# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016945
**Filing Date:** 2023-1
**Character Count:** 242336
**Document Hash:** f4ffe27034dfc52e0dafcea08d80ac75
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016945.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016945

**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:** 23564330

**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 Screened World Equity Ex-US Fund (Series ID: S000019597)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000054521 | SIIT Screened World Equity Ex-US Fund - Class A | SSEAX           |

## 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 SCREENED WORLD EQUITY EX-US FUND

- **b. EDGAR series identifier (if any):** S000019597

- **c. LEI of Series:** 9KQ7Y45H2BZY6USO2E08

**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:** $143688763.20

**Total Liabilities:** $194388.91

**Net Assets:** $143494374.29

**Cash Not Reported:** $2967356.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054521 | 11.10%               | 4.98%                | -9.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1236718.81             | $15076260.68                               |
| Month 2  | $-1004759.47             | $6872163.22                                |
| Month 3  | $-976404.15              | $-12549347.34                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FINNING INTERNATIONAL INC.                                       | FINNING INTERNATIONAL INC COMMON STOCK                              | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               |  | CA        |     10100 | NS      | $253822.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL PLASTIC INDUSTRIAL CO., LTD.                             | GENERAL PLASTIC INDUSTRIAL COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     16000 | NS      | $15313.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                    | UNICREDIT SPA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               |  | IT        |     83913 | NS      | $1134022.33   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| The Lanna Resources Public Company Limited                       | LANNA RESOURCES PCL COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    410900 | NS      | $202340.47    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CB Industrial Product Holding Bhd                                | CB INDUSTRIAL PRODUCT HLDG COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    175800 | NS      | $42535.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                          | GSK PLC-SPON ADR DEPOSITARY RECEIPT                                 | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               |  | US        |     14210 | NS      | $491523.90    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Austindo Nusantara Jaya Tbk PT                                   | AUSTINDO NUSANTARA JAYA PT COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    198800 | NS      | $9110.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEARS GROUP PLC                                                  | MEARS GROUP PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 213800DHCALLH8IRJV57       | Long             | EC               |  | GB        |     19138 | NS      | $43511.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORITO CO., LTD.                                                 | MORITO CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1800 | NS      | $9829.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co.,Ltd.                                        | RECRUIT HOLDINGS CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               |  | JP        |       300 | NS      | $9605.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGS Corporation                                                  | AGS CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1700 | NS      | $7975.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COGNEX CORPORATION                                               | COGNEX CORP COMMON STOCK                                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               |  | US        |     16072 | NS      | $800064.16    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Earth Corporation                                                | EARTH CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1800 | NS      | $69230.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WILSON ASA                                                       | WILSON ASA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXHIZK23       | Long             | EC               |  | NO        |      2535 | NS      | $16626.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV Aktiengesellschaft                                           | OMV AG COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               |  | AT        |      8804 | NS      | $462328.37    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisadane Sawit Raya PT                                           | CISADANE SAWIT RAYA TBK PT COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    517300 | NS      | $19236.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNIUM S.A.                                                     | TERNIUM SA-SPONSORED ADR DEPOSITARY RECEIPT                         | CUSIP: 880890108<br>LEI: 529900QG4KU23TEI2E46 | Long             | EC               |  | US        |      1430 | NS      | $45030.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSONITE INTERNATIONAL S.A.                                     | SAMSONITE INTERNATIONAL SA COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               |  | HK        |    519800 | NS      | $1409957.98   | 0.98%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SANOFI SA                                                        | SANOFI COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |      9571 | NS      | $855447.80    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| DONGWON INDUSTRIES CO.,LTD                                       | DONGWON INDUSTRIES CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      1635 | NS      | $58607.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                       | LEGRAND SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               |  | FR        |      4732 | NS      | $381511.84    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                    | ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               |  | US        |      3869 | NS      | $338769.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BERMAZ AUTO BERHAD                                               | BERMAZ AUTO BHD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    126800 | NS      | $55986.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                            | RESONA HOLDINGS INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               |  | JP        |     70800 | NS      | $337194.33    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT GLOBAL CHEMICAL PUBLIC COMPANY LIMITED                       | PTT GLOBAL CHEMICAL PCL-NVDR DEPOSITARY RECEIPT                     | CUSIP: N/A<br>LEI: 5493007X3230PPPZFF40       | Long             | EC               |  | TH        |     43300 | NS      | $59316.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               |  | GB        |    655857 | NS      | $2060997.62   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella International Holdings Ltd                                | STELLA INTERNATIONAL COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     34500 | NS      | $32088.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPACE CO., LTD.                                                  | SPACE CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7200 | NS      | $46171.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                      | REALTEK SEMICONDUCTOR CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               |  | TW        |     23000 | NS      | $239106.77    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| POLIMEX MOSTOSTAL SPOLKA AKCYJNA                                 | POLIMEX-MOSTOSTAL SA COMMON STOCK                                   | CUSIP: N/A<br>LEI: 259400O6XNB3600CYB37       | Long             | EC               |  | PL        |     14870 | NS      | $12840.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gresham Technologies PLC                                         | GRESHAM TECHNOLOGIES PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: 213800F71LW7L4Y7QL29       | Long             | EC               |  | GB        |      9760 | NS      | $19759.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IIFL SECURITIES LIMITED                                          | IIFL SECURITIES LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 335800DFGY67CJENRH26       | Long             | EC               |  | IN        |     43051 | NS      | $36791.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIEN KUO CONSTRUCTION CO., LTD                                  | CHIEN KUO CONSTRUCTION CO COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     42000 | NS      | $15543.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JU TENG INTERNATIONAL HOLDINGS LIMITED                           | JU TENG INTERNATIONAL - TDR DEPOSITARY RECEIPT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     59000 | NS      | $12083.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Image Resources NL                                               | IMAGE RESOURCES NL COMMON STOCK                                     | CUSIP: N/A<br>LEI: 9845000B9ED4B05DB076       | Long             | EC               |  | AU        |    124190 | NS      | $12144.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENCORE GROUP PUBLIC LIMITED COMPANY                           | GREENCORE GROUP PLC COMMON STOCK                                    | CUSIP: G40866124<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               |  | GB        |    198947 | NS      | $152580.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Aviation                                               | ABU DHABI AVIATION CO COMMON STOCK                                  | CUSIP: N/A<br>LEI: 254900MYYWS78SJZJ015       | Long             | EC               |  | AE        |     10953 | NS      | $18190.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain plc                                                       | ENTAIN PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               |  | GB        |     53514 | NS      | $905238.48    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerillion PLC                                                    | CERILLION PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 213800ISIZMUC3P46850       | Long             | EC               |  | GB        |      3698 | NS      | $51429.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PT ABM Investama Tbk                                             | ABM INVESTAMA TBK PT COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900NA4NGP8BT2KH46       | Long             | EC               |  | ID        |    209600 | NS      | $48978.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| METAUX RUSSEL INC.                                               | RUSSEL METALS INC COMMON STOCK                                      | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               |  | CA        |      1593 | NS      | $34017.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LIMITED                                            | COMPUTERSHARE LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     49833 | NS      | $932071.30    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Atled Corp                                                       | ATLED CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1100 | NS      | $12068.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUANG'S CHINA INVESTMENTS LIMITED                               | CHUANG'S CHINA INVESTMENTS COMMON STOCK                             | CUSIP: N/A<br>LEI: 5299009Z2BS8DCDAAH80       | Long             | EC               |  | HK        |    180000 | NS      | $6166.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC.                                              | LG ELECTRONICS INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               |  | KR        |      1610 | NS      | $121490.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bekasi Fajar Industrial Estate Tbk                            | BEKASI FAJAR INDUSTRIAL ESTA COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900TCMB56OQSU7561       | Long             | EC               |  | ID        |   2257100 | NS      | $20086.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                      | TOKIO MARINE HOLDINGS INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               |  | JP        |     25600 | NS      | $522609.07    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SODEXO SA                                                        | SODEXO SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               |  | FR        |     12322 | NS      | $1167708.41   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Trim Co Ltd                                                | NIHON TRIM CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900MMAS9SLHU7KR51       | Long             | EC               |  | JP        |      1900 | NS      | $33668.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mader Group Ltd                                                  | MADER GROUP LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     10186 | NS      | $25208.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                       | UNIVERSAL MUSIC GROUP NV COMMON STOCK                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               |  | NL        |     17913 | NS      | $421504.20    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                         | TENCENT HOLDINGS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               |  | HK        |     11500 | NS      | $435191.28    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                             | PETROLEO BRASILEIRO-SPON ADR DEPOSITARY RECEIPT                     | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               |  | US        |     28213 | NS      | $329809.97    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                 | PHILIP MORRIS INTERNATIONAL COMMON STOCK                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |      4248 | NS      | $423398.16    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Mandala Multifinance Tbk                                      | MANDALA MULTIFINANCE TBK PT COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    272500 | NS      | $29966.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | SAMSUNG ELECTRONICS CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               |  | KR        |      1577 | NS      | $75773.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                     | Sartorius AG PREFERRED STOCK                                        | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               |  | DE        |       764 | NS      | $284209.81    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| 361 DEGREES INTERNATIONAL LIMITED                                | 361 DEGREES INTERNATIONAL COMMON STOCK                              | CUSIP: N/A<br>LEI: 2138008WRC2652IBSX12       | Long             | EC               |  | HK        |     81000 | NS      | $35461.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIA TECH IMAGE INC.                                             | ASIA TECH IMAGE INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     14000 | NS      | $26132.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON PUBLIC LIMITED COMPANY                                      | ICON PLC COMMON STOCK                                               | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               |  | US        |      4036 | NS      | $869515.84    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Wienerberger AG                                                  | WIENERBERGER AG COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               |  | AT        |      9182 | NS      | $240243.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               |  | NO        |      7502 | NS      | $257770.63    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMUDERA SHIPPING LINE LTD                                       | SAMUDERA SHIPPING LINE LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900YRA2OBY5SUJW72       | Long             | EC               |  | SG        |     78200 | NS      | $55259.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pronexus Inc                                                     | PRONEXUS INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $8349.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                                 | NOVO NORDISK A/S-B COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               |  | DK        |     14866 | NS      | $1845002.23   | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Pelita Samudera Shipping Tbk PT                                  | PELITA SAMUDERA SHIPPING PT COMMON STOCK                            | CUSIP: N/A<br>LEI: 2549003QZAVEDWGJU005       | Long             | EC               |  | ID        |    866400 | NS      | $31188.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Justin Allen Holdings Ltd                                        | JUSTIN ALLEN HOLDINGS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    230000 | NS      | $16795.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI KOGYOSHA CO., LTD.                                         | ASAHI KOGYOSHA CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $18437.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARTINREA INTERNATIONAL INC.                                     | MARTINREA INTERNATIONAL INC COMMON STOCK                            | CUSIP: 573459104<br>LEI: 5493004U3PUN21MLJG41 | Long             | EC               |  | CA        |      2400 | NS      | $21084.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Showa Denko K.K.                                                 | SHOWA DENKO K K COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               |  | JP        |     81200 | NS      | $1294525.62   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                         | RELX PLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               |  | GB        |      1784 | NS      | $49429.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Plover Bay Technologies Ltd                                      | PLOVER BAY TECHNOLOGIES LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     64000 | NS      | $20658.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                        | HKT TRUST AND HKT LTD-SS UNIT                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |      2800 | NS      | $3416.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARASSO MOTORS LTD                                               | CARASSO MOTORS LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |     11399 | NS      | $73831.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Inc                                                       | UNITED INC COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4800 | NS      | $47810.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SGC eTEC E&C Co., Ltd.                                           | SGC E TEC E&C CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      1860 | NS      | $58876.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| H & T Group PLC                                                  | H&T GROUP PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 2138006N2X1XSBSDSU74       | Long             | EC               |  | GB        |      2723 | NS      | $16515.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Minor International Public Company Limited                       | MINOR INTERNATIONAL PCL-FOR COMMON STOCK                            | CUSIP: Y6069M133<br>LEI: 254900T4WB2UF9XPX041 | Long             | EC               |  | TH        |   1481700 | NS      | $1304365.57   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| United Malacca Bhd                                               | UNITED MALACCA BHD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |      6900 | NS      | $8455.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unimot SA                                                        | UNIMOT SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 259400QHBII9NV5JQT83       | Long             | EC               |  | PL        |      3081 | NS      | $61311.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                       | NATIONAL BANK OF CANADA COMMON STOCK                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               |  | CA        |      6854 | NS      | $484992.42    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VRG SPOLKA AKCYJNA                                               | VRG SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 259400JK2AT927YR9N41       | Long             | EC               |  | PL        |      9417 | NS      | $6969.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHL-Japan Ltd                                                    | SHL-JAPAN LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       100 | NS      | $1905.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NICCA CHEMICAL CO.,LTD.                                          | NICCA CHEMICAL CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1500 | NS      | $9652.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Business Consultants Co Ltd                                 | OBIC BUSINESS CONSULTANTS COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1000 | NS      | $34194.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Business Brain Showa-Ota Inc                                     | BUSINESS BRAIN SHOWA-OTA INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3300 | NS      | $46502.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HITEJINRO HOLDINGS CO., LTD                                      | HITEJINRO HOLDINGS CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 988400QOIT2SDDKYHN51       | Long             | EC               |  | KR        |      1571 | NS      | $12411.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiken Medical Co Ltd                                            | DAIKEN MEDICAL CO  LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2800 | NS      | $9209.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                                | COMPASS GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               |  | GB        |     11050 | NS      | $248918.15    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CITIC BANK CORPORATION LIMITED                             | CHINA CITIC BANK CORP LTD-H COMMON STOCK                            | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               |  | HK        |    166000 | NS      | $73865.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sundart Holdings Ltd                                             | SUNDART HOLDINGS COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    274000 | NS      | $10556.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                                 | WACKER CHEMIE AG COMMON STOCK                                       | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Long             | EC               |  | DE        |       899 | NS      | $114248.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CLICKS GROUP LIMITED                                             | CLICKS GROUP LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               |  | ZA        |     27386 | NS      | $475233.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaver Shop Group Ltd                                            | SHAVER SHOP GROUP LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     20315 | NS      | $15327.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wielton SA                                                       | WIELTON SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 259400DJS2K0KQ7GD198       | Long             | EC               |  | PL        |      5143 | NS      | $7884.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 104 Corp                                                         | 104 CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      6000 | NS      | $38089.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FM Mattsson AB (publ)                                            | FM MATTSSON MORA GROUP AB COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300X3RXRNVJH7XE65       | Long             | EC               |  | SE        |      1866 | NS      | $8864.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nameson Holdings Ltd                                             | NAMESON HOLDINGS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     94000 | NS      | $6040.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPS Ltd                                                          | MPS LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 335800A5U6IGV9FKPQ98       | Long             | EC               |  | IN        |      3190 | NS      | $37799.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitrabara Adiperdana Tbk PT                                      | MITRABARA ADIPERDANA TBK PT COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |     36000 | NS      | $17506.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Implenia AG                                                      | IMPLENIA AG-REG COMMON STOCK                                        | CUSIP: N/A<br>LEI: 52990006TKCUQQJ79B11       | Long             | EC               |  | CH        |       851 | NS      | $35638.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KUNLUN ENERGY COMPANY LIMITED                                    | KUNLUN ENERGY CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               |  | HK        |     88000 | NS      | $68322.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                             | LENOVO GROUP LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               |  | HK        |    240000 | NS      | $205114.29    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| QUADIENT SA                                                      | QUADIENT SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300K4W3A5ITOPTK67       | Long             | EC               |  | FR        |      4454 | NS      | $67240.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Astra Otoparts Tbk                                            | ASTRA OTOPARTS TBK PT COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    108900 | NS      | $10534.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                  | KUEHNE + NAGEL INTL AG-REG COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               |  | CH        |      1975 | NS      | $476531.79    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. MOELLER - MAERSK A/S                                        | AP MOLLER-MAERSK A/S-B COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               |  | DK        |       203 | NS      | $435431.63    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM, INC.                                                     | JD.COM INC - CL A COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               |  | HK        |      7790 | NS      | $222542.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LIMITED                                                    | ORICA LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |       981 | NS      | $9810.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MACFARLANE GROUP PLC                                             | MACFARLANE GROUP PLC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 213800LVRYDERSJAAZ73       | Long             | EC               |  | GB        |     19861 | NS      | $24835.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                         | RELX PLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               |  | NL        |     26757 | NS      | $747160.69    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                 | INDUSTRIA DE DISENO TEXTIL COMMON STOCK                             | CUSIP: E6282N100<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               |  | ES        |     36604 | NS      | $945453.05    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                               | COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK                     | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               |  | US        |     10455 | NS      | $555055.95    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Stanley Electric PCL                                        | THAI STANLEY ELECTRIC PUB CO COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     10300 | NS      | $54376.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Salim Ivomas Pratama Tbk                                      | SALIM IVOMAS PRATAMA TBK PT COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    323500 | NS      | $8564.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WiSoL Co.,LTD.                                                   | WISOL CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      5409 | NS      | $29470.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AB SPOLKA AKCYJNA                                                | AB SA COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 259400TZG21SXKFKFD76       | Long             | EC               |  | PL        |       838 | NS      | $8750.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNLAIT MILK LIMITED                                             | SYNLAIT MILK LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |     10393 | NS      | $19687.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Air Survey Co.,Ltd.                                         | ASIA AIR SURVEY CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3900 | NS      | $21772.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank Public Company Limited                              | BANGKOK BANK PUBLIC CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               |  | TH        |     12400 | NS      | $50948.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL LIMITED                                                      | CSL LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               |  | AU        |      1940 | NS      | $393274.13    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MATSUI CONSTRUCTION CO., LTD.                                    | MATSUI CONSTRUCTION CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2500 | NS      | $10149.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co., Ltd.                                             | SHIONOGI & CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               |  | JP        |      9100 | NS      | $452983.95    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladprao General Hospital PCL                                     | LADPRAO GENERAL HOSPITAL PCL COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    109600 | NS      | $17715.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSHU TRUCK CO.,LTD.                                             | ENSHU TRUCK CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       600 | NS      | $11551.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHESNARA PLC                                                     | CHESNARA PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800VFRMBRTSZ3SJ06       | Long             | EC               |  | GB        |     11116 | NS      | $38599.29     | 0.03%             |  |  |  | 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        |     63419 | NS      | $260892.97    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| XINYI GLASS HOLDINGS LIMITED                                     | XINYI GLASS HOLDINGS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               |  | HK        |    373000 | NS      | $722835.01    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                            | ATLASSIAN CORP -CLASS A COMMON STOCK                                | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               |  | US        |      2146 | NS      | $282306.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                   | RHEINMETALL AG COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               |  | DE        |      7960 | NS      | $1609713.40   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF BARODA LIMITED                                       | BANK OF BARODA COMMON STOCK                                         | CUSIP: Y06451119<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               |  | IN        |     94570 | NS      | $194741.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AINAVO HOLDINGS Co., Ltd.                                        | AINAVO HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1875 | NS      | $12635.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vente-Unique.Com SA                                              | VENTE-UNIQUE.COM SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 969500QGLYZDJ8QZOT70       | Long             | EC               |  | FR        |      1514 | NS      | $16368.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank Danamon Indonesia Tbk                                    | BANK DANAMON INDONESIA TBK COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900XB9K06L7PWEP97       | Long             | EC               |  | ID        |    164900 | NS      | $31673.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc.                                                         | BRP INC/CA- SUB VOTING COMMON STOCK                                 | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               |  | CA        |      5215 | NS      | $387210.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORPORATION                                                 | ORIX CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               |  | JP        |     50800 | NS      | $814517.29    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Trilogy Metals Inc                                               | TRILOGY METALS INC COMMON STOCK                                     | CUSIP: 89621C105<br>LEI: 52990084YC9OR0TUH237 | Long             | EC               |  | CA        |     13000 | NS      | $7479.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A8 New Media Group Ltd                                           | A8 NEW MEDIA GROUP LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    432000 | NS      | $17992.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                       | BANDAI NAMCO HOLDINGS INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3200 | NS      | $209830.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| en Japan Inc.                                                    | EN JAPAN INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1400 | NS      | $24981.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                             | STRAUMANN HOLDING AG-REG COMMON STOCK                               | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               |  | CH        |      3210 | NS      | $372087.68    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Technology Holdings PLC                                  | ASHTEAD TECHNOLOGY HOLDINGS COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800LHEWVY66RPGR58       | Long             | EC               |  | GB        |      5292 | NS      | $19316.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| argenx SE                                                        | ARGENX SE - ADR DEPOSITARY RECEIPT                                  | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               |  | US        |       400 | NS      | $159188.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chino Corporation                                                | CHINO CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $15929.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Briscoe Group Ltd                                                | BRISCOE GROUP LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |     10569 | NS      | $31920.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thungela Resources Ltd                                           | THUNGELA RESOURCES LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 213800EGYK3BN3SRIF27       | Long             | EC               |  | GB        |     18798 | NS      | $344305.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Adira Dinamika Multi Finance Tbk                              | ADIRA DINAMIKA MULTI FINANCE COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900SPGMQJ5QQCD457       | Long             | EC               |  | ID        |     44200 | NS      | $25427.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENIT Aktiengesellschaft                                         | CENIT AG COMMON STOCK                                               | CUSIP: N/A<br>LEI: 391200KYFPOLFJNEWL98       | Long             | EC               |  | DE        |       619 | NS      | $8237.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT United Tractors Tbk                                           | UNITED TRACTORS TBK PT COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               |  | ID        |     99800 | NS      | $196300.91    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIOMTEK CO., LTD.                                               | AXIOMTEK CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      4000 | NS      | $7522.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LT GROUP, INC.                                                   | LT GROUP INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |    115700 | NS      | $19324.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawan Food Bhd                                                   | KAWAN FOOD BHD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    194100 | NS      | $95921.36     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO MACHINERY & METAL CO., LTD.                                 | TOYO MACHINERY & METAL CO COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1800 | NS      | $7064.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asuransi Tugu Pratama Indonesia Tbk PT                           | ASURANSI TUGU PRATAMA INDONE COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |     89700 | NS      | $11599.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                         | TREND MICRO INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               |  | JP        |       100 | NS      | $4965.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT GLOBAL CHEMICAL PUBLIC COMPANY LIMITED                       | PTT GLOBAL CHEMICAL PCL COMMON STOCK                                | CUSIP: N/A<br>LEI: 5493007X3230PPPZFF40       | Long             | EC               |  | TH        |     91800 | NS      | $125757.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RIDLEY CORPORATION LIMITED                                       | RIDLEY CORP LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300UQM21UZW8DVW82       | Long             | EC               |  | AU        |     37248 | NS      | $48239.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NJS Co Ltd                                                       | NJS CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1900 | NS      | $28308.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA SIDERURGICA DEL PERU S.A.A.                              | EMPRESA SIDERURGICA PERU SAA COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PE        |     28617 | NS      | $11608.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SPI 200 FUTURES   DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         3 | NC      | $367111.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SAJODAERIM CORPORATION                                           | SAJODAERIM CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: 988400F2KDRMJV90FL59       | Long             | EC               |  | KR        |      1514 | NS      | $29563.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOPLAST A/S                                                    | COLOPLAST-B COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               |  | DK        |      2252 | NS      | $263403.35    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Company Limited                                       | PETROCHINA CO LTD-H COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               |  | HK        |    944000 | NS      | $429850.35    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Vetoquinol SA                                                    | VETOQUINOL SA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 969500YP0AETQIK48R39       | Long             | EC               |  | FR        |       206 | NS      | $18235.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ansarada Group Ltd                                               | ANSARADA GROUP LIMITED COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      2656 | NS      | $2697.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midland Holdings Limited                                         | MIDLAND HOLDINGS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5493007HC5HKY6RXSQ87       | Long             | EC               |  | HK        |    468304 | NS      | $36183.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansol Holdings Co., Ltd.                                        | HANSOL HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     13363 | NS      | $34427.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PIPESTONE ENERGY CORP.                                           | PIPESTONE ENERGY CORP COMMON STOCK                                  | CUSIP: 724112107<br>LEI: 5493008FZ2N6YO7KF307 | Long             | EC               |  | CA        |      3400 | NS      | $8526.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               |  | US        |      7703 | NS      | $639194.94    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SNS REAAL                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NL        |      1762 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sun Corp                                                         | SUN CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       800 | NS      | $12812.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GULF KEYSTONE PETROLEUM LIMITED                                  | GULF KEYSTONE PETROLEUM LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800QTAQOSSTNTPO15       | Long             | EC               |  | GB        |     17361 | NS      | $44563.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HARGREAVES SERVICES PLC                                          | HARGREAVES SERVICES PLC COMMON STOCK                                | CUSIP: N/A<br>LEI: 213800O17BER1SHMH466       | Long             | EC               |  | GB        |      2957 | NS      | $12149.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA DISTRICT HEATING CORPORATION                               | KOREA DISTRICT HEATING CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       664 | NS      | $14172.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUSTEAD SINGAPORE LIMITED                                       | BOUSTEAD SINGAPORE LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 254900VRXISFIBDS7X84       | Long             | EC               |  | SG        |     35165 | NS      | $20165.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEAR ENERGY LTD.                                                 | GEAR ENERGY LTD COMMON STOCK                                        | CUSIP: 36830P104<br>LEI: 549300R7BXAYY82VSM16 | Long             | EC               |  | CA        |     32300 | NS      | $27875.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD.                           | CHECK POINT SOFTWARE TECH COMMON STOCK                              | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               |  | US        |     15347 | NS      | $2038542.01   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                          | STMICROELECTRONICS NV COMMON STOCK                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               |  | FR        |      9193 | NS      | $352089.67    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Playway SA                                                       | PLAYWAY SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 259400PP7G4I7G8EQR16       | Long             | EC               |  | PL        |       289 | NS      | $20851.22     | 0.01%             |  |  |  | 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        |     22199 | NS      | $36909.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUPE WSP GLOBAL INC.                                           | WSP GLOBAL INC COMMON STOCK                                         | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               |  | CA        |      2250 | NS      | $267786.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Semirara Mining and Power Corporation                            | SEMIRARA MINING AND POWER CO COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |     60100 | NS      | $35775.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                     | WORLDLINE SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               |  | FR        |     22098 | NS      | $1035797.95   | 0.72%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                       | JAPAN EXCHANGE GROUP INC COMMON STOCK                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               |  | JP        |     24400 | NS      | $349620.36    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                              | WOLTERS KLUWER COMMON STOCK                                         | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               |  | NL        |     12232 | NS      | $1333913.69   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indo-Rama Synthetics Tbk                                      | INDORAMA SYNTHETICS TBK PT COMMON STOCK                             | CUSIP: N/A<br>LEI: 25490008PE85CK9CUC92       | Long             | EC               |  | ID        |     19800 | NS      | $7571.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Topsports International Holdings Ltd                             | TOPSPORTS INTERNATIONAL HOLD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    879000 | NS      | $564835.91    | 0.39%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Koa Shoji Holdings Co Ltd                                        | KOA SHOJI HOLDINGS CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $17039.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO LIMITED                                                      | IGO LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               |  | AU        |     44050 | NS      | $464167.39    | 0.32%             |  |  |  | No            |                  2 | 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        |     62600 | NS      | $246380.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Padini Holdings Berhad                                           | PADINI HOLDINGS BERHAD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     63800 | NS      | $49415.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPCO TECHNOLOGIES CORP.                                         | TOPCO TECHNOLOGIES CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      6000 | NS      | $14042.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Boqi Environmental Holding Co Ltd                          | CHINA BOQI ENVIRONMENTAL HOL COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    121000 | NS      | $15387.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL FOOD AND BEVERAGE, INC.                               | SAN MIGUEL FOOD AND BEVERAGE COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300PTBJGLYH0SDJ04       | Long             | EC               |  | PH        |     31700 | NS      | $20953.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                | ASML HOLDING NV COMMON STOCK                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               |  | NL        |      2301 | NS      | $1390029.86   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                 | PERNOD RICARD SA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               |  | FR        |      4326 | NS      | $849189.60    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                        | SHELL PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |     62236 | NS      | $1799702.29   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Tofu Restaurant Co Ltd                                           | TOFU RESTAURANT CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      3000 | NS      | $17822.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRYSMIAN S.P.A.                                                  | PRYSMIAN SPA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               |  | IT        |     57303 | NS      | $1998162.46   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLFUNDS GROUP PLC                                               | ALLFUNDS GROUP PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               |  | NL        |     19103 | NS      | $141481.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank Public Company Limited                              | BANGKOK BANK PUBLIC CO-NVDR DEPOSITARY RECEIPT                      | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               |  | TH        |      3500 | NS      | $14380.55     | 0.01%             |  |  |  | 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        |     94000 | NS      | $31443.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SING INVESTMENTS & FINANCE LIMITED                               | SING INVESTMENTS & FINANCE COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |     21700 | NS      | $23120.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indorama Ventures Public Company Limited                         | INDORAMA VENTURES PCL-NVDR DEPOSITARY RECEIPT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     80200 | NS      | $97232.31     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ESI Group SA                                                     | ESI GROUP COMMON STOCK                                              | CUSIP: F3165E108<br>LEI: 969500SJCEYK6O6RXV95 | Long             | EC               |  | FR        |       256 | NS      | $19453.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA PACIFIC INSURANCE (GROUP) CO., LTD.                        | CHINA PACIFIC INSURANCE GR-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               |  | HK        |    138000 | NS      | $314516.82    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TOPIX INDX FUTR   DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         5 | NC      | $713057.20    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| IPD Group Ltd                                                    | IPD GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      6538 | NS      | $14258.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI ACWI ex US ETF                                      | ISHARES MSCI ACWI EX US ETF MUTUAL FUND                             | CUSIP: 464288240<br>LEI: N/A                  | Long             | EC               | RF                | US        |     35149 | NS      | $1650597.04   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                    | ENBRIDGE INC COMMON STOCK                                           | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               |  | CA        |      6900 | NS      | $282728.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                              | LVMH MOET HENNESSY LOUIS VUI COMMON STOCK                           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               |  | FR        |      1612 | NS      | $1237799.73   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Berjaya Food Bhd                                                 | BERJAYA FOOD BHD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    185500 | NS      | $42781.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGREEN MARINE CORP. (TAIWAN) LTD.                             | EVERGREEN MARINE CORP LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 254900EIJA0A39C5SO15       | Long             | EC               |  | TW        |     53200 | NS      | $285617.65    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GENTEX CORPORATION                                               | GENTEX CORP COMMON STOCK                                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |     25997 | NS      | $751313.30    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Multicampus Corp                                                 | MULTICAMPUS CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       530 | NS      | $15082.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                                   | NINETY ONE PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300G0TJCT3K15ZG14       | Long             | EC               |  | ZA        |     12821 | NS      | $30058.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bastei Luebbe AG                                                 | BASTEI LUBBE AG COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900F1RRY8J20M2I79       | Long             | EC               |  | DE        |      2568 | NS      | $12744.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTEO Energiaszolgaltato Nyilvanosan Mukodo Reszvenytarsasag     | ALTEO NYRT COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900PHL3J3ZRBC2J44       | Long             | EC               |  | HU        |      1295 | NS      | $9800.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                             | YAPI VE KREDI BANKASI COMMON STOCK                                  | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | EC               |  | TR        |     30967 | NS      | $20146.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTERNATIONAL S.C.A.                                      | HERMES INTERNATIONAL COMMON STOCK                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               |  | FR        |       282 | NS      | $453507.46    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE 100 IDX FUT  DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         3 | NC      | $271489.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kita-Nippon Bank, Ltd.                                       | KITA-NIPPON BANK LTD/THE COMMON STOCK                               | CUSIP: N/A<br>LEI: 353800BEJYJ7JD023D06       | Long             | EC               |  | JP        |      1200 | NS      | $16735.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IR Japan Holdings Ltd                                            | IR JAPAN HOLDINGS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       700 | NS      | $9277.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Oil Public Company Limited                                  | THAI OIL PCL-NVDR DEPOSITARY RECEIPT                                | CUSIP: N/A<br>LEI: 549300HG5527UPZLTT69       | Long             | EC               |  | TH        |     25062 | NS      | $39610.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Entrust Inc                                                      | ENTRUST INC COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2800 | NS      | $15584.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J. KUMAR INFRAPROJECTS LIMITED                                   | J.KUMAR INFRAPROJECTS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 33580016NIMGU988MM71       | Long             | EC               |  | IN        |     18171 | NS      | $62821.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Technology Corp                                             | NOVA TECHNOLOGY CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      8000 | NS      | $22270.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Facilities Corporation                                   | MEDICAL FACILITIES CORP COMMON STOCK                                | CUSIP: 58457V503<br>LEI: 549300KHW6BB8F1NXK22 | Long             | EC               |  | CA        |      2500 | NS      | $14900.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGG WRIGHTSON LIMITED                                            | PGG WRIGHTSON LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |      3979 | NS      | $10256.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                    | HEINEKEN NV COMMON STOCK                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               |  | NL        |       545 | NS      | $49943.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PEYTO EXPLORATION & DEVELOPMENT CORP.                            | PEYTO EXPLORATION & DEV CORP COMMON STOCK                           | CUSIP: 717046106<br>LEI: 549300WZKJ63UJDWP310 | Long             | EC               |  | CA        |      1700 | NS      | $18809.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doha Insurance Group Q.P.S.C.                                    | DOHA INSURANCE CO COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2549009PPKWCRWK2JA21       | Long             | EC               |  | QA        |     18972 | NS      | $11020.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                                 | JARDINE CYCLE & CARRIAGE LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               |  | SG        |     11800 | NS      | $261350.61    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ALMOGIM HOLDINGS LTD                                             | ALMOGIM HOLDINGS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |      3099 | NS      | $5846.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holdings (Malaysia) Bhd                                     | DKSH HOLDINGS MALAYSIA BHD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     30600 | NS      | $30373.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Univanich Palm Oil PCL                                           | UNIVANICH PALM OIL PCL COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    158800 | NS      | $33631.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakon Ltd                                                        | RAKON LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |     49213 | NS      | $37244.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARVIEW WEALTH LIMITED                                         | CLEARVIEW WEALTH LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     18183 | NS      | $6047.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                           | DBS GROUP HOLDINGS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |     10100 | NS      | $261559.72    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Srivichai vejvivat PCL                                           | SRIVICHAI VEJVIVAT PCL COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     91400 | NS      | $23784.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stalprodukt SA                                                   | STALPRODUKT SA COMMON STOCK                                         | CUSIP: N/A<br>LEI: 259400G3VZSFRY2L7050       | Long             | EC               |  | PL        |       672 | NS      | $35923.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON RIETEC CO.,LTD.                                           | NIPPON RIETEC CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2200 | NS      | $11656.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCTIC PAPER SPOLKA AKCYJNA                                      | ARCTIC PAPER SA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 259400OI92UBLS9RJK55       | Long             | EC               |  | PL        |      9241 | NS      | $42142.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BISI INTERNATIONAL Tbk PT                                        | BISI INTERNATIONAL PT COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900HQ6XVGKBCJGP77       | Long             | EC               |  | ID        |    370703 | NS      | $38056.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANFOR CORPORATION                                               | CANFOR CORP COMMON STOCK                                            | CUSIP: 137576104<br>LEI: N/A                  | Long             | EC               |  | CA        |     17300 | NS      | $304093.09    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Bank OCBC NISP Tbk                                            | BANK OCBC NISP TBK PT COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300RBYAFM3PQZB872       | Long             | EC               |  | ID        |    220300 | NS      | $10444.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IWAKI CO., LTD.                                                  | IWAKI CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2600 | NS      | $24599.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAE ASSET Life Insurance CO., Ltd.                             | MIRAE ASSET LIFE INSURANCE COMMON STOCK                             | CUSIP: N/A<br>LEI: 988400RRQNSRXEO93510       | Long             | EC               |  | KR        |      4310 | NS      | $9275.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONTERRA ENERGY CORP.                                            | BONTERRA ENERGY CORP COMMON STOCK                                   | CUSIP: 098546104<br>LEI: 529900VJOU2CH2WZ6949 | Long             | EC               |  | CA        |     22600 | NS      | $130195.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Elnusa Tbk                                                    | ELNUSA PT COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |   4519600 | NS      | $94378.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MAEIL HOLDINGS CO., LTD.                                         | MAEIL HOLDINGS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     10365 | NS      | $70127.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED            | PTT EXPLOR & PROD PCL-NVDR DEPOSITARY RECEIPT                       | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               |  | TH        |     47300 | NS      | $252204.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GR Engineering Services Ltd                                      | GR ENGINEERING SERVICES LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     49227 | NS      | $66675.01     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Steel Ltd                                                 | VULCAN STEEL LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |       557 | NS      | $3057.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRC ASIA LIMITED                                                 | BRC ASIA LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 25490023Q985DSFBME10       | Long             | EC               |  | SG        |     77500 | NS      | $102933.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                     | GLENCORE PLC COMMON STOCK                                           | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               |  | GB        |    157682 | NS      | $1063229.99   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                        | GJENSIDIGE FORSIKRING ASA COMMON STOCK                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               |  | NO        |     15929 | NS      | $303689.46    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Matching Service Japan Co Ltd                                    | MATCHING SERVICE JAPAN CO LT COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $17848.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jensen Group NV                                                  | JENSEN-GROUP NV COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300VL91FV2CP8L882       | Long             | EC               |  | BE        |       345 | NS      | $9851.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arwana Citramulia Tbk PT                                         | ARWANA CITRAMULIA TBK PT COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    245900 | NS      | $16334.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                                      | QIAGEN N.V. COMMON STOCK                                            | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               |  | DE        |       877 | NS      | $43323.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RAK Ceramics PJSC                                                | RAS AL KHAIMAH CERAMICS COMMON STOCK                                | CUSIP: N/A<br>LEI: 254900U1CDJDDJXKXN72       | Long             | EC               |  | AE        |     55449 | NS      | $40837.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SECOM CO., LTD.                                                  | SECOM CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               |  | JP        |      2000 | NS      | $122365.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Step Co Ltd                                                      | STEP CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2500 | NS      | $32254.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LX INTERNATIONAL CORP.                                           | LX INTERNATIONAL CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: 988400KZJVVPCZ6BC265       | Long             | EC               |  | KR        |      5003 | NS      | $157647.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahimas Flat Glass Tbk PT                                       | ASAHIMAS FLAT GLASS TBK PT COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |     33200 | NS      | $12609.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ninety One Ltd                                                   | NINETY ONE LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 2138006NUUFPDXHSUP38       | Long             | EC               |  | ZA        |      9910 | NS      | $23472.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COWAY Co., Ltd.                                                  | COWAY CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     11596 | NS      | $510534.68    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                               | DEUTSCHE BOERSE AG COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               |  | DE        |      6026 | NS      | $1095775.89   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Nippon Indosari Corpindo Tbk                                  | NIPPON INDOSARI CORPINDO TBK COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    179000 | NS      | $14735.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC CENTURY REGIONAL DEVELOPMENTS LIMITED                    | PACIFIC CENTURY REGION DEVEL COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800K6MJLXCTVRQG53       | Long             | EC               |  | SG        |     56000 | NS      | $15938.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanefusa Corp                                                    | KANEFUSA CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $13065.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Combined Motor Holdings Ltd                                      | COMBINED MOTOR HOLDINGS LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ZA        |      9481 | NS      | $15896.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P/TSX 60 IX FUT DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         1 | NC      | $182975.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Poujoulat SA                                                     | POUJOULAT COMMON STOCK                                              | CUSIP: N/A<br>LEI: 969500IC07Z1WYEN3325       | Long             | EC               |  | FR        |       560 | NS      | $13233.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |      3655 | NS      | $1185665.73   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Agung Podomoro Land Tbk                                       | AGUNG PODOMORO LAND TBK PT COMMON STOCK                             | CUSIP: N/A<br>LEI: 2549003UI8UOGI9VXK64       | Long             | EC               |  | ID        |    870600 | NS      | $8967.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bijou Brigitte modische Accessoires AG                           | BIJOU BRIGITTE MODI ACCESS COMMON STOCK                             | CUSIP: N/A<br>LEI: 391200LXVESZEJ1YCI58       | Long             | EC               |  | DE        |      2156 | NS      | $81482.73     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ION BEAM APPLICATIONS SA                                         | ION BEAM APPLICATIONS COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5493002RVRZ1S3CPUI26       | Long             | EC               |  | BE        |      1530 | NS      | $22685.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adl Partner SA                                                   | DEKUPLE COMMON STOCK                                                | CUSIP: N/A<br>LEI: 96950024A1S6095J5067       | Long             | EC               |  | FR        |       321 | NS      | $9915.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rottneros AB                                                     | ROTTNEROS AB COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800DM8OBVX8QWUR14       | Long             | EC               |  | SE        |      9775 | NS      | $12631.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Commercial Bank (P.S.Q.C.)                                   | COMMERCIAL BANK PSQC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 2138004FUUD4I7X8H721       | Long             | EC               |  | QA        |     86683 | NS      | $142068.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                | TELKOM INDONESIA PERSERO TBK COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               |  | ID        |    689200 | NS      | $177796.34    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Innoprise Plantations Bhd                                        | INNOPRISE PLANTATIONS BHD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    116300 | NS      | $39110.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                         | BAYER AG-REG COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               |  | DE        |      6490 | NS      | $372697.47    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA SA                                              | ESSILORLUXOTTICA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               |  | FR        |      1663 | NS      | $307275.82    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Rich Honour International Designs Co Ltd                         | RICH HONOUR INTERNATIONAL DE COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     11000 | NS      | $18975.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                          | AON PLC-CLASS A COMMON STOCK                                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |      2836 | NS      | $874282.08    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                        | MINERAL RESOURCES LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               |  | AU        |      8269 | NS      | $491419.20    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| WALLENIUS WILHELMSEN ASA                                         | WALLENIUS WILHELMSEN ASA COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300NBN0URT3RA3Y54       | Long             | EC               |  | NO        |      4163 | NS      | $38516.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS GROUP AG-REG COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               |  | CH        |     19200 | NS      | $351874.52    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Asam Tbk PT                                                | BUKIT ASAM TBK PT COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900XX13TXG5L4CN33       | Long             | EC               |  | ID        |    987000 | NS      | $239476.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ODFJELL SE                                                       | ODFJELL SE-A SHS COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900J8VSH14TP5VD23       | Long             | EC               |  | NO        |      2100 | NS      | $17830.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symbio Holdings Ltd                                              | SYMBIO HOLDINGS LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      6873 | NS      | $13734.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN BULK CHARTERING AS                                       | WESTERN BULK CHARTERING AS COMMON STOCK                             | CUSIP: N/A<br>LEI: 2138005JUC8BMOEGIG97       | Long             | EC               |  | NO        |      6344 | NS      | $23045.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PAX GLOBAL TECHNOLOGY LIMITED                                    | PAX GLOBAL TECHNOLOGY LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 5299008CRGPD1WZXCD36       | Long             | EC               |  | HK        |    137000 | NS      | $117731.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIPLOMA PLC                                                      | DIPLOMA PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               |  | GB        |      4926 | NS      | $166463.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OM HOLDINGS LIMITED                                              | OM HOLDINGS LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |    112120 | NS      | $55381.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Mitrabahtera Segara Sejati Tbk                                | MITRABAHTERA SEGARA SEJATI T COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    409600 | NS      | $30768.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scicom (Msc) Bhd                                                 | SCICOM (MSC) BHD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     60700 | NS      | $14776.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GINEBRA SAN MIGUEL, INC.                                         | GINEBRA SAN MIGUEL INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300FYQJAVLTUPRN13       | Long             | EC               |  | PH        |      5020 | NS      | $9458.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Public Company Limited                                       | PTT PCL-NVDR DEPOSITARY RECEIPT                                     | CUSIP: N/A<br>LEI: 549300QOGMPTKB6W7G56       | Long             | EC               |  | TH        |     33000 | NS      | $31226.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GAS MALAYSIA BERHAD                                              | GAS MALAYSIA BHD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     36400 | NS      | $27474.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LAUNCH TECH COMPANY LIMITED                                      | LAUNCH TECH COMPANY LTD-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 300300EXH1867ZN99X83       | Long             | EC               |  | HK        |     77500 | NS      | $23829.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pizza Pizza Royalty Corp.                                        | PIZZA PIZZA ROYALTY CORP COMMON STOCK                               | CUSIP: 72585V103<br>LEI: N/A                  | Long             | EC               |  | CA        |      2700 | NS      | $26667.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi National Insurance Company PJSC                        | ABU DHABI NATIONAL INSURANCE COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493000OFT84B8VNIP95       | Long             | EC               |  | AE        |     12018 | NS      | $19273.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMANO INC.                                                     | SHIMANO INC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               |  | JP        |      1300 | NS      | $222223.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chin Well Holdings Bhd                                           | CHIN WELL HOLDINGS BHD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     65400 | NS      | $21671.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ekinops SA                                                       | EKINOPS COMMON STOCK                                                | CUSIP: N/A<br>LEI: 969500Y8FMHV2BHC0C87       | Long             | EC               |  | FR        |      1159 | NS      | $8387.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                  | FUJITSU LIMITED COMMON STOCK                                        | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               |  | JP        |      1674 | NS      | $224791.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE SAINT-GOBAIN SA                                     | COMPAGNIE DE SAINT GOBAIN COMMON STOCK                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               |  | FR        |      3693 | NS      | $168498.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Toell Co., Ltd.                                                  | TOELL CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2700 | NS      | $14217.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L.P.N. Development Public Company Limited                        | LPN DEVELOPMENT PCL -NVDR DEPOSITARY RECEIPT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    151000 | NS      | $19659.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InPlay Oil Corp.                                                 | INPLAY OIL CORP COMMON STOCK                                        | CUSIP: 45780T206<br>LEI: 549300Q8MCW3G2L7NJ28 | Long             | EC               |  | CA        |     15100 | NS      | $35753.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FTGroup CO.,LTD.                                                 | FTGROUP CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $27786.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| S.T.CORPORATION                                                  | ST CORP COMMON STOCK                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1500 | NS      | $16622.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIONG SENG HOLDINGS LIMITED                                      | TIONG SENG HOLDINGS LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |      7037 | NS      | $487.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orascom Construction PLC                                         | ORASCOM CONSTRUCTION PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: 254900ZIYKZ3Y4EANH33       | Long             | EC               |  | EG        |     15067 | NS      | $50233.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MMA OFFSHORE LIMITED                                             | MMA OFFSHORE LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     26297 | NS      | $13263.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neo Performance Materials Inc.                                   | NEO PERFORMANCE MATERIALS IN COMMON STOCK                           | CUSIP: 64046G106<br>LEI: 984500E2A5I396CB6D96 | Long             | EC               |  | CA        |      2000 | NS      | $14826.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUESCOPE STEEL LIMITED                                          | BLUESCOPE STEEL LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               |  | AU        |     33687 | NS      | $400612.41    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA AIRCRAFT LEASING GROUP HOLDINGS LIMITED                    | CHINA AIRCRAFT LEASING GROUP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     33000 | NS      | $18086.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DELFI LIMITED                                                    | DELFI LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |     31900 | NS      | $18212.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE, INC.                                               | MERCADOLIBRE INC COMMON STOCK                                       | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               |  | US        |       140 | NS      | $130337.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNLAND GROUP LIMITED                                            | SUNLAND GROUP LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     12739 | NS      | $14460.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D.B. CORP LIMITED                                                | D.B. CORP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 3358007NZGBLYAVAZD48       | Long             | EC               |  | IN        |     63687 | NS      | $91698.37     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Aktiebolag                                               | HEXAGON AB-B SHS COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               |  | SE        |     40321 | NS      | $454081.62    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| clearvise AG                                                     | CLEARVISE AG COMMON STOCK                                           | CUSIP: N/A<br>LEI: 391200Y1PCQR9Y3F4C76       | Long             | EC               |  | DE        |      4156 | NS      | $10055.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KSB SE & Co. KGaA                                                | KSB SE & CO KGAA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900BVAET534PD7C28       | Long             | EC               |  | GB        |        47 | NS      | $20325.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS S.A.                                                     | TENARIS SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               |  | IT        |     11943 | NS      | $205141.62    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOLSON COORS CANADA INC.                                         | MOLSON COORS CANADA INC -B COMMON STOCK                             | CUSIP: 608711206<br>LEI: 549300Z1BBH10HBK7L33 | Long             | EC               |  | CA        |       600 | NS      | $32308.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellcall Holdings Bhd                                            | WELLCALL HOLDINGS BHD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     91400 | NS      | $24945.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPPI LIMITED                                                    | SAPPI LIMITED COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300SSI7XQH8ESJG95       | Long             | EC               |  | ZA        |     46269 | NS      | $133745.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| THE NAVIGATOR COMPANY, S.A.                                      | NAVIGATOR CO SA/THE COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300UNIB7M2AXUXS35       | Long             | EC               |  | PT        |     10511 | NS      | $42247.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRABAG SE                                                       | STRABAG SE-BR COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               |  | AT        |       389 | NS      | $16053.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-Select Inc.                                                  | UNI-SELECT INC COMMON STOCK                                         | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               |  | CA        |      1000 | NS      | $33584.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON ELECTRIC HOLDINGS LIMITED                                | JOHNSON ELECTRIC HOLDINGS COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900EDYRQ6K25JEC80       | Long             | EC               |  | HK        |     19000 | NS      | $23842.00     | 0.02%             |  |  |  | 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    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                          | MACQUARIE GROUP LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               |  | AU        |      1860 | NS      | $225695.09    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARVISE AG - RTS                                               | CLEARVISE AG - RTS ISSUE 1:1 / TERMS 3:16                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      4156 | NC      | $192.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUJARAT PIPAVAV PORT LIMITED                                     | GUJARAT PIPAVAV PORT LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 335800Y6JBMRA4Y8TA95       | Long             | EC               |  | IN        |     79791 | NS      | $89911.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD.                                      | AXALTA COATING SYSTEMS LTD COMMON STOCK                             | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               |  | US        |     42356 | NS      | $1136835.04   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Toei Animation Co Ltd                                            | TOEI ANIMATION CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3100 | NS      | $329882.74    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TAISHIN FINANCIAL HLDGS.                                         | TAISHIN FINANCIAL HOLDING - RIGHT ISSUE 0.01965701269:1 / TERMS 1:1 | CUSIP: 645168RT2<br>LEI: N/A                  | Long             | EC               |  | TW        |     11794 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOWA ELECTRONIC INSTRUMENTS CO.,LTD.                            | KYOWA ELECTRONIC INSTRUMENTS COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9800 | NS      | $25355.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ANDHRA SUGARS LIMITED                                        | ANDHRA SUGARS LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 335800KIF2C9HHILSY22       | Long             | EC               |  | IN        |     29055 | NS      | $46232.17     | 0.03%             |  |  |  | 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        |    489000 | NS      | $290504.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuriku Gas Co Ltd                                              | HOKURIKU GAS CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       500 | NS      | $10665.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                        | PARTNERS GROUP HOLDING AG COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               |  | CH        |       612 | NS      | $605617.97    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               |  | GB        |     19664 | NS      | $192428.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL ENERGIA S.A.                                                | CPFL ENERGIA SA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               |  | BR        |     81800 | NS      | $534776.76    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                               | SITC INTERNATIONAL HOLDINGS COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               |  | HK        |     91000 | NS      | $202011.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN GROUP PLC                                                    | MAN GROUP PLC/JERSEY COMMON STOCK                                   | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               |  | GB        |     39857 | NS      | $99863.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SMS CO., LTD.                                                    | SMS CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14100 | NS      | $374737.47    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercia Asset Management PLC                                      | MERCIA ASSET MANAGEMENT PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800A1Q4CF57NECG66       | Long             | EC               |  | GB        |     54167 | NS      | $19094.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                       | DIAGEO PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               |  | GB        |     12853 | NS      | $586510.69    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRA DIAMONDS LIMITED                                           | PETRA DIAMONDS LTD-DI COMMON STOCK                                  | CUSIP: G70278208<br>LEI: 213800X4QZIAVSA12860 | Long             | EC               |  | GB        |     35674 | NS      | $39558.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LIMITED                                                | BHP GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               |  | AU        |     28529 | NS      | $874163.11    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BUMITAMA AGRI LTD.                                               | BUMITAMA AGRI LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900BOE6UQFFDNZR10       | Long             | EC               |  | SG        |     39200 | NS      | $17579.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                      | RELIANCE INDUSTRIES LTD COMMON STOCK                                | CUSIP: Y72596102<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               |  | IN        |      9240 | NS      | $310810.72    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Record PLC                                                       | RECORD PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5493000VJ55ZTYGX4322       | Long             | EC               |  | GB        |     10583 | NS      | $11342.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bathurst Resources Ltd                                           | BATHURST RESOURCES LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 254900H5WZ9DXLTBKY38       | Long             | EC               |  | AU        |     13502 | NS      | $6722.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SPOLKA AKCYJNA                                               | TIM SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 259400D61QDOUKNW8L19       | Long             | EC               |  | PL        |      8326 | NS      | $51394.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORPORATION DU CANADA                                      | POWER CORP OF CANADA COMMON STOCK                                   | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               |  | CA        |     10800 | NS      | $269581.77    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DWARIKESH SUGAR INDUSTRIES LIMITED                               | DWARIKESH SUGAR INDUS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 3358005MCPZC1CCO8O52       | Long             | EC               |  | IN        |     46720 | NS      | $55924.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yondenko Corp                                                    | YONDENKO CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1700 | NS      | $21719.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                         | ENGIE COMMON STOCK                                                  | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               |  | FR        |     31769 | NS      | $477865.72    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ MALAYSIA BERHAD.                                         | ALLIANZ MALAYSIA BHD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300HV4GOIOIOKHO67       | Long             | EC               |  | MY        |     15800 | NS      | $48763.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lubelski Wegiel Bogdanka SA                                      | LUBELSKI WEGIEL BOGDANKA SA COMMON STOCK                            | CUSIP: N/A<br>LEI: 259400MHSST6C1A8M066       | Long             | EC               |  | PL        |     18366 | NS      | $175437.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HANDLOWY W WARSZAWIE SPOLKA AKCYJNA                         | BANK HANDLOWY W WARSZAWIE SA COMMON STOCK                           | CUSIP: N/A<br>LEI: XLEZHWWOI4HFQDGL4793       | Long             | EC               |  | PL        |      4489 | NS      | $73497.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lida Holdings Ltd                                                | LIDA HOLDINGS LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     13000 | NS      | $12374.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EXILLON ENERGY PLC Common Stock                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | GB        |      4819 | NS      | $57.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANGE RESOURCES LIMITED                                         | GRANGE RESOURCES LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900NMGGZAKQ0JZU73       | Long             | EC               |  | AU        |     28832 | NS      | $14860.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 Consulting Group AB (publ)                                    | B3 CONSULTING GROUP AB COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300DY2G2PN6NAI688       | Long             | EC               |  | SE        |      2485 | NS      | $37751.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH32 LIMITED                                                  | SOUTH32 LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               |  | AU        |    239012 | NS      | $655010.47    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR ARABIA PJSC                                                  | AIR ARABIA PJSC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 21380058Y5RCZI2HBX17       | Long             | EC               |  | AE        |     41698 | NS      | $23607.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDSAY AUSTRALIA LIMITED                                        | LINDSAY AUSTRALIA LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     31817 | NS      | $13719.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                             | SOMPO HOLDINGS INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               |  | JP        |      6400 | NS      | $279363.98    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                     | DAI-ICHI LIFE HOLDINGS INC COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               |  | JP        |     25200 | NS      | $462557.30    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| FNAC DARTY SA                                                    | FNAC DARTY SA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Long             | EC               |  | FR        |       353 | NS      | $12941.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hammond Power Solutions Inc.                                     | HAMMOND POWER SOLUTIONS INC COMMON STOCK                            | CUSIP: 408549103<br>LEI: 549300OLI26OOKEG5V73 | Long             | EC               |  | CA        |      5300 | NS      | $85225.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RIKEN TECHNOS CORPORATION                                        | RIKEN TECHNOS CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: 353800S7OXXKLNDX3U70       | Long             | EC               |  | JP        |      9200 | NS      | $33288.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORPORATION                                                 | HOYA CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               |  | JP        |      4000 | NS      | $409619.37    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Cement Company Q.P.S.C.                           | QATAR NATIONAL CEMENT CO COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | QA        |     35899 | NS      | $45335.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento do Parana - Sanepar                      | Cia de Saneamento do Parana PREFERRED STOCK                         | CUSIP: N/A<br>LEI: 254900SZW9X2D21A7X94       | Long             | EP               |  | BR        |    184500 | NS      | $131565.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                          | SSE PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               |  | GB        |     12130 | NS      | $248587.84    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                | AIA GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               |  | HK        |     68800 | NS      | $699124.93    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoStore Holdings Ltd                                           | AUTOSTORE HOLDINGS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300KYN3M0LSM5A413       | Long             | EC               |  | NO        |     81689 | NS      | $149632.61    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JAGRAN PRAKASHAN LIMITED                                         | JAGRAN PRAKASHAN LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 984500D5CB82ED645586       | Long             | EC               |  | IN        |     11086 | NS      | $9879.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT POINT ENERGY CORP.                                      | CRESCENT POINT ENERGY CORP COMMON STOCK                             | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               |  | CA        |     28000 | NS      | $215829.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Food International Holding Ltd                           | NATURAL FOOD INTERNATIONAL H COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     96000 | NS      | $6027.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Group Holdings Ltd                                            | TK GROUP HOLDINGS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     30000 | NS      | $6264.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                               | CANADIAN NATURAL RESOURCES COMMON STOCK                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               |  | CA        |      5200 | NS      | $308041.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WATCH INVESTMENTS LIMITED                                   | TIME WATCH INVESTMENTS LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    263233 | NS      | $12754.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MKH Bhd                                                          | MKH BHD COMMON STOCK                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     99700 | NS      | $28782.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUILD KING HOLDINGS LIMITED                                      | BUILD KING HOLDINGS LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    229010 | NS      | $21512.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOKKAIDO GAS CO., LTD.                                           | HOKKAIDO GAS CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2900 | NS      | $35360.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co., Ltd.                                     | SHIN-ETSU CHEMICAL CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               |  | JP        |      1400 | NS      | $179284.78    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMADA Consulting Group Co.,Ltd.                                 | YAMADA CONSULTING GROUP CO L COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3600 | NS      | $29688.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koenig & Bauer AG                                                | KOENIG & BAUER AG COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900IQ90WSXBWSTD78       | Long             | EC               |  | DE        |       439 | NS      | $7290.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO ENERGY RESOURCES LIMITED                                     | GEO ENERGY RESOURCES LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 254900KDTNYQVU0QS743       | Long             | EC               |  | SG        |    192600 | NS      | $51782.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY INC.                                    | POLARIS RENEWABLE ENERGY INC COMMON STOCK                           | CUSIP: 73108L101<br>LEI: N/A                  | Long             | EC               |  | CA        |      1719 | NS      | $18436.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO., LTD.                             | HON HAI PRECISION INDUSTRY COMMON STOCK                             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               |  | TW        |    118000 | NS      | $386365.76    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                        | SOLVAY SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               |  | BE        |      1481 | NS      | $145362.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Samudera Indonesia Tbk                                        | SAMUDERA INDONESIA TBK PT COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    129698 | NS      | $18732.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Analogue Holdings Ltd                                            | ANALOGUE HOLDINGS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    242000 | NS      | $32243.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMARCH SPOLKA AKCYJNA                                           | COMARCH SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 2594001MNJ3BH1UVVG70       | Long             | EC               |  | PL        |      1972 | NS      | $69018.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LIMITED                                           | QANTAS AIRWAYS LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               |  | AU        |    468360 | NS      | $1984610.46   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPANIA MINERA AUTLAN, S.A.B. DE C.V.                           | CIA MINERA AUTLAN-SER B COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300OQZQ7XLH5IVQ75       | Long             | EC               |  | MX        |     26241 | NS      | $21603.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenguan Holdings (Group) Ltd                                    | SHENGUAN HOLDINGS GROUP LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900H8DXY6LFTU6M72       | Long             | EC               |  | HK        |   1084000 | NS      | $37663.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Electric Industries Co Ltd                                 | MEIJI ELECTRIC INDUSTRIES CO COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1100 | NS      | $8231.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baramulti Suksessarana Tbk PT                                    | BARAMULTI SUKSESSARANA TBK P COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900KGBVBAHV3YD458       | Long             | EC               |  | ID        |    143400 | NS      | $39925.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIME DARBY PLANTATION BERHAD                                     | SIME DARBY PLANTATION BHD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    154500 | NS      | $148196.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CRITEO SA                                                        | CRITEO SA-SPON ADR DEPOSITARY RECEIPT                               | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               |  | US        |       432 | NS      | $11689.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                        | OTSUKA HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1000 | NS      | $33913.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Index Holdings Ltd                                         | CHINA INDEX HDS-ADR DEPOSITARY RECEIPT                              | CUSIP: 16954W101<br>LEI: N/A                  | Long             | EC               |  | US        |      5937 | NS      | $5343.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI N.V.                                                         | OCI NV COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               |  | NL        |      8566 | NS      | $358818.65    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Van de Velde NV                                                  | VAN DE VELDE NV COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493009LLUCOLP3YH507       | Long             | EC               |  | BE        |      1911 | NS      | $63609.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Qir Fertilizers and Chemical Industries Co SAE               | ABOU KIR FERTIL & CHEMICALS COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | EG        |     62600 | NS      | $86662.73     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS COMMON STOCK                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               |  | FR        |      5731 | NS      | $318648.90    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HANG SENG IDX FUT DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         2 | NC      | $238511.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ISS A/S                                                          | ISS A/S COMMON STOCK                                                | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               |  | DK        |      4009 | NS      | $86641.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PHX Energy Services Corp                                         | PHX ENERGY SERVICES CORP COMMON STOCK                               | CUSIP: 69338U101<br>LEI: N/A                  | Long             | EC               |  | CA        |     12429 | NS      | $71143.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTEST CORPORATION                                            | ADVANTEST CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               |  | JP        |      2700 | NS      | $181859.67    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANT GROUP CORPORATION                                          | AVANT GROUP CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2400 | NS      | $26233.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MACMAHON HOLDINGS LIMITED                                        | MACMAHON HOLDINGS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |    286343 | NS      | $29773.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM B.M.                                               | BANK HAPOALIM BM COMMON STOCK                                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               |  | IL        |     30514 | NS      | $293367.25    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBERT WALTERS PLC                                               | ROBERT WALTERS PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800LIE15BDEN3VW43       | Long             | EC               |  | GB        |      4945 | NS      | $34274.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD COMPANY LIMITED                                              | BYD CO LTD-H COMMON STOCK                                           | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               |  | HK        |      8000 | NS      | $203820.51    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH S.A.                                    | SARTORIUS STEDIM BIOTECH COMMON STOCK                               | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               |  | FR        |       237 | NS      | $80038.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Delta Djakarta Tbk                                            | DELTA DJAKARTA TBK PT COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |     36800 | NS      | $9006.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPE SNC-LAVALIN INC.                                          | SNC-LAVALIN GROUP INC COMMON STOCK                                  | CUSIP: 78460T105<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               |  | CA        |     59700 | NS      | $1068760.79   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimplats Holdings Ltd                                            | ZIMPLATS HOLDINGS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |       484 | NS      | $8475.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INNER MONGOLIA YITAI COAL CO., LTD                               | INNER MONGOLIA YITAI COAL -H COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900OW9OHPX81B0T69       | Long             | EC               |  | HK        |     31000 | NS      | $44283.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E-L Financial Corp Ltd                                           | E-L FINANCIAL CORP LTD COMMON STOCK                                 | CUSIP: 268575107<br>LEI: 5493008YS2NMV2UCI287 | Long             | EC               |  | CA        |       100 | NS      | $65059.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LIMITED                                                      | ITC LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               |  | IN        |     59570 | NS      | $249546.36    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MIMAKI ENGINEERING CO.,LTD.                                      | MIMAKI ENGINEERING CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $10961.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alma Media Oyj                                                   | ALMA MEDIA CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: 743700ILU1PL86IW3429       | Long             | EC               |  | FI        |      1111 | NS      | $11325.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPE SFPI S.A.                                                 | GROUPE SFPI COMMON STOCK                                            | CUSIP: N/A<br>LEI: 969500P37RPOIG33A760       | Long             | EC               |  | FR        |      6521 | NS      | $14670.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                              | CNH INDUSTRIAL NV COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               |  | GB        |     34993 | NS      | $558044.67    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ATCO LTD.                                                        | ATCO LTD -CLASS I COMMON STOCK                                      | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               |  | CA        |      1200 | NS      | $38123.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arise AB                                                         | ARISE AB COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300FOT7EE85QYB655       | Long             | EC               |  | SE        |      7566 | NS      | $35231.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Lanna Resources Public Company Limited                       | LANNA RESOURCES PCL - NVDR DEPOSITARY RECEIPT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    217700 | NS      | $107202.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTON OILFIELD SERVICES GROUP                                    | ANTON OILFIELD SERVICES GP COMMON STOCK                             | CUSIP: N/A<br>LEI: 30030021ZM71H1GIKX11       | Long             | EC               |  | HK        |    492000 | NS      | $19646.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tonami Holdings Co., Ltd.                                        | TONAMI HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       600 | NS      | $15791.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| mobilezone holding ag                                            | MOBILEZONE HOLDING AG-REG COMMON STOCK                              | CUSIP: N/A<br>LEI: 506700P3R89PJL1LM545       | Long             | EC               |  | CH        |      1005 | NS      | $17388.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi, Ltd.                                                    | HITACHI LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               |  | JP        |     43100 | NS      | $2281013.39   | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| COAL INDIA LTD                                                   | COAL INDIA LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               |  | IN        |      5853 | NS      | $16493.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIES TOROMONT LTEE                                         | TOROMONT INDUSTRIES LTD COMMON STOCK                                | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               |  | CA        |      5699 | NS      | $430378.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INDIA LIMITED                                                | PTC INDIA LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 335800A6CY6EXEXS5619       | Long             | EC               |  | IN        |     19285 | NS      | $20765.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                | INTERCONTINENTAL HOTELS GROU COMMON STOCK                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               |  | GB        |      4430 | NS      | $254770.61    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOUR GROUP LIMITED                                          | ENDEAVOUR GROUP LTD/AUSTRALI COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               |  | AU        |     53280 | NS      | $249636.57    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                                   | DOLLARAMA INC COMMON STOCK                                          | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               |  | CA        |      9960 | NS      | $604858.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                                          | KB FINANCIAL GROUP INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               |  | KR        |       406 | NS      | $16121.34     | 0.01%             |  |  |  | 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        |    123000 | NS      | $114443.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                    | ASSA ABLOY AB-B COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               |  | SE        |     21156 | NS      | $477727.13    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Netbay PCL                                                       | NETBAY PCL COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     42700 | NS      | $31913.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                               | ANGLO AMERICAN PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               |  | GB        |       283 | NS      | $11625.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                           | MERCK KGAA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               |  | DE        |      3586 | NS      | $650098.26    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSON HOLDING LTD.                                              | SAMSON HOLDING LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    185000 | NS      | $6960.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PASCO CORPORATION                                                | PASCO CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1300 | NS      | $12459.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                           | YARA INTERNATIONAL ASA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               |  | NO        |      3292 | NS      | $150153.49    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IwaiCosmo Holdings, Inc.                                         | IWAICOSMO HOLDINGS INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1700 | NS      | $15619.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GECOSS CORPORATION                                               | GECOSS CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1500 | NS      | $8692.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inmode Ltd                                                       | INMODE LTD COMMON STOCK                                             | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               |  | US        |      2577 | NS      | $98931.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FERREXPO PLC                                                     | FERREXPO PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800CEDKSNUTPAQZ41       | Long             | EC               |  | GB        |      7137 | NS      | $12283.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ilex Medical Ltd                                                 | ILEX MEDICAL LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |      2134 | NS      | $57544.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PILBARA MINERALS LIMITED                                         | PILBARA MINERALS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               |  | AU        |     81586 | NS      | $261140.17    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SMK Corporation                                                  | SMK CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $22863.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                   | ING GROEP NV COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               |  | NL        |    130497 | NS      | $1565868.06   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Bird Tbk PT                                                 | BLUE BIRD TBK PT COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    262100 | NS      | $26397.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                  | ASTRAZENECA PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               |  | GB        |      3192 | NS      | $426864.33    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                        | BANK LEUMI LE-ISRAEL COMMON STOCK                                   | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               |  | IL        |     56837 | NS      | $515211.11    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Propel Funeral Partners Ltd                                      | PROPEL FUNERAL PARTNERS LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      4563 | NS      | $13960.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTAL ENERGY SERVICES INC.                                       | TOTAL ENERGY SERVICES INC COMMON STOCK                              | CUSIP: 89154B102<br>LEI: 549300R3W0R3EV800D58 | Long             | EC               |  | CA        |      7500 | NS      | $48462.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORCROS PLC                                                      | NORCROS PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 213800EIMJZZA1GBIE18       | Long             | EC               |  | GB        |     15712 | NS      | $35337.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                    | NN GROUP NV COMMON STOCK                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |     29753 | NS      | $1258162.64   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Haad Thip PCL                                                    | HAAD THIP PUBLIC CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     24600 | NS      | $20468.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERTEK GROUP PLC                                               | INTERTEK GROUP PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               |  | GB        |      6861 | NS      | $332387.59    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Jasa Armada Indonesia Tbk PT                                     | JASA ARMADA INDONESIA PT COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    995800 | NS      | $18230.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GL EVENTS S.A.                                                   | GL EVENTS COMMON STOCK                                              | CUSIP: N/A<br>LEI: 9695002PXZMQNBPY2P44       | Long             | EC               |  | FR        |      2060 | NS      | $31680.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPRITE HOLDINGS LIMITED                                        | SHOPRITE HOLDINGS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               |  | ZA        |     13554 | NS      | $202788.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KOZO KEIKAKU ENGINEERING Inc.                                    | KOZO KEIKAKU ENGINEERING INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       500 | NS      | $10190.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOTLAND Co.,Ltd.                                                 | HOTLAND CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5400 | NS      | $59391.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXWINCA HOLDINGS LIMITED                                        | TEXWINCA HOLDINGS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900NO1K2L86ZO5V14       | Long             | EC               |  | HK        |    629257 | NS      | $105391.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                                                | HDFC BANK LTD-ADR DEPOSITARY RECEIPT                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               |  | US        |     11136 | NS      | $785867.52    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JMS Co Ltd                                                       | JMS CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4800 | NS      | $17680.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NUVISTA ENERGY LTD.                                              | NUVISTA ENERGY LTD COMMON STOCK                                     | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               |  | CA        |     14249 | NS      | $145044.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DES ALPES S.A.                                         | COMPAGNIE DES ALPES COMMON STOCK                                    | CUSIP: N/A<br>LEI: 96950029IN3GW457GG90       | Long             | EC               |  | FR        |      4939 | NS      | $71535.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA COMMON STOCK                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               |  | NO        |     22223 | NS      | $845247.01    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Port Authority SA                                        | PIRAEUS PORT AUTHORITY SA COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300UNB6JCR0XZT864       | Long             | EC               |  | GR        |      1814 | NS      | $30337.19     | 0.02%             |  |  |  | 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        |   2256046 | NS      | $2256046.22   | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | SAMSUNG ELECTR-GDR REG S DEPOSITARY RECEIPT                         | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               |  | GB        |      1350 | NS      | $1603603.70   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                          | SPIE SA COMMON STOCK                                                | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               |  | FR        |       416 | NS      | $10179.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                       | Itau Unibanco Holding SA PREFERRED STOCK                            | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               |  | BR        |     48900 | NS      | $241115.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New China Life Insurance Company Ltd.                            | NEW CHINA LIFE INSURANCE C-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 300300F2001111000095       | Long             | EC               |  | HK        |     68300 | NS      | $160436.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Arts Inc.                                                | DIGITAL ARTS INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1100 | NS      | $52408.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Votum SA                                                         | VOTUM SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 259400P2WOSGWWQ8HP21       | Long             | EC               |  | PL        |      3349 | NS      | $32934.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomad Foods Limited                                              | NOMAD FOODS LTD COMMON STOCK                                        | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               |  | US        |     75428 | NS      | $1319235.72   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| DONGWON F & B CO.,LTD                                            | DONGWON F&B CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      1867 | NS      | $196882.06    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PINDUODUO INC.                                                   | PINDUODUO INC-ADR DEPOSITARY RECEIPT                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               |  | US        |      4100 | NS      | $336364.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Root Bhd                                                   | POWER ROOT BHD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     61400 | NS      | $31942.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS S.A.                                                         | JBS SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               |  | BR        |     72100 | NS      | $302176.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                              | CHINA CONSTRUCTION BANK-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               |  | HK        |   1288000 | NS      | $780041.88    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| GESCO Aktiengesellschaft                                         | GESCO AG COMMON STOCK                                               | CUSIP: N/A<br>LEI: 529900OE7WBEDX7PVB49       | Long             | EC               |  | DE        |       807 | NS      | $21206.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lucara Diamond Corp                                              | LUCARA DIAMOND CORP COMMON STOCK                                    | CUSIP: 54928Q108<br>LEI: 549300GGHEV7KQEE8R10 | Long             | EC               |  | CA        |     31055 | NS      | $11682.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMINGTON PLC                                                   | WILMINGTON PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 213800PFUQT4HHFYZJ63       | Long             | EC               |  | GB        |      5140 | NS      | $17622.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLUS SERVICES, S.A.                                            | APPLUS SERVICES SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800M9XCA6NR98E873       | Long             | EC               |  | ES        |      7465 | NS      | $49295.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co., Ltd.                                            | MIDEA GROUP CO LTD-A COMMON STOCK                                   | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               |  | CN        |    194400 | NS      | $1322782.25   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| AIC MINES LIMITED                                                | AIC MINES LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 5299003P1FAL4U4Y9G52       | Long             | EC               |  | AU        |     24992 | NS      | $7880.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSERO S.P.A.                                                    | ORSERO SPA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 8156001895E0F4E7A803       | Long             | EC               |  | IT        |      5429 | NS      | $79556.46     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                                     | LINDE PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               |  | DE        |       964 | NS      | $321265.24    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LIMITED                                           | TRIP.COM GROUP LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               |  | HK        |      4400 | NS      | $139348.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                  | ERICSSON LM-B SHS COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               |  | SE        |     70479 | NS      | $438083.96    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SK-Electronics CO.,LTD.                                          | SK-ELECTRONICS LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $52452.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Perennial Energy Holdings Ltd                                    | PERENNIAL ENERGY HOLDINGS LT COMMON STOCK                           | CUSIP: N/A<br>LEI: 894500D0J12FRZ3Q0I27       | Long             | EC               |  | HK        |    390000 | NS      | $35378.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTiM Corp                                                       | OPTIM CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7000 | NS      | $59846.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TECH MAHINDRA LIMITED                                            | TECH MAHINDRA LTD COMMON STOCK                                      | CUSIP: Y85491127<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               |  | IN        |     77779 | NS      | $1037950.80   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                                     | INVESTEC PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               |  | ZA        |     72074 | NS      | $449759.14    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CONVATEC GROUP PLC                                               | CONVATEC GROUP PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               |  | GB        |    418649 | NS      | $1157361.82   | 0.81%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Marubeni Corporation                                             | MARUBENI CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               |  | JP        |     37500 | NS      | $419806.17    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Hexindo Adiperkasa Tbk                                        | HEXINDO ADIPERKASA TBK PT COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900E3L3047KZDIM24       | Long             | EC               |  | ID        |     44000 | NS      | $15383.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                           | SAP SE COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               |  | DE        |      4394 | NS      | $482415.13    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                           | RWE AG COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               |  | DE        |     18704 | NS      | $814707.70    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                            | CARL ZEISS MEDITEC AG - BR COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               |  | DE        |      1255 | NS      | $169300.61    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indika Energy Tbk                                             | INDIKA ENERGY TBK PT COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900YVKE6BJ1I4V036       | Long             | EC               |  | ID        |    774800 | NS      | $143630.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BGP HOLDINGS (DUMMY SEDOL)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      4500 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STEEL & TUBE HOLDINGS LIMITED                                    | STEEL & TUBE HOLDINGS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | NZ        |     53444 | NS      | $43152.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMATO CORPORATION                                               | YAMATO CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2600 | NS      | $12945.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSOL HOLDINGS CO.,LTD.                                         | PERSOL HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               |  | JP        |      5700 | NS      | $131120.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WILH. WILHELMSEN HOLDING ASA                                     | WILH WILHELMSEN HOLDING-B COMMON STOCK                              | CUSIP: N/A<br>LEI: 54930050TPKOLSE1ZZ71       | Long             | EC               |  | NO        |       397 | NS      | $10015.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                              | WISETECH GLOBAL LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               |  | AU        |      4850 | NS      | $191344.71    | 0.13%             |  |  |  | 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        |      6055 | NS      | $43296.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Enero Group Ltd                                                  | ENERO GROUP LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      5703 | NS      | $10405.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAINFREIGHT LIMITED                                              | MAINFREIGHT LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493007BE0VNXX7RYQ88       | Long             | EC               |  | NZ        |       247 | NS      | $11036.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TALIWORKS CORPORATION BERHAD                                     | TALIWORKS CORP BHD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    347900 | NS      | $70010.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corporation                                             | LASERTEC CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       800 | NS      | $149234.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Agesa Hayat ve Emeklilik AS                                      | AGESA HAYAT VE EMEKLILIK AS COMMON STOCK                            | CUSIP: N/A<br>LEI: 78900039UA9CL3ISP888       | Long             | EC               |  | TR        |     26486 | NS      | $58658.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEINEKEN MALAYSIA BERHAD                                         | HEINEKEN MALAYSIA BHD COMMON STOCK                                  | CUSIP: Y29432104<br>LEI: N/A                  | Long             | EC               |  | MY        |      6200 | NS      | $34966.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Favelle Favco Bhd                                                | FAVELLE FAVCO BHD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     25000 | NS      | $9443.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                                        | HANA FINANCIAL GROUP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     40365 | NS      | $1380565.76   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| GL Sciences Inc.                                                 | GL SCIENCES INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       500 | NS      | $9035.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR N.V.                                                        | EXOR NV COMMON STOCK                                                | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               |  | NL        |       146 | NS      | $11340.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amerigo Resources Ltd.                                           | AMERIGO RESOURCES LTD COMMON STOCK                                  | CUSIP: 03074G109<br>LEI: 5299000WW697YX8VQX13 | Long             | EC               |  | CA        |     54300 | NS      | $52069.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kang Yong Electric PCL                                           | KANG YONG ELECTRIC PUB CO COMMON STOCK                              | CUSIP: Y45825109<br>LEI: N/A                  | Long             | EC               |  | TH        |      1600 | NS      | $14473.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THANTAWAN INDUSTRY PUBLIC COMPANY LIMITED                        | THANTAWAN INDUSTRY PUBLIC CO COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |      8900 | NS      | $9994.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Victoria Care Indonesia Tbk PT                                   | VICTORIA CARE INDONESIA TBK COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    160300 | NS      | $5145.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOREX GOLD RESOURCES INC.                                        | TOREX GOLD RESOURCES INC COMMON STOCK                               | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               |  | CA        |      2701 | NS      | $24804.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIGEON CORPORATION                                               | PIGEON CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 2549006T3HT0TI9IRV62       | Long             | EC               |  | JP        |      7700 | NS      | $114194.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGExN Co., Ltd.                                                 | ZIGEXN CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 353800CPG4PKAGE5BY88       | Long             | EC               |  | JP        |     29400 | NS      | $76396.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oro Co Ltd                                                       | ORO CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4200 | NS      | $57000.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Tunas Baru Lampung Tbk                                        | TUNAS BARU LAMPUNG TBK PT COMMON STOCK                              | CUSIP: N/A<br>LEI: 52990011ZVAQ12VAN873       | Long             | EC               |  | ID        |    296000 | NS      | $13194.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Andritz AG                                                       | ANDRITZ AG COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               |  | AT        |      2906 | NS      | $157363.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE LABEL TELECOMS LIMITED                                      | BLUE LABEL TELECOMS LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ZA        |     37155 | NS      | $11366.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Resource Alam Indonesia Tbk                                   | RESOURCE ALAM INDONESIA TBK COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    611300 | NS      | $19817.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                  | LONDON STOCK EXCHANGE GROUP COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               |  | GB        |      4744 | NS      | $469387.21    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                             | PETROLEO BRASILEIRO SA PREFERRED STOCK                              | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               |  | BR        |     26500 | NS      | $133034.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GERDAU S.A.                                                      | GERDAU SA -SPON ADR DEPOSITARY RECEIPT                              | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               |  | US        |     46248 | NS      | $282112.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kim Loong Resources Bhd                                          | KIM LOONG RESOURCES BHD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    164100 | NS      | $65251.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                 | ACCENTURE PLC-CL A COMMON STOCK                                     | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |      2080 | NS      | $625934.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRLOSKAR PNEUMATIC COMPANY LIMITED                              | KIRLOSKAR PNEUMATIC CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 335800A69RUOHVATLI89       | Long             | EC               |  | IN        |      6648 | NS      | $50351.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SOUTH INDIAN BANK LIMITED                                    | SOUTH INDIAN BANK LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 3358003CCMTPZUJOKC45       | Long             | EC               |  | IN        |    640661 | NS      | $133387.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings, Ltd.                                       | ASAHI GROUP HOLDINGS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               |  | JP        |     50400 | NS      | $1599626.00   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                      | NESTLE SA-REG COMMON STOCK                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               |  | CH        |      3550 | NS      | $419651.12    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Oppein Home Group Inc.                                           | OPPEIN HOME GROUP INC-A COMMON STOCK                                | CUSIP: N/A<br>LEI: 6556007044PK3S44WF71       | Long             | EC               |  | CN        |     50363 | NS      | $771652.85    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| KITWAVE GROUP PLC                                                | KITWAVE GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2138007DLCYPVY95UD40       | Long             | EC               |  | GB        |      1068 | NS      | $2254.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HRnetGroup Ltd                                                   | HRNETGROUP LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5493005F7ABID7YZD323       | Long             | EC               |  | SG        |     61100 | NS      | $35488.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CLASQUIN SA                                                      | CLASQUIN COMMON STOCK                                               | CUSIP: N/A<br>LEI: 9695004FF6FA43KC4764       | Long             | EC               |  | FR        |       533 | NS      | $32293.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAH HOLDINGS CORP                                               | SEAH HOLDINGS CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       282 | NS      | $23141.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FORBES & COMPANY LIMITED                                         | FORBES & CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 335800WW4EBH5JT7Y297       | Long             | EC               |  | IN        |       596 | NS      | $5255.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                | CIE FINANCIERE RICHEMO-A REG COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               |  | CH        |        75 | NS      | $9874.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fixstars Corp                                                    | FIXSTARS CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2800 | NS      | $28206.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ratchaphruek Hospital PCL                                        | RATCHAPHRUEK HOSPITAL PCL COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    177100 | NS      | $30754.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GUERBET S.A.                                                     | GUERBET COMMON STOCK                                                | CUSIP: N/A<br>LEI: 969500WV1U1WQ059L135       | Long             | EC               |  | FR        |       864 | NS      | $14853.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MotorCycle Holdings Ltd                                          | MOTORCYCLE HOLDINGS LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      5621 | NS      | $8866.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSU HOLDINGS CO., LTD.                                          | EUSU HOLDINGS CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     11497 | NS      | $62814.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Xingye Alloy Materials Group Limited                             | XINGYE ALLOY MATERIALS GROUP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     61000 | NS      | $8180.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NWF Group PLC                                                    | NWF GROUP PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 213800ARRZNN1WVZ9M70       | Long             | EC               |  | GB        |      8792 | NS      | $27851.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequentis AG                                                    | FREQUENTIS AG COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900N7I4DSM16GF659       | Long             | EC               |  | AT        |       188 | NS      | $5458.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding N.V.                                            | HEINEKEN HOLDING NV COMMON STOCK                                    | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               |  | NL        |      2924 | NS      | $219041.89    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LIMITED                                     | CHINA RESOURCES LAND LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               |  | HK        |    242000 | NS      | $1124854.97   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSO (THAILAND) PUBLIC COMPANY LIMITED                           | ESSO THAILAND PCL-NVDR DEPOSITARY RECEIPT                           | CUSIP: N/A<br>LEI: 529900B0FJ7G35MF2S50       | Long             | EC               |  | TH        |    381100 | NS      | $131489.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                      | INFORMA PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               |  | GB        |    249187 | NS      | $1846480.12   | 1.29%             |  |  |  | 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        |    300000 | NS      | $304144.50    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Chilled & Frozen Logistics Holdings Co.,Ltd.                     | CHILLED & FROZEN LOGISTICS H COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1500 | NS      | $13333.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DECHRA PHARMACEUTICALS PLC                                       | DECHRA PHARMACEUTICALS PLC COMMON STOCK                             | CUSIP: N/A<br>LEI: 213800J4UVB5OWG8VX82       | Long             | EC               |  | GB        |      7500 | NS      | $244754.61    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXARO RESOURCES LIMITED                                         | EXXARO RESOURCES LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               |  | ZA        |      7219 | NS      | $95977.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPELLAM GROUP PLC                                               | IMPELLAM GROUP PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800QCQWZBNJ2IUN83       | Long             | EC               |  | GB        |      3091 | NS      | $22270.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PUBLIC COMPANY LIMITED                                     | SCB X PCL-FOREIGN COMMON STOCK                                      | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               |  | TH        |    690300 | NS      | $2072612.86   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| LEE'S PHARMACEUTICAL HOLDINGS LIMITED                            | LEE'S PHARMACEUTICAL HLDGS COMMON STOCK                             | CUSIP: N/A<br>LEI: 21380057SDS1LER3KZ63       | Long             | EC               |  | HK        |    130500 | NS      | $23740.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corporation                                                  | IHI CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               |  | JP        |     11100 | NS      | $303137.83    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                       | GENMAB A/S COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               |  | DK        |      3641 | NS      | $1669341.49   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HITO-Communications Holdings,Inc.                                | HITO COMMUNICATIONS HOLDINGS COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3100 | NS      | $37164.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixabank, S.A.                                                  | CAIXABANK SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               |  | ES        |     83790 | NS      | $308239.27    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                        | SAMPO OYJ-A SHS COMMON STOCK                                        | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               |  | FI        |      3854 | NS      | $193125.86    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                      | NOVARTIS AG-REG COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |      2370 | NS      | $209383.99    | 0.15%             |  |  |  | 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        |    240000 | NS      | $85115.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORPORATION                                              | KEYENCE CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               |  | JP        |       700 | NS      | $293114.57    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| The North West Company Inc.                                      | NORTH WEST CO INC/THE COMMON STOCK                                  | CUSIP: 663278208<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               |  | CA        |     13400 | NS      | $373820.17    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO RAKUTENCHI CO.,LTD.                                        | TOKYO RAKUTENCHI CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       700 | NS      | $21876.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT ALAM SUTERA REALTY Tbk                                        | ALAM SUTERA REALTY TBK PT COMMON STOCK                              | CUSIP: N/A<br>LEI: 2549001ML992STTEP738       | Long             | EC               |  | ID        |    806600 | NS      | $9101.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PKP CARGO SPOLKA AKCYJNA                                         | PKP CARGO SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 259400CXXTS5M4SKB438       | Long             | EC               |  | PL        |      2651 | NS      | $8458.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BREEDON GROUP PLC                                                | BREEDON GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 213800ZQKCIVCPN9H229       | Long             | EC               |  | GB        |    132876 | NS      | $96546.28     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL SECURITY PATROLS CO.,LTD.                                | CENTRAL SECURITY PATROLS CO COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       800 | NS      | $14084.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODBABY INTERNATIONAL HOLDINGS LIMITED                          | GOODBABY INTERNATIONAL HOLDI COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299001OEMI45O3O6H29       | Long             | EC               |  | HK        |    215000 | NS      | $15588.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                              | SWATCH GROUP AG/THE-BR COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               |  | CH        |      1686 | NS      | $448073.59    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CPMC Holdings Limited                                            | CPMC HOLDINGS LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 300300SNUPY0GS36BS20       | Long             | EC               |  | HK        |     31000 | NS      | $17339.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Livechat Software SA                                             | LIVECHAT SOFTWARE SA COMMON STOCK                                   | CUSIP: N/A<br>LEI: 259400W35VF4Q1XFFE11       | Long             | EC               |  | PL        |      1678 | NS      | $40765.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                                  | STELLANTIS NV COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               |  | IT        |     16236 | NS      | $253436.34    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWNHAITAI Holdings CO.,LTD                                     | CROWNHAITAI HOLDINGS COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      6658 | NS      | $34681.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                          | GSK PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |     14044 | NS      | $235962.12    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                       | DEMANT A/S COMMON STOCK                                             | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               |  | DK        |     11189 | NS      | $316215.73    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| XEBIO HOLDINGS CO., LTD                                          | XEBIO HOLDINGS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8900 | NS      | $60566.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Andalan Mandiri Tbk PT                                     | PRIMA ANDALAN MANDIRI TBK PT COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |     48500 | NS      | $21118.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooredoo Q.P.S.C.                                                 | OOREDOO QPSC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               |  | QA        |    146969 | NS      | $358044.61    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                                      | QIAGEN N.V. COMMON STOCK                                            | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |      9871 | NS      | $489009.34    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Consti Oyj                                                       | CONSTI OYJ COMMON STOCK                                             | CUSIP: N/A<br>LEI: 743700JMXCC11CRJCS71       | Long             | EC               |  | FI        |       934 | NS      | $9713.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                                         | VINCI SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               |  | FR        |      1950 | NS      | $194812.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GHCL LIMITED                                                     | GHCL LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 335800L2UYNOUH82F930       | Long             | EC               |  | IN        |     17444 | NS      | $124236.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Readytech Holdings Ltd                                           | READYTECH HOLDINGS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      3543 | NS      | $9426.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YTO Express (International) Holdings Ltd                         | YTO EXPRESS HOLDINGS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     84000 | NS      | $22171.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                | SONOVA HOLDING AG-REG COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               |  | CH        |      1584 | NS      | $408494.60    | 0.28%             |  |  |  | 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        |   1251000 | NS      | $627437.68    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                 | SKANDINAVISKA ENSKILDA BAN-A COMMON STOCK                           | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               |  | SE        |     15063 | NS      | $171049.99    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI SANKYO COMPANY, LIMITED                                  | DAIICHI SANKYO CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               |  | JP        |      8500 | NS      | $278599.37    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                         | BERRY GLOBAL GROUP INC COMMON STOCK                                 | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |      9784 | NS      | $573342.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |     21000 | NS      | $337256.93    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGi Green Energy Technology Co., Ltd.                          | LONGI GREEN ENERGY TECHNOL-A COMMON STOCK                           | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               |  | CN        |    187108 | NS      | $1213768.22   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                  | AUST AND NZ BANKING GROUP COMMON STOCK                              | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               |  | AU        |     43466 | NS      | $724124.18    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $81.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GULF OIL LUBRICANTS INDIA LIMITED                                | GULF OIL LUBRICANTS INDIA LT COMMON STOCK                           | CUSIP: N/A<br>LEI: 3358009J8O762GKOHS20       | Long             | EC               |  | IN        |     11462 | NS      | $63736.39     | 0.04%             |  |  |  | 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        |      2500 | NS      | $15445.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ochi Holdings Co Ltd                                             | OCHI HOLDINGS CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $10768.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50     DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        18 | NC      | $734864.07    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL GROUP LTD                                                    | ICL GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               |  | IL        |      9438 | NS      | $78297.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS Co.,Ltd.                                     | JAPAN POST HOLDINGS CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               |  | JP        |     28000 | NS      | $217188.35    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TIANJIN DEVELOPMENT HOLDINGS LIMITED                             | TIANJIN DEVELOPMENT HLDGS LT COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     58000 | NS      | $11060.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSUBAKIMOTO KOGYO CO.,LTD.                                       | TSUBAKIMOTO KOGYO CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 353800Z0E9RSAQ31YH59       | Long             | EC               |  | JP        |       700 | NS      | $20101.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bayan Resources Tbk                                           | BAYAN RESOURCES TBK PT COMMON STOCK                                 | CUSIP: N/A<br>LEI: 254900UPPX8UP6LW9723       | Long             | EC               |  | ID        |     10700 | NS      | $63372.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GEFRAN S.P.A.                                                    | GEFRAN SPA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 815600E4FE816F540F98       | Long             | EC               |  | IT        |      2660 | NS      | $25508.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiko Network Japan Co Ltd                                       | MEIKO NETWORK JAPAN CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3200 | NS      | $14224.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                       | SCOUT24 SE COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               |  | DE        |      6060 | NS      | $329122.95    | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Insyde Software Corp.                                            | INSYDE SOFTWARE CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     18000 | NS      | $47617.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecotel Communication AG                                          | ECOTEL COMMUNICATION AG COMMON STOCK                                | CUSIP: N/A<br>LEI: 391200GSXYBP2TJE6J38       | Long             | EC               |  | DE        |       483 | NS      | $16610.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPCOM CO., LTD.                                                 | CAPCOM CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               |  | JP        |      2746 | NS      | $82805.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMURA UNITY CO.,LTD.                                            | KIMURA UNITY CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2700 | NS      | $15134.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW TIMES ENERGY CORPORATION LIMITED                             | NEW TIMES ENERGY CORP LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |    578000 | NS      | $6590.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                        | THALES SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               |  | FR        |      1890 | NS      | $239235.26    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | DEUTSCHE TELEKOM AG-REG COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |     18340 | NS      | $369161.59    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen N.V.                                                       | ADYEN NV COMMON STOCK                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               |  | NL        |       189 | NS      | $294603.41    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN SINDALL GROUP PLC                                         | MORGAN SINDALL GROUP PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               |  | GB        |      2919 | NS      | $57014.60     | 0.04%             |  |  |  | No            |                  2 | 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