |    266076 | NS      | $2392023.24   | 0.23%             |  |  |  | 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