# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016938
**Filing Date:** 2023-1
**Character Count:** 408487
**Document Hash:** 57cc084387ca5d4691707706588783f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016938.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016938

**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:** 23564319

**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 WORLD EQUITY EX-US FUND (Series ID: S000006765)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000018354 | SIIT WORLD EQUITY EX-US FUND - CLASS A | WEUSX           |

## 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 WORLD EQUITY EX-US FUND

- **b. EDGAR series identifier (if any):** S000006765

- **c. LEI of Series:** 600VDJ0FUS361K3RSV84

**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:** $8105235518.70

**Total Liabilities:** $20790239.56

**Net Assets:** $8084445279.14

**Cash Not Reported:** $144992125.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018354 | 11.41%               | 5.25%                | -9.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-100191545.57           | $885475523.79                              |
| Month 2  | $-1590372728.23          | $530187003.45                              |
| Month 3  | $-312330979.61           | $-465251586.28                             |

**Designated Index Information**

- **Index Name:** MSCI All Country World ex US Net TR Index

- **Index Identifier:** MS_ACWNXUS

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LARGAN Precision Co Ltd                                                                     | LARGAN PRECISION CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    560000 | NS      | $42193612.32  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| JCU Corp                                                                                    | JCU CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $56573.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neojapan Inc                                                                                | NEOJAPAN INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3000 | NS      | $21797.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimojima Co Ltd                                                                            | SHIMOJIMA CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3500 | NS      | $24196.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| I-PEX Inc.                                                                                  | I-PEX INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6700 | NS      | $63697.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minor International Public Company Limited                                                  | MINOR INTERNATIONAL PCL-FOR COMMON STOCK                            | CUSIP: Y6069M133<br>LEI: 254900T4WB2UF9XPX041 | Long             | EC               |  | TH        |  40336800 | NS      | $35509167.33  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                                                                | GLENCORE PLC COMMON STOCK                                           | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               |  | GB        |   4110102 | NS      | $27713903.35  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Findex Inc                                                                                  | FINDEX INC COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7700 | NS      | $30869.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO ALICE Co.,Ltd.                                                                       | STUDIO ALICE CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4400 | NS      | $66131.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                                                   | MINERAL RESOURCES LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               |  | AU        |    167910 | NS      | $9978739.57   | 0.12%             |  |  |  | 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        |     28700 | NS      | $3675338.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| M&A Research Institute Inc                                                                  | M&A RESEARCH INSTITUTE INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7600 | NS      | $409685.07    | 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        |    252283 | NS      | $67047063.72  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON CERAMIC CO., LTD.                                                                    | NIPPON CERAMIC CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2600 | NS      | $49930.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COGNEX CORPORATION                                                                          | COGNEX CORP COMMON STOCK                                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               |  | US        |    414963 | NS      | $20656858.14  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NORITZ CORPORATION                                                                          | NORITZ CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7900 | NS      | $84855.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RODEX FASTENERS CORP.                                                                       | RODEX FASTENERS CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     34000 | NS      | $82119.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNK Financial Group Inc.                                                                    | BNK FINANCIAL GROUP INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    875082 | NS      | $4958812.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROAPI SAS                                                                                 | EUROAPI SASU COMMON STOCK                                           | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               |  | FR        |         1 | NS      | $17.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinnihonseiyaku Co Ltd                                                                     | SHINNIHONSEIYAKU CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6200 | NS      | $61466.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUNZE LIMITED                                                                               | GUNZE LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 353800VSSDM5IY8UNW44       | Long             | EC               |  | JP        |      3200 | NS      | $92013.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTAGE ENERGY LTD.                                                                       | ADVANTAGE ENERGY LTD COMMON STOCK                                   | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               |  | CA        |    350800 | NS      | $2991257.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD.                                                                                | KOMATSU LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               |  | JP        |   1346600 | NS      | $30959830.98  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| PEGASUS SEWING MACHINE MFG. CO., LTD.                                                       | PEGASUS SEWING MACHINE MFG COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4100 | NS      | $28764.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Company SJSC                                                                  | SAUDI TELECOM CO COMMON STOCK                                       | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               |  | SA        |    490964 | NS      | $5047102.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKUL Corporation                                                                           | ASKUL CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     40400 | NS      | $462286.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group, Inc.                                                               | FUKUOKA FINANCIAL GROUP INC COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    432400 | NS      | $8383914.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| COAL INDIA LTD                                                                              | COAL INDIA LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               |  | IN        |   2435742 | NS      | $6863675.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                        | Henkel AG & Co KGaA PREFERRED STOCK                                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               |  | DE        |    679848 | NS      | $48115528.89  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX LIMITED                                                                                 | ASX LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               |  | AU        |    253266 | NS      | $12045581.71  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LAC Co.,Ltd.                                                                                | LAC CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $36240.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIGROS TICARET ANONIM SIRKETI                                                               | MIGROS TICARET A.S COMMON STOCK                                     | CUSIP: N/A<br>LEI: 5493002IOWNT1QZMAA74       | Long             | EC               |  | TR        |     17656 | NS      | $127430.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visional Inc                                                                                | VISIONAL INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2200 | NS      | $166311.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAR AL ARKAN REAL ESTATE DEVELOPMENT COMPANY SJSC                                           | DAR AL ARKAN REAL ESTATE DEV COMMON STOCK                           | CUSIP: N/A<br>LEI: 558600USX20EGH6LVQ89       | Long             | EC               |  | SA        |    664375 | NS      | $2453036.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                                                | UNILEVER PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               |  | GB        |    466690 | NS      | $23057231.01  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS S.A.                                                                                | TENARIS SA-ADR DEPOSITARY RECEIPT                                   | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               |  | US        |    425513 | NS      | $14667433.11  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Management Inc                                                                     | FRONTIER MANAGEMENT INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2800 | NS      | $28680.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                                                             | STELLANTIS NV COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               |  | IT        |    346870 | NS      | $5414477.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DANIELI & C. OFFICINE MECCANICHE S.P.A.                                                     | DANIELI & CO-RSP COMMON STOCK                                       | CUSIP: N/A<br>LEI: 815600B4B8C6A353E566       | Long             | EC               |  | IT        |      5930 | NS      | $91655.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNO ELECTRIC & ENGINEERING COMPANY LIMITED                                               | TECHNO ELECTRIC & ENGINEERIN COMMON STOCK                           | CUSIP: N/A<br>LEI: 33580085UVBJWYBSQ267       | Long             | EC               |  | IN        |      6253 | NS      | $24338.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                                       | HEINEKEN HOLDING NV COMMON STOCK                                    | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               |  | NL        |     39809 | NS      | $2982160.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                    | DAIMLER TRUCK HOLDING AG COMMON STOCK                               | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               |  | DE        |    634519 | NS      | $20695431.72  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIENT OVERSEAS (INTERNATIONAL) LIMITED                                                     | ORIENT OVERSEAS INTL LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               |  | HK        |    583503 | NS      | $11095078.89  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Bank                                                                                 | INDIAN BANK COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5493008JR8FCVQ6FJL94       | Long             | EC               |  | IN        |     77796 | NS      | $256942.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PUBLIC COMPANY LIMITED                                                                | SCB X PCL-FOREIGN COMMON STOCK                                      | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               |  | TH        |  15686500 | NS      | $47098423.34  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Moving Service Co Ltd                                                                 | SAKAI MOVING SERVICE CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1000 | NS      | $33202.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                                 | TOKIO MARINE HOLDINGS INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               |  | JP        |    572800 | NS      | $11693377.78  | 0.14%             |  |  |  | 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        |    888541 | NS      | $41725885.36  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Wires India Ltd                                                                   | PRECISION WIRES INDIA LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 335800DS3LQTJ3D79385       | Long             | EC               |  | IN        |     15991 | NS      | $21436.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI YUKIZAI CORPORATION                                                                   | ASAHI YUKIZAI CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $38617.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KIRLOSKAR PNEUMATIC COMPANY LIMITED                                                         | KIRLOSKAR PNEUMATIC CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 335800A69RUOHVATLI89       | Long             | EC               |  | IN        |      8014 | NS      | $60697.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SB Technology Corp                                                                          | SB TECHNOLOGY CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900I4GPREMKBTJL62       | Long             | EC               |  | JP        |      5100 | NS      | $76515.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL LIMITED                                                                                 | CSL LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               |  | AU        |     41080 | NS      | $8327681.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VECTOR INC.                                                                                 | VECTOR INC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 3538004PSULH92CK5D85       | Long             | EC               |  | JP        |     21500 | NS      | $201375.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                                                            | ZEHNDER GROUP AG-RG COMMON STOCK                                    | CUSIP: N/A<br>LEI: 8945000LUWFSSFRPU761       | Long             | EC               |  | CH        |      2587 | NS      | $152753.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIPROGY Inc.                                                                                | BIPROGY Inc COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     91100 | NS      | $2170084.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SK TELECOM CO.,LTD                                                                          | SK TELECOM COMMON STOCK                                             | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               |  | KR        |   1230518 | NS      | $46914323.31  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| RPMGlobal Holdings Ltd                                                                      | RPMGLOBAL HOLDINGS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900TYT77BXLM9LW61       | Long             | EC               |  | AU        |     31213 | NS      | $36673.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPCON CORPORATION                                                                          | TOPCON CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     22500 | NS      | $271519.30    | 0.00%             |  |  |  | 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        |   1225100 | NS      | $5033604.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                                | DNB BANK ASA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               |  | NO        |   1791482 | NS      | $34548348.08  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| San ju San Financial Group,Inc.                                                             | SAN JU SAN FINANCIAL GROUP I COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5300 | NS      | $57353.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                                    | RELX PLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               |  | GB        |     43609 | NS      | $1208279.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuo Warehouse Co.,Ltd.                                                                     | CHUO WAREHOUSE CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3900 | NS      | $26158.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Company Limited                                                       | YANKUANG ENERGY GROUP CO-H COMMON STOCK                             | CUSIP: N/A<br>LEI: 3003005N7A6HYZ4Z0K39       | Long             | EC               |  | HK        |    228000 | NS      | $766089.79    | 0.01%             |  |  |  | No            |                  2 | 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        |    206500 | NS      | $122922.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON Financial Service Co., Ltd.                                                            | AEON FINANCIAL SERVICE CO LT COMMON STOCK                           | CUSIP: N/A<br>LEI: 35380044PRFENBU7WT74       | Long             | EC               |  | JP        |    174400 | NS      | $1856651.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                                    | ENGIE COMMON STOCK                                                  | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               |  | FR        |    662051 | NS      | $9958496.56   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO SEIKO CO.,LTD.                                                                        | NITTO SEIKO CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5400 | NS      | $20444.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONICA MINOLTA, INC.                                                                        | KONICA MINOLTA INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300SVK6KRUOL1A740       | Long             | EC               |  | JP        |    527500 | NS      | $2172887.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JK Holdings Co., Ltd.                                                                       | JK HOLDINGS CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3500 | NS      | $26395.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD.                                                                 | AXALTA COATING SYSTEMS LTD COMMON STOCK                             | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               |  | US        |   1087072 | NS      | $29177012.48  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA Co., Ltd.                                                                            | NOMURA CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8700 | NS      | $65147.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun-Wa Technos Corp                                                                         | SUN-WA TECHNOS CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2900 | NS      | $32115.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEE & MAN PAPER MANUFACTURING LIMITED                                                       | LEE & MAN PAPER MANUFACTURIN COMMON STOCK                           | CUSIP: N/A<br>LEI: 30030066PNKQVCCC5G24       | Long             | EC               |  | HK        |   1034243 | NS      | $400942.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                                                          | SITC INTERNATIONAL HOLDINGS COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               |  | HK        |   2229670 | NS      | $4949658.87   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FDM GROUP (HOLDINGS) PLC                                                                    | FDM GROUP HOLDINGS PLC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 213800YR62D7GUZLMZ71       | Long             | EC               |  | GB        |      9669 | NS      | $84831.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH S.A.                                                               | SARTORIUS STEDIM BIOTECH COMMON STOCK                               | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               |  | FR        |     46571 | NS      | $15727635.93  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| V Technology Co., Ltd.                                                                      | V TECHNOLOGY CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7200 | NS      | $140758.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc.                                                                          | AOKI HOLDINGS INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9600 | NS      | $47653.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamoto Co., Ltd.                                                                          | KANAMOTO CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5200 | NS      | $84554.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Pour l Informatique Industrielle SA                                                 | SOCIETE POUR L'INFORMATIQUE COMMON STOCK                            | CUSIP: N/A<br>LEI: 96950044FWV7YEJCKR65       | Long             | EC               |  | FR        |       319 | NS      | $15370.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Miyazaki Bank, Ltd.                                                                     | MIYAZAKI BANK LTD/THE COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800S4OVI1UXARXE24       | Long             | EC               |  | JP        |      1800 | NS      | $30127.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USHIO INC.                                                                                  | USHIO INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     31000 | NS      | $402577.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAIT ONE Corporation                                                                      | MIRAIT ONE Corporation COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800RI3EZVEIDAEL62       | Long             | EC               |  | JP        |     18600 | NS      | $203147.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank Public Company Limited                                                      | KRUNG THAI BANK PUB CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               |  | TH        |   1015300 | NS      | $509514.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                                                | TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               |  | US        |    232073 | NS      | $19257417.54  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST PACIFIC COMPANY LIMITED                                                               | FIRST PACIFIC CO COMMON STOCK                                       | CUSIP: N/A<br>LEI: 254900VS1MDQSDM9DE09       | Long             | EC               |  | HK        |    202000 | NS      | $63436.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon M&A Center Holdings Inc.                                                              | NIHON M&A CENTER HOLDINGS IN COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     78500 | NS      | $1063550.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                              | BNP PARIBAS COMMON STOCK                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               |  | FR        |    100310 | NS      | $5577328.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arabian Cement Co.                                                                          | ARABIAN CEMENT COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     79732 | NS      | $730509.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom Holding Company S.J.S.C                                                             | KINGDOM HOLDING CO COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300ZFG0YO58NZON90       | Long             | EC               |  | SA        |    113492 | NS      | $240869.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arealink Co.,Ltd.                                                                           | AREALINK CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $27821.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lanner Electronics Inc.                                                                     | LANNER ELECTRONICS INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     44000 | NS      | $137318.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| One Career Inc                                                                              | ONE CAREER INC COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1400 | NS      | $39503.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                                     | SEMBCORP INDUSTRIES LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               |  | SG        |    271900 | NS      | $638887.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Company Saudi Arabia SJSC                                         | MOBILE TELECOMMUNICATIONS CO COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900XHCET9KD2D4R78       | Long             | EC               |  | SA        |    103552 | NS      | $309065.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINAGAWA REFRACTORIES CO.,LTD.                                                             | SHINAGAWA REFRACTORIES CO COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1300 | NS      | $37060.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMY COMPANY, LTD.                                                                          | TOMY COMPANY LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     33000 | NS      | $300099.18    | 0.00%             |  |  |  | No            |                  2 | 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        |        26 | NC      | $4757365.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Creek & River Co Ltd                                                                        | CREEK & RIVER CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2600 | NS      | $38920.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodick Co., Ltd.                                                                            | SODICK CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12000 | NS      | $66462.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                            | RAIFFEISEN BANK INTERNATIONA COMMON STOCK                           | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               |  | AT        |    115996 | NS      | $1806158.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ILSHIN SPINNING CO.,LTD                                                                     | ILSHIN SPINNING CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       206 | NS      | $15710.97     | 0.00%             |  |  |  | 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        |    937623 | NS      | $3857191.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM SOON (THAILAND) PUBLIC COMPANY LIMITED                                                  | LAM SOON (THAILAND) PCL COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     90000 | NS      | $12792.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERBRIGHT BANK COMPANY LIMITED                                                       | CHINA EVERBRIGHT BANK CO L-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300U6PKQ4H1P34E17       | Long             | EC               |  | HK        |    292906 | NS      | $87384.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                                  | ITAU UNIBANCO H-SPON PRF ADR DEPOSITARY RECEIPT                     | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               |  | US        |   1941166 | NS      | $9667006.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Topsports International Holdings Ltd                                                        | TOPSPORTS INTERNATIONAL HOLD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |  25541000 | NS      | $16412370.76  | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bilia AB                                                                                    | BILIA AB-A SHS COMMON STOCK                                         | CUSIP: N/A<br>LEI: 2138002GW5WN1UYZAO32       | Long             | EC               |  | SE        |      9595 | NS      | $106392.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                 | AKER BP ASA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               |  | NO        |    158610 | NS      | $5449879.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAMURA CO., Ltd.                                                                         | SHIMAMURA CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     67800 | NS      | $6091483.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CAD SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2791.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CINDA ASSET MANAGEMENT CO., LTD.                                                      | CHINA CINDA ASSET MANAGEME-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 3003008W60YAHL9CQE51       | Long             | EC               |  | HK        |   1686000 | NS      | $221959.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HORIBA,Ltd.                                                                                 | HORIBA LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900OOTWPYSNW0EC84       | Long             | EC               |  | JP        |      7600 | NS      | $345684.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Incorporated                                                                    | OBARA GROUP INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 3538003M0UGWDBTV2318       | Long             | EC               |  | JP        |      1400 | NS      | $35222.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc.                                                                     | NISSHINBO HOLDINGS INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800YAM89GL5GPHB47       | Long             | EC               |  | JP        |     20100 | NS      | $147917.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | TOPIX INDX FUTR   DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        58 | NC      | $8271463.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD.                                                      | CHECK POINT SOFTWARE TECH COMMON STOCK                              | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               |  | US        |    493331 | NS      | $65529156.73  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Locaweb Servicos De Internet SA                                                             | LOCAWEB SERVICOS DE INTERNET COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |   6500668 | NS      | $10420748.32  | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SEINO HOLDINGS CO., LTD.                                                                    | SEINO HOLDINGS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               |  | JP        |      9200 | NS      | $80247.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige International Inc                                                                  | PRESTIGE INTERNATIONAL INC COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     15900 | NS      | $82452.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Water Resources Development and Management Public Company Limited                   | EASTERN WATER RESOURCES-NVDR DEPOSITARY RECEIPT                     | CUSIP: N/A<br>LEI: 529900S013WMKA8SXX33       | Long             | EC               |  | TH        |    230700 | NS      | $36095.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT BFI Finance Indonesia Tbk                                                                | BFI FINANCE INDONESIA TBK PT COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900NOWNL3CGA4WS37       | Long             | EC               |  | ID        |   1402400 | NS      | $102158.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Media Do Co Ltd                                                                             | MEDIA DO CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     17800 | NS      | $248708.36    | 0.00%             |  |  |  | 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        |   5089000 | NS      | $2264469.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORORA LIMITED                                                                               | ORORA LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300WFEQJK35VDF789       | Long             | EC               |  | AU        |    848712 | NS      | $1784505.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KOATSU GAS KOGYO CO., LTD.                                                                  | KOATSU GAS KOGYO CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5100 | NS      | $23907.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental, S.A.B. de C.V.                                                            | ARCA CONTINENTAL SAB DE CV COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               |  | MX        |    113310 | NS      | $939302.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO LIMITED                                                                                 | IGO LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               |  | AU        |    518468 | NS      | $5463244.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                      | STANDARD CHARTERED PLC COMMON STOCK                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               |  | GB        |   7844880 | NS      | $57741119.54  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                                   | NOKIA OYJ COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               |  | FI        |  15034866 | NS      | $73296225.69  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOFU INC.                                                                                  | SHOFU INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1700 | NS      | $29858.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                             | ERICSSON LM-B SHS COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               |  | SE        |   1507439 | NS      | $9369951.91   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL ELECTRONICS HOLDINGS LIMITED                                                            | TCL ELECTRONICS HOLDINGS LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299000Y9D001SNNTJ48       | Long             | EC               |  | HK        |    540000 | NS      | $222360.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teikoku Electric Mfg. Co Ltd                                                                | TEIKOKU ELECTRIC MFG CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6900 | NS      | $117988.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ENERGY LIMITED                                                                        | BEACH ENERGY LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 8Q9PJD25OKTQT5FHUF40       | Long             | EC               |  | AU        |     99164 | NS      | $117953.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                                  | ORSTED A/S COMMON STOCK                                             | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               |  | DK        |    135673 | NS      | $11753693.67  | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                                                        | PETROLEO BRASILEIRO SA PREFERRED STOCK                              | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               |  | BR        |   3006000 | NS      | $15090591.01  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TOCHIGI BANK, LTD.                                                                      | TOCHIGI BANK LTD/THE COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     17500 | NS      | $40667.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Energi Mega Persada Tbk                                                                  | ENERGI MEGA PERSADA TBK PT COMMON STOCK                             | CUSIP: N/A<br>LEI: 25490019ABALWIGUDM79       | Long             | EC               |  | ID        |   5896700 | NS      | $126693.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                                              | LONZA GROUP AG-REG COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               |  | CH        |     25310 | NS      | $13224558.33  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co.,Ltd.                                                                 | MARUZEN SHOWA UNYU CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $27960.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIRACILIK VE MALT SANAYII ANONIM SIRKETI                                       | ANADOLU EFES BIRACILIK VE COMMON STOCK                              | CUSIP: N/A<br>LEI: 7890006LGARYVIPOJX03       | Long             | EC               |  | TR        |    367358 | NS      | $1274834.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNING INTERNATIONAL INC.                                                                  | FINNING INTERNATIONAL INC COMMON STOCK                              | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               |  | CA        |    127000 | NS      | $3191627.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yossix Holdings Co., Ltd.                                                                   | YOSSIX HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3400 | NS      | $51849.46     | 0.00%             |  |  |  | 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        |     13700 | NS      | $93231.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUPE SNC-LAVALIN INC.                                                                     | SNC-LAVALIN GROUP INC COMMON STOCK                                  | CUSIP: 78460T105<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               |  | CA        |   1296600 | NS      | $23211980.53  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                                                | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |   1703000 | NS      | $27349930.77  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| TECH MAHINDRA LIMITED                                                                       | TECH MAHINDRA LTD COMMON STOCK                                      | CUSIP: Y85491127<br>LEI: 3358005FZUZ1I25XQH69 | Long             | EC               |  | IN        |   1662051 | NS      | $22179857.76  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| JP-HOLDINGS,INC.                                                                            | JP-HOLDINGS INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     43000 | NS      | $86371.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOWOW INC.                                                                                  | WOWOW INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $20759.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RATIONAL Aktiengesellschaft                                                                 | RATIONAL AG COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               |  | DE        |      1381 | NS      | $858560.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGEGROUP PLC                                                                               | PAGEGROUP PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 213800JK5ZEQW4AB8G71       | Long             | EC               |  | GB        |    123008 | NS      | $702224.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGE WESTON LIMITEE.                                                                      | WESTON (GEORGE) LTD COMMON STOCK                                    | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               |  | CA        |     11900 | NS      | $1478612.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LYNAS RARE EARTHS LIMITED                                                                   | Lynas Rare Earths Limited COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               |  | AU        |     33373 | NS      | $195329.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPRITE HOLDINGS LIMITED                                                                   | SHOPRITE HOLDINGS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               |  | ZA        |    284540 | NS      | $4257154.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO (MALAYSIA) BERHAD                                                  | BRITISH AMERICAN TOBACCO BHD COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800G2NPVMCBXTCO16       | Long             | EC               |  | MY        |     27100 | NS      | $68945.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                                            | FISCHER (GEORG)-REG COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               |  | CH        |       678 | NS      | $41076.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MEDIOLANUM SPA                                                                        | BANCA MEDIOLANUM SPA COMMON STOCK                                   | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               |  | IT        |     28669 | NS      | $240050.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IOI CORPORATION BERHAD                                                                      | IOI CORP BHD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    446900 | NS      | $385207.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RITES Ltd                                                                                   | RITES LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 335800XHDR1JZPGIK772       | Long             | EC               |  | IN        |     22517 | NS      | $101977.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | SPI 200 FUTURES   DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        31 | NC      | $3793488.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thungela Resources Ltd                                                                      | THUNGELA RESOURCES LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 213800EGYK3BN3SRIF27       | Long             | EC               |  | GB        |     34843 | NS      | $638186.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                        | MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK                           | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               |  | JP        |   9362200 | NS      | $50526624.37  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| AZIMUT HOLDING S.P.A.                                                                       | AZIMUT HOLDING SPA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               |  | IT        |    125634 | NS      | $2533456.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE FINANCIAL SERVICES SOFTWARE LIMITED                                                  | ORACLE FINANCIAL SERVICES COMMON STOCK                              | CUSIP: N/A<br>LEI: 3358008SYNPKSPNMTJ57       | Long             | EC               |  | IN        |     17989 | NS      | $690808.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Aktiebolag                                                                          | HEXAGON AB-B SHS COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               |  | SE        |   1218451 | NS      | $13721787.75  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pet Valu Holdings Ltd                                                                       | PET VALU HOLDINGS LTD COMMON STOCK                                  | CUSIP: 71584R105<br>LEI: N/A                  | Long             | EC               |  | CA        |      8352 | NS      | $242483.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                               | ENBRIDGE INC COMMON STOCK                                           | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               |  | CA        |    146800 | NS      | $6015150.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KANADEN CORPORATION                                                                         | KANADEN CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3400 | NS      | $26997.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of East Asia, Limited                                                              | BANK OF EAST ASIA LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | EC               |  | HK        |     43480 | NS      | $50180.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.                                           | RECORDATI INDUSTRIA CHIMICA COMMON STOCK                            | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               |  | IT        |     61283 | NS      | $2594744.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MIROKU JYOHO SERVICE CO.,LTD.                                                               | MIROKU JYOHO SERVICE CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 3538009FEB7DY7VJDQ12       | Long             | EC               |  | JP        |     11800 | NS      | $128606.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LIMITED                                                                           | BHP GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               |  | AU        |   1108316 | NS      | $33960144.65  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCO NV                                                                                    | BARCO N.V. COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300N17QCD827TII61       | Long             | EC               |  | BE        |      6667 | NS      | $151934.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                                                        | PETROLEO BRASILEIRO-SPON ADR DEPOSITARY RECEIPT                     | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               |  | US        |    374681 | NS      | $4380020.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LIMITED                                                                           | RIO TINTO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               |  | AU        |    637447 | NS      | $46953769.88  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlorenzo SpA                                                                              | SANLORENZO SPA/AMEGLIA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 8156006C71E895860132       | Long             | EC               |  | IT        |      1602 | NS      | $58020.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LIMITED                                                                | CHINA RESOURCES LAND LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               |  | HK        |   4450000 | NS      | $20684316.63  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Construction Co.,Ltd.                                                       | SUMITOMO MITSUI CONSTRUCTION COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     95000 | NS      | $288952.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Monogatari Corporation                                                                  | MONOGATARI CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5100 | NS      | $258838.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co., Ltd.                                                                | SEVEN & I HOLDINGS CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               |  | JP        |    193100 | NS      | $7775410.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumrungrad Hospital Public Company Limited                                                  | BUMRUNGRAD HOSPITAL PCL-NVDR DEPOSITARY RECEIPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    114200 | NS      | $738693.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DECHRA PHARMACEUTICALS PLC                                                                  | DECHRA PHARMACEUTICALS PLC COMMON STOCK                             | CUSIP: N/A<br>LEI: 213800J4UVB5OWG8VX82       | Long             | EC               |  | GB        |    227157 | NS      | $7413029.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ISUZU MOTORS LIMITED                                                                        | ISUZU MOTORS LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               |  | JP        |   1239700 | NS      | $16075074.65  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| en Japan Inc.                                                                               | EN JAPAN INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     17000 | NS      | $303346.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR ARABIA PJSC                                                                             | AIR ARABIA PJSC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 21380058Y5RCZI2HBX17       | Long             | EC               |  | AE        |   1261348 | NS      | $714108.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Gas Negara Tbk                                                                | PERUSAHAAN GAS NEGARA TBK PT COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300OX1VFDX7ZPN240       | Long             | EC               |  | ID        |   9339563 | NS      | $1124046.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toei Animation Co Ltd                                                                       | TOEI ANIMATION CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     95200 | NS      | $10130592.63  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY UNION BANK LIMITED                                                                     | CITY UNION BANK LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 33580024M7FWA847JI64       | Long             | EC               |  | IN        |     90795 | NS      | $211952.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                                             | WIENERBERGER AG COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               |  | AT        |      8362 | NS      | $218788.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LIMITED                                                                       | TELSTRA GROUP LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |   2128212 | NS      | $5697297.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTGROUP PLC                                                                              | FIRSTGROUP PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300DEJZCPWA4HKM93       | Long             | EC               |  | GB        |     96128 | NS      | $119122.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inmode Ltd                                                                                  | INMODE LTD COMMON STOCK                                             | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               |  | US        |    115483 | NS      | $4433392.37   | 0.05%             |  |  |  | No            |                  1 | 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        |     10916 | NS      | $178725.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wonderla Holidays Ltd                                                                       | WONDERLA HOLIDAYS LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 9845000FC6B88B694F79       | Long             | EC               |  | IN        |     60863 | NS      | $292566.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo Q.P.S.C.                                                                            | OOREDOO QPSC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               |  | QA        |    654105 | NS      | $1593524.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics N.V.                                                                     | STMICROELECTRONICS NV COMMON STOCK                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               |  | FR        |    401229 | NS      | $15366973.62  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERY MALAYSIA BERHAD                                                           | CARLSBERG BREWERY MALAYSIA B COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493003SDA6PQJEKHM83       | Long             | EC               |  | MY        |     19300 | NS      | $99189.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Dharma Satya Nusantara Tbk                                                               | DHARMA SATYA NUSANTARA PT COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |   1371800 | NS      | $53452.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                             | DANSKE BANK A/S COMMON STOCK                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               |  | DK        |    438515 | NS      | $7813136.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen N.V.                                                                                  | ADYEN NV COMMON STOCK                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               |  | NL        |      3990 | NS      | $6219405.31   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Koenig & Bauer AG                                                                           | KOENIG & BAUER AG COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900IQ90WSXBWSTD78       | Long             | EC               |  | DE        |      1160 | NS      | $19264.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAKKEN HOLDINGS CO., LTD.                                                                   | GAKKEN HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6300 | NS      | $46686.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Danamon Indonesia Tbk                                                               | BANK DANAMON INDONESIA TBK COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900XB9K06L7PWEP97       | Long             | EC               |  | ID        |    360600 | NS      | $69263.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                                                   | SOLVAY SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | EC               |  | BE        |      6864 | NS      | $673711.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKARA HOLDINGS INC.                                                                        | TAKARA HOLDINGS INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 3538001CXSU150WNEY98       | Long             | EC               |  | JP        |     27000 | NS      | $208955.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fudo Tetra Corporation                                                                      | FUDO TETRA CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2000 | NS      | $22014.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                                           | OMRON CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               |  | JP        |     10600 | NS      | $545590.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NUFARM LIMITED                                                                              | NUFARM LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900QVU58IVMPRWJ98       | Long             | EC               |  | AU        |     36310 | NS      | $148248.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enghouse Systems Limited                                                                    | ENGHOUSE SYSTEMS LTD COMMON STOCK                                   | CUSIP: 292949104<br>LEI: 549300LKRHABBMOTY018 | Long             | EC               |  | CA        |     15069 | NS      | $345685.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DO BRASIL S.A.                                                                        | BANCO DO BRASIL S.A. COMMON STOCK                                   | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               |  | BR        |   5023916 | NS      | $33847521.08  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL - SPA                                                                                  | ENEL SPA COMMON STOCK                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               |  | IT        |   3203732 | NS      | $17101644.79  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                                                              | NINETY ONE PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300G0TJCT3K15ZG14       | Long             | EC               |  | ZA        |    182692 | NS      | $428314.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| QANTAS AIRWAYS LIMITED                                                                      | QANTAS AIRWAYS LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               |  | AU        |   8556613 | NS      | $36257459.26  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTEC LIMITED                                                                            | INVESTEC LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800CU7SM6O4UWOZ70       | Long             | EC               |  | ZA        |     16991 | NS      | $103650.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF GREECE S.A.                                                                | NATIONAL BANK OF GREECE COMMON STOCK                                | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               |  | GR        |     31804 | NS      | $129465.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIGER BRANDS LIMITED                                                                        | TIGER BRANDS LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900C57HAFZAHHBC90       | Long             | EC               |  | ZA        |   1763545 | NS      | $20127083.07  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA AEROSPACE CO., LTD.                                                                  | HANWHA AEROSPACE CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               |  | KR        |     10965 | NS      | $608280.22    | 0.01%             |  |  |  | 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      | $2652.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Electric Co.,Ltd.                                                                    | NISSIN ELECTRIC CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     16100 | NS      | $156871.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMPLO TECHNOLOGY CO., LTD.                                                                 | SIMPLO TECHNOLOGY CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    425000 | NS      | $4211558.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                                                               | CARLSBERG AS-B COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               |  | DK        |     45253 | NS      | $5660045.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENCORE GROUP PUBLIC LIMITED COMPANY                                                      | GREENCORE GROUP PLC COMMON STOCK                                    | CUSIP: G40866124<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               |  | GB        |   7133351 | NS      | $5470856.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                      | DBS GROUP HOLDINGS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |    399000 | NS      | $10332903.85  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                                                 | RELIANCE INDUSTRIES LTD COMMON STOCK                                | CUSIP: Y72596102<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               |  | IN        |    195820 | NS      | $6586899.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                             | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK                           | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |   1217070 | NS      | $35094905.20  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSOL HOLDINGS CO.,LTD.                                                                    | PERSOL HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 3538000H6OI725NB2008       | Long             | EC               |  | JP        |      7100 | NS      | $163325.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                                          | ANGLO AMERICAN PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               |  | GB        |    715810 | NS      | $29405593.30  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| KELT EXPLORATION LTD.                                                                       | KELT EXPLORATION LTD COMMON STOCK                                   | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               |  | CA        |    158400 | NS      | $635609.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST RESOURCES LIMITED                                                                     | FIRST RESOURCES LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5493007RRD817HUP4O49       | Long             | EC               |  | SG        |     32800 | NS      | $38922.73     | 0.00%             |  |  |  | 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        |    185842 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAPE KING BIO LTD                                                                          | GRAPE KING BIO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     41000 | NS      | $188662.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISO KAGAKU CORPORATION                                                                     | RISO KAGAKU CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $39622.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG S.P.A.                                                                                  | ERG SPA COMMON STOCK                                                | CUSIP: N/A<br>LEI: 8156004604684CA44A90       | Long             | EC               |  | IT        |      1518 | NS      | $47749.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                               | SAMSUNG ELECTRONICS CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               |  | KR        |   1963585 | NS      | $94348200.90  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                                   | HENNES & MAURITZ AB-B SHS COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               |  | SE        |    950690 | NS      | $10497640.17  | 0.13%             |  |  |  | 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        |   9225779 | NS      | $15339290.56  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HAL Trust                                                                                   | HAL TRUST COMMON STOCK                                              | CUSIP: N/A<br>LEI: 5493000O3IE3DNOY3R07       | Long             | EC               |  | NL        |      1071 | NS      | $138452.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RICOH COMPANY,LTD.                                                                          | RICOH CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               |  | JP        |     24800 | NS      | $194950.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAISUE CONSTRUCTION CO., LTD.                                                               | DAISUE CONSTRUCTION CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7500 | NS      | $64653.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOTLAND Co.,Ltd.                                                                            | HOTLAND CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11600 | NS      | $127581.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                   | ORION OYJ-CLASS B COMMON STOCK                                      | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               |  | FI        |    153847 | NS      | $8037235.95   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                                               | ASSA ABLOY AB-B COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               |  | SE        |    637469 | NS      | $14394792.83  | 0.18%             |  |  |  | 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        |   4854207 | NS      | $19105132.46  | 0.24%             |  |  |  | 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        |    807800 | NS      | $774840.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                                                         | CHINA CONSTRUCTION BANK-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               |  | HK        |  49450000 | NS      | $29948036.28  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN ELECTRONIC MATERIALS CORPORATION                                                      | JAPAN ELECTRONIC MATERIALS COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10500 | NS      | $118663.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                   | WESTERN UNION CO COMMON STOCK                                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |   1905069 | NS      | $27928311.54  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMASU SEMICONDUCTOR INDUSTRY CO., LTD.                                                     | MIMASU SEMICONDUCTOR INDUST COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $71161.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSPORT CORPORATION OF INDIA LIMITED                                                      | TRANSPORT CORP OF INDIA LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 3358002IVSDZYKSWCL91       | Long             | EC               |  | IN        |      6094 | NS      | $52092.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                          | DEUTSCHE BOERSE AG COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               |  | DE        |    269200 | NS      | $48951687.23  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERVA S.A.                                                                                | MINERVA SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 391200UHL6YHY0OA1P30       | Long             | EC               |  | BR        |    687744 | NS      | $1628206.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratorios Farmaceuticos ROVI SA                                                          | LABORATORIOS FARMACEUTICOS R COMMON STOCK                           | CUSIP: N/A<br>LEI: 95980020140005936480       | Long             | EC               |  | ES        |      3391 | NS      | $129296.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM B.M.                                                                          | BANK HAPOALIM BM COMMON STOCK                                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               |  | IL        |    850484 | NS      | $8176710.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TORRENT POWER LIMITED                                                                       | TORRENT POWER LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 335800DJYYJQGAH3OX89       | Long             | EC               |  | IN        |     24007 | NS      | $159245.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                    | KONINKLIJKE PHILIPS NV COMMON STOCK                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               |  | NL        |   2141084 | NS      | $31745851.59  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| DERICHEBOURG SA                                                                             | DERICHEBOURG COMMON STOCK                                           | CUSIP: N/A<br>LEI: 969500QOO4C4IPGID263       | Long             | EC               |  | FR        |      3009 | NS      | $16106.89     | 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        |     14400 | NS      | $19726.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASUSTEK COMPUTER INCORPORATION                                                              | ASUSTEK COMPUTER INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               |  | TW        |   1139000 | NS      | $9900309.58   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                                                 | REALTEK SEMICONDUCTOR CORP COMMON STOCK                             | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               |  | TW        |    658000 | NS      | $6840532.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GungHo Online Entertainment, Inc.                                                           | GUNGHO ONLINE ENTERTAINMENT COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900TH7FB4RV6F5S47       | Long             | EC               |  | JP        |    128800 | NS      | $1943085.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICHIKOH INDUSTRIES, LTD.                                                                    | ICHIKOH INDUSTRIES LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800KP9IZ3RU1GNE32       | Long             | EC               |  | JP        |     12400 | NS      | $38420.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                                    | LA FRANCAISE DES JEUX SAEM COMMON STOCK                             | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               |  | FR        |     22460 | NS      | $891087.87    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wacker Chemie AG                                                                            | WACKER CHEMIE AG COMMON STOCK                                       | CUSIP: N/A<br>LEI: 0NURKC5Q3CJYZPPK5046       | Long             | EC               |  | DE        |     57645 | NS      | $7325767.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Arabian Centres Company SJSC                                                                | ARABIAN CENTRES CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 8945006MT4ZZ5EBVCI56       | Long             | EC               |  | SA        |     19631 | NS      | $103939.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pason Systems Inc.                                                                          | PASON SYSTEMS INC COMMON STOCK                                      | CUSIP: 702925108<br>LEI: 984500DC6T2FLR969F65 | Long             | EC               |  | CA        |     68300 | NS      | $808597.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                                           | SONOVA HOLDING AG-REG COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               |  | CH        |     57868 | NS      | $14923462.90  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                       | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               |  | JP        |    474300 | NS      | $13801036.41  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| C&D Property Management Group Co Ltd                                                        | C&D PROPERTY MANAGEMENT GROU COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     66000 | NS      | $36729.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WashTec AG                                                                                  | WASHTEC AG COMMON STOCK                                             | CUSIP: N/A<br>LEI: 391200HHWCQ0KBSG9U91       | Long             | EC               |  | DE        |      1439 | NS      | $56487.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERTEK GROUP PLC                                                                          | INTERTEK GROUP PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               |  | GB        |    565683 | NS      | $27405044.12  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Doshisha Co Ltd                                                                             | DOSHISHA CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $13202.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte S.A.B. de C.V.                                         | GRUPO AEROPORTUARIO CEN-ADR DEPOSITARY RECEIPT                      | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               |  | US        |    177684 | NS      | $12352591.68  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| A.G. BARR P.L.C.                                                                            | A.G. BARR PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 213800QWTXXXF8BNEC87       | Long             | EC               |  | GB        |      5335 | NS      | $31935.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Winpak Ltd                                                                                  | WINPAK LTD COMMON STOCK                                             | CUSIP: 97535P104<br>LEI: 549300FWDGJBHZHH8U59 | Long             | EC               |  | CA        |      2700 | NS      | $86634.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINDUODUO INC.                                                                              | PINDUODUO INC-ADR DEPOSITARY RECEIPT                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               |  | US        |     86740 | NS      | $7116149.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                                               | ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               |  | US        |    116864 | NS      | $10232611.84  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                                   | KESKO OYJ-B SHS COMMON STOCK                                        | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               |  | FI        |    319069 | NS      | $6786411.69   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                                                                           | HDFC BANK LTD-ADR DEPOSITARY RECEIPT                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               |  | US        |    335491 | NS      | $23675599.87  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                                                      | SONY GROUP CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               |  | JP        |    185859 | NS      | $15236601.57  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                                                     | AON PLC-CLASS A COMMON STOCK                                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |     85402 | NS      | $26327728.56  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank, S.A.                                                                             | CAIXABANK SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               |  | ES        |   6383225 | NS      | $23482045.79  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION BANK OF INDIA LIMITED                                                                 | UNION BANK OF INDIA COMMON STOCK                                    | CUSIP: Y90885115<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               |  | IN        |    280643 | NS      | $282423.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ValueCommerce Co Ltd                                                                        | VALUECOMMERCE CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4900 | NS      | $74890.96     | 0.00%             |  |  |  | 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      | $-18.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mazagon Dock Shipbuilders Ltd                                                               | MAZAGON DOCK SHIPBUILDERS LT COMMON STOCK                           | CUSIP: N/A<br>LEI: 335800UWDDBKMF92JF96       | Long             | EC               |  | IN        |     38620 | NS      | $433267.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCK FIELD CO., LTD.                                                                        | ROCK FIELD CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3700 | NS      | $39414.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                                         | AMADEUS IT GROUP SA COMMON STOCK                                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               |  | ES        |    602400 | NS      | $32227666.85  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH32 LIMITED                                                                             | SOUTH32 LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               |  | AU        |  10045865 | NS      | $27530612.26  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of Iwate, Ltd.                                                                     | BANK OF IWATE LTD/THE COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800XFWTYT680L2359       | Long             | EC               |  | JP        |      5400 | NS      | $75335.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHABASCA OIL CORPORATION                                                                   | ATHABASCA OIL CORP COMMON STOCK                                     | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               |  | CA        |    118000 | NS      | $241100.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIROSE ELECTRIC CO., LTD.                                                                   | HIROSE ELECTRIC CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4900 | NS      | $648989.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corporation                                                                     | MAZDA MOTOR CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               |  | JP        |    420900 | NS      | $3311570.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                                     | BASF SE COMMON STOCK                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               |  | DE        |    533727 | NS      | $26889070.09  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NACHI-FUJIKOSHI CORP.                                                                       | NACHI-FUJIKOSHI CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800VMZ8DPGXDO5U37       | Long             | EC               |  | JP        |      3900 | NS      | $109410.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIH MOBILE LIMITED                                                                          | FIH MOBILE LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 30030037GI80SRAJAK10       | Long             | EC               |  | HK        |    597000 | NS      | $64953.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                       | SUMITOMO MITSUI FINANCIAL GR COMMON STOCK                           | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               |  | JP        |    171500 | NS      | $5760351.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN MALAYSIA BERHAD                                                                    | HEINEKEN MALAYSIA BHD COMMON STOCK                                  | CUSIP: Y29432104<br>LEI: N/A                  | Long             | EC               |  | MY        |     32700 | NS      | $184420.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEAR ENERGY LTD.                                                                            | GEAR ENERGY LTD COMMON STOCK                                        | CUSIP: 36830P104<br>LEI: 549300R7BXAYY82VSM16 | Long             | EC               |  | CA        |    270600 | NS      | $233533.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD GROUP PUBLIC LIMITED COMPANY                                                        | ASHTEAD GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               |  | GB        |    288633 | NS      | $17406893.20  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLA-JONES INC.                                                                           | STELLA-JONES INC COMMON STOCK                                       | CUSIP: 85853F105<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | EC               |  | CA        |      1695 | NS      | $59688.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES, LTD.                                                                    | BROTHER INDUSTRIES LTD COMMON STOCK                                 | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               |  | JP        |   1511100 | NS      | $24287024.07  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWADA TECHNOLOGIES,INC.                                                                    | KAWADA TECHNOLOGIES INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2700 | NS      | $65676.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI N.V.                                                                                    | OCI NV COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               |  | NL        |    260543 | NS      | $10913808.78  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Public Company Limited                                                                  | PTT PCL-NVDR DEPOSITARY RECEIPT                                     | CUSIP: N/A<br>LEI: 549300QOGMPTKB6W7G56       | Long             | EC               |  | TH        |   3245500 | NS      | $3071092.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                                                | Sartorius AG PREFERRED STOCK                                        | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               |  | DE        |     22857 | NS      | $8502858.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morimatsu International Holdings Co Ltd                                                     | MORIMATSU INTERNATIONAL HOLD COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900S979D8JU8HAB24       | Long             | EC               |  | HK        |     73000 | NS      | $75495.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toho Bank, Ltd.                                                                         | TOHO BANK LTD/THE COMMON STOCK                                      | CUSIP: N/A<br>LEI: 35380078ABDFHIKLTV03       | Long             | EC               |  | JP        |     22100 | NS      | $33435.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                                                   | AVIVA PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               |  | GB        |   8223697 | NS      | $43873310.87  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Seria Co., Ltd.                                                                             | SERIA CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4000 | NS      | $72659.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pronexus Inc                                                                                | PRONEXUS INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     16200 | NS      | $112721.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAKAI HEAVY INDUSTRIES, LTD.                                                                | SAKAI HEAVY INDUSTRIES LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1000 | NS      | $25430.56     | 0.00%             |  |  |  | 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        |      6900 | NS      | $121479.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hyakujushi Bank, Ltd.                                                                   | HYAKUJUSHI BANK LTD/THE COMMON STOCK                                | CUSIP: N/A<br>LEI: 5493009ZQOZS8JYRQN62       | Long             | EC               |  | JP        |      9400 | NS      | $121839.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                             | ASTRAZENECA PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               |  | GB        |    184686 | NS      | $24697952.77  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL DISCOUNT BANK LIMITED                                                                | ISRAEL DISCOUNT BANK-A COMMON STOCK                                 | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               |  | IL        |    547866 | NS      | $3244259.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Company Limited                                                                  | PETROCHINA CO LTD-H COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               |  | HK        |  37686045 | NS      | $17160338.54  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                                   | BP PLC COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               |  | GB        |   7818031 | NS      | $46131391.95  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                                            | MEG ENERGY CORP COMMON STOCK                                        | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               |  | CA        |    228200 | NS      | $3223449.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTEC PLC                                                                                | INVESTEC PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               |  | GB        |    441851 | NS      | $2757393.34   | 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        |    203513 | NS      | $2251748.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ENDEAVOUR GROUP LIMITED                                                                     | ENDEAVOUR GROUP LTD/AUSTRALI COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               |  | AU        |   1133660 | NS      | $5311617.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Corporation                                                                            | NICE CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2600 | NS      | $24623.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings, Ltd.                                                                  | ASAHI GROUP HOLDINGS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               |  | JP        |   1495400 | NS      | $47461919.02  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Champ Resto Indonesia Tbk PT                                                                | CHAMP RESTO INDONESIA TBK PT COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |     92800 | NS      | $11208.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTI COMMODITY EXCHANGE OF INDIA LIMITED                                                   | MULTI COMMODITY EXCH INDIA COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900BTZEPM27IOAM68       | Long             | EC               |  | IN        |     19754 | NS      | $381132.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENiQ ENERGY Holdings Societe Anonyme                                                    | HELLENiQ ENERGY Holdings S.A COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800YUBJMZYR1SNG35       | Long             | EC               |  | GR        |     10419 | NS      | $76719.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PILBARA MINERALS LIMITED                                                                    | PILBARA MINERALS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               |  | AU        |   3006969 | NS      | $9624695.16   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyodo Printing Co., Ltd.                                                                    | KYODO PRINTING CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 3538003A42CQ4FMGD451       | Long             | EC               |  | JP        |      1700 | NS      | $35525.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaya Konstruksi Manggala Pratama Tbk PT                                                     | JAYA KONSTRUKSI MANGGALA COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |   2342500 | NS      | $22633.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The North West Company Inc.                                                                 | NORTH WEST CO INC/THE COMMON STOCK                                  | CUSIP: 663278208<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               |  | CA        |     25600 | NS      | $714163.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THALES SA                                                                                   | THALES SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               |  | FR        |     90723 | NS      | $11483671.76  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMUDA BERHAD                                                                               | GAMUDA BHD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 254900RW4N94L9KA9137       | Long             | EC               |  | MY        |    410000 | NS      | $368312.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITHS NEWS PLC                                                                             | SMITHS NEWS PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 2138004O33ONVOOQXB02       | Long             | EC               |  | GB        |       201 | NS      | $97.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of The Ryukyus, Limited                                                                | BANK OF THE RYUKYUS LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 353800OWJBJ7G9TXED62       | Long             | EC               |  | JP        |      6400 | NS      | $38596.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rajthanee Hospital PCL                                                                      | RAJTHANEE HOSPITAL PCL COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     27400 | NS      | $23697.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                                                  | DEMANT A/S COMMON STOCK                                             | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               |  | DK        |    337101 | NS      | $9526913.76   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf International Services Q.P.S.C.                                                        | GULF INTERNATIONAL SERVICES COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | QA        |    152244 | NS      | $66004.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Holdings Co.,Ltd.                                                                     | MEIJI HOLDINGS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               |  | JP        |      1800 | NS      | $85502.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Petroleum Refining Public Company Limited                                              | STAR PETROLEUM REFINING PCL DEPOSITARY RECEIPT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |   8984700 | NS      | $2969882.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| S Foods Inc.                                                                                | S FOODS INC COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3300 | NS      | $69481.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compania de Distribucion Integral Logista Holdings, S.A.                                    | CIA DE DISTRIBUCION INTEGRAL COMMON STOCK                           | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               |  | ES        |      1410 | NS      | $32906.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY                                                | BANK OF IRELAND GROUP PLC COMMON STOCK                              | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               |  | IE        |   1322384 | NS      | $10849923.81  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Dairy Products JSC                                                                  | VIETNAM DAIRY PRODUCTS JSC COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300148GRJ07D21X63       | Long             | EC               |  | VN        |   2710800 | NS      | $9145022.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                                               | YOKOGAWA ELECTRIC CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               |  | JP        |      6800 | NS      | $126913.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perennial Energy Holdings Ltd                                                               | PERENNIAL ENERGY HOLDINGS LT COMMON STOCK                           | CUSIP: N/A<br>LEI: 894500D0J12FRZ3Q0I27       | Long             | EC               |  | HK        |    460000 | NS      | $41728.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharjah Islamic Bank PJSC                                                                   | SHARJAH ISLAMIC BANK COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900ZQNTQPRR3WFS97       | Long             | EC               |  | AE        |     85564 | NS      | $46734.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Companhia Energetica de Minas Gerais - CEMIG                                                | Cia Energetica de Minas Gerais PREFERRED STOCK                      | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EP               |  | BR        |   2704400 | NS      | $5893440.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                                                                | CENTRICA PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               |  | GB        |   3805021 | NS      | $4340315.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Business Engineering Corporation                                                            | BUSINESS ENGINEERING CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $25575.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORPORATION                                                                          | SUBARU CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               |  | JP        |    864100 | NS      | $14646392.42  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| THE FEDERAL BANK LTD                                                                        | FEDERAL BANK LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 335800J8VWGE2HGWF417       | Long             | EC               |  | IN        |    945928 | NS      | $1537268.32   | 0.02%             |  |  |  | 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        |   1853386 | NS      | $16800412.56  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                           | NATWEST GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               |  | GB        |  17724854 | NS      | $55699461.86  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| The Awa Bank, Ltd.                                                                          | AWA BANK LTD/THE COMMON STOCK                                       | CUSIP: N/A<br>LEI: 353800YH8XWV0XAHXR13       | Long             | EC               |  | JP        |     12700 | NS      | $187457.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                               | NN GROUP NV COMMON STOCK                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |    780766 | NS      | $33016187.21  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | SEI LIQUIDITY FUND                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |  11602318 | NS      | $11612478.70  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corp                                                                                  | AMANO CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3100 | NS      | $55690.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA                                                        | FRESENIUS MEDICAL CARE AG & COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               |  | DE        |    833718 | NS      | $25801698.13  | 0.32%             |  |  |  | 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      | $12.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBANT S.A.                                                                                | GLOBANT SA COMMON STOCK                                             | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               |  | US        |     64096 | NS      | $12010308.48  | 0.15%             |  |  |  | No            |                  1 | 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        |      2000 | NS      | $16493.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI-DAN CO., LTD.                                                                           | DAI-DAN CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $25402.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Gudang Garam Tbk                                                                         | GUDANG GARAM TBK PT COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5299005TDQ8UGGR3AM31       | Long             | EC               |  | ID        |     61552 | NS      | $78054.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                             | NORSK HYDRO ASA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               |  | NO        |    115991 | NS      | $862630.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO.,LTD.                                                           | DAITO TRUST CONSTRUCT CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               |  | JP        |     28300 | NS      | $3125034.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                                 | NOVARTIS AG-REG COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |    141086 | NS      | $12464620.03  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bawan Company SJSC                                                                          | BAWAN CO COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |    143143 | NS      | $1320072.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoike Transport Co.,Ltd.                                                                  | KONOIKE TRANSPORT CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4400 | NS      | $50429.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIPLOMA PLC                                                                                 | DIPLOMA PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               |  | GB        |    146184 | NS      | $4939982.66   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                                                       | KONGSBERG GRUPPEN ASA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               |  | NO        |     16965 | NS      | $694889.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC CONTAINER SHIPS ASA                                                                     | MPC CONTAINER SHIPS AS COMMON STOCK                                 | CUSIP: N/A<br>LEI: 213800MXS7CXYJ2Q1805       | Long             | EC               |  | NO        |    291948 | NS      | $548442.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITEHAVEN COAL LIMITED                                                                     | WHITEHAVEN COAL LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               |  | AU        |   1138974 | NS      | $7667650.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| The People's Insurance Company (Group) of China Limited                                     | PEOPLE'S INSURANCE CO GROU-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               |  | HK        |   1164000 | NS      | $393094.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                               | Schaeffler AG PREFERRED STOCK                                       | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | EP               |  | DE        |      8465 | NS      | $56745.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indorama Ventures Public Company Limited                                                    | INDORAMA VENTURES PCL-NVDR DEPOSITARY RECEIPT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    160800 | NS      | $194949.57    | 0.00%             |  |  |  | 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        |    210000 | NS      | $3854644.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Scroll Corporation                                                                          | SCROLL CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     27900 | NS      | $143485.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co.,Ltd.                                                                   | RECRUIT HOLDINGS CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               |  | JP        |    395600 | NS      | $12666736.61  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                 | EQUINOR ASA COMMON STOCK                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               |  | NO        |    906288 | NS      | $34470468.73  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| MAJOR DRILLING GROUP INTERNATIONAL INC.                                                     | MAJOR DRILLING GROUP INTL COMMON STOCK                              | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               |  | CA        |      7100 | NS      | $48234.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D HOLON Holdings Company, Limited                                                         | A&D HOLON HOLDINGS CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7000 | NS      | $53256.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Bank SJSC                                                                            | ALINMA BANK COMMON STOCK                                            | CUSIP: N/A<br>LEI: 558600HPAUTN6XSVBK93       | Long             | EC               |  | SA        |    442817 | NS      | $4099053.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CELESTICA INC.                                                                              | CELESTICA INC COMMON STOCK                                          | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               |  | CA        |     67521 | NS      | $747577.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mekdam Holding Group Q.P.S.C                                                                | MEKDAM HOLDING GROUP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | QA        |     11947 | NS      | $25525.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL GROUP, INC.                                                                    | BERRY GLOBAL GROUP INC COMMON STOCK                                 | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               |  | US        |    269095 | NS      | $15768967.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                      | SINGAPORE TECH ENGINEERING COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               |  | SG        |    171700 | NS      | $432428.76    | 0.01%             |  |  |  | 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        |     96750 | NS      | $13974.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental Aktiengesellschaft                                                              | CONTINENTAL AG COMMON STOCK                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               |  | DE        |    846555 | NS      | $50694793.84  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC.                                                                         | LG ELECTRONICS INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               |  | KR        |    166569 | NS      | $12569238.25  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Lifeline Co., Ltd.                                                                    | JAPAN LIFELINE CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800QUW6LROZVA6765       | Long             | EC               |  | JP        |     29300 | NS      | $201818.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLORY LTD.                                                                                  | GLORY LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 3538003FKID28TGG5U64       | Long             | EC               |  | JP        |      4500 | NS      | $75036.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOR OIL (HELLAS) CORINTH REFINERIES S.A.                                                  | MOTOR OIL (HELLAS) SA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 213800U3Y9UL7Y4QVM11       | Long             | EC               |  | GR        |      9557 | NS      | $190889.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Medical Dynamic Marketing, INC.                                                       | JAPAN MEDICAL DYNAMIC MKT COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     20400 | NS      | $153459.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FILA Holdings Corporation                                                                   | FILA HOLDINGS CORP COMMON STOCK                                     | CUSIP: Y2484W103<br>LEI: N/A                  | Long             | EC               |  | KR        |   1070000 | NS      | $27240199.58  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp.                                                                  | CES ENERGY SOLUTIONS CORP COMMON STOCK                              | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               |  | CA        |     67926 | NS      | $143798.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIHATSU DIESEL MFG.CO.,LTD.                                                                | DAIHATSU DIESEL MFG CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     22200 | NS      | $92646.54     | 0.00%             |  |  |  | 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        |    248295 | NS      | $13181981.55  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| COMPANHIA DE SANEAMENTO DE MINAS GERAIS COPASA MG                                           | CIA SANEAMENTO MINAS GERAIS COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |     94500 | NS      | $283564.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEDRINK COMPANY, INC.                                                                     | LIFEDRINK CO INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2700 | NS      | $38391.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRITEO SA                                                                                   | CRITEO SA-SPON ADR DEPOSITARY RECEIPT                               | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               |  | US        |     81729 | NS      | $2211586.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VINX CORP.                                                                                  | VINX CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3200 | NS      | $39023.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VST Tillers Tractors Ltd                                                                    | VST TILLERS TRACTORS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 335800R5XAI1AYSRIR89       | Long             | EC               |  | IN        |       829 | NS      | $24367.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Company Limited                                                  | PICC PROPERTY & CASUALTY-H COMMON STOCK                             | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               |  | HK        |   9836000 | NS      | $9971884.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORPORATION                                                                              | KT CORP COMMON STOCK                                                | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               |  | KR        |    220354 | NS      | $6290396.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE INTERNATIONAL S.A.                                                                | SAMSONITE INTERNATIONAL SA COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300UULS5HYFJSEL12       | Long             | EC               |  | HK        |  13268000 | NS      | $35989462.32  | 0.45%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nahdi Medical Company SCJSC                                                                 | NAHDI MEDICAL CO COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      5133 | NS      | $261357.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMPT Limited                                                                               | ASMPT LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               |  | HK        |    105900 | NS      | $788923.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CESC LTD                                                                                    | CESC LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 3358009RW8LFOENISG12       | Long             | EC               |  | IN        |    235251 | NS      | $215742.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST INSURANCE Co.,Ltd.                                                               | JAPAN POST INSURANCE CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               |  | JP        |    294300 | NS      | $4843574.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF SAGA LTD.                                                                       | BANK OF SAGA LTD/THE COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800F5W4TG8U8OOA26       | Long             | EC               |  | JP        |      1800 | NS      | $20951.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAKSHMI MACHINE WORKS LIMITED                                                               | LAKSHMI MACHINE WORKS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 335800YPWF9BRC6VMR31       | Long             | EC               |  | IN        |       647 | NS      | $105917.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKON CORPORATION                                                                           | NIKON CORP COMMON STOCK                                             | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               |  | JP        |   4062500 | NS      | $39309231.10  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                                         | WOLTERS KLUWER COMMON STOCK                                         | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               |  | NL        |    412438 | NS      | $44976839.11  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Triputra Agro Persada Tbk                                                                | TRIPUTRA AGRO PERSADA PT COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |   7307227 | NS      | $315857.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LIMITED                                                                      | TRIP.COM GROUP LTD-ADR DEPOSITARY RECEIPT                           | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               |  | US        |    815004 | NS      | $26039377.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS S.A.                                                                                | TENARIS SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               |  | IT        |    252490 | NS      | $4336951.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF BARODA LIMITED                                                                  | BANK OF BARODA COMMON STOCK                                         | CUSIP: Y06451119<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               |  | IN        |   3477408 | NS      | $7160781.04   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mito Securities Co.,Ltd.                                                                    | MITO SECURITIES CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800D7Y06VGBGCRS38       | Long             | EC               |  | JP        |     10400 | NS      | $16973.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc.                                                                        | AXIAL RETAILING INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1100 | NS      | $27016.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                                                              | TECHNIPFMC PLC COMMON STOCK                                         | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               |  | US        |    825149 | NS      | $10231847.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMABIKO CORPORATION                                                                        | YAMABIKO CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11700 | NS      | $96071.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED                                       | PTT EXPLOR & PROD PUBLIC CO COMMON STOCK                            | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               |  | TH        |   1111900 | NS      | $5928669.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tayca Corp                                                                                  | TAYCA CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4400 | NS      | $40597.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symbio Holdings Ltd                                                                         | SYMBIO HOLDINGS LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     21545 | NS      | $43055.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit One Inc.                                                                            | BENEFIT ONE INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2900 | NS      | $45915.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIPAL HOLDINGS CORPORATION                                                                | MEDIPAL HOLDINGS CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               |  | JP        |     38500 | NS      | $508840.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRASERS GROUP PLC                                                                           | FRASERS GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 213800JEGHHEAXIJDX34       | Long             | EC               |  | GB        |     30969 | NS      | $335224.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DASSAULT AVIATION SA                                                                        | DASSAULT AVIATION SA COMMON STOCK                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               |  | FR        |     23390 | NS      | $3678904.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                                                           | COMPASS GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               |  | GB        |    842013 | NS      | $18967630.87  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| The Saudi Investment Bank SJSC                                                              | SAUDI INVESTMENT BANK/THE COMMON STOCK                              | CUSIP: N/A<br>LEI: 558600V3J4M5TUY9HR70       | Long             | EC               |  | SA        |    206609 | NS      | $1037587.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MULLEN GROUP LTD.                                                                           | MULLEN GROUP LTD COMMON STOCK                                       | CUSIP: 625284104<br>LEI: 549300KLU7H5NA3I5P62 | Long             | EC               |  | CA        |     49395 | NS      | $557820.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertiglobe PLC                                                                              | FERTIGLOBE PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 984500A99D1B4CPBF744       | Long             | EC               |  | AE        |   9389008 | NS      | $11818611.29  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Kohki Co Ltd                                                                          | NITTO KOHKI CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2900 | NS      | $31957.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF INDIA LIMITED                                                                       | BANK OF INDIA COMMON STOCK                                          | CUSIP: Y06949112<br>LEI: 21380058KMSRJIL8C294 | Long             | EC               |  | IN        |    372150 | NS      | $378783.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                                      | OMV AG COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               |  | AT        |    386772 | NS      | $20310730.23  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                                                              | NINETY ONE PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300G0TJCT3K15ZG14       | Long             | EC               |  | GB        |     63487 | NS      | $151574.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| CKD Corporation                                                                             | CKD CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4700 | NS      | $70227.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA IFIS S.P.A.                                                                           | BANCA IFIS SPA COMMON STOCK                                         | CUSIP: N/A<br>LEI: 8156005420362AE59184       | Long             | EC               |  | IT        |     54106 | NS      | $737819.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ISB Corp                                                                                    | ISB CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4200 | NS      | $39953.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yushin Precision Equipment Co Ltd                                                           | YUSHIN PRECISION EQUIPMENT COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5700 | NS      | $28293.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                                        | SOMPO HOLDINGS INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               |  | JP        |     84900 | NS      | $3705937.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corporation                                                                             | NEC CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               |  | JP        |     61600 | NS      | $2170206.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOHMI BOSAI LTD.                                                                            | NOHMI BOSAI LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2700 | NS      | $31075.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE POLSKA GRUPA ENERGETYCZNA SPOLKA AKCYJNA                                                | PGE SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 259400MP9VXR0E69MJ89       | Long             | EC               |  | PL        |    730635 | NS      | $1055727.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUESCOPE STEEL LIMITED                                                                     | BLUESCOPE STEEL LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               |  | AU        |   1826988 | NS      | $21726899.40  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                                           | BELIMO HOLDING AG-REG COMMON STOCK                                  | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               |  | CH        |       516 | NS      | $237012.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Ciputra Development Tbk                                                                  | CIPUTRA DEVELOPMENT TBK PT COMMON STOCK                             | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               |  | ID        |   1228383 | NS      | $79101.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUVISTA ENERGY LTD.                                                                         | NUVISTA ENERGY LTD COMMON STOCK                                     | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               |  | CA        |    424127 | NS      | $4317291.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAEYOUNG Engineering & Construction Co.,Ltd.                                                | TAEYOUNG ENGINEERING & CONST COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      9553 | NS      | $36382.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADBRI LIMITED                                                                               | ADBRI LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900XNYGV6JJJ38J47       | Long             | EC               |  | AU        |    443263 | NS      | $516698.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuhoku Financial Group, Inc.                                                              | HOKUHOKU FINANCIAL GROUP INC COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     20100 | NS      | $135153.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAZEN CORPORATION                                                                         | YAMAZEN CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: 353800VADDW91MPELT42       | Long             | EC               |  | JP        |     12800 | NS      | $92690.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAISHIN SECURITIES CO.,LTD                                                                  | DAISHIN SECURITIES CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300A0MNIZNJBONO78       | Long             | EC               |  | KR        |     13242 | NS      | $148828.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOR-ALON ENERGY IN ISRAEL (1988) LTD                                                        | DOR ALON ENERGY IN ISRAEL COMMON STOCK                              | CUSIP: N/A<br>LEI: 9845000EEC9BF5N06482       | Long             | EC               |  | IL        |       484 | NS      | $15887.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI CORPORATION                                                                            | FUJI CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3000 | NS      | $27899.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Information Technologies Corporation                                                | DIGITAL INFORMATION TECHNOLO COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4800 | NS      | $69498.17     | 0.00%             |  |  |  | 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      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAGANO KEIKI CO.,LTD.                                                                       | NAGANO KEIKI CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3000 | NS      | $25243.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUJARAT INDUSTRIES POWER COMPANY LTD.                                                       | GUJARAT INDS POWER CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 335800CV3K9PSMR28954       | Long             | EC               |  | IN        |     42932 | NS      | $46608.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSO CORPORATION                                                                           | NISSO CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8500 | NS      | $36910.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUKSA HOLDING PUBLIC COMPANY LIMITED                                                       | PRUKSA HOLDING PCL COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900V2DKG77EI8X273       | Long             | EC               |  | TH        |    108900 | NS      | $37487.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRONICS JAPAN CO.,LTD.                                                                    | MICRONICS JAPAN CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800FFW2OP7ZVXBO86       | Long             | EC               |  | JP        |      9000 | NS      | $96129.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                                                     | SPIE SA COMMON STOCK                                                | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               |  | FR        |     44128 | NS      | $1079857.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIVIOR PLC                                                                                | INDIVIOR PLC COMMON STOCK                                           | CUSIP: G4766E116<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               |  | GB        |     49018 | NS      | $1004537.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                                                                  | DIAGEO PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               |  | GB        |   1148239 | NS      | $52396673.97  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES COMPANY                                                                        | BAKER HUGHES CO COMMON STOCK                                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |    953050 | NS      | $27657511.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                                                                  | FORTESCUE METALS GROUP LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               |  | AU        |   1164673 | NS      | $15294695.87  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AMUNDI SA                                                                                   | AMUNDI SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               |  | FR        |    533735 | NS      | $29717449.77  | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Saudi Basic Industries Corporation SJSC                                                     | SAUDI BASIC INDUSTRIES CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               |  | SA        |    952255 | NS      | $21206668.57  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYOTOKEIBA CO.,LTD.                                                                       | TOKYOTOKEIBA CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14400 | NS      | $420543.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM, INC.                                                                                | JD.COM INC - CL A COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               |  | HK        |    164985 | NS      | $4713242.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesco Technologies Group Aktiengesellschaft                                               | VITESCO TECHNOLOGIES GROUP A COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900CCDMZ7UCYYS252       | Long             | EC               |  | DE        |      4008 | NS      | $210440.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB BANK BERHAD                                                                             | RHB BANK BHD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               |  | MY        |    819100 | NS      | $1037590.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LONKING HOLDINGS LIMITED                                                                    | LONKING HOLDINGS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5299004M92ACMGS3QI84       | Long             | EC               |  | HK        |    990732 | NS      | $177246.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILUKA RESOURCES LIMITED                                                                     | ILUKA RESOURCES LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 2549009N2Y1F4YNB0955       | Long             | EC               |  | AU        |    105802 | NS      | $726510.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TADANO LTD.                                                                                 | TADANO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14000 | NS      | $99751.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE PACK CORPORATION                                                                        | PACK CORP/THE COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2500 | NS      | $45627.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isracard Ltd.                                                                               | ISRACARD LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IL        |        18 | NS      | $58.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syuppin Co Ltd                                                                              | SYUPPIN CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3400 | NS      | $36457.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISHIHARA SANGYO KAISHA,LTD.                                                                 | ISHIHARA SANGYO KAISHA LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $31071.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE POLSKA SPOLKA AKCYJNA                                                                | ORANGE POLSKA SA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 259400TOMPUOLS65II22       | Long             | EC               |  | PL        |    329556 | NS      | $464894.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC BASIN SHIPPING LIMITED                                                              | PACIFIC BASIN SHIPPING LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900LNPK737X4Y3V26       | Long             | EC               |  | HK        |   2596000 | NS      | $877213.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                                                         | WISETECH GLOBAL LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               |  | AU        |    102750 | NS      | $4053746.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES S.A.                                                                               | BOUYGUES SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               |  | FR        |    169228 | NS      | $5178521.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UT Group Co., Ltd.                                                                          | UT GROUP CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2700 | NS      | $53446.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatari Investors Group QPSC                                                                 | QATARI INVESTORS GROUP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | QA        |    229054 | NS      | $116576.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAINFREIGHT LIMITED                                                                         | MAINFREIGHT LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493007BE0VNXX7RYQ88       | Long             | EC               |  | NZ        |       641 | NS      | $28640.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                                       | ATLASSIAN CORP -CLASS A COMMON STOCK                                | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               |  | US        |     73580 | NS      | $9679449.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Limited                                                                           | AIA GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               |  | HK        |   1838400 | NS      | $18681268.49  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BrainPad Inc                                                                                | BRAINPAD INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10700 | NS      | $69995.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Arts Inc.                                                                           | DIGITAL ARTS INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6000 | NS      | $285862.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                                  | JAPAN EXCHANGE GROUP INC COMMON STOCK                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               |  | JP        |      2200 | NS      | $31523.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Tabungan Negara (Persero) Tbk                                                       | BANK TABUNGAN NEGARA PERSERO COMMON STOCK                           | CUSIP: N/A<br>LEI: 2549009BLYOGL9ZLAW17       | Long             | EC               |  | ID        |   1173300 | NS      | $114939.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAS MALAYSIA BERHAD                                                                         | GAS MALAYSIA BHD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    125900 | NS      | $95027.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENRIN CO., LTD.                                                                            | ZENRIN CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 353800AOWZ4V1DJ17N16       | Long             | EC               |  | JP        |      6200 | NS      | $38567.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                   | PARTNERS GROUP HOLDING AG COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               |  | CH        |     29950 | NS      | $29637676.75  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Proto Corp                                                                                  | PROTO CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $34678.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYU CONSTRUCTION CO., LTD.                                                                | TOKYU CONSTRUCTION CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900AF5X5AZCMDF192       | Long             | EC               |  | JP        |     20900 | NS      | $99017.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIGEON CORPORATION                                                                          | PIGEON CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 2549006T3HT0TI9IRV62       | Long             | EC               |  | JP        |    225200 | NS      | $3339821.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NetDragon Websoft Holdings Ltd                                                              | NETDRAGON WEBSOFT HOLDINGS L COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300OAYL2PBUPUBR89       | Long             | EC               |  | HK        |    270760 | NS      | $539770.35    | 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      | $3.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTUS HOLDINGS LIMITED                                                                      | MOTUS HOLDINGS LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ZA        |     28520 | NS      | $195743.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                                     | MANULIFE FINANCIAL CORP COMMON STOCK                                | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               |  | CA        |    708100 | NS      | $12655648.74  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GUJARAT PIPAVAV PORT LIMITED                                                                | GUJARAT PIPAVAV PORT LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 335800Y6JBMRA4Y8TA95       | Long             | EC               |  | IN        |    147209 | NS      | $165880.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAVESTONE SA                                                                                | WAVESTONE COMMON STOCK                                              | CUSIP: N/A<br>LEI: 969500GSN25I3B3X6F94       | Long             | EC               |  | FR        |      1906 | NS      | $87274.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK (P.J.S.C)                                                                 | EMIRATES NBD PJSC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               |  | AE        |    390550 | NS      | $1410474.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SECOM CO., LTD.                                                                             | SECOM CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               |  | JP        |      5400 | NS      | $330386.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE, INC.                                                                          | MERCADOLIBRE INC COMMON STOCK                                       | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               |  | US        |      2950 | NS      | $2746405.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECOM CO., LTD.                                                                            | ELECOM CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 353800BXFUVR7EPC0G35       | Long             | EC               |  | JP        |     29600 | NS      | $312831.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Company SJSC                                                                | ETIHAD ETISALAT CO COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               |  | SA        |    980982 | NS      | $9568493.86   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Cascades Inc.                                                                               | CASCADES INC COMMON STOCK                                           | CUSIP: 146900105<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | EC               |  | CA        |      8978 | NS      | $55230.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMAICHI ELECTRONICS CO., LTD.                                                              | YAMAICHI ELECTRONICS CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10700 | NS      | $144477.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD COMPANY LIMITED                                                                         | BYD CO LTD-H COMMON STOCK                                           | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               |  | HK        |    166500 | NS      | $4242014.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Shokuhin Co., Ltd.                                                               | MITSUBISHI SHOKUHIN CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8400 | NS      | $196800.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Will Group Inc                                                                              | WILL GROUP INC COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3600 | NS      | $35582.16     | 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        |   6415100 | NS      | $49760178.29  | 0.62%             |  |  |  | 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        |     80680 | NS      | $19466625.28  | 0.24%             |  |  |  | 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        |     12797 | NS      | $27449352.82  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                          | FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK                            | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               |  | CA        |      1500 | NS      | $853927.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                                                     | PRIMO WATER CORP COMMON STOCK                                       | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               |  | CA        |     22107 | NS      | $342603.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSIN CORPORATION                                                                          | NISSIN CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2100 | NS      | $30935.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabina PCL                                                                                  | SABINA PCL-NVDR DEPOSITARY RECEIPT                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     51100 | NS      | $34032.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA                                          | MICHELIN (CGDE) COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               |  | FR        |   1068212 | NS      | $29777547.89  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc.                                                                                    | BRP INC/CA- SUB VOTING COMMON STOCK                                 | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               |  | CA        |    157147 | NS      | $11668080.71  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE BANK MALAYSIA BERHAD                                                               | ALLIANCE BANK MALAYSIA BHD COMMON STOCK                             | CUSIP: N/A<br>LEI: 2JJF46RULNMN5RTBEC18       | Long             | EC               |  | MY        |    315700 | NS      | $275494.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVA LIMITED                                                                                | NAVA LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 3358001S6IZR91SKJT54       | Long             | EC               |  | IN        |     28192 | NS      | $63933.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKAOKA TOKO CO., LTD.                                                                      | TAKAOKA TOKO CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4000 | NS      | $53599.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SODEXO SA                                                                                   | SODEXO SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               |  | FR        |    545451 | NS      | $51690287.42  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLKEM LIMITED                                                                              | ALLKEM LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 2138006SR6M416DVKM86       | Long             | EC               |  | AU        |    410831 | NS      | $3834888.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp.                                                                                    | LG CORP COMMON STOCK                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    595460 | NS      | $38401503.01  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| VALOR HOLDINGS CO.,LTD.                                                                     | VALOR HOLDINGS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3300 | NS      | $41930.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTOKU CO., LTD.                                                                           | NITTOKU CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4300 | NS      | $71574.94     | 0.00%             |  |  |  | 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        |        67 | NC      | $6063272.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                                                             | BRITISH AMERICAN TOBACCO PLC COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               |  | GB        |    214860 | NS      | $8704810.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Enigmo Inc                                                                                  | ENIGMO INC COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     22100 | NS      | $96174.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                            | DEUTSCHE BANK AG-REGISTERED COMMON STOCK                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               |  | DE        |    265876 | NS      | $2796095.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINNIHON CORPORATION                                                                       | SHINNIHON CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $20520.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB (publ)                                                                            | INWIDO AB COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900A9NKQW5UTHBG13       | Long             | EC               |  | SE        |      8333 | NS      | $82636.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank P.J.S.C.                                                          | ABU DHABI COMMERCIAL BANK COMMON STOCK                              | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               |  | AE        |   2910774 | NS      | $7766995.07   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI CORPORATION                                                                            | FUJI CORP/AICHI COMMON STOCK                                        | CUSIP: N/A<br>LEI: 353800G4VS3QLM6BSX66       | Long             | EC               |  | JP        |     21700 | NS      | $327644.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC CONSTRUCTION CO., LTD.                                                              | PACIFIC CONSTRUCTION COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     21000 | NS      | $6443.88      | 0.00%             |  |  |  | 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        |  10352100 | NS      | $6149962.39   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| u-blox Holding AG                                                                           | U-BLOX HOLDING AG COMMON STOCK                                      | CUSIP: N/A<br>LEI: 506700B2W2NUXS9X8479       | Long             | EC               |  | CH        |      3173 | NS      | $410282.88    | 0.01%             |  |  |  | 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        |    539974 | NS      | $12705929.04  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GROUPE WSP GLOBAL INC.                                                                      | WSP GLOBAL INC COMMON STOCK                                         | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               |  | CA        |     46200 | NS      | $5498539.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pou Chen Corporation                                                                        | POU CHEN COMMON STOCK                                               | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               |  | TW        |   4924000 | NS      | $5186193.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                                    | RELX PLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               |  | NL        |    806179 | NS      | $22511688.60  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                             | BAE SYSTEMS PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               |  | GB        |    415980 | NS      | $4070708.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Societe Financiere Inc.                                                                  | IA FINANCIAL CORP INC COMMON STOCK                                  | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               |  | CA        |     47500 | NS      | $2658976.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTEC PLC                                                                                | INVESTEC PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               |  | ZA        |    365384 | NS      | $2280084.25   | 0.03%             |  |  |  | No            |                  2 | 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        |   2494886 | NS      | $5686113.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIENT GREEN POWER COMPANY LIMITED                                                          | ORIENT GREEN POWER CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 9845008993BH9BEFAB20       | Long             | EC               |  | IN        |     39573 | NS      | $4109.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANGE RESOURCES LIMITED                                                                    | GRANGE RESOURCES LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900NMGGZAKQ0JZU73       | Long             | EC               |  | AU        |     19068 | NS      | $9828.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                     | SSE PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               |  | GB        |    258030 | NS      | $5287973.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Triveni Turbine Ltd                                                                         | TRIVENI TURBINE LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 335800CN8OF2ECX4NK89       | Long             | EC               |  | IN        |     36384 | NS      | $128877.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT AKR Corporindo Tbk                                                                       | AKR CORPORINDO TBK PT COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |   5213900 | NS      | $460651.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON THOMPSON CO., LTD.                                                                   | NIPPON THOMPSON CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     24700 | NS      | $109606.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calida Holding AG                                                                           | CALIDA HOLDING-REG COMMON STOCK                                     | CUSIP: N/A<br>LEI: 5067000IPI8X0DOOM496       | Long             | EC               |  | CH        |      1116 | NS      | $55090.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                      | CREDIT SUISSE GROUP AG-REG COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EC               |  | CH        |   1354824 | NS      | $4115816.67   | 0.05%             |  |  |  | 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        |   1945800 | NS      | $10446519.35  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIKO EPSON CORPORATION                                                                     | SEIKO EPSON CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               |  | JP        |    105800 | NS      | $1647604.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| argenx SE                                                                                   | ARGENX SE - ADR DEPOSITARY RECEIPT                                  | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               |  | US        |      8420 | NS      | $3350907.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                           | CIE FINANCIERE RICHEMO-A REG COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               |  | CH        |    109563 | NS      | $14425456.60  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Electricity and Water Authority PJSC                                                  | DUBAI ELECTRICITY & WATER AU COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800K4OJF8DKATLT41       | Long             | EC               |  | AE        |   1306482 | NS      | $828351.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORPORATION                                                                       | ADVANTEST CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               |  | JP        |    287105 | NS      | $19338081.67  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOKUTO KAIHATSU KOGYO CO., LTD.                                                            | KYOKUTO KAIHATSU KOGYO CO COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4300 | NS      | $42447.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aamal Company QPSC                                                                          | AAMAL CO COMMON STOCK                                               | CUSIP: N/A<br>LEI: 254900PWOLYX2XQ3D852       | Long             | EC               |  | QA        |    623035 | NS      | $176477.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                                                             | SAINSBURY (J) PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               |  | GB        |   8402347 | NS      | $22393540.57  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTOC CONSTRUCTION CO., LTD.                                                               | NITTOC CONSTRUCTION CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10500 | NS      | $68910.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER CORPORATION DU CANADA                                                                 | POWER CORP OF CANADA COMMON STOCK                                   | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               |  | CA        |    238800 | NS      | $5960752.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTERIA Networks Corporation                                                                | ARTERIA NETWORKS CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800EX93NBF7DHNR51       | Long             | EC               |  | JP        |     15000 | NS      | $135423.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPC SAMLIP CO., LTD.                                                                        | SPC SAMLIP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       642 | NS      | $34153.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERNIUM S.A.                                                                                | TERNIUM SA-SPONSORED ADR DEPOSITARY RECEIPT                         | CUSIP: 880890108<br>LEI: 529900QG4KU23TEI2E46 | Long             | EC               |  | US        |    221585 | NS      | $6977711.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING PLANTATIONS BERHAD                                                                  | GENTING PLANTATIONS BHD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     49600 | NS      | $69255.99     | 0.00%             |  |  |  | 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      | $622.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHRISTIAN DIOR SE                                                                           | CHRISTIAN DIOR SE COMMON STOCK                                      | CUSIP: N/A<br>LEI: 969500WESYQMQ1F2C272       | Long             | EC               |  | FR        |       252 | NS      | $189824.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORPORATION                                                                              | KT CORP-SP ADR DEPOSITARY RECEIPT                                   | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               |  | US        |    444846 | NS      | $6343503.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO SEIMITSU CO.,LTD.                                                                     | TOKYO SEIMITSU CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     31900 | NS      | $1011624.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ram Ratna Wires Ltd                                                                         | RAM RATNA WIRES LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 3358005E12WIWK755L15       | Long             | EC               |  | IN        |     11455 | NS      | $25294.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALTRANS INVESTMENT PLC                                                                  | GLOBALTRA-SPONS GDR REG S DEPOSITARY RECEIPT                        | CUSIP: 37949E204<br>LEI: 213800D6EVVEJJW3MD09 | Long             | EC               |  | GB        |      6013 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ADIDAS AG                                                                                   | ADIDAS AG COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               |  | DE        |    157650 | NS      | $20108576.79  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                            | PERNOD RICARD SA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               |  | FR        |    118004 | NS      | $23164070.75  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co., Ltd.                                                                               | USS CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               |  | JP        |     17100 | NS      | $284408.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPS ALPINE CO., LTD.                                                                       | ALPS ALPINE CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900PWNU4ASLY9VI90       | Long             | EC               |  | JP        |     24600 | NS      | $233523.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                                                 | QIAGEN N.V. COMMON STOCK                                            | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               |  | DE        |    436100 | NS      | $21543378.17  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                                             | LONDON STOCK EXCHANGE GROUP COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               |  | GB        |    304753 | NS      | $30153279.84  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| COWAY Co., Ltd.                                                                             | COWAY CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    321299 | NS      | $14145764.11  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPPI LIMITED                                                                               | SAPPI LIMITED COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300SSI7XQH8ESJG95       | Long             | EC               |  | ZA        |    106592 | NS      | $308115.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAJODAERIM CORPORATION                                                                      | SAJODAERIM CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: 988400F2KDRMJV90FL59       | Long             | EC               |  | KR        |      1585 | NS      | $30949.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Base Co Ltd                                                                                 | BASE CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $44893.92     | 0.00%             |  |  |  | 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        |  35526181 | NS      | $17818117.28  | 0.22%             |  |  |  | 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        |    235775 | NS      | $102664.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group Aktiengesellschaft                                                                | GEA GROUP AG COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               |  | DE        |      2613 | NS      | $105724.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKEN CO.,LTD.                                                                            | SUZUKEN CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7200 | NS      | $191978.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BuySell Technologies Co., Ltd.                                                              | BUYSELL TECHNOLOGIES CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1800 | NS      | $88864.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Medco Energi Internasional Tbk                                                           | MEDCO ENERGI INTERNASIONAL T COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900YN7RH1JFLP4J36       | Long             | EC               |  | ID        |   2893700 | NS      | $196563.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS S.A.                                                                                    | JBS SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               |  | BR        |   3721100 | NS      | $15595391.34  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GILLETTE INDIA LIMITED                                                                      | GILLETTE INDIA LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 3358002S2XZDSQKDGX30       | Long             | EC               |  | IN        |       648 | NS      | $40863.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTEN SA                                                                                    | ALTEN SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 969500Y7G9TY7Y24GN07       | Long             | EC               |  | FR        |      4094 | NS      | $511977.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                      | MERCK KGAA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               |  | DE        |    121184 | NS      | $21969187.94  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Hodogaya Chemical Co., Ltd.                                                                 | HODOGAYA CHEMICAL CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1000 | NS      | $22566.30     | 0.00%             |  |  |  | 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        |   4022978 | NS      | $26097028.63  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| THE KARUR VYSYA BANK LIMITED                                                                | KARUR VYSYA BANK LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 335800GFMDHTPWI6JP97       | Long             | EC               |  | IN        |    467036 | NS      | $577942.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Oil Public Company Limited                                                             | THAI OIL PCL COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300HG5527UPZLTT69       | Long             | EC               |  | TH        |     75169 | NS      | $118805.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRBL LIMITED                                                                                | KRBL LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 3358009OO1W5QCPVMV73       | Long             | EC               |  | IN        |     28450 | NS      | $144471.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Elnusa Tbk                                                                               | ELNUSA PT COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |   3901400 | NS      | $81469.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oro Co Ltd                                                                                  | ORO CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2800 | NS      | $38000.24     | 0.00%             |  |  |  | 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        |     86492 | NS      | $618466.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS GROUP AG-REG COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               |  | CH        |   1621556 | NS      | $29717929.60  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                              | ING GROEP NV COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               |  | NL        |   5370425 | NS      | $64441151.81  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| dormakaba Holding AG                                                                        | DORMAKABA HOLDING AG COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900QMU5ZH99KMQK13       | Long             | EC               |  | CH        |       273 | NS      | $96676.98     | 0.00%             |  |  |  | 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        |    102085 | NS      | $4657782.54   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                                 | PANDORA A/S COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               |  | DK        |    137522 | NS      | $10358711.45  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ateam Inc                                                                                   | ATEAM INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     13100 | NS      | $78887.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION ACCIONA ENERGIAS RENOVABLES SA                                                  | CORP ACCIONA ENERGIAS RENOVA COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900UPX0OEHTKB9Y44       | Long             | EC               |  | ES        |    113182 | NS      | $4441447.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                    | ESSITY AKTIEBOLAG-B COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               |  | SE        |    919990 | NS      | $22185480.60  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| INCHCAPE PLC                                                                                | INCHCAPE PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               |  | GB        |     41188 | NS      | $412176.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITY GENERATING PUBLIC COMPANY LIMITED                                               | ELECTRICITY GENERA PCL-NVDR DEPOSITARY RECEIPT                      | CUSIP: N/A<br>LEI: 5299009MZ255FT79SF55       | Long             | EC               |  | TH        |     11100 | NS      | $54197.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse Aktiengesellschaft                                                             | KNORR-BREMSE AG COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               |  | DE        |    224880 | NS      | $12684345.98  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                                                | WORLDLINE SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | EC               |  | FR        |    572129 | NS      | $26817361.03  | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HITO-Communications Holdings,Inc.                                                           | HITO COMMUNICATIONS HOLDINGS COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2700 | NS      | $32369.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTECH GROUP HOLDINGS BERHAD                                                               | PANTECH GROUP HOLDINGS BHD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    216400 | NS      | $35184.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUBAI ISLAMIC BANK (PUBLIC JOINT STOCK COMPANY)                                             | DUBAI ISLAMIC BANK COMMON STOCK                                     | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               |  | AE        |   2347497 | NS      | $3642095.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UJJIVAN FINANCIAL SERVICES LIMITED                                                          | UJJIVAN FINANCIAL SERVICES L COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IN        |     97734 | NS      | $344559.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL GROUP LTD                                                                               | ICL GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               |  | IL        |    987882 | NS      | $8195414.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                                                           | MITSUBISHI HEAVY INDUSTRIES COMMON STOCK                            | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               |  | JP        |    169400 | NS      | $6672535.80   | 0.08%             |  |  |  | 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        |   2267600 | NS      | $11181042.82  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuanta Financial Holding Co., Ltd                                                           | YUANTA FINANCIAL HOLDING CO COMMON STOCK                            | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               |  | TW        |   1938922 | NS      | $1426634.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Shibusawa Warehouse Co., Ltd.                                                           | SHIBUSAWA WAREHOUSE CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2400 | NS      | $35976.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORPORATION                                                                            | KDDI CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |    292800 | NS      | $8618712.52   | 0.11%             |  |  |  | No            |                  2 | 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        |   1672400 | NS      | $3928450.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                                          | PUBLICIS GROUPE COMMON STOCK                                        | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               |  | FR        |    329242 | NS      | $21441591.67  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GUJARAT STATE PETRONET LIMITED                                                              | GUJARAT STATE PETRONET LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 335800J69QRMS7KSSR96       | Long             | EC               |  | IN        |     87691 | NS      | $291193.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN SINDALL GROUP PLC                                                                    | MORGAN SINDALL GROUP PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               |  | GB        |      1255 | NS      | $24512.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                                  | GENMAB A/S COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               |  | DK        |    121426 | NS      | $55671919.89  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                                           | INTERCONTINENTAL HOTELS GROU COMMON STOCK                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               |  | GB        |     93640 | NS      | $5385263.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                                               | ALIBABA GROUP HOLDING LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               |  | HK        |   2776700 | NS      | $30240377.50  | 0.37%             |  |  |  | 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        |    992870 | NS      | $15212575.96  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRACOM LIMITED                                                                            | TERRACOM LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 5299008CZ6QOXMYKVY20       | Long             | EC               |  | AU        |   1063784 | NS      | $621219.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR NATIONAL BANK (Q.P.S.C.)                                                              | QATAR NATIONAL BANK COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               |  | QA        |   1134214 | NS      | $6132050.95   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Transcity Corporation                                                                 | JAPAN TRANSCITY CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6000 | NS      | $21724.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAST RETAILING CO., LTD.                                                                    | FAST RETAILING CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               |  | JP        |      3000 | NS      | $1765381.55   | 0.02%             |  |  |  | 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        |     67200 | NS      | $4406430.41   | 0.05%             |  |  |  | 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        |    820286 | NS      | $101804755.68 | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Gakujo Co Ltd                                                                               | GAKUJO CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4500 | NS      | $48816.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERREXPO PLC                                                                                | FERREXPO PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800CEDKSNUTPAQZ41       | Long             | EC               |  | GB        |   2445271 | NS      | $4208486.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoStore Holdings Ltd                                                                      | AUTOSTORE HOLDINGS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300KYN3M0LSM5A413       | Long             | EC               |  | NO        |   2599057 | NS      | $4760784.08   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                            | COCA-COLA HBC AG-DI COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               |  | GB        |     58393 | NS      | $1411340.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukui Computer Holdings,Inc.                                                                | FUKUI COMPUTER HOLDINGS INC COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3300 | NS      | $70431.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG CARD CO.,LTD                                                                        | SAMSUNG CARD CO COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     11760 | NS      | $289650.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                               | Samsung Electronics Co Ltd PREFERRED STOCK                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               |  | KR        |    312729 | NS      | $13447869.25  | 0.17%             |  |  |  | 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        |  14751700 | NS      | $3805569.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                                      | RWE AG COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               |  | DE        |    612544 | NS      | $26681154.59  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Unid BTPlus Co Ltd                                                                          | UNIDBTPLUS CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      4782 | NS      | $23060.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                                | UNILEVER NV COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               |  | NL        |    348007 | NS      | $17269044.37  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AIN HOLDINGS INC.                                                                           | AIN HOLDINGS INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       500 | NS      | $24298.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC.                                                                                  | CANON INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |     45000 | NS      | $1040932.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/GBP SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $117.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IZUMI CO., LTD.                                                                             | IZUMI CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3000 | NS      | $65290.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIHON CHOUZAI Co.,Ltd.                                                                      | NIHON CHOUZAI CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5600 | NS      | $48576.17     | 0.00%             |  |  |  | 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        |   4763636 | NS      | $32413853.54  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Unid Co Ltd                                                                                 | UNID CO LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      3050 | NS      | $229872.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUNDEE PRECIOUS METALS INC.                                                                 | DUNDEE PRECIOUS METALS INC COMMON STOCK                             | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               |  | CA        |      5200 | NS      | $24356.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sahara International Petrochemical Co.                                                      | SAHARA INTERNATIONAL PETROCH COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |    327434 | NS      | $3171757.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| XINYI GLASS HOLDINGS LIMITED                                                                | XINYI GLASS HOLDINGS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               |  | HK        |   5469000 | NS      | $10598350.26  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI SANKYO COMPANY, LIMITED                                                             | DAIICHI SANKYO CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               |  | JP        |    179400 | NS      | $5880085.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                                                                | LINDE PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               |  | DE        |     62562 | NS      | $20849580.77  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JTEKT Corporation                                                                           | JTEKT CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     24600 | NS      | $180508.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                                                 | COVESTRO AG COMMON STOCK                                            | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               |  | DE        |   1986680 | NS      | $79001299.81  | 0.98%             |  |  |  | Yes           |                  2 | On Loan: No      |
| METAWATER Co., Ltd.                                                                         | METAWATER CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2500 | NS      | $32402.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerplus Corporation                                                                        | ENERPLUS CORP COMMON STOCK                                          | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               |  | CA        |     16800 | NS      | $309926.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEE & MAN CHEMICAL COMPANY LIMITED                                                          | LEE & MAN CHEMICAL COMPANY L COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     34000 | NS      | $25117.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLICKS GROUP LIMITED                                                                        | CLICKS GROUP LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               |  | ZA        |    823622 | NS      | $14292428.01  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                                   | DANONE COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               |  | FR        |   1232977 | NS      | $64120303.64  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Yondenko Corp                                                                               | YONDENKO CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1900 | NS      | $24275.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of Nagoya, Ltd.                                                                    | BANK OF NAGOYA LTD/THE COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800P9H4582TP8FA91       | Long             | EC               |  | JP        |      2400 | NS      | $55725.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                      | KYNDRYL HOLDINGS INC COMMON STOCK                                   | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               |  | US        |   3303862 | NS      | $38688224.02  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Woori Financial Group Inc.                                                                  | WOORI FINANCIAL GROUP INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    202484 | NS      | $2022803.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO GlobalSign Holdings KK                                                                  | GMO GlobalSign Holdings K.K. COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       900 | NS      | $26443.25     | 0.00%             |  |  |  | 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        |     81372 | NS      | $10977154.86  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE COMPANY LIMITED                                                                      | EMPIRE CO LTD 'A' COMMON STOCK                                      | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               |  | CA        |     44000 | NS      | $1188847.09   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIDENSHA CORPORATION                                                                       | MEIDENSHA CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 529900VFKHJPVURD7985       | Long             | EC               |  | JP        |      6800 | NS      | $98071.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colopl Inc                                                                                  | COLOPL INC COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    130700 | NS      | $648601.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One Ltd                                                                              | NINETY ONE LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 2138006NUUFPDXHSUP38       | Long             | EC               |  | ZA        |     52579 | NS      | $124537.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA SANJIANG FINE CHEMICALS COMPANY LIMITED                                               | CHINA SANJIANG FINE CHEMICAL COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900V0YYM4KPD68R21       | Long             | EC               |  | HK        |    629092 | NS      | $116178.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk                                                               | BANK MANDIRI PERSERO TBK PT COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               |  | ID        |   2775000 | NS      | $1871909.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                             | MITSUBISHI ELECTRIC CORP COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               |  | JP        |    849700 | NS      | $8427021.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                                   | SANOFI COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |    687799 | NS      | $61474886.82  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS LAND & INVESTMENT LTD.                                                       | CHINA OVERSEAS LAND & INVEST COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               |  | HK        |   9717000 | NS      | $26570510.63  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Rakyat Indonesia (Persero) Tbk                                                      | BANK RAKYAT INDONESIA PERSER COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               |  | ID        |  39891934 | NS      | $12690138.68  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                            | ARCELORMITTAL COMMON STOCK                                          | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               |  | NL        |    850241 | NS      | $23067629.26  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                          | VOLVO AB-B SHS COMMON STOCK                                         | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               |  | SE        |     30084 | NS      | $544298.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL INTERFACE SOLUTION (GIS) HOLDING LIMITED                                            | GENERAL INTERFACE SOLUTION COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900UF1EE97VL5NU66       | Long             | EC               |  | TW        |    777184 | NS      | $2260896.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ESPEC CORP.                                                                                 | ESPEC CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1700 | NS      | $25430.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigmaxyz Holdings Inc                                                                       | SIGMAXYZ HOLDINGS INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10700 | NS      | $104681.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                                                  | ENTAIN PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               |  | GB        |   1289888 | NS      | $21819640.65  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Elematec Corp                                                                               | ELEMATEC CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 353800YNKFBFAAJK2232       | Long             | EC               |  | JP        |      2700 | NS      | $30081.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                           | SIEMENS ENERGY AG COMMON STOCK                                      | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               |  | DE        |     77636 | NS      | $1290254.84   | 0.02%             |  |  |  | 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        |   1602462 | NS      | $26696302.62  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                                            | ACCENTURE PLC-CL A COMMON STOCK                                     | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |     50785 | NS      | $15282730.05  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Menicon Co., Ltd.                                                                           | MENICON CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 3538000OOSRECSEX2327       | Long             | EC               |  | JP        |      8200 | NS      | $174278.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LIMITED                                                                  | ARISTOCRAT LEISURE LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               |  | AU        |    103161 | NS      | $2445944.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN SA                                                                                    | IPSEN COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               |  | FR        |     62126 | NS      | $6871721.29   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LT GROUP, INC.                                                                              | LT GROUP INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |    410700 | NS      | $68596.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abdullah Al Othaim Markets CompanySJSC                                                      | ABDULLAH AL OTHAIM MARKETS COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      2479 | NS      | $76152.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corporation                                                                | ALFRESA HOLDINGS CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     44800 | NS      | $539798.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE AKITA BANK, LTD.                                                                        | AKITA BANK LTD/THE COMMON STOCK                                     | CUSIP: N/A<br>LEI: 353800N5LZ62LYDUOK89       | Long             | EC               |  | JP        |      2200 | NS      | $26805.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKARA STANDARD CO.,LTD.                                                                    | TAKARA STANDARD CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     15500 | NS      | $148193.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARTAN DELTA CORP.                                                                         | SPARTAN DELTA CORP COMMON STOCK                                     | CUSIP: 84678A102<br>LEI: 894500P97DX8Q6G1OU04 | Long             | EC               |  | CA        |     13897 | NS      | $157964.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONTINENTAL INC.                                                                       | TRANSCONTINENTAL INC-CL A COMMON STOCK                              | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               |  | CA        |      4043 | NS      | $50518.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Seisen Co.,Ltd.                                                                      | NIPPON SEISEN CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       900 | NS      | $28332.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Engineering Ltd                                                                         | AIA ENGINEERING LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 3358009DFG4JFX1O8H85       | Long             | EC               |  | IN        |      5788 | NS      | $192394.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                                                    | VINCI SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               |  | FR        |     41170 | NS      | $4113037.69   | 0.05%             |  |  |  | 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        |    342700 | NS      | $168756.58    | 0.00%             |  |  |  | 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        |    111784 | NS      | $247568.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Chain Hospital Public Company Limited                                               | BANGKOK CHAIN HOSPITAL PCL COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    306500 | NS      | $177335.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                                          | GALAXY ENTERTAINMENT GROUP L COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               |  | HK        |   4537000 | NS      | $27601774.02  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |   1603902 | NS      | $46380649.37  | 0.57%             |  |  |  | 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        |       294 | NC      | $12002780.07  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGExN Co., Ltd.                                                                            | ZIGEXN CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 353800CPG4PKAGE5BY88       | Long             | EC               |  | JP        |     23400 | NS      | $60804.99     | 0.00%             |  |  |  | No            |                  2 | 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        |     43250 | NS      | $33210197.46  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                                              | RHEINMETALL AG COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               |  | DE        |    207724 | NS      | $42007048.35  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Yuasa Corporation                                                                        | GS YUASA CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 353800MW7O6PQQHLDR79       | Long             | EC               |  | JP        |     11100 | NS      | $174421.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                                                          | T&D HOLDINGS INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               |  | JP        |    484600 | NS      | $5830223.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KAROON ENERGY LTD                                                                           | KAROON ENERGY LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900VXILHR2CNBWD62       | Long             | EC               |  | AU        |    173077 | NS      | $270021.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                                                        | LENOVO GROUP LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               |  | HK        |  12076000 | NS      | $10320667.42  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                                            | ORIX CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               |  | JP        |   1422100 | NS      | $22801673.92  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Funai Soken Holdings Incorporated                                                           | FUNAI SOKEN HOLDINGS INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $46656.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                                   | SHELL PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | NL        |   2516415 | NS      | $72776732.44  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                                                      | ALGOMA STEEL GROUP INC COMMON STOCK                                 | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               |  | CA        |      7455 | NS      | $49051.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PT ABM Investama Tbk                                                                        | ABM INVESTAMA TBK PT COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900NA4NGP8BT2KH46       | Long             | EC               |  | ID        |    841567 | NS      | $196653.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe d'Alimentation MTY Inc.                                                              | MTY FOOD GROUP INC COMMON STOCK                                     | CUSIP: 55378N107<br>LEI: 5493004BLYNZ8OWF5Z08 | Long             | EC               |  | CA        |      3600 | NS      | $162646.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                                                | SECURITAS AB-B SHS COMMON STOCK                                     | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               |  | SE        |   3185669 | NS      | $25734768.51  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Dynamics Ltd                                                                         | BHARAT DYNAMICS LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 335800B99NHE5ZGSGR16       | Long             | EC               |  | IN        |     40011 | NS      | $480735.70    | 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        |     63267 | NS      | $38219478.16  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                              | OTP BANK PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               |  | HU        |     95988 | NS      | $2614077.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERFOR CORPORATION                                                                        | INTERFOR CORP COMMON STOCK                                          | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               |  | CA        |     48800 | NS      | $907103.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND           | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        | -11597102 | PA      | $-11597101.61 | -0.14%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISS-REG - RTS                                                                      | CREDIT SUISS-REG - RTS ISSUE 1:1 / TERMS 2:7                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CH        |    383214 | NC      | $35395.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify N.V.                                                                                | SIGNIFY NV COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               |  | NL        |   1392867 | NS      | $47072455.13  | 0.58%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Duerr Aktiengesellschaft                                                                    | DUERR AG COMMON STOCK                                               | CUSIP: N/A<br>LEI: 5299003APZ54EDTSRO20       | Long             | EC               |  | DE        |      9989 | NS      | $335750.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENTEX CORPORATION                                                                          | GENTEX CORP COMMON STOCK                                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |    544942 | NS      | $15748823.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Andritz AG                                                                                  | ANDRITZ AG COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               |  | AT        |    104561 | NS      | $5662120.37   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PT United Tractors Tbk                                                                      | UNITED TRACTORS TBK PT COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               |  | ID        |   4476000 | NS      | $8804037.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CANFOR CORPORATION                                                                          | CANFOR CORP COMMON STOCK                                            | CUSIP: 137576104<br>LEI: N/A                  | Long             | EC               |  | CA        |    177499 | NS      | $3120012.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMK Energy PT Tbk                                                                           | RMK ENERGY TBK PT COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    220500 | NS      | $13730.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Rural Commercial Bank Co., Ltd.                                                   | CHONGQING RURAL COMMERCIAL-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 300300C1126750000027       | Long             | EC               |  | HK        |   1115627 | NS      | $374321.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Gruppe AG                                                                       | JULIUS BAER GROUP LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               |  | CH        |     99372 | NS      | $5685008.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Temairazu Inc                                                                               | TEMAIRAZU INC COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1400 | NS      | $52563.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANT GROUP CORPORATION                                                                     | AVANT GROUP CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     13200 | NS      | $144285.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANPU PUBLIC COMPANY LIMITED                                                                | BANPU PUBLIC CO LTD-NVDR DEPOSITARY RECEIPT                         | CUSIP: N/A<br>LEI: 529900AJ2Z6SUR6TSW75       | Long             | EC               |  | TH        |  15688300 | NS      | $5865759.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Co Ltd                                                                                  | CTS CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3600 | NS      | $21705.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corporation                                                                          | MAKITA CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               |  | JP        |    575500 | NS      | $13119210.54  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                                                                                   | SOLAR A/S-B SHS COMMON STOCK                                        | CUSIP: N/A<br>LEI: 21380031XTLI9X5MTY92       | Long             | EC               |  | DK        |      1206 | NS      | $101497.02    | 0.00%             |  |  |  | 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        |  31149830 | NS      | $31149829.59  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ACER INCORPORATED                                                                           | ACER INC - RTS TERMS TBA                                            | CUSIP: N/A<br>LEI: 2549006Z3IVAZIQEUM25       | Long             | EC               |  | TW        |      6484 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITE-ON TECHNOLOGY CORPORATION                                                              | LITE-ON TECHNOLOGY CORP COMMON STOCK                                | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               |  | TW        |   1636000 | NS      | $3491469.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUSCO NAKAYAMA CORPORATION                                                                 | TRUSCO NAKAYAMA CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2400 | NS      | $36376.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puregold Price Club Inc                                                                     | PUREGOLD PRICE CLUB INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |    120000 | NS      | $75642.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                                                 | QIAGEN N.V. COMMON STOCK                                            | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               |  | US        |    123594 | NS      | $6122846.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR N.V.                                                                                   | EXOR NV COMMON STOCK                                                | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               |  | NL        |     42585 | NS      | $3307759.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WASEDA ACADEMY CO.,LTD.                                                                     | WASEDA ACADEMY CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $31525.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                               | UNICREDIT SPA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               |  | IT        |   2309279 | NS      | $31208203.21  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                         | DEUTSCHE TELEKOM AG-REG COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |    390190 | NS      | $7854043.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA                                                | POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK                           | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               |  | PL        |   1033569 | NS      | $7313287.59   | 0.09%             |  |  |  | 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      | $231.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                           | INTEL CORP COMMON STOCK                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |    937321 | NS      | $28185242.47  | 0.35%             |  |  |  | No            |                  1 | 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        |   1847500 | NS      | $11414444.36  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DAMPSKIBSSELSKABET NORDEN A/S                                                               | D/S NORDEN COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900RGXD3CBR3BRU63       | Long             | EC               |  | DK        |     22741 | NS      | $1183361.42   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOCALO Co.,Ltd.                                                                             | TOCALO CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4000 | NS      | $36194.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                         | POSCO HOLDINGS INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               |  | KR        |     28860 | NS      | $6606058.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DES ALPES S.A.                                                                    | COMPAGNIE DES ALPES COMMON STOCK                                    | CUSIP: N/A<br>LEI: 96950029IN3GW457GG90       | Long             | EC               |  | FR        |      1404 | NS      | $20335.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NS Solutions Corp                                                                           | NS SOLUTIONS CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $152115.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THORESEN THAI AGENCIES PUBLIC COMPANY LIMITED                                               | THORESEN THAI AGENCIES-NVDR DEPOSITARY RECEIPT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    191400 | NS      | $43857.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esker SA                                                                                    | ESKER SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 969500VMAA9YBAGPU774       | Long             | EC               |  | FR        |       935 | NS      | $147626.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indo Tambangraya Megah Tbk PT                                                               | INDO TAMBANGRAYA MEGAH TBK P COMMON STOCK                           | CUSIP: N/A<br>LEI: 52990056ZNHB217ZKL92       | Long             | EC               |  | ID        |    341200 | NS      | $908754.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATCO LTD.                                                                                   | ATCO LTD -CLASS I COMMON STOCK                                      | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               |  | CA        |     52100 | NS      | $1655194.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OKAMURA CORPORATION                                                                         | OKAMURA CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11400 | NS      | $117001.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                                               | Volkswagen AG PREFERRED STOCK                                       | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               |  | DE        |    431107 | NS      | $63009297.63  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| The Musashino Bank, Ltd.                                                                    | MUSASHINO BANK LTD/THE COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800L8RJMVN2OOS612       | Long             | EC               |  | JP        |      7600 | NS      | $103466.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM CORPORATION                                                         | INTERNATIONAL PETROLEUM CORP COMMON STOCK                           | CUSIP: 46016U108<br>LEI: 54930025D80LU0SMR645 | Long             | EC               |  | SE        |      8784 | NS      | $100520.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc.                                                                                    | TIS INC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               |  | JP        |    126200 | NS      | $3572557.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG LEONG FINANCIAL GROUP BERHAD                                                           | HONG LEONG FINANCIAL GROUP COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300EGI40XD5GGWS62       | Long             | EC               |  | MY        |    142120 | NS      | $593042.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 S.A. - BRASIL, BOLSA, BALCAO                                                             | B3 SA-BRASIL BOLSA BALCAO COMMON STOCK                              | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               |  | BR        |   5396384 | NS      | $13093835.07  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRON MALAYSIA REFINING & MARKETING BHD.                                                   | PETRON MALAYSIA REFINING & M COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300ZLB6N2UTYDJ385       | Long             | EC               |  | MY        |     15700 | NS      | $15392.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chino Corporation                                                                           | CHINO CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2200 | NS      | $29204.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP CO.,LTD                                                             | SHINHAN FINANCIAL GROUP LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               |  | KR        |    625692 | NS      | $18138890.13  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SJVN Limited                                                                                | SJVN LTD COMMON STOCK                                               | CUSIP: N/A<br>LEI: 335800WHWSIB8LQQMH94       | Long             | EC               |  | IN        |    703982 | NS      | $346012.77    | 0.00%             |  |  |  | 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        |     48714 | NS      | $10142.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                                                                 | RECKITT BENCKISER GROUP PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               |  | GB        |    152803 | NS      | $10835132.80  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA | AIR LIQUIDE SA COMMON STOCK                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               |  | FR        |    313919 | NS      | $45223062.21  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| THE KARNATAKA BANK LIMITED                                                                  | KARNATAKA BANK LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 335800G1GTTVASBXVW10       | Long             | EC               |  | IN        |    166869 | NS      | $297015.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIKEN CHEMICAL CO.,LTD.                                                                     | EIKEN CHEMICAL CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     25600 | NS      | $352598.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GODFREY PHILLIPS INDIA LIMITED                                                              | GODFREY PHILLIPS INDIA LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 335800G5RNAHTNVKE518       | Long             | EC               |  | IN        |     11843 | NS      | $263723.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LIMITED                                                                       | COMPUTERSHARE LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |   1174211 | NS      | $21962321.57  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HINO MOTORS, LTD.                                                                           | HINO MOTORS LTD COMMON STOCK                                        | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               |  | JP        |    103400 | NS      | $465034.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INTERNATIONAL BANK OF ISRAEL LTD.                                                     | FIRST INTL BANK ISRAEL COMMON STOCK                                 | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               |  | IL        |      2362 | NS      | $102815.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                                         | CNH INDUSTRIAL NV COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               |  | GB        |   1947721 | NS      | $31060935.71  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                                        | MS&AD INSURANCE GROUP HOLDIN COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               |  | JP        |     64500 | NS      | $1894550.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIES TOROMONT LTEE                                                                    | TOROMONT INDUSTRIES LTD COMMON STOCK                                | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               |  | CA        |    170936 | NS      | $12908776.04  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                                                        | YAPI VE KREDI BANKASI COMMON STOCK                                  | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | EC               |  | TR        |   1263232 | NS      | $821813.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MINSHENG BANKING CORP., LTD.                                                          | CHINA MINSHENG BANKING COR-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               |  | HK        |   1934500 | NS      | $669260.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qol Holdings Co.,Ltd.                                                                       | QOL HOLDINGS CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12600 | NS      | $103954.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| dotDigital Group PLC                                                                        | DOTDIGITAL GROUP PLC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 2138006LZ7HHQ6DWFD42       | Long             | EC               |  | GB        |      7099 | NS      | $8288.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                                                    | ORACLE CORP JAPAN COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               |  | JP        |     10400 | NS      | $609512.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                     | MACQUARIE GROUP LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               |  | AU        |     39850 | NS      | $4835456.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                                  | SIEMENS AG-REG COMMON STOCK                                         | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               |  | DE        |     41110 | NS      | $5641362.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubicom Holdings Inc                                                                         | UBICOM HOLDINGS INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2300 | NS      | $38609.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN TOKYO SALES HOLDINGS CO., LTD.                                                       | NISSAN TOKYO SALES HOLDINGS COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     86600 | NS      | $186419.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTiM Corp                                                                                  | OPTIM CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     17100 | NS      | $146195.53    | 0.00%             |  |  |  | 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        |   2746600 | NS      | $14644917.70  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Jushi Corporation                                                                   | SEKISUI JUSHI CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5200 | NS      | $68051.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                                                                         | BANQUE SAUDI FRANSI COMMON STOCK                                    | CUSIP: N/A<br>LEI: 558600N07EDF4ATYR106       | Long             | EC               |  | SA        |     83085 | NS      | $952494.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NWS HOLDINGS LIMITED                                                                        | NWS HOLDINGS LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 2549002WHK9XGQC01O62       | Long             | EC               |  | HK        |     22625 | NS      | $18667.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON ROAD CO.,LTD.                                                                        | NIPPON ROAD CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1100 | NS      | $49305.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI CO.,LTD.                                                                              | ASAHI CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3400 | NS      | $32603.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HINDUSTAN AERONAUTICS LIMITED                                                               | HINDUSTAN AERONAUTICS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               |  | IN        |    135113 | NS      | $4607529.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SATO HOLDINGS CORPORATION                                                                   | SATO HOLDINGS CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4200 | NS      | $59573.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamar Foods Company CJSC                                                                   | ALAMAR FOODS COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      1279 | NS      | $48652.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTINREA INTERNATIONAL INC.                                                                | MARTINREA INTERNATIONAL INC COMMON STOCK                            | CUSIP: 573459104<br>LEI: 5493004U3PUN21MLJG41 | Long             | EC               |  | CA        |     32475 | NS      | $285297.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMK Corporation                                                                             | SMK CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1400 | NS      | $26674.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORPORATION                                                                         | KEYENCE CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               |  | JP        |     53078 | NS      | $22225621.50  | 0.27%             |  |  |  | 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        |   6935645 | NS      | $6453173.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                                                                | HUGO BOSS AG  -ORD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900LFVU534EBRXD13       | Long             | EC               |  | DE        |    619814 | NS      | $34500533.35  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Denko K.K.                                                                            | SHOWA DENKO K K COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               |  | JP        |   1849200 | NS      | $29480748.54  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangchak Corporation Public Company Limited                                                 | BANGCHAK CORP PCL-NVDR DEPOSITARY RECEIPT                           | CUSIP: N/A<br>LEI: 254900M7L6ML94L1YX58       | Long             | EC               |  | TH        |   1013100 | NS      | $923236.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIBAURA MACHINE CO., LTD.                                                                  | SHIBAURA MACHINE CO., LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900T7KEXD7VGOFO59       | Long             | EC               |  | JP        |      8200 | NS      | $164016.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                           | HSBC HOLDINGS PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               |  | GB        |   3131375 | NS      | $18956729.69  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                            | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |    315962 | NS      | $102496666.36 | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                                         | ESSILORLUXOTTICA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               |  | FR        |     35260 | NS      | $6515060.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahluwalia Contracts (India) Ltd                                                             | AHLUWALIA CONTRACTS LTD COMMON STOCK                                | CUSIP: Y00273113<br>LEI: 335800PJEX4PHO9BJP03 | Long             | EC               |  | IN        |      4490 | NS      | $23907.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SOUTH AFRICA LIMITED                                                          | ARCELORMITTAL SOUTH AFRICA COMMON STOCK                             | CUSIP: N/A<br>LEI: 378900090B76FF1B6287       | Long             | EC               |  | ZA        |    135846 | NS      | $36763.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA BRASIL S.A.                                                                      | TELEFONICA BRASIL S.A. COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               |  | BR        |   4332018 | NS      | $31286613.61  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RABIGH REFINING - RTS                                                                       | RABIGH REFINING - RTS ISSUE 0.907534246575:1 / TERMS 1:1            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SA        |         1 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Al Hammadi Holding Co                                                                       | AL HAMMADI HOLDING COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     38218 | NS      | $429459.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Data Vision Co Ltd                                                                  | MEDICAL DATA VISION CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     14200 | NS      | $104666.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JINS HOLDINGS Inc.                                                                          | JINS HOLDINGS INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 353800IG2NOMKC105309       | Long             | EC               |  | JP        |      3300 | NS      | $103307.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON PLC                                                                                | FERGUSON PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               |  | GB        |    127240 | NS      | $14253588.45  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HOEGH AUTOLINERS ASA                                                                        | HOEGH AUTOLINERS ASA COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300D7GNMPKTA4HD46       | Long             | EC               |  | NO        |     23870 | NS      | $138607.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTERNATIONAL S.C.A.                                                                 | HERMES INTERNATIONAL COMMON STOCK                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               |  | FR        |      5287 | NS      | $8502460.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAODA MODERN AGRICULTURE (HOLDINGS) LIMITED                                                | CHAODA MODERN AGRICULTURE COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900GAN2OWXO8O5S70       | Long             | EC               |  | HK        |     52790 | NS      | $223.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MegaChips Corp                                                                              | MEGACHIPS CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 529900CHDZ5G02UMD829       | Long             | EC               |  | JP        |      2700 | NS      | $52157.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                                                   | TALANX AG COMMON STOCK                                              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               |  | DE        |      6479 | NS      | $285010.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad N.V.                                                                               | RANDSTAD NV COMMON STOCK                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               |  | NL        |    843878 | NS      | $48366136.82  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Bukit Asam Tbk PT                                                                           | BUKIT ASAM TBK PT COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900XX13TXG5L4CN33       | Long             | EC               |  | ID        |   2143554 | NS      | $520091.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO ENGINEERING CORPORATION                                                                | TOYO ENGINEERING CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800SPB3B3BM0FO630       | Long             | EC               |  | JP        |      8200 | NS      | $34701.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                   | SAMPO OYJ-A SHS COMMON STOCK                                        | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               |  | FI        |     81630 | NS      | $4090519.99   | 0.05%             |  |  |  | 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        |     11586 | NS      | $46568.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WNS (HOLDINGS) LIMITED                                                                      | WNS HOLDINGS LTD-ADR DEPOSITARY RECEIPT                             | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               |  | US        |     11264 | NS      | $949780.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| transcosmos inc.                                                                            | TRANSCOSMOS INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 353800AAR1GYRFDRTV97       | Long             | EC               |  | JP        |      4500 | NS      | $105666.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TomTom N.V.                                                                                 | TOMTOM NV COMMON STOCK                                              | CUSIP: N/A<br>LEI: 724500WAU923OTVC7M86       | Long             | EC               |  | NL        |      3305 | NS      | $26685.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                                    | ACCOR SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               |  | FR        |    619499 | NS      | $16146074.77  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                                                                                     | ITV PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               |  | GB        |  40019153 | NS      | $35969149.90  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumagai Gumi Co.,Ltd.                                                                       | KUMAGAI GUMI CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900M993KYZI2Q1Q47       | Long             | EC               |  | JP        |     24800 | NS      | $454339.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corporation                                                                          | NOJIMA CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     13400 | NS      | $135318.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP.                                                              | NOVATEK MICROELECTRONICS COR COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    505000 | NS      | $4948130.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GERDAU S.A.                                                                                 | GERDAU SA -SPON ADR DEPOSITARY RECEIPT                              | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               |  | US        |   2402482 | NS      | $14655140.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Nomad Foods Limited                                                                         | NOMAD FOODS LTD COMMON STOCK                                        | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               |  | US        |   1905548 | NS      | $33328034.52  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMURA UNITY CO.,LTD.                                                                       | KIMURA UNITY CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4900 | NS      | $27466.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                  | NATIONAL BANK OF CANADA COMMON STOCK                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               |  | CA        |    206486 | NS      | $14611051.10  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                              | BNP PARIBAS COMMON STOCK                                            | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               |  | IT        |     21030 | NS      | $1167849.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Insurance Company Q.S.P.C.                                                            | QATAR INSURANCE CO COMMON STOCK                                     | CUSIP: N/A<br>LEI: 635400EDZIUBWVEZ5V30       | Long             | EC               |  | QA        |    283249 | NS      | $156093.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO.,LTD.                                                               | DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    172200 | NS      | $3924392.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                          | CANADIAN NATURAL RESOURCES COMMON STOCK                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               |  | CA        |    109500 | NS      | $6486645.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QB Net Holdings Co.,Ltd.                                                                    | QB NET HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3500 | NS      | $37843.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astral Foods Ltd                                                                            | ASTRAL FOODS LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ZA        |      5512 | NS      | $54728.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                                                              | DOLLARAMA INC COMMON STOCK                                          | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               |  | CA        |    300087 | NS      | $18223915.84  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corporation                                                                        | MARUBENI CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               |  | JP        |    772500 | NS      | $8648007.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HOSOKAWA MICRON CORPORATION                                                                 | HOSOKAWA MICRON CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $80958.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANYO DENKI CO., LTD.                                                                       | SANYO DENKI CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       700 | NS      | $31565.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBSIDIAN ENERGY LTD.                                                                        | OBSIDIAN ENERGY LTD COMMON STOCK                                    | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               |  | CA        |      8410 | NS      | $63213.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                                                  | HALEON PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               |  | GB        |    709082 | NS      | $2435040.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONVATEC GROUP PLC                                                                          | CONVATEC GROUP PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               |  | GB        |  10848649 | NS      | $29991262.64  | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PT Hanjaya Mandala Sampoerna Tbk                                                            | HM SAMPOERNA TBK PT COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300ZA00UQ3CN51060       | Long             | EC               |  | ID        |   2199259 | NS      | $135032.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                                     | WPP PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               |  | GB        |   4291278 | NS      | $44563038.81  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                                                                     | KB FINANCIAL GROUP INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               |  | KR        |    250766 | NS      | $9957350.67   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO BOSEKI CO., LTD.                                                                      | NITTO BOSEKI CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 3538005B13YMJ9BWQO82       | Long             | EC               |  | JP        |     10600 | NS      | $168717.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arabian Internet and Communications Services Co CSJC                                        | ARABIAN INTERNET & COMMUNICA COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     26293 | NS      | $1736071.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J. KUMAR INFRAPROJECTS LIMITED                                                              | J.KUMAR INFRAPROJECTS LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 33580016NIMGU988MM71       | Long             | EC               |  | IN        |     22779 | NS      | $78752.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi, Ltd.                                                                               | HITACHI LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               |  | JP        |    941600 | NS      | $49832997.77  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAE GROUP HOLDINGS CO.,LTD.                                                               | YAMAE GROUP HOLDINGS CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4100 | NS      | $42374.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Container Lines Public Company Limited                                             | REGIONAL CONTAINER LINE PCL COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    185900 | NS      | $159407.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORPORATION                                                                            | HOYA CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               |  | JP        |    120800 | NS      | $12370504.94  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBEV S.A.                                                                                  | AMBEV SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               |  | BR        |   7581000 | NS      | $22906763.90  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVIS PERKINS PLC                                                                          | TRAVIS PERKINS PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | EC               |  | GB        |   1198831 | NS      | $13299878.52  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON DELIGHT CO., LTD.                                                                      | AEON DELIGHT CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6400 | NS      | $135077.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/HKD SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-613.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKBANK TURK ANONIM SIRKETI                                                                  | AKBANK T.A.S. COMMON STOCK                                          | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               |  | TR        |   5278289 | NS      | $4913825.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pickles Holdings Co Ltd                                                                     | PICKLES HOLDINGS COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3100 | NS      | $24190.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DGB Financial Group                                                                         | DGB FINANCIAL GROUP INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |    160918 | NS      | $975002.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LIMITED                                                                      | TRIP.COM GROUP LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               |  | HK        |     93000 | NS      | $2945330.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                                                  | L'OREAL COMMON STOCK                                                | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               |  | FR        |     44447 | NS      | $16516751.65  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRIX, Ltd.                                                                                 | SPRIX LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2400 | NS      | $17252.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berjaya Food Bhd                                                                            | BERJAYA FOOD BHD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    289400 | NS      | $66743.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND (INDIA) LIMITED                                                              | INGERSOLL-RAND INDIA LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 335800JL4FPXRZBVSV48       | Long             | EC               |  | IN        |      2967 | NS      | $79757.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SISB PCL                                                                                    | SISB PCL-NVDR DEPOSITARY RECEIPT                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    259600 | NS      | $145896.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                          | SMITH & NEPHEW PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               |  | GB        |   2277740 | NS      | $29665912.91  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Mitra Adiperkasa Tbk                                                                     | MITRA ADIPERKASA TBK PT COMMON STOCK                                | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               |  | ID        |   1021800 | NS      | $94467.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHO HOLDINGS CO.,LTD.                                                                      | TOHO HOLDINGS CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800Z8BQ3ZHELA4J90       | Long             | EC               |  | JP        |     52200 | NS      | $803969.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MANDOM CORPORATION                                                                          | MANDOM CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5600 | NS      | $58437.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyrela Brazil Realty S.A. Empreendimentos e Participacoes                                   | CYRELA BRAZIL REALTY SA EMP COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |   3144762 | NS      | $8587278.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ehime Bank, Ltd.                                                                        | EHIME BANK LTD/THE COMMON STOCK                                     | CUSIP: N/A<br>LEI: 353800KJ5DZRX27VPX36       | Long             | EC               |  | JP        |      6800 | NS      | $43355.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Krones AG                                                                                   | KRONES AG COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900NY2GSZWWUBW049       | Long             | EC               |  | DE        |      2291 | NS      | $258075.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN GROUP PLC                                                                               | MAN GROUP PLC/JERSEY COMMON STOCK                                   | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               |  | GB        |     46253 | NS      | $115888.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS GAS BERHAD                                                                         | PETRONAS GAS BHD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    143900 | NS      | $544292.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOURMALINE OIL CORP.                                                                        | TOURMALINE OIL CORP COMMON STOCK                                    | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               |  | CA        |    149100 | NS      | $9004069.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SAP SE                                                                                      | SAP SE COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               |  | DE        |    385842 | NS      | $42361405.66  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                                             | FUJITSU LIMITED COMMON STOCK                                        | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               |  | JP        |    156800 | NS      | $21055771.63  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEA SPOLKA AKCYJNA                                                                         | ENEA SA COMMON STOCK                                                | CUSIP: N/A<br>LEI: 2594003JTXPYO8NOG018       | Long             | EC               |  | PL        |    159279 | NS      | $204977.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLFUNDS GROUP PLC                                                                          | ALLFUNDS GROUP PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               |  | NL        |    575802 | NS      | $4264538.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LARSEN AND TOUBRO LIMITED                                                                   | LARSEN & TOUBRO-GDR REG S DEPOSITARY RECEIPT                        | CUSIP: Y5217N118<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               |  | US        |    476817 | NS      | $12182674.35  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group Inc.                                                                   | HANA FINANCIAL GROUP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |   1726554 | NS      | $59051686.65  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Adastria Co Ltd                                                                             | ADASTRIA CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 353800DZZIJ399PIWU03       | Long             | EC               |  | JP        |     24400 | NS      | $354436.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL ENERGIA S.A.                                                                           | CPFL ENERGIA SA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               |  | BR        |   2363500 | NS      | $15451648.67  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiply Group PJSC                                                                         | MULTIPLY GROUP COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AE        |   2907369 | NS      | $3868330.05   | 0.05%             |  |  |  | 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        |   2776700 | NS      | $958036.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                            | SANDS CHINA LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               |  | HK        |  16053600 | NS      | $43920582.61  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                                    | TREND MICRO INC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               |  | JP        |     63500 | NS      | $3153316.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RIDLEY CORPORATION LIMITED                                                                  | RIDLEY CORP LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300UQM21UZW8DVW82       | Long             | EC               |  | AU        |     27537 | NS      | $35663.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LIMITED                                                          | AGRICULTURAL BANK OF CHINA-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               |  | HK        |   9679000 | NS      | $3237715.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Argo Graphics Inc                                                                           | ARGO GRAPHICS INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $33071.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPCOM CO., LTD.                                                                            | CAPCOM CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               |  | JP        |    163760 | NS      | $4938172.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| STHREE PLC                                                                                  | STHREE PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 2138003NEBX5VRP3EX50       | Long             | EC               |  | GB        |      3037 | NS      | $14666.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMA PLC                                                                                 | INFORMA PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               |  | GB        |   6404991 | NS      | $47461097.73  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| NICHIAS CORPORATION                                                                         | NICHIAS CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     13500 | NS      | $237104.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIXI, Inc.                                                                                  | MIXI INC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 529900IL3THMH0SFYQ49       | Long             | EC               |  | JP        |    264700 | NS      | $4717681.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Savola Group Company SJSC                                                                   | SAVOLA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |     28214 | NS      | $215923.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                                                          | ARAB NATIONAL BANK COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800CYWGYQVT1ZBQ57       | Long             | EC               |  | SA        |    198187 | NS      | $1832443.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                                        | METHANEX CORP COMMON STOCK                                          | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               |  | CA        |     57500 | NS      | $2230526.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KANDENKO CO.,LTD.                                                                           | KANDENKO CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 35380080NSN7GCYZ3X14       | Long             | EC               |  | JP        |      5900 | NS      | $36973.51     | 0.00%             |  |  |  | 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      | $143.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOWO CO., LTD.                                                                            | YOKOWO CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11200 | NS      | $196451.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMS CO., LTD.                                                                               | SMS CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |    435000 | NS      | $11561049.72  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDAVA PLC                                                                                  | ENDAVA PLC- SPON ADR DEPOSITARY RECEIPT                             | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               |  | US        |     41826 | NS      | $3208472.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLTEK SEMICONDUCTOR INC.                                                                   | HOLTEK SEMICONDUCTOR INC COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    364000 | NS      | $848787.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                                    | TENCENT HOLDINGS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               |  | HK        |    349100 | NS      | $13210893.60  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KANEMATSU CORPORATION                                                                       | KANEMATSU CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 353800N574WR0FX80I71       | Long             | EC               |  | JP        |      9600 | NS      | $106086.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKUMA CO., LTD.                                                                            | TAKUMA CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12000 | NS      | $110985.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ayudhya Public Company Limited                                                      | BANK OF AYUDHYA PCL COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300I1B1U1HB4HRH77       | Long             | EC               |  | TH        |     37100 | NS      | $32714.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OKABE CO., LTD.                                                                             | OKABE CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      6100 | NS      | $31678.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kewal Kiran Clothing Ltd                                                                    | KEWAL KIRAN CLOTHING LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 335800FKOTXMPYA56Y91       | Long             | EC               |  | IN        |      9323 | NS      | $56326.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARKSON PLC                                                                                | CLARKSON PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 2138007G6BGTEHI3OT22       | Long             | EC               |  | GB        |      1023 | NS      | $37730.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORAY INDUSTRIES, INC.                                                                      | TORAY INDUSTRIES INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               |  | JP        |   2031300 | NS      | $10822716.25  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                   | APTIV PLC COMMON STOCK                                              | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               |  | US        |    138113 | NS      | $14732513.71  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LIMITED                                                                                 | ITC LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               |  | IN        |   2071397 | NS      | $8677347.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON PLC                                                                                | FERGUSON PLC COMMON STOCK                                           | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               |  | US        |     17179 | NS      | $2013894.17   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                                                | JERONIMO MARTINS COMMON STOCK                                       | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               |  | PT        |    338651 | NS      | $7476344.64   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ANRITSU CORPORATION                                                                         | ANRITSU CORP COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     29100 | NS      | $309985.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOREX GOLD RESOURCES INC.                                                                   | TOREX GOLD RESOURCES INC COMMON STOCK                               | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               |  | CA        |     38877 | NS      | $357024.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas Ohlson Aktiebolag                                                                      | CLAS OHLSON AB-B SHS COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300MH8OETHBBKJU80       | Long             | EC               |  | SE        |     11877 | NS      | $86672.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra Industrial Group Company SJSC                                                         | ASTRA INDUSTRIAL GROUP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |    142790 | NS      | $2005811.25   | 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        |    105168 | NS      | $12190566.35  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| INABA DENKI SANGYO CO.,LTD.                                                                 | INABA DENKI SANGYO CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2100 | NS      | $42284.29     | 0.00%             |  |  |  | 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        |      1500 | NS      | $51292.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REXEL SA                                                                                    | REXEL SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               |  | FR        |   1592650 | NS      | $28959185.12  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares ESG Aware MSCI EAFE ETF                                                             | ISHARES TRUST ISHARES ESG AW MUTUAL FUND                            | CUSIP: 46435G516<br>LEI: N/A                  | Long             | EC               | RF                | US        |     93970 | NS      | $6324181.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                                                                       | HARLEY-DAVIDSON INC COMMON STOCK                                    | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |    656056 | NS      | $30919919.28  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| China Shenhua Energy Company Limited                                                        | CHINA SHENHUA ENERGY CO-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               |  | HK        |    510000 | NS      | $1581825.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Adaro Energy Indonesia Tbk                                                               | ADARO ENERGY INDONESIA TBK P COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               |  | ID        |  27575900 | NS      | $6824248.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL (INDIA) LIMITED                                                                        | GAIL INDIA LTD COMMON STOCK                                         | CUSIP: Y2R78N114<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               |  | IN        |   3447129 | NS      | $4040978.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                | BARCLAYS PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               |  | GB        |   5711210 | NS      | $11038543.98  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                     | STMICROELECTRONICS NV-NY SHS DEPOSITARY RECEIPT                     | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               |  | US        |     29966 | NS      | $1165078.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PUBLIC LIMITED COMPANY                                                                 | ICON PLC COMMON STOCK                                               | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               |  | US        |    168973 | NS      | $36403543.12  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lawson, Inc.                                                                                | LAWSON INC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900IWO8XQO92PR233       | Long             | EC               |  | JP        |     11400 | NS      | $404065.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIRCHCLIFF ENERGY LTD.                                                                      | BIRCHCLIFF ENERGY LTD COMMON STOCK                                  | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               |  | CA        |    604500 | NS      | $4788913.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SHANTHI GEARS LIMITED                                                                       | SHANTHI GEARS LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | IN        |     17918 | NS      | $83832.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-Select Inc.                                                                             | UNI-SELECT INC COMMON STOCK                                         | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               |  | CA        |      8336 | NS      | $279957.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PT ALAM SUTERA REALTY Tbk                                                                   | ALAM SUTERA REALTY TBK PT COMMON STOCK                              | CUSIP: N/A<br>LEI: 2549001ML992STTEP738       | Long             | EC               |  | ID        |   2571500 | NS      | $29015.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KUNLUN ENERGY COMPANY LIMITED                                                               | KUNLUN ENERGY CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               |  | HK        |   2696000 | NS      | $2093139.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RYOHIN KEIKAKU CO., LTD.                                                                    | RYOHIN KEIKAKU CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               |  | JP        |     90900 | NS      | $959170.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stabilus SE                                                                                 | STABILUS SE COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900JOSL94HJN4VZ28       | Long             | EC               |  | DE        |       505 | NS      | $32092.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE CYCLE & CARRIAGE LIMITED                                                            | JARDINE CYCLE & CARRIAGE LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               |  | SG        |    103200 | NS      | $2285710.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO., LTD.                                                        | HON HAI PRECISION INDUSTRY COMMON STOCK                             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               |  | TW        |  12199000 | NS      | $39943016.50  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corporation                                                                        | LASERTEC CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     17000 | NS      | $3171234.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR MICRONICS CO.,LTD.                                                                     | STAR MICRONICS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800YVVMLCGEV0Q544       | Long             | EC               |  | JP        |     14100 | NS      | $179442.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                                                       | RESONA HOLDINGS INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               |  | JP        |   5309800 | NS      | $25288622.43  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| MCJ Co.,Ltd.                                                                                | MCJ CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      8700 | NS      | $60413.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | BGP HOLDINGS (DUMMY SEDOL)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |    239898 | NS      | $8.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Indorama Ventures Public Company Limited                                                    | INDORAMA VENTURES PCL COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    953300 | NS      | $1155755.16   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXXARO RESOURCES LIMITED                                                                    | EXXARO RESOURCES LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               |  | ZA        |     32917 | NS      | $437634.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CASTROL INDIA LIMITED                                                                       | CASTROL INDIA LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 335800KCNMKXQFPJ5Q28       | Long             | EC               |  | IN        |    169647 | NS      | $274958.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Rutile Holdings Ltd                                                                  | SIERRA RUTILE HOLDINGS LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |    105802 | NS      | $15482.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                                                     | ISS A/S COMMON STOCK                                                | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               |  | DK        |      1331 | NS      | $28765.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uponor Oyj                                                                                  | UPONOR OYJ COMMON STOCK                                             | CUSIP: N/A<br>LEI: 743700KA2GMSYJM3CM12       | Long             | EC               |  | FI        |     13877 | NS      | $210645.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudia Dairy and Foodstuff Company SJSC                                                     | SAUDIA DAIRY & FOODSTUFF CO COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      7370 | NS      | $427631.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QINETIQ GROUP PLC                                                                           | QINETIQ GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 213800S8OBDOZMCMUW34       | Long             | EC               |  | GB        |     12037 | NS      | $50311.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Electricity Company SJSC                                                              | SAUDI ELECTRICITY CO COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300FXO4ZXUIAXGP41       | Long             | EC               |  | SA        |   1190718 | NS      | $7895614.71   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                                                                                   | TESCO PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               |  | GB        |   7856496 | NS      | $21388905.70  | 0.26%             |  |  |  | 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        |         9 | NC      | $1073300.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AISAN INDUSTRY CO., LTD.                                                                    | AISAN INDUSTRY CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12800 | NS      | $65263.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TTW Public Company Limited                                                                  | TTW PCL - NVDR DEPOSITARY RECEIPT                                   | CUSIP: N/A<br>LEI: 529900SXM74NQ438EE35       | Long             | EC               |  | TH        |    216100 | NS      | $53669.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GF Securities Co., Ltd.                                                                     | GF SECURITIES CO LTD-H COMMON STOCK                                 | CUSIP: N/A<br>LEI: 3003007E0Y3ZJ5HNA936       | Long             | EC               |  | HK        |   6700600 | NS      | $9782589.28   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                   | ORANGE COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               |  | FR        |    957580 | NS      | $9627771.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PRYSMIAN S.P.A.                                                                             | PRYSMIAN SPA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               |  | IT        |   1115860 | NS      | $38910171.48  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                    | BAYER AG-REG COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               |  | DE        |   1148567 | NS      | $65958090.82  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| INCITEC PIVOT LIMITED                                                                       | INCITEC PIVOT LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               |  | AU        |   2258871 | NS      | $6103225.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMANO INC.                                                                                | SHIMANO INC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               |  | JP        |     42400 | NS      | $7247908.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Adways Inc                                                                                  | ADWAYS INC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900HR1KM29LK3XJ19       | Long             | EC               |  | JP        |     12600 | NS      | $50353.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEISEI INDUSTRIAL Co.,Ltd.                                                                  | MEISEI INDUSTRIAL CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     17100 | NS      | $89336.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC LIMITED                                                                       | SWIRE PACIFIC LTD - CL A COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               |  | HK        |   4240500 | NS      | $33351027.53  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI & CO., LTD.                                                                          | MITSUI & CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               |  | JP        |    196000 | NS      | $5629537.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                                                   | GJENSIDIGE FORSIKRING ASA COMMON STOCK                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               |  | NO        |    479855 | NS      | $9148528.08   | 0.11%             |  |  |  | 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        |  20444000 | NS      | $7250392.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                      | YARA INTERNATIONAL ASA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               |  | NO        |    101833 | NS      | $4644769.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AIT Corp                                                                                    | AIT CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2100 | NS      | $21808.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOPLAST A/S                                                                               | COLOPLAST-B COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               |  | DK        |     68110 | NS      | $7966430.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                                             | KAO CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               |  | JP        |    543000 | NS      | $21506388.63  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MORITA HOLDINGS CORPORATION                                                                 | MORITA HOLDINGS CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3900 | NS      | $35742.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                                                      | SUN LIFE FINANCIAL INC COMMON STOCK                                 | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               |  | CA        |     28400 | NS      | $1335262.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle S.A.                                                                                 | NESTLE SA-REG COMMON STOCK                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               |  | CH        |    371870 | NS      | $43959341.10  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPS LOGISTICS CO.,LTD.                                                                     | ALPS LOGISTICS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3300 | NS      | $27706.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIDU, INC.                                                                                 | BAIDU INC-CLASS A COMMON STOCK                                      | CUSIP: G07034104<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               |  | HK        |    939900 | NS      | $12693393.99  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                                                  | LEGRAND SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               |  | FR        |    142913 | NS      | $11522189.63  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TSUBAKIMOTO CHAIN CO.                                                                       | TSUBAKIMOTO CHAIN CO COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      4700 | NS      | $107098.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                                  | SCOUT24 SE COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               |  | DE        |    182664 | NS      | $9920613.12   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC-SPON ADR DEPOSITARY RECEIPT                                 | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               |  | US        |    194905 | NS      | $6741763.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOHGO SECURITY SERVICES CO.,LTD.                                                            | SOHGO SECURITY SERVICES CO COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     10400 | NS      | $279812.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIANT OPTO-ELECTRONICS CORPORATION                                                        | RADIANT OPTO-ELECTRONICS COR COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     35000 | NS      | $119696.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Limited                                                                           | TMX GROUP LTD COMMON STOCK                                          | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               |  | CA        |    162300 | NS      | $16884850.63  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TSURUHA HOLDINGS INC.                                                                       | TSURUHA HOLDINGS INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3800 | NS      | $243515.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                | FX Forward Contract: USD/CHF SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-145.47      | -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        |   1761600 | NS      | $7237937.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                                            | AIB GROUP PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               |  | IE        |  10417119 | NS      | $33471419.68  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corporation                                                                            | KT&G CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               |  | KR        |    554420 | NS      | $42068901.39  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                         | IMPERIAL BRANDS PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |   1902219 | NS      | $48344620.65  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| COGNOR HOLDING SPOLKA AKCYJNA                                                               | COGNOR SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 2594005SR5W00MCTG921       | Long             | EC               |  | PL        |     41096 | NS      | $36649.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKAMATSU CONSTRUCTION GROUP CO., LTD.                                                      | TAKAMATSU CONSTRUCTION GROUP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1600 | NS      | $22615.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                     | GSK PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |   4590911 | NS      | $77134795.03  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Paninvest Tbk                                                                            | PANINVEST TBK PT COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    258364 | NS      | $24970.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT POINT ENERGY CORP.                                                                 | CRESCENT POINT ENERGY CORP COMMON STOCK                             | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               |  | CA        |   1232377 | NS      | $9499402.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                            | INDUSTRIA DE DISENO TEXTIL COMMON STOCK                             | CUSIP: E6282N100<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               |  | ES        |   1348679 | NS      | $34835337.07  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE BIC S.A.                                                                            | SOCIETE BIC SA COMMON STOCK                                         | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               |  | FR        |    320000 | NS      | $20917838.55  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ICHINEN HOLDINGS CO.,LTD.                                                                   | ICHINEN HOLDINGS CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      2900 | NS      | $26173.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIHEN Corporation                                                                          | DAIHEN CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 353800VGTLA3QRNG5478       | Long             | EC               |  | JP        |       900 | NS      | $26700.43     | 0.00%             |  |  |  | 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