# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016940
**Filing Date:** 2023-1
**Character Count:** 728429
**Document Hash:** b96bf46b08f33a6f403d6f38c4cae2a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016940.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016940

**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:** 23564329

**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 Select Equity Fund (Series ID: S000056248)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000177051 | Class A      | SWSAX           |

## 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 SELECT EQUITY FUND

- **b. EDGAR series identifier (if any):** S000056248

- **c. LEI of Series:** 549300UH9G275ZOL1I97

**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:** $254041295.52

**Total Liabilities:** $5015618.38

**Net Assets:** $249025677.14

**Cash Not Reported:** $8583362.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177051 | 8.36%                | 8.66%                | -9.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-132246.59              | $19161893.29                               |
| Month 2  | $-1074471.50             | $17621668.95                               |
| Month 3  | $-1170557.38             | $-19743546.10                              |

**Designated Index Information**

- **Index Name:** MSCI All Country World Index (Net Total Return)

- **Index Identifier:** MSACWLDNET

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KDDI CORPORATION                                                 | KDDI CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |      4800 | NS      | $141290.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PERKINELMER, INC.                                                | PERKINELMER INC COMMON STOCK                                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               |  | US        |       689 | NS      | $96273.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $7.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-10.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $53.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRIRAM TRANSPORT FINANCE COMPANY LIMITED                        | SHRIRAM TRANSPORT FINANCE COMMON STOCK                              | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               |  | IN        |      6730 | NS      | $112020.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB (publ)                                              | EVOLUTION AB COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               |  | SE        |        83 | NS      | $8419.49      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $24.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Value Added Technology Co Ltd                                    | VALUE ADDED TECHNOLOGY CO LT COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      2125 | NS      | $52541.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $49.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHEN SED INDUSTRY CO., LTD.                                  | SHENZHEN SED INDUSTRY CO-A COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |      3900 | NS      | $14192.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC.                                                       | ADOBE INC COMMON STOCK                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |      2284 | NS      | $787820.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                                  | BLACKROCK INC COMMON STOCK                                          | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               |  | US        |        23 | NS      | $16468.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental, S.A.B. de C.V.                                 | ARCA CONTINENTAL SAB DE CV COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               |  | MX        |      7008 | NS      | $58094.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-33.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings, Inc.                                        | H.U. GROUP HOLDINGS INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3700 | NS      | $74264.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                           | CVS HEALTH CORP COMMON STOCK                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      1340 | NS      | $136519.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $93.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc.                                           | TFI INTERNATIONAL INC COMMON STOCK                                  | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               |  | CA        |       113 | NS      | $12169.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                          | AON PLC-CLASS A COMMON STOCK                                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |        35 | NS      | $10789.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY COMMON STOCK                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |       158 | NS      | $18329.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1008795.97  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $60.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI SOCIETA PER AZIONI                        | ASSICURAZIONI GENERALI COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               |  | IT        |       637 | NS      | $11181.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9882.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                  | FMC CORP COMMON STOCK                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |       116 | NS      | $15154.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AOYAMA TRADING Co., Ltd.                                         | AOYAMA TRADING CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300FYZLM486BSOQ14       | Long             | EC               |  | JP        |     11100 | NS      | $80564.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICONY ELECTRONICS CO., LTD.                                    | CHICONY ELECTRONICS CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               |  | TW        |     78000 | NS      | $211296.23    | 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        |    125400 | NS      | $20944.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE, INC.                                  | OLD DOMINION FREIGHT LINE COMMON STOCK                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               |  | US        |       129 | NS      | $39036.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LIMITED                                               | ICICI BANK LTD COMMON STOCK                                         | CUSIP: Y3860Z132<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               |  | IN        |      3163 | NS      | $37059.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-2724.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-11.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                   | KROGER CO COMMON STOCK                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      7900 | NS      | $388601.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $30.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3854.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $13690.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                                         | EXTRA SPACE STORAGE INC REIT                                        | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       282 | NS      | $45314.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $66.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANILA ELECTRIC CO.                                              | MANILA ELECTRIC COMPANY COMMON STOCK                                | CUSIP: N/A<br>LEI: 254900RDFLCM12O8SK69       | Long             | EC               |  | PH        |      3950 | NS      | $19588.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORPORATION                                               | SUBARU CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               |  | JP        |      6800 | NS      | $115259.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |     11850 | NS      | $190309.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                       | COGNIZANT TECH SOLUTIONS-A COMMON STOCK                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |      1200 | NS      | $74652.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                 | ARCELORMITTAL COMMON STOCK                                          | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               |  | NL        |     18789 | NS      | $509758.63    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JABIL INC.                                                       | JABIL INC COMMON STOCK                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |      1737 | NS      | $125394.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-435.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                         | ALLSTATE CORP COMMON STOCK                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |      9500 | NS      | $1272050.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.13         | 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        |    266000 | NS      | $269674.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $53.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                          | CAN IMPERIAL BK OF COMMERCE COMMON STOCK                            | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               |  | CA        |      3000 | NS      | $143372.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $401.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIMBLE INC.                                                     | TRIMBLE INC COMMON STOCK                                            | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               |  | US        |       138 | NS      | $8245.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION COMMON STOCK                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               |  | US        |       136 | NS      | $12147.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $54.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-6.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC.                                                        | EBAY INC COMMON STOCK                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |     19537 | NS      | $887761.28    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                   | COMMONWEALTH BANK OF AUSTRAL COMMON STOCK                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               |  | AU        |       307 | NS      | $22323.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                                           | ALIGN TECHNOLOGY INC COMMON STOCK                                   | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               |  | US        |        81 | NS      | $15929.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| en Japan Inc.                                                    | EN JAPAN INC COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11000 | NS      | $196282.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HD HYUNDAI CO.,LTD.                                              | HD HYUNDAI COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       461 | NS      | $22794.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTILAL OSWAL FINANCIAL SERVICES LIMITED                         | MOTILAL OSWAL FINANCIAL SERV COMMON STOCK                           | CUSIP: N/A<br>LEI: 3358004GYYY6FUXX1P93       | Long             | EC               |  | IN        |       952 | NS      | $7773.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $95.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON COMMON STOCK                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |      3100 | NS      | $551800.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco Aktiebolag                                           | ATLAS COPCO AB-A SHS COMMON STOCK                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               |  | SE        |       933 | NS      | $11453.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSU GROUP INC.                                                | DENTSU GROUP INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               |  | JP        |       900 | NS      | $28841.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                        | NESTE OYJ COMMON STOCK                                              | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               |  | FI        |      1040 | NS      | $53116.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-4.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ETABLISSEMENTEN FRANZ COLRUYT NV                                 | COLRUYT SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               |  | BE        |      2100 | NS      | $54893.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-56.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAJIMA CORPORATION                                               | KAJIMA CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     36800 | NS      | $412078.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $143632.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-21.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $22.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $154.61       | 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        |      3547 | NS      | $9495.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR CO COMMON STOCK                                          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |       980 | NS      | $13622.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO.,LTD.                                               | TOKYO GAS CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               |  | JP        |     47000 | NS      | $855581.74    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Electricity Company SJSC                                   | SAUDI ELECTRICITY CO COMMON STOCK                                   | CUSIP: N/A<br>LEI: 549300FXO4ZXUIAXGP41       | Long             | EC               |  | SA        |     10558 | NS      | $70009.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-197.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADTRAN HOLDINGS, INC.                                            | ADTRAN HOLDINGS INC COMMON STOCK                                    | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               |  | US        |      1283 | NS      | $26006.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON, INC.                                                | DR HORTON INC COMMON STOCK                                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               |  | US        |      1600 | NS      | $137600.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TJX COMPANIES, INC.                                          | TJX COMPANIES INC COMMON STOCK                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               |  | US        |     16663 | NS      | $1333873.15   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $807.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheil Worldwide Inc                                              | CHEIL WORLDWIDE INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       875 | NS      | $16229.29     | 0.01%             |  |  |  | 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        |   1510392 | NS      | $1510392.05   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                  | GRUPO AEROPORT DEL SURESTE-B COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               |  | MX        |       340 | NS      | $8397.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                                   | TRINSEO PLC COMMON STOCK                                            | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               |  | US        |     21560 | NS      | $531454.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                    | BROADCOM INC COMMON STOCK                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |       117 | NS      | $64470.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                                   | PENTAIR PLC COMMON STOCK                                            | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               |  | US        |       459 | NS      | $21008.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSY GROUP LIMITED                                                | SSY GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     72000 | NS      | $36146.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $311.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $14.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                               | PROVIDENT FINANCIAL SERVICES COMMON STOCK                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               |  | US        |      1418 | NS      | $31947.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                    | THERMO FISHER SCIENTIFIC INC COMMON STOCK                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      1110 | NS      | $621844.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-11.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAIHEIYO CEMENT CORPORATION                                      | TAIHEIYO CEMENT CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7700 | NS      | $120533.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTEVOLL SEAFOOD ASA                                            | AUSTEVOLL SEAFOOD ASA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXFFDC03       | Long             | EC               |  | NO        |      6400 | NS      | $51699.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $142.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                | NUCOR CORP COMMON STOCK                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               |  | US        |       513 | NS      | $76924.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NHPC LIMITED                                                     | NHPC LTD COMMON STOCK                                               | CUSIP: Y6268G101<br>LEI: 3358003ZPPTGWT595J46 | Long             | EC               |  | IN        |    462100 | NS      | $239822.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                             | SOFTBANK GROUP CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               |  | JP        |     17900 | NS      | $776201.11    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                         | TENCENT HOLDINGS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               |  | HK        |      1000 | NS      | $37842.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-393.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.70        | -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        |       352 | NS      | $9812.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Telekom Tavkozlesi Nyilvanosan Mukodo Reszvenytarsasag    | MAGYAR TELEKOM TELECOMMUNICA COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900CA1YDA41X76751       | Long             | EC               |  | HU        |    282627 | NS      | $236020.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FUFENG GROUP LIMITED                                             | FUFENG GROUP LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300OQ91X6COVM4483       | Long             | EC               |  | HK        |    180226 | NS      | $114899.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GRASIM INDUSTRIES LTD                                            | GRASIM INDUSTRIES LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 335800WLY7FOIT3ERV21       | Long             | EC               |  | IN        |      4366 | NS      | $94512.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $52.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC COMMON STOCK                                           | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |      1033 | NS      | $28862.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                          | WALT DISNEY CO/THE COMMON STOCK                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |       304 | NS      | $29752.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $146.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACY'S, INC.                                                     | MACY'S INC COMMON STOCK                                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |     21060 | NS      | $494910.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WENS FOODSTUFF GROUP CO., LTD.                                   | WENS FOODSTUFFS GROUP CO - A COMMON STOCK                           | CUSIP: N/A<br>LEI: 3003005O7DXT61IXLJ96       | Long             | EC               |  | CN        |     21900 | NS      | $55288.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY COMMON STOCK                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |       859 | NS      | $79947.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                         | ADVANCE AUTO PARTS INC COMMON STOCK                                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |      5000 | NS      | $754950.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| China Railway Signal & Communication Corporation Limited         | CHINA RAILWAY SIGNAL & COM-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900GK68ZHDM38WD21       | Long             | EC               |  | HK        |    384000 | NS      | $123448.12    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UNIPOLSAI ASSICURAZIONI S.P.A.                                   | UNIPOLSAI ASSICURAZIONI SPA COMMON STOCK                            | CUSIP: N/A<br>LEI: 815600E31C4E7006AB54       | Long             | EC               |  | IT        |     75012 | NS      | $189356.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK ROSSII PAO                                              | Sberbank of Russia PJSC PREFERRED STOCK                             | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EP               |  | RU        |    147000 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAI UNION GROUP PCL - RTS                                       | THAI UNION GROUP PCL - RTS ISSUE 0.0284:1 / TERMS 1:1               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |      6162 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co.,Ltd.                                           | CREDIT SAISON CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               |  | JP        |     44200 | NS      | $560794.42    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                                    | STERIS PLC COMMON STOCK                                             | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |       160 | NS      | $29718.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                                      | TESLA INC COMMON STOCK                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |       370 | NS      | $72039.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                                   | TAPESTRY INC COMMON STOCK                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               |  | US        |     21000 | NS      | $793170.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-136.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                          | WPP PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               |  | GB        |      1521 | NS      | $15794.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PEARSON PLC                                                      | PEARSON PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               |  | GB        |      1958 | NS      | $23347.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                  | NORSK HYDRO ASA COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               |  | NO        |      1928 | NS      | $14338.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $84.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                       | UNITED NATURAL FOODS INC COMMON STOCK                               | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |     14110 | NS      | $672764.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $157.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KIATNAKIN PHATRA BANK PUBLIC COMPANY LIMITED                     | Kiatnakin Phatra Bank Public Company Limited COMMON STOCK           | CUSIP: N/A<br>LEI: 254900UPQE3MNOEDXK30       | Long             | EC               |  | TH        |     66500 | NS      | $135645.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                               | AMERICAN INTERNATIONAL GROUP COMMON STOCK                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               |  | US        |       211 | NS      | $13316.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | SAMSUNG ELECTR-GDR REG S DEPOSITARY RECEIPT                         | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               |  | US        |       958 | NS      | $1129537.09   | 0.45%             |  |  |  | Yes           |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $49.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                                  | UGI CORP COMMON STOCK                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |      3700 | NS      | $143005.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERVA S.A.                                                     | MINERVA SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 391200UHL6YHY0OA1P30       | Long             | EC               |  | BR        |     18300 | NS      | $43324.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH, INC.                                            | CARDINAL HEALTH INC COMMON STOCK                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |       348 | NS      | $27899.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-74.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORP COMMON STOCK                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |       470 | NS      | $32204.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                               | HEWLETT PACKARD ENTERPRISE COMMON STOCK                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               |  | US        |      2406 | NS      | $40372.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $61.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $589.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                              | ENTERGY CORP COMMON STOCK                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |       900 | NS      | $104643.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-0.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                           | CVS HEALTH CORP COMMON STOCK                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      2100 | NS      | $213948.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $-5.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-174.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $23.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sahara International Petrochemical Co.                           | SAHARA INTERNATIONAL PETROCH COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      6079 | NS      | $58885.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE S.A.                                                        | VALE SA COMMON STOCK                                                | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               |  | BR        |       900 | NS      | $14671.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $92.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-845.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                                     | 3I GROUP PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               |  | GB        |      1946 | NS      | $31593.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                                     | LINDE PLC COMMON STOCK                                              | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               |  | US        |      4288 | NS      | $1442826.24   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                              | CISCO SYSTEMS INC COMMON STOCK                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |      6500 | NS      | $323180.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corporation                                    | FUJIFILM HOLDINGS CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               |  | JP        |      4039 | NS      | $215008.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO SUISAN KAISHA, LTD.                                         | TOYO SUISAN KAISHA LTD COMMON STOCK                                 | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               |  | JP        |      1598 | NS      | $66480.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LIMITED                                | POWER FINANCE CORPORATION COMMON STOCK                              | CUSIP: Y7082R109<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | EC               |  | IN        |    113285 | NS      | $189985.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                | FIRSTENERGY CORP COMMON STOCK                                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |       438 | NS      | $18063.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMERI CO.,LTD.                                                  | KOMERI CO LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12300 | NS      | $229791.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Saratoga Investama Sedaya Tbk                                 | SARATOGA INVESTAMA SEDAYA TB COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900LIRX29G7OOIT03       | Long             | EC               |  | ID        |    308242 | NS      | $52066.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-231.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $4051.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH CORP.                                                        | PVH CORP COMMON STOCK                                               | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |      7290 | NS      | $489742.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| E INK HOLDINGS INC.                                              | E INK HOLDINGS INC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900UOR451FJJYL571       | Long             | EC               |  | TW        |     17434 | NS      | $104536.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR INC.                                                 | CATERPILLAR INC COMMON STOCK                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               |  | US        |        53 | NS      | $12529.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $102.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               |  | NO        |       501 | NS      | $9661.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11902.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY, INC.                               | AMERICAN WATER WORKS CO INC COMMON STOCK                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               |  | US        |        81 | NS      | $12292.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-26.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY & CO COMMON STOCK                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |        73 | NS      | $27088.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-67.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOGEN INC.                                                      | BIOGEN INC COMMON STOCK                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |        94 | NS      | $28685.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-48.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-18.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $1275.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co., Ltd.                                              | SK SQUARE CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      2356 | NS      | $68259.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                    | ALIMENTATION COUCHE-TARD INC COMMON STOCK                           | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               |  | CA        |       205 | NS      | $9266.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                                | DOLLAR TREE INC COMMON STOCK                                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               |  | US        |      8000 | NS      | $1202320.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-29.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                                      | KINSALE CAPITAL GROUP INC COMMON STOCK                              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |       244 | NS      | $75203.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $0.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-705.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                        | ORION OYJ-CLASS B COMMON STOCK                                      | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               |  | FI        |       276 | NS      | $14418.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1429.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-27.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                   | CITIGROUP INC COMMON STOCK                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |       472 | NS      | $22849.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $8.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                  | UNITED THERAPEUTICS CORP COMMON STOCK                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      5300 | NS      | $1483417.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-99.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                 | AMAZON.COM INC COMMON STOCK                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |       341 | NS      | $32920.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                          | EXXON MOBIL CORP COMMON STOCK                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |      2400 | NS      | $267216.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co., Ltd.                                           | YAMAHA MOTOR CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               |  | JP        |      2706 | NS      | $67080.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORPORATION                                            | ALBEMARLE CORP COMMON STOCK                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               |  | US        |       397 | NS      | $110362.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $75.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG INNOTEK CO.,LTD                                               | LG INNOTEK CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               |  | KR        |       109 | NS      | $26279.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-3.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                                          | LANTHEUS HOLDINGS INC COMMON STOCK                                  | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |      1286 | NS      | $79834.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-64.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1821.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                      | INTL BUSINESS MACHINES CORP COMMON STOCK                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |       243 | NS      | $36182.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen Expressway Corporation Limited                          | SHENZHEN EXPRESSWAY CORP-H COMMON STOCK                             | CUSIP: N/A<br>LEI: 300300TWTZYZK4ZONP37       | Long             | EC               |  | HK        |    138000 | NS      | $116227.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $94.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGO GROUP INTERNATIONAL HOLDINGS, LTD.                          | ARGO GROUP INTERNATIONAL COMMON STOCK                               | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               |  | US        |      9630 | NS      | $261743.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                     | BRISTOL-MYERS SQUIBB CO COMMON STOCK                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |      1022 | NS      | $82046.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $40342.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                           | CVS HEALTH CORP COMMON STOCK                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      1502 | NS      | $153023.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-7.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JNBY Design Ltd                                                  | JNBY DESIGN LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | HK        |     19999 | NS      | $20769.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE PETROLIERE IMPERIALE LTEE                              | IMPERIAL OIL LTD COMMON STOCK                                       | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               |  | CA        |       553 | NS      | $31217.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-57.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cosel Co Ltd                                                     | COSEL CO LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7300 | NS      | $44930.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING SA                                                        | KERING COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               |  | FR        |       767 | NS      | $455994.59    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HOULIHAN LOKEY, INC.                                             | HOULIHAN LOKEY INC COMMON STOCK                                     | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               |  | US        |       379 | NS      | $37274.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                                               | LIVENT CORP COMMON STOCK                                            | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               |  | US        |      3204 | NS      | $89679.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CANARA BANK LIMITED                                          | CANARA BANK COMMON STOCK                                            | CUSIP: Y1081F109<br>LEI: 335800E4RH82Z8XC3C30 | Long             | EC               |  | IN        |     11835 | NS      | $46086.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                         | HONG KONG EXCHANGES & CLEAR COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               |  | HK        |       900 | NS      | $35806.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JGC HOLDINGS CORPORATION                                         | JGC HOLDINGS CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: 5493003WMGG79YLARU68       | Long             | EC               |  | JP        |     14700 | NS      | $201775.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Limited                                                    | CHUBB LTD COMMON STOCK                                              | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               |  | US        |        81 | NS      | $17786.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute, Ltd.                                  | NOMURA RESEARCH INSTITUTE LT COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               |  | JP        |       526 | NS      | $11534.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd.                                                         | NSK LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 353800FVQK6SULSPBC69       | Long             | EC               |  | JP        |    156500 | NS      | $863011.13    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY, INC.                                             | ENPHASE ENERGY INC COMMON STOCK                                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |        39 | NS      | $12503.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WACOAL HOLDINGS CORP.                                            | WACOAL HOLDINGS CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: 3538002U6NJ8QTW6VR34       | Long             | EC               |  | JP        |     10100 | NS      | $169955.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                                | BUREAU VERITAS SA COMMON STOCK                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               |  | FR        |       529 | NS      | $13727.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Capital International Airport Company Limited            | BEIJING CAPITAL INTL AIRPO-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299001QWQN7CK66FE04       | Long             | EC               |  | HK        |     34172 | NS      | $22184.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $286.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-1.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $115.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $491214.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                             | ANALOG DEVICES INC COMMON STOCK                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               |  | US        |      6605 | NS      | $1135465.55   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHOU INTERNATIONAL GROUP HOLDINGS LIMITED                    | SHENZHOU INTERNATIONAL GROUP COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               |  | HK        |       800 | NS      | $7227.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                      | Bayerische Motoren Werke AG PREFERRED STOCK                         | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               |  | DE        |       151 | NS      | $12965.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                  | REGENERON PHARMACEUTICALS COMMON STOCK                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               |  | US        |        26 | NS      | $19544.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metsa Board Oyj                                                  | METSA BOARD OYJ-B COMMON STOCK                                      | CUSIP: N/A<br>LEI: 743700KKB8Q035K38488       | Long             | EC               |  | FI        |      2909 | NS      | $25610.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $8.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $68.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-160.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                         | ESSITY AKTIEBOLAG-B COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               |  | SE        |       872 | NS      | $21028.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Company, Limited                               | MITSUBISHI ESTATE CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               |  | JP        |     60800 | NS      | $849609.00    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNIT PAO                                                       | MAGNIT PJSC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 2534009KKPTVL99W2Y12       | Long             | EC               |  | RU        |      2567 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                    | GARTNER INC COMMON STOCK                                            | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |       355 | NS      | $124381.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-93.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON COMMON STOCK                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |      9755 | NS      | $1736390.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN GROUP LIMITED                                                | MTN GROUP LTD COMMON STOCK                                          | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               |  | ZA        |      1659 | NS      | $13818.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $132.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                          | GSK PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |     38436 | NS      | $645787.51    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                           | MITSUBISHI CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               |  | JP        |       400 | NS      | $13331.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $13.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                              | CNH INDUSTRIAL NV COMMON STOCK                                      | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               |  | US        |     39700 | NS      | $636788.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1105.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                             | PETROLEO BRASILEIRO SA PREFERRED STOCK                              | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               |  | BR        |      2700 | NS      | $13554.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENTOWN CHINA HOLDINGS LIMITED                                 | GREENTOWN CHINA HOLDINGS COMMON STOCK                               | CUSIP: N/A<br>LEI: 529900BLBC6YDNWS8530       | Long             | EC               |  | HK        |     14828 | NS      | $25503.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Najran Cement Company SJSC                                       | NAJRAN CEMENT CO COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      7381 | NS      | $24181.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-56.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $101.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS S.A.                                                     | TENARIS SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               |  | IT        |       754 | NS      | $12951.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cooperative Financial Holding Co., Ltd.                   | TAIWAN COOPERATIVE FINANCIAL COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    122542 | NS      | $106406.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $297.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOPLAST A/S                                                    | COLOPLAST-B COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               |  | DK        |        97 | NS      | $11345.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP PLC                                        | LEGAL & GENERAL GROUP PLC COMMON STOCK                              | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               |  | GB        |      5596 | NS      | $16961.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc.                                          | KB FINANCIAL GROUP INC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               |  | KR        |      2206 | NS      | $87595.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2726.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                     | EVERGY INC COMMON STOCK                                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |       237 | NS      | $14032.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                           | EVEREST RE GROUP LTD COMMON STOCK                                   | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |        87 | NS      | $29400.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                 | MARSH & MCLENNAN COS COMMON STOCK                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |       487 | NS      | $84338.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1147.33      | 0.00%             |  |  |  | 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        |        98 | NS      | $23645.63     | 0.01%             |  |  |  | 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        |     26817 | NS      | $90106.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                  | AUTOMATIC DATA PROCESSING COMMON STOCK                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |       551 | NS      | $145541.14    | 0.06%             |  |  |  | No            |                  1 | 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      | $-20.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                       | ENI SPA COMMON STOCK                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               |  | IT        |     26584 | NS      | $392198.06    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLERKNOLL, INC.                                                | MILLERKNOLL INC COMMON STOCK                                        | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               |  | US        |     18800 | NS      | $383332.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2.82         | 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        |       276 | NS      | $12976.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                                    | RELIANCE STEEL & ALUMINUM COMMON STOCK                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |       842 | NS      | $177906.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $1030.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-38.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                 | PHILIP MORRIS INTERNATIONAL COMMON STOCK                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     13200 | NS      | $1315644.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-0.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEITUAN                                                          | MEITUAN-CLASS B COMMON STOCK                                        | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               |  | HK        |     23926 | NS      | $516134.48    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corporation                                                 | KT&G CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               |  | KR        |      2100 | NS      | $159346.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $14.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $13.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Health International Inc                                      | JD HEALTH INTERNATIONAL INC COMMON STOCK                            | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               |  | HK        |      1100 | NS      | $9889.97      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $7858.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                     | FIDELITY NATIONAL INFO SERV COMMON STOCK                            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               |  | US        |      2300 | NS      | $166934.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-4.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                            | WHIRLPOOL CORP COMMON STOCK                                         | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |      1100 | NS      | $161183.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                           | SAP SE COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               |  | DE        |      7009 | NS      | $769514.70    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR CO COMMON STOCK                                          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |      5900 | NS      | $82010.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ FINANCE LIMITED                                            | BAJAJ FINANCE LTD COMMON STOCK                                      | CUSIP: Y05473122<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               |  | IN        |       106 | NS      | $8811.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC.                                                        | EBAY INC COMMON STOCK                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               |  | US        |      2100 | NS      | $95424.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                                      | TESLA INC COMMON STOCK                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |       497 | NS      | $96765.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $246.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                       | NIKE INC -CL B COMMON STOCK                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |      8232 | NS      | $902968.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $237.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                              | IMPERIAL BRANDS PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |      1087 | NS      | $27625.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REXEL SA                                                         | REXEL SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               |  | FR        |     34427 | NS      | $625986.79    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | SAMSUNG ELECTRONICS CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               |  | KR        |       734 | NS      | $35267.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-0.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $4.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LIMITED                                                  | INFOSYS LTD-SP ADR DEPOSITARY RECEIPT                               | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               |  | US        |      2792 | NS      | $56817.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORP COMMON STOCK                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               |  | US        |      5076 | NS      | $347807.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-82.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                     | CADENCE DESIGN SYS INC COMMON STOCK                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |       189 | NS      | $32515.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corporation                                               | WIWYNN CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               |  | TW        |      4000 | NS      | $115431.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $137.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $737.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                    | ALPHABET INC-CL A COMMON STOCK                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     23876 | NS      | $2411237.24   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                                | SCHLUMBERGER LTD COMMON STOCK                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |      5095 | NS      | $262647.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-89.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-38.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2885.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-929.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT DATA CORPORATION                                             | NTT DATA CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               |  | JP        |      7451 | NS      | $114072.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $595.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                           | LOWE'S COS INC COMMON STOCK                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |      4308 | NS      | $915665.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                                | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |        26 | NS      | $38208.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-126.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wiz Solucoes e Corretagem de Seguros S.A.                        | WIZ SOLUCOES E CORRETAGEM DE COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |     28447 | NS      | $43275.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1324.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE Energia Chile S.A.                                         | ENGIE ENERGIA CHILE SA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | EC               |  | CL        |     14637 | NS      | $7407.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI GLOVIS Co., LTD.                                         | HYUNDAI GLOVIS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               |  | KR        |        99 | NS      | $13430.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                      | PFIZER INC COMMON STOCK                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |      8300 | NS      | $416079.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22.64        | 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        |       463 | NS      | $32762.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-43.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNONWEALTH ELECTRIC MACHINE INDUSTRY CO., LTD.                  | SUNONWEALTH ELECTRIC MACHINE COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      5000 | NS      | $7670.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $30.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-52097.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                           | MITSUBISHI CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               |  | JP        |      4600 | NS      | $153314.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Bank SJSC                                                 | ALINMA BANK COMMON STOCK                                            | CUSIP: N/A<br>LEI: 558600HPAUTN6XSVBK93       | Long             | EC               |  | SA        |      7249 | NS      | $67102.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC.                                              | Liberty Energy Inc COMMON STOCK                                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |     45830 | NS      | $757569.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $267.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEADFAST GROUP LTD                                              | STEADFAST GROUP LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     18078 | NS      | $64697.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinxiang Richful Lube Additive Co Ltd                            | XINXIANG RICHFUL LUBE ADDI-A COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |      2200 | NS      | $41500.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-733.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                                   | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |      3800 | NS      | $370500.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                    | GOLDMAN SACHS GROUP INC COMMON STOCK                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               |  | US        |        92 | NS      | $35525.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                           | CMS ENERGY CORP COMMON STOCK                                        | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |       214 | NS      | $13068.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-3.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $23.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-2022.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $5.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                              | MTU AERO ENGINES AG COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               |  | DE        |      1417 | NS      | $295650.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZLEY PLC                                                      | BEAZLEY PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               |  | GB        |     10499 | NS      | $81913.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                      | REGENCY CENTERS CORP REIT                                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       236 | NS      | $15677.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                                      | HOST HOTELS & RESORTS INC REIT                                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      6683 | NS      | $126576.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                            | LAS VEGAS SANDS CORP COMMON STOCK                                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               |  | US        |     22400 | NS      | $1049216.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-186.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC.                                                       | CANON INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |      7100 | NS      | $164235.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LIXIL Corporation                                                | LIXIL CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               |  | JP        |       600 | NS      | $9219.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                  | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK                           | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |      1534 | NS      | $44233.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $77.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUMMINS INC.                                                     | CUMMINS INC COMMON STOCK                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |        99 | NS      | $24864.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-959.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $111.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-6.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                                    | CARLSBERG AS-B COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               |  | DK        |        87 | NS      | $10881.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                                  | STELLANTIS NV COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               |  | FR        |       846 | NS      | $13175.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $259.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORPORATION                                       | AVERY DENNISON CORP COMMON STOCK                                    | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               |  | US        |        80 | NS      | $15466.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                              | IMPERIAL BRANDS PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               |  | GB        |      6300 | NS      | $160113.59    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI EMGMKT       DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -153 | NC      | $-7516125.77  | -3.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                           | DBS GROUP HOLDINGS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |      3200 | NS      | $82870.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Corporation financiere                                    | INTACT FINANCIAL CORP COMMON STOCK                                  | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               |  | CA        |       538 | NS      | $79868.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                                            | SHENG SIONG GROUP LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SG        |      9641 | NS      | $11610.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                        | CONSOLIDATED EDISON INC COMMON STOCK                                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |       169 | NS      | $16568.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-32721.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-3.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO OHKA KOGYO CO., LTD.                                       | TOKYO OHKA KOGYO CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       149 | NS      | $7451.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWNE BANK                                                       | TOWNE BANK COMMON STOCK                                             | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               |  | US        |      1200 | NS      | $38760.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-265.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Retail Corporation PCL                                   | CENTRAL RETAIL CORP-FOREIGN COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    114700 | NS      | $140994.62    | 0.06%             |  |  |  | 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        |     30600 | NS      | $1027794.53   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KURARAY CO.,LTD.                                                 | KURARAY CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               |  | JP        |     33100 | NS      | $263069.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-406.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-609.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc                                            | BILL.COM HOLDINGS INC COMMON STOCK                                  | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               |  | US        |       143 | NS      | $17220.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                            | VODAFONE GROUP PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               |  | GB        |     20220 | NS      | $22130.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $219.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MD MEDICAL GROUP INVESTMENTS PLC                                 | MD MEDICAL GROUP IN-GDR REGS DEPOSITARY RECEIPT                     | CUSIP: 55279C200<br>LEI: 213800XKI6VHY4JBS612 | Long             | EC               |  | GB        |     29105 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                 | PERNOD RICARD SA COMMON STOCK                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               |  | FR        |       879 | NS      | $172546.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-2.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $82.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANKA d.d., Ljubljana                           | NOVA LJUBLJANSKA B-GDR REG S DEPOSITARY RECEIPT                     | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               |  | GB        |     23774 | NS      | $290076.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                                  | PBF ENERGY INC-CLASS A COMMON STOCK                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |     16590 | NS      | $659784.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                               | TARGET CORP COMMON STOCK                                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |       466 | NS      | $77854.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN, INC.                                              | KINDER MORGAN INC COMMON STOCK                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |      8300 | NS      | $158696.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BIM BIRLESIK MAGAZALAR ANONIM SIRKETI                            | BIM BIRLESIK MAGAZALAR AS COMMON STOCK                              | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               |  | TR        |      7321 | NS      | $53213.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-220.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                         | ENGIE COMMON STOCK                                                  | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               |  | FR        |       685 | NS      | $10303.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.                              | ALLISON TRANSMISSION HOLDING COMMON STOCK                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |      5300 | NS      | $237440.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-2.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-37.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2276.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-0.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Fibreboard Bhd                                         | EVERGREEN FIBREBOARD BHD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |    126172 | NS      | $11702.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPAC FINANCIAL HOLDINGS COMPANY LIMITED                       | SINOPAC FINANCIAL HOLDINGS COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    232300 | NS      | $137722.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASUSTEK COMPUTER INCORPORATION                                   | ASUSTEK COMPUTER INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               |  | TW        |      1000 | NS      | $8692.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                     | UNITED OVERSEAS BANK LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               |  | SG        |      8600 | NS      | $196912.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $121.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $434.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KUMHO Engineering & Construction Co., Ltd.                       | KUMHO Engineering & Construction Co Ltd COMMON STOCK                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      2572 | NS      | $16009.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1867.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/CAD SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $12936.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc.                                               | DOOSAN BOBCAT INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      6065 | NS      | $166011.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WIRTUALNA POLSKA HOLDING SPOLKA AKCYJNA                          | WIRTUALNA POLSKA HOLDING SA COMMON STOCK                            | CUSIP: N/A<br>LEI: 259400CSG9BYRIFPJ169       | Long             | EC               |  | PL        |      3900 | NS      | $82898.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NK ROSNEFT' PAO                                                  | ROSNEFT OIL CO PJSC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 253400JT3MQWNDKMJE44       | Long             | EC               |  | RU        |     30547 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO P.L.C.                                  | BRITISH AMERICAN TOBACCO PLC COMMON STOCK                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               |  | GB        |      3800 | NS      | $153952.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Banking & Investment Corporation SJSC                   | AL RAJHI BANK COMMON STOCK                                          | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               |  | SA        |       588 | NS      | $12661.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                      | ONEOK INC COMMON STOCK                                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               |  | US        |       165 | NS      | $11041.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-50.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                       | LAMB WESTON HOLDINGS INC COMMON STOCK                               | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               |  | US        |      1030 | NS      | $89507.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DCM Holdings Co., Ltd.                                           | DCM HOLDINGS CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 353800S1QF5V2DN70A36       | Long             | EC               |  | JP        |     22400 | NS      | $184990.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-871.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                         | STATE STREET CORP COMMON STOCK                                      | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |       220 | NS      | $17527.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO.,LTD                                            | HYUNDAI MOBIS CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               |  | KR        |       177 | NS      | $28971.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JINDAL SAW LIMITED                                               | JINDAL SAW LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 335800DDPMLWP71NRQ10       | Long             | EC               |  | IN        |     38847 | NS      | $44725.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                                       | MANHATTAN ASSOCIATES INC COMMON STOCK                               | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               |  | US        |      1001 | NS      | $126065.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-326.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                                    | ORGANON & CO COMMON STOCK                                           | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |       690 | NS      | $17953.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $164.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LIMITED                                                  | INFOSYS LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               |  | IN        |      9586 | NS      | $194844.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co., Ltd                                | YUANTA FINANCIAL HOLDING CO COMMON STOCK                            | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               |  | TW        |    142140 | NS      | $104584.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $124.38       | 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        |        90 | NS      | $14733.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               |  | FR        |       292 | NS      | $8167.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-10.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-8.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                               | GILDAN ACTIVEWEAR INC COMMON STOCK                                  | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               |  | CA        |      3040 | NS      | $87340.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-1745.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                           | DXC TECHNOLOGY CO COMMON STOCK                                      | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |     23090 | NS      | $685080.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                              | CHINA CONSTRUCTION BANK-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               |  | HK        |    646000 | NS      | $391232.18    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SAWAI GROUP HOLDINGS Co., Ltd.                                   | SAWAI GROUP HOLDINGS CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7700 | NS      | $235947.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                                        | ENOVA INTERNATIONAL INC COMMON STOCK                                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               |  | US        |       599 | NS      | $24163.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $595.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                       | NORTHERN TRUST CORP COMMON STOCK                                    | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               |  | US        |       261 | NS      | $24301.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                          | M&G PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               |  | GB        |      4020 | NS      | $9281.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAP INDUSTRIAL HOLDINGS LIMITED                                  | KAP INDUSTRIAL HOLDINGS LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 3789001F51BC0045FD42       | Long             | EC               |  | ZA        |    107850 | NS      | $28488.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                  | KLA CORP COMMON STOCK                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               |  | US        |        65 | NS      | $25554.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $54.46        | 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      | $5.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $28.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $47.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                         | SONOCO PRODUCTS CO COMMON STOCK                                     | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |      2100 | NS      | $128877.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                                          | BATH & BODY WORKS INC COMMON STOCK                                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               |  | US        |      1726 | NS      | $73355.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| X5 RETAIL GROUP NV                                               | X 5 RETAIL GROUP NV-REGS GDR DEPOSITARY RECEIPT                     | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               |  | GB        |      9308 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aritzia Inc.                                                     | ARITZIA INC-SUBORDINATE VOTI COMMON STOCK                           | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               |  | CA        |      1426 | NS      | $53823.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                     | SHERWIN-WILLIAMS CO/THE COMMON STOCK                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |      4563 | NS      | $1137008.34   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPPI LIMITED                                                    | SAPPI LIMITED COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300SSI7XQH8ESJG95       | Long             | EC               |  | ZA        |     59211 | NS      | $171155.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERCO GROUP PLC                                                  | SERCO GROUP PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               |  | GB        |     21515 | NS      | $44600.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                   | MURATA MANUFACTURING CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               |  | JP        |      7000 | NS      | $379983.04    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC LIMITED                                                      | ITC LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               |  | IN        |     54161 | NS      | $226887.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | EDISON INTERNATIONAL COMMON STOCK                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               |  | US        |      1329 | NS      | $88591.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-170.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVB FINANCIAL CORP.                                              | CVB FINANCIAL CORP COMMON STOCK                                     | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               |  | US        |      2471 | NS      | $70868.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                                                         | MOWI ASA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               |  | NO        |       792 | NS      | $12257.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/TRY SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-24.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $50.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SFP Tech Holdings Bhd                                            | SFP TECH HOLDINGS BHD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     15500 | NS      | $6219.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $2.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $0.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                                    | AMERISOURCEBERGEN CORP COMMON STOCK                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |       149 | NS      | $25432.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-105.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-254.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $863.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |       800 | NS      | $259516.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-25.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                          | CAN IMPERIAL BK OF COMMERCE COMMON STOCK                            | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               |  | CA        |       926 | NS      | $44254.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols, S.A.                                                    | GRIFOLS SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               |  | ES        |     29842 | NS      | $316363.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                        | JM SMUCKER CO/THE COMMON STOCK                                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |        61 | NS      | $9394.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ, a.s.                                                        | CEZ AS COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               |  | CZ        |      5734 | NS      | $194953.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding AG                                | TELEFONICA DEUTSCHLAND HOLDI COMMON STOCK                           | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               |  | DE        |      4643 | NS      | $10988.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $3.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CHEMICALS GROUP BERHAD                                  | PETRONAS CHEMICALS GROUP BHD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     42296 | NS      | $81506.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                             | ASTELLAS PHARMA INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               |  | JP        |       700 | NS      | $10743.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $214.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $249.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $1.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-92.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizen Watch Co., Ltd.                                          | CITIZEN WATCH CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 529900DUZBKERKGQ2628       | Long             | EC               |  | JP        |     71800 | NS      | $312015.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-35614.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $34.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC.                                            | JACOBS SOLUTIONS INC COMMON STOCK                                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               |  | US        |       268 | NS      | $33912.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-53.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORPORATION                                                | INPEX CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               |  | JP        |      1000 | NS      | $10905.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                         | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |       700 | NS      | $223020.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAW COMMUNICATIONS INC.                                         | SHAW COMMUNICATIONS INC-B COMMON STOCK                              | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               |  | CA        |       439 | NS      | $11887.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                    | BROADCOM INC COMMON STOCK                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |       258 | NS      | $142165.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $19.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $15.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                           | CVS HEALTH CORP COMMON STOCK                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |     11600 | NS      | $1181808.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPEQ MANUFACTURING CO., LTD.                                   | COMPEQ MANUFACTURING CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     99000 | NS      | $161275.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL, S.A.B. DE C.V.                           | EL PUERTO DE LIVERPOOL-C1 COMMON STOCK                              | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | EC               |  | MX        |      1000 | NS      | $5785.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYTILINEOS S.A.                                                  | MYTILINEOS S.A. COMMON STOCK                                        | CUSIP: N/A<br>LEI: 213800KT8MEUJEJ2KW41       | Long             | EC               |  | GR        |      5212 | NS      | $97310.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MAHINDRA AND MAHINDRA FINANCIAL SERVICES LIMITED                 | MAHINDRA & MAHINDRA FIN SECS COMMON STOCK                           | CUSIP: N/A<br>LEI: 3358004E2XAMX9DYZM69       | Long             | EC               |  | IN        |      5876 | NS      | $15613.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS CO COMMON STOCK                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               |  | US        |      5545 | NS      | $873836.55    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                              | CHEVRON CORP COMMON STOCK                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      8700 | NS      | $1594797.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Aozora Bank, Ltd.                                                | AOZORA BANK LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: X0XUGKC9FD2CYUQNC010       | Long             | EC               |  | JP        |      5700 | NS      | $106652.81    | 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        |    604000 | NS      | $275031.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-48.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                     | EVERGY INC COMMON STOCK                                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |      2400 | NS      | $142104.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DB INSURANCE CO.,LTD                                             | DB INSURANCE CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               |  | KR        |       380 | NS      | $18062.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6919.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KONE Oyj                                                         | KONE OYJ-B COMMON STOCK                                             | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               |  | FI        |       220 | NS      | $10886.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                            | WHIRLPOOL CORP COMMON STOCK                                         | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |       193 | NS      | $28280.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZPROM NEFT' PAO                                                | GAZPROM NEFT PJSC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 253400KXA9P2AN72P004       | Long             | EC               |  | RU        |      7643 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $23.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                              | HALLIBURTON CO COMMON STOCK                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |       814 | NS      | $30842.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               |  | GB        |     17000 | NS      | $166359.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1776.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co., Ltd.                                 | BANK OF COMMUNICATIONS CO-H COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               |  | HK        |    246000 | NS      | $139481.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-207.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                    | PEPSICO INC COMMON STOCK                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |      8589 | NS      | $1593345.39   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexatronic Group AB                                              | HEXATRONIC GROUP AB COMMON STOCK                                    | CUSIP: N/A<br>LEI: 2138001VSY1B4U9JLM82       | Long             | EC               |  | SE        |      2938 | NS      | $41029.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIENTAL LAND CO.,LTD.                                           | ORIENTAL LAND CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               |  | JP        |       100 | NS      | $14304.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP COMMON STOCK                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               |  | US        |       993 | NS      | $18678.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               |  | GB        |   1438124 | NS      | $810843.67    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-82.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-66.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEGON N.V.                                                       | AEGON NV COMMON STOCK                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               |  | NL        |      3602 | NS      | $17472.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $84.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIL INDIA LIMITED                                                | OIL INDIA LTD COMMON STOCK                                          | CUSIP: Y64210100<br>LEI: 335800XXEP14XISP1A16 | Long             | EC               |  | IN        |     63500 | NS      | $160875.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                          | WPP PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               |  | GB        |     59494 | NS      | $617819.08    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-61.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                              | COTERRA ENERGY INC COMMON STOCK                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               |  | US        |      1077 | NS      | $30059.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                          | APPLIED MATERIALS INC COMMON STOCK                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               |  | US        |       154 | NS      | $16878.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pou Chen Corporation                                             | POU CHEN COMMON STOCK                                               | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               |  | TW        |    109000 | NS      | $114804.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BENEFIT SYSTEMS SPOLKA AKCYJNA                                   | BENEFIT SYSTEMS SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2594007UY43JEUOLID52       | Long             | EC               |  | PL        |       776 | NS      | $115277.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                                  | CSG SYSTEMS INTL INC COMMON STOCK                                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |      2600 | NS      | $160784.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-3.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACNICA HOLDINGS, INC.                                           | MACNICA HOLDINGS INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       658 | NS      | $16503.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $54.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTROCK COMPANY                                                 | WESTROCK CO COMMON STOCK                                            | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               |  | US        |       941 | NS      | $35682.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Kalbe Farma Tbk                                               | KALBE FARMA TBK PT COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900PRQI8S32HOE387       | Long             | EC               |  | ID        |    357763 | NS      | $47224.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $493.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                   | CME GROUP INC COMMON STOCK                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |      5196 | NS      | $917094.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank Public Company Limited                              | BANGKOK BANK PUBLIC CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               |  | TH        |     35900 | NS      | $147503.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Trina Solar Co., Ltd.                                            | TRINA SOLAR CO LTD-A COMMON STOCK                                   | CUSIP: N/A<br>LEI: 30030040IFQ4UMZDUU48       | Long             | EC               |  | CN        |      3520 | NS      | $32130.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $543.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM, INC.                                                     | JD.COM INC-ADR DEPOSITARY RECEIPT                                   | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               |  | US        |      1129 | NS      | $64556.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                               | EPAM SYSTEMS INC COMMON STOCK                                       | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |        59 | NS      | $21746.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1326.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-42.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bumrungrad Hospital Public Company Limited                       | BUMRUNGRAD HOSPITAL PCL COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |      7169 | NS      | $46372.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $390.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                    | GOLDMAN SACHS GROUP INC COMMON STOCK                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               |  | US        |      2133 | NS      | $823657.95    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-1263.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Limited                                                   | AMDOCS LTD COMMON STOCK                                             | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |      4800 | NS      | $426528.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $130.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AISIN CORPORATION                                                | AISIN CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               |  | JP        |     16000 | NS      | $436373.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                            | NOMURA HOLDINGS INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               |  | JP        |     46000 | NS      | $166135.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PAO                                                      | GAZPROM PJSC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               |  | RU        |     54000 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA                         | BANK PEKAO SA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               |  | PL        |     21467 | NS      | $405866.94    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-146.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                 | ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               |  | CH        |      2708 | NS      | $878463.14    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-15.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                     | NORTHROP GRUMMAN CORP COMMON STOCK                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |       300 | NS      | $159987.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $122.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alsea, S.A.B. de C.V.                                            | ALSEA SAB DE CV COMMON STOCK                                        | CUSIP: N/A<br>LEI: 4469000001BJLPKNUN21       | Long             | EC               |  | MX        |     62478 | NS      | $125126.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                     | BRISTOL-MYERS SQUIBB CO COMMON STOCK                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |      8300 | NS      | $666324.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KT CORPORATION                                                   | KT CORP COMMON STOCK                                                | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               |  | KR        |      2903 | NS      | $82871.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $330.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $42.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-143.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                      | WESTERN DIGITAL CORP COMMON STOCK                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               |  | US        |       745 | NS      | $27378.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $87.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-53.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                      | ABBVIE INC COMMON STOCK                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |       427 | NS      | $68823.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENN ENERGY HOLDINGS LIMITED                                      | ENN ENERGY HOLDINGS LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               |  | HK        |       900 | NS      | $12762.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $29416.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                  | NATIONAL AUSTRALIA BANK LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               |  | AU        |      2248 | NS      | $47740.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTUS HOLDINGS LIMITED                                           | MOTUS HOLDINGS LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ZA        |     12636 | NS      | $86725.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANON INC.                                                       | CANON INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               |  | JP        |     15357 | NS      | $355235.45    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-2.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                        | AXFOOD AB COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               |  | SE        |       942 | NS      | $25022.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                           | MERCEDES-BENZ GROUP AG COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               |  | DE        |      1927 | NS      | $129549.41    | 0.05%             |  |  |  | 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        |       -20 | NC      | $-816515.66   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LIMITED                                             | ISUZU MOTORS LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               |  | JP        |       800 | NS      | $10373.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARK NEW ZEALAND LIMITED                                        | SPARK NEW ZEALAND LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               |  | NZ        |      2641 | NS      | $8486.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO.                                          | VICTORIA'S SECRET & CO COMMON STOCK                                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               |  | US        |     11550 | NS      | $531300.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                             | EMERSON ELECTRIC CO COMMON STOCK                                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |       120 | NS      | $11492.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES S.A.                                                    | BOUYGUES SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               |  | FR        |       261 | NS      | $7986.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $4245.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI SA                                                        | SANOFI COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |      2100 | NS      | $187696.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sok Marketler Ticaret AS                                         | SOK MARKETLER TICARET AS COMMON STOCK                               | CUSIP: N/A<br>LEI: 7890005KB5WP0KUURR88       | Long             | EC               |  | TR        |     98716 | NS      | $132161.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LIMITED                                                 | WH GROUP LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               |  | HK        |     14500 | NS      | $8501.72      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                       | ALLIANZ SE-REG COMMON STOCK                                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               |  | DE        |      2834 | NS      | $598586.52    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $36.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-23.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN HOLDING, INC.                                           | JELD-WEN HOLDING INC COMMON STOCK                                   | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               |  | US        |     44040 | NS      | $455373.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $11.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $2.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-44.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                                  | ALKERMES PLC COMMON STOCK                                           | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |       672 | NS      | $16652.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                   | LONZA GROUP AG-REG COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               |  | CH        |        61 | NS      | $31872.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                    | ALPHABET INC-CL A COMMON STOCK                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      7743 | NS      | $781965.57    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-103.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                | INTERCONTINENTAL HOTELS GROU COMMON STOCK                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               |  | GB        |       189 | NS      | $10869.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY, INC.                                             | ENPHASE ENERGY INC COMMON STOCK                                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |       367 | NS      | $117656.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1090.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                     | SHERWIN-WILLIAMS CO/THE COMMON STOCK                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |       186 | NS      | $46347.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PUBLIC LIMITED COMPANY                                       | CRH PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               |  | IE        |       252 | NS      | $10024.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $0.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNER BROS. DISCOVERY, INC.                                     | WARNER BROS DISCOVERY INC COMMON STOCK                              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               |  | US        |     22500 | NS      | $256500.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Television Holdings, Inc.                                 | NIPPON TELEVISION HOLDINGS COMMON STOCK                             | CUSIP: N/A<br>LEI: 353800QI43C3H97E4W63       | Long             | EC               |  | JP        |     36700 | NS      | $280800.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $17.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                     | ALTAGAS LTD COMMON STOCK                                            | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               |  | CA        |       431 | NS      | $7175.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                                  | M/I HOMES INC COMMON STOCK                                          | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               |  | US        |     10020 | NS      | $452703.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9413.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED                  | HOUSING DEVELOPMENT FINANCE COMMON STOCK                            | CUSIP: Y37246207<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               |  | IN        |       245 | NS      | $8143.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                      | INTL BUSINESS MACHINES CORP COMMON STOCK                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      8800 | NS      | $1310320.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $68.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GROEP BRUSSEL LAMBERT NV                                         | GROUPE BRUXELLES LAMBERT NV COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               |  | BE        |        86 | NS      | $6868.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-94.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-2.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-299.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TTY BIOPHARM COMPANY LIMITED                                     | TTY BIOPHARM CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     12000 | NS      | $30560.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $3.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $45.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                                        | ORKLA ASA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               |  | NO        |       991 | NS      | $6978.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                          | MACQUARIE GROUP LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               |  | AU        |       257 | NS      | $31184.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                     | CARREFOUR SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               |  | FR        |     14400 | NS      | $243912.81    | 0.10%             |  |  |  | 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        |     58000 | NS      | $189908.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-2804.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                   | AUTOZONE INC COMMON STOCK                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |        80 | NS      | $206320.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPEK, S.A.B. DE C.V.                                            | ALPEK SA DE CV COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | EC               |  | MX        |     11616 | NS      | $16320.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $18.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $28.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $45.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOUGANG FUSHAN RESOURCES GROUP LIMITED                          | SHOUGANG FUSHAN RESOURCES GR COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900OPUNJYLOX4OL37       | Long             | EC               |  | HK        |    416000 | NS      | $141154.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                       | TORONTO-DOMINION BANK COMMON STOCK                                  | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               |  | CA        |       500 | NS      | $33019.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LIMITED                                  | SUN HUNG KAI PROPERTIES COMMON STOCK                                | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               |  | HK        |      5000 | NS      | $60358.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1525.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                  | KLA CORP COMMON STOCK                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               |  | US        |      1626 | NS      | $639261.90    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $202.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO HEAVY INDUSTRIES, LTD.                                  | SUMITOMO HEAVY INDUSTRIES COMMON STOCK                              | CUSIP: N/A<br>LEI: 353800VSTEIRMBC3S374       | Long             | EC               |  | JP        |      9000 | NS      | $189966.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-8.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                | SONOVA HOLDING AG-REG COMMON STOCK                                  | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               |  | CH        |        26 | NS      | $6705.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SECURITY, INC.                             | FORTUNE BRANDS HOME & SECURI COMMON STOCK                           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               |  | US        |       412 | NS      | $26920.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                    | HEINEKEN NV COMMON STOCK                                            | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               |  | NL        |       239 | NS      | $21901.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                          | VEOLIA ENVIRONNEMENT COMMON STOCK                                   | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               |  | FR        |      1013 | NS      | $25942.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $4227.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-165.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                              | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |        98 | NS      | $22732.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                           | LOWE'S COS INC COMMON STOCK                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |      6983 | NS      | $1484236.65   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                    | ALPHABET INC-CL C COMMON STOCK                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      1142 | NS      | $115855.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE, INC.                                                | DOLLAR TREE INC COMMON STOCK                                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               |  | US        |       153 | NS      | $22994.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $31.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-46.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-13.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIES TOROMONT LTEE                                         | TOROMONT INDUSTRIES LTD COMMON STOCK                                | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               |  | CA        |        97 | NS      | $7325.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Qir Fertilizers and Chemical Industries Co SAE               | ABOU KIR FERTIL & CHEMICALS COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | EG        |     21611 | NS      | $29918.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                     | MATTEL INC COMMON STOCK                                             | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |      5520 | NS      | $100629.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Holdings Corp.                                                | GS HOLDINGS COMMON STOCK                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      5303 | NS      | $197107.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITUAN                                                          | MEITUAN-CLASS B COMMON STOCK                                        | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               |  | HK        |       700 | NS      | $15100.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $730.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                               | NEWELL BRANDS INC COMMON STOCK                                      | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               |  | US        |     30700 | NS      | $398179.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-165.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJI MEDIA HOLDINGS, INC.                                        | FUJI MEDIA HOLDINGS INC COMMON STOCK                                | CUSIP: N/A<br>LEI: 353800TG2T8DSPV7H313       | Long             | EC               |  | JP        |     18400 | NS      | $143341.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-18216.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                          | HF SINCLAIR CORP COMMON STOCK                                       | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |     11680 | NS      | $728131.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                       | BIO-RAD LABORATORIES-A COMMON STOCK                                 | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |        29 | NS      | $12026.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC.                                                      | RESMED INC COMMON STOCK                                             | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               |  | US        |       103 | NS      | $23710.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SRF LIMITED                                                      | SRF LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 335800436F28GT8ZW506       | Long             | EC               |  | IN        |      2473 | NS      | $72225.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                   | CITIZENS FINANCIAL GROUP COMMON STOCK                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |       381 | NS      | $16146.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                               | SITE CENTERS CORP REIT                                              | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      1639 | NS      | $22274.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUDIMEX SPOLKA AKCYJNA                                           | BUDIMEX COMMON STOCK                                                | CUSIP: N/A<br>LEI: 25940093SDJZW2C1V355       | Long             | EC               |  | PL        |      1884 | NS      | $113919.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Financial Holdings, Inc.                            | NISHI-NIPPON FINANCIAL HOLDI COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     31300 | NS      | $198005.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                                        | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                              | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               |  | US        |      1052 | NS      | $30087.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE HOLDINGS INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     31300 | NS      | $345561.44    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $4.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                       | LEGRAND SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               |  | FR        |       151 | NS      | $12174.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                      | PARKER HANNIFIN CORP COMMON STOCK                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               |  | US        |       522 | NS      | $156046.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-0.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAX GROUP PLC                                                   | DRAX GROUP PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               |  | GB        |      6014 | NS      | $43962.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                        | BP PLC COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               |  | GB        |    152709 | NS      | $901080.95    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| THE HARTFORD FINANCIAL SERVICES GROUP, INC.                      | HARTFORD FINANCIAL SVCS GRP COMMON STOCK                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               |  | US        |      2900 | NS      | $221473.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $0.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORPORATION                                            | ADVANTEST CORP COMMON STOCK                                         | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               |  | JP        |       100 | NS      | $6735.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1703.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                           | MURPHY OIL CORP COMMON STOCK                                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |     21800 | NS      | $1028960.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $46.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYORIN Holdings, Inc.                                            | KYORIN HOLDINGS INC COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12900 | NS      | $164840.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LIMITED                                               | ICICI BANK LTD COMMON STOCK                                         | CUSIP: Y3860Z132<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               |  | IN        |       922 | NS      | $10802.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Automobile Group Co., Ltd                              | GUANGZHOU AUTOMOBILE GROUP-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299005KY9BJO3ZE6A37       | Long             | EC               |  | HK        |     26000 | NS      | $18813.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC INC.                                                         | PTC INC COMMON STOCK                                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               |  | US        |        69 | NS      | $8777.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                                       | BANDAI NAMCO HOLDINGS INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |       400 | NS      | $26228.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                             | YPF S.A.-SPONSORED ADR DEPOSITARY RECEIPT                           | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               |  | US        |      1168 | NS      | $9799.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $3784.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China United Network Communications Limited                      | CHINA UNITED NETWORK-A COMMON STOCK                                 | CUSIP: N/A<br>LEI: 300300UTFDNZL9GJRR78       | Long             | EC               |  | CN        |    507300 | NS      | $314312.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $57.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $234.51       | 0.00%             |  |  |  | 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        |    193211 | NS      | $47814.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                       | AGILENT TECHNOLOGIES INC COMMON STOCK                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |      2471 | NS      | $382955.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORPORATION                                            | BANCFIRST CORP COMMON STOCK                                         | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               |  | US        |       298 | NS      | $30378.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $0.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-71.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, Sociedad Anonima                                         | ENDESA SA COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               |  | ES        |      6300 | NS      | $115353.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                 | AIR PRODUCTS & CHEMICALS INC COMMON STOCK                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               |  | US        |        62 | NS      | $19229.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-10.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13444.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                 | ACCENTURE PLC-CL A COMMON STOCK                                     | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |       287 | NS      | $86366.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                                  | MURPHY USA INC COMMON STOCK                                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |        93 | NS      | $27510.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                                                | DANA INC COMMON STOCK                                               | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               |  | US        |     29530 | NS      | $520023.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KEARNY FINANCIAL CORP.                                           | KEARNY FINANCIAL CORP/MD COMMON STOCK                               | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               |  | US        |     14800 | NS      | $143116.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                                      | INTUIT INC COMMON STOCK                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |        78 | NS      | $31792.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2755.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                                | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |       790 | NS      | $48553.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                      | BAYERISCHE MOTOREN WERKE AG COMMON STOCK                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               |  | DE        |       173 | NS      | $15542.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $211.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                               | TRAVIS PERKINS PLC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | EC               |  | GB        |     29174 | NS      | $323657.51    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP.                              | WILLSCOT MOBILE MINI HOLDING COMMON STOCK                           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |      3653 | NS      | $176111.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                                | METSO OUTOTEC OYJ COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               |  | FI        |     70738 | NS      | $659065.85    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $583741.65    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                  | LIVE NATION ENTERTAINMENT IN COMMON STOCK                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               |  | US        |       339 | NS      | $24665.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                      | SWISS RE AG COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               |  | CH        |       237 | NS      | $21096.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                  | UPM-KYMMENE OYJ COMMON STOCK                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               |  | FI        |       920 | NS      | $33419.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                     | JERONIMO MARTINS COMMON STOCK                                       | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               |  | PT        |       488 | NS      | $10773.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries, Ltd.                               | SUMITOMO ELECTRIC INDUSTRIES COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               |  | JP        |     57100 | NS      | $663571.97    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Company, Limited                                  | KIRIN HOLDINGS CO LTD COMMON STOCK                                  | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               |  | JP        |     55200 | NS      | $862310.86    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESFARMERS LIMITED                                               | WESFARMERS LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               |  | AU        |       504 | NS      | $16564.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                              | WOLTERS KLUWER COMMON STOCK                                         | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               |  | NL        |       166 | NS      | $18102.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SAGE GROUP PLC.                                              | SAGE GROUP PLC/THE COMMON STOCK                                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               |  | GB        |      3393 | NS      | $32518.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $21.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAEWON PHARMACEUTICAL CO.,LTD                                    | DAEWON PHARMACEUTICAL CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       163 | NS      | $2220.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                           | DBS GROUP HOLDINGS LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               |  | SG        |      7000 | NS      | $181279.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB BANK BERHAD                                                  | RHB BANK BHD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               |  | MY        |    130700 | NS      | $165563.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-2.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                   | AUTOZONE INC COMMON STOCK                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |         6 | NS      | $15474.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                  | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK                           | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |     11100 | NS      | $320074.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-86.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-74.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $44.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORP COMMON STOCK                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     12712 | NS      | $1055477.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hansol Paper Co., Ltd                                            | HANSOL PAPER CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 9884007PEFQ0KJV96G21       | Long             | EC               |  | KR        |      4237 | NS      | $45326.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                        | PARTNERS GROUP HOLDING AG COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               |  | CH        |        51 | NS      | $50468.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DATADOG, INC.                                                    | DATADOG INC - CLASS A COMMON STOCK                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               |  | US        |      1472 | NS      | $111548.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |      5000 | NS      | $80299.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $34.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $300.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-1967.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGNITOGORSKIY METALLURGICHESKIY KOMBINAT PAO                    | MAGNITOGORSK IRON & STEEL WO COMMON STOCK                           | CUSIP: N/A<br>LEI: 253400XSJ4C01YMCXG44       | Long             | EC               |  | RU        |     26960 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                              | ALLY FINANCIAL INC COMMON STOCK                                     | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |     20640 | NS      | $557486.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | SERVICE CORP INTERNATIONAL COMMON STOCK                             | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |      4134 | NS      | $295374.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $121.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                | ADMIRAL GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               |  | GB        |       476 | NS      | $11498.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                         | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |       105 | NS      | $33453.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.49        | -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        |     27819 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SHELL PLC                                                        | SHELL PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               |  | GB        |      4700 | NS      | $135911.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-1452.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANUC CORPORATION                                                | FANUC CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               |  | JP        |      5700 | NS      | $848151.90    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $940.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                                    | LOBLAW COMPANIES LTD COMMON STOCK                                   | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |       226 | NS      | $20237.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-97994.45    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI SANKYO COMPANY, LIMITED                                  | DAIICHI SANKYO CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               |  | JP        |      1900 | NS      | $62275.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VRG SPOLKA AKCYJNA                                               | VRG SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 259400JK2AT927YR9N41       | Long             | EC               |  | PL        |     95776 | NS      | $70884.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-1.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN PHARMACEUTICAL INDUSTRIES LIMITED                            | SUN PHARMACEUTICAL INDUS COMMON STOCK                               | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               |  | IN        |      4125 | NS      | $53192.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLINS, INC.                                                    | ROLLINS INC COMMON STOCK                                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |       248 | NS      | $10029.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER, INC.                                                    | ZSCALER INC COMMON STOCK                                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               |  | US        |       342 | NS      | $45639.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                                    | JACK HENRY & ASSOCIATES INC COMMON STOCK                            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |       143 | NS      | $27077.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                      | PARKER HANNIFIN CORP COMMON STOCK                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               |  | US        |        63 | NS      | $18833.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                                  | ANNALY CAPITAL MANAGEMENT IN REIT                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      4175 | NS      | $90472.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                  | APA CORP COMMON STOCK                                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |       338 | NS      | $15835.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1737.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $57.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toya SA                                                          | TOYA SA COMMON STOCK                                                | CUSIP: N/A<br>LEI: 259400A803VVMK5TTW96       | Long             | EC               |  | PL        |     73963 | NS      | $86179.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $176.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-380.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-9.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS COMMON STOCK                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               |  | FR        |     14182 | NS      | $788532.30    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $300.90       | 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        |        28 | NS      | $9455.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HANDLOWY W WARSZAWIE SPOLKA AKCYJNA                         | BANK HANDLOWY W WARSZAWIE SA COMMON STOCK                           | CUSIP: N/A<br>LEI: XLEZHWWOI4HFQDGL4793       | Long             | EC               |  | PL        |     13410 | NS      | $219559.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.                             | BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK                           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               |  | US        |       208 | NS      | $31014.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM PLUS PLC                                                 | TELECOM PLUS PLC COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300QGHDX5UKE58G86       | Long             | EC               |  | GB        |      1013 | NS      | $30264.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMARCH SPOLKA AKCYJNA                                           | COMARCH SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 2594001MNJ3BH1UVVG70       | Long             | EC               |  | PL        |      2742 | NS      | $95968.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC.                                                     | WALMART INC COMMON STOCK                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |       370 | NS      | $56395.40     | 0.02%             |  |  |  | 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        |     86100 | NS      | $464670.95    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $23.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING ENTERPRISES HOLDINGS LIMITED                             | BEIJING ENTERPRISES HLDGS COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900896ODARUEY2V26       | Long             | EC               |  | HK        |     54500 | NS      | $173454.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                              | CISCO SYSTEMS INC COMMON STOCK                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |      1841 | NS      | $91534.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER, INC.                                                | FOOT LOCKER INC COMMON STOCK                                        | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               |  | US        |     12800 | NS      | $509440.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMREST HOLDINGS S.E.                                             | AMREST HOLDINGS SE COMMON STOCK                                     | CUSIP: N/A<br>LEI: 259400T6ZDQIMDBGDN42       | Long             | EC               |  | PL        |     20616 | NS      | $91290.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-6.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE BIC S.A.                                                 | SOCIETE BIC SA COMMON STOCK                                         | CUSIP: N/A<br>LEI: 969500UR00DF63I0VH67       | Long             | EC               |  | FR        |      2300 | NS      | $150346.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                          | BANK OF NOVA SCOTIA COMMON STOCK                                    | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               |  | CA        |       153 | NS      | $7920.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-532.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $68.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-4.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-411.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $278.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                  | AUTOMATIC DATA PROCESSING COMMON STOCK                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |       285 | NS      | $75279.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Company                                        | SAUDI ARABIAN OIL CO COMMON STOCK                                   | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               |  | SA        |     21212 | NS      | $189754.81    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China Power International Development Limited                    | CHINA POWER INTERNATIONAL COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900MDOW3M0UV2ST42       | Long             | EC               |  | HK        |     34093 | NS      | $13272.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                  | ANTOFAGASTA PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               |  | GB        |       596 | NS      | $10189.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                   | Panasonic Holdings Corporation COMMON STOCK                         | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               |  | JP        |      1700 | NS      | $15709.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sphera Franchise Group SA                                        | SPHERA FRANCHISE GROUP SA COMMON STOCK                              | CUSIP: N/A<br>LEI: 315700GSVZ0HSS7J1457       | Long             | EC               |  | RO        |     35121 | NS      | $107102.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.20        | -0.00%            |  |  |  | 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        |      1387 | NS      | $23106.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                   | OTP BANK PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               |  | HU        |      3220 | NS      | $87691.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-224.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4103.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-370.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STEALTHGAS INC.                                                  | STEALTHGAS INC COMMON STOCK                                         | CUSIP: Y81669106<br>LEI: 549300JCJUO3WBVVKJ89 | Long             | EC               |  | US        |       409 | NS      | $1231.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $11737.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITEA SPOLKA AKCYJNA                                           | CAPITEA SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 25940003WORCIZ1P1D63       | Long             | EC               |  | PL        |    158863 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-124.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                            | MICROSOFT CORP COMMON STOCK                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |      1059 | NS      | $270193.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GMK NORIL'SKIY NIKEL' PAO                                        | MMC NORILSK NICKEL PJSC COMMON STOCK                                | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               |  | RU        |       354 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATATEC LIMITED                                                  | DATATEC LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 213800AA36MIN5FWKV02       | Long             | EC               |  | ZA        |      5397 | NS      | $9915.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $8.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $329833.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                               | GILDAN ACTIVEWEAR INC COMMON STOCK                                  | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               |  | CA        |       324 | NS      | $9308.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                               | NEWELL BRANDS INC COMMON STOCK                                      | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               |  | US        |       710 | NS      | $9208.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTOM SA                                                        | ALSTOM COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               |  | FR        |     14382 | NS      | $373641.38    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                        | ELISA OYJ COMMON STOCK                                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               |  | FI        |       223 | NS      | $11477.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                    | PAYCHEX INC COMMON STOCK                                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |      4613 | NS      | $572150.39    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                         | NEXT PLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               |  | GB        |       260 | NS      | $18360.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                                   | AMERICAN FINANCIAL GROUP INC COMMON STOCK                           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |       700 | NS      | $99554.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                                | OSI SYSTEMS INC COMMON STOCK                                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |      2100 | NS      | $185808.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                      | BAYERISCHE MOTOREN WERKE AG COMMON STOCK                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               |  | DE        |      3208 | NS      | $288218.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe             | VIENNA INSURANCE GROUP AG COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300JCRU23I1THU176       | Long             | EC               |  | AT        |      6400 | NS      | $148410.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OLD MUTUAL LIMITED                                               | OLD MUTUAL LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 213800MON84ZWWPQCN47       | Long             | EC               |  | ZA        |    334749 | NS      | $218568.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $11.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE HOLDINGS INC COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1200 | NS      | $13248.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $62.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENTEX CORPORATION                                               | GENTEX CORP COMMON STOCK                                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |     15674 | NS      | $452978.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TVS MOTOR COMPANY LIMITED                                        | TVS MOTOR CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 335800URVL13UQEWM152       | Long             | EC               |  | IN        |      3210 | NS      | $41530.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DESIGNER BRANDS INC.                                             | DESIGNER BRANDS INC-CLASS A COMMON STOCK                            | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               |  | US        |     40080 | NS      | $613224.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P500 EMINI FUT  DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       112 | NC      | $22855000.00  | 9.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $19.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIDE, INC.                                                     | STRIDE INC COMMON STOCK                                             | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               |  | US        |       712 | NS      | $25211.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $7.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP (THAILAND) PUBLIC COMPANY LIMITED                             | AP THAILAND PCL-FOREIGN COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    450400 | NS      | $129653.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMICA SPOLKA AKCYJNA                                             | AMICA SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 259400IUQZHB2GOLIV25       | Long             | EC               |  | PL        |      5355 | NS      | $97455.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $1273.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                  | AKZO NOBEL N.V. COMMON STOCK                                        | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               |  | NL        |       359 | NS      | $25558.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                    | ALIBABA GROUP HOLDING LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               |  | HK        |      2660 | NS      | $28969.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PAO                                                     | PHOSAGRO PJSC-GDR REG S DEPOSITARY RECEIPT                          | CUSIP: 71922G209<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               |  | GB        |     12000 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-556.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORPORATION                            | OAKTREE SPECIALTY LENDING CO COMMON STOCK                           | CUSIP: 67401P108<br>LEI: 549300J6MGCEU5928620 | Long             | EC               |  | US        |     24500 | NS      | $175910.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $20220.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SPOLKA AKCYJNA          | PKO BANK POLSKI SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               |  | PL        |    111206 | NS      | $709317.57    | 0.28%             |  |  |  | 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        |      2701 | NS      | $298258.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-6977.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                      | NOVARTIS AG-REG COMMON STOCK                                        | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               |  | CH        |       207 | NS      | $18287.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HARVEY NORMAN HOLDINGS LTD                                       | HARVEY NORMAN HOLDINGS LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               |  | AU        |      8114 | NS      | $23281.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                              | CENOVUS ENERGY INC COMMON STOCK                                     | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               |  | CA        |       645 | NS      | $12726.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $4.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                         | ATMOS ENERGY CORP COMMON STOCK                                      | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               |  | US        |       142 | NS      | $17068.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRENT LIMITED                                                    | TRENT LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: 335800IYA8EHI7MW7G59       | Long             | EC               |  | IN        |      3173 | NS      | $57656.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $161.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                | CAPITAL ONE FINANCIAL CORP COMMON STOCK                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |       142 | NS      | $14660.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT, INC.                                                   | ASSURANT INC COMMON STOCK                                           | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               |  | US        |       223 | NS      | $28593.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $1.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORP COMMON STOCK                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |       456 | NS      | $24272.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METALURGICA GERDAU S.A.                                          | Metalurgica Gerdau SA PREFERRED STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | BR        |      6800 | NS      | $17624.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $863.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                               | BANK OF MONTREAL COMMON STOCK                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               |  | CA        |      3359 | NS      | $325518.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REN - REDES ENERGETICAS NACIONAIS, SGPS, S.A.                    | REDES ENERGETICAS NACIONAIS COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300FR1FN48IGHR915       | Long             | EC               |  | PT        |     36000 | NS      | $94334.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1372.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAHINDRA AND MAHINDRA LIMITED                                    | MAHINDRA & MAHINDRA LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               |  | IN        |     18061 | NS      | $290545.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                        | NOKIA OYJ COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               |  | FI        |    117841 | NS      | $574484.70    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $95.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEADHUNTER GROUP PLC                                             | HEADHUNTER GROUP PLC-ADR DEPOSITARY RECEIPT                         | CUSIP: 42207L106<br>LEI: 549300IMUCFEWXP6RU11 | Long             | EC               |  | US        |       161 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DASSAULT SYSTEMES SE                                             | DASSAULT SYSTEMES SE COMMON STOCK                                   | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               |  | FR        |       423 | NS      | $15606.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $358.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $9.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-8.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-150.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORPORATION                                      | THOMSON REUTERS CORP COMMON STOCK                                   | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               |  | CA        |       245 | NS      | $28623.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-238.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK ALBILAD SJSC                                                | BANK ALBILAD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 558600YCBMF3KW9QH647       | Long             | EC               |  | SA        |      1268 | NS      | $17570.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHO HOLDINGS CO.,LTD.                                           | TOHO HOLDINGS CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 353800Z8BQ3ZHELA4J90       | Long             | EC               |  | JP        |     11000 | NS      | $169418.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-21.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                              | HALLIBURTON CO COMMON STOCK                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               |  | US        |       587 | NS      | $22241.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                              | FORTIVE CORP COMMON STOCK                                           | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               |  | US        |       166 | NS      | $11213.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-204.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Company SJSC                                | SABIC AGRI-NUTRIENTS CO COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |      3799 | NS      | $147081.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                      | INFORMA PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               |  | GB        |    115918 | NS      | $858954.45    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                 | CINCINNATI FINANCIAL CORP COMMON STOCK                              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               |  | US        |       238 | NS      | $26408.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hachijuni Bank, Ltd.                                         | HACHIJUNI BANK LTD/THE COMMON STOCK                                 | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               |  | JP        |     84500 | NS      | $316844.73    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JTEKT Corporation                                                | JTEKT CORP COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     59000 | NS      | $432926.26    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $422.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                                     | GROCERY OUTLET HOLDING CORP COMMON STOCK                            | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               |  | US        |      1792 | NS      | $54243.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NONGFU SPRING CO., LTD.                                          | NONGFU SPRING CO LTD-H COMMON STOCK                                 | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               |  | HK        |      1600 | NS      | $9344.90      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $99.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                                                        | TESCO PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               |  | GB        |      5068 | NS      | $13797.37     | 0.01%             |  |  |  | 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        |     20635 | NS      | $71609.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $209405.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Financial Holding Company Ltd.                              | MEGA FINANCIAL HOLDING CO LT COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |    178251 | NS      | $185641.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1102.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                              | HEIDELBERGCEMENT AG COMMON STOCK                                    | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               |  | DE        |     10748 | NS      | $583100.60    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $0.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/NZD SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-6470.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F5, INC.                                                         | F5 INC COMMON STOCK                                                 | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               |  | US        |        74 | NS      | $11441.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corporation                                        | FRANCO-NEVADA CORP COMMON STOCK                                     | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               |  | CA        |        70 | NS      | $10145.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $509.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE SISE VE CAM FABRIKALARI ANONIM SIRKETI                   | TURK SISE VE CAM FABRIKALARI COMMON STOCK                           | CUSIP: N/A<br>LEI: 789000KWOK751Q6R8875       | Long             | EC               |  | TR        |     24450 | NS      | $51690.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-135.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-18353.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CENCOSUD S.A.                                                    | CENCOSUD SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               |  | CL        |    112180 | NS      | $165718.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                               | CANADIAN NATURAL RESOURCES COMMON STOCK                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               |  | CA        |       176 | NS      | $10426.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                                   | AUTOZONE INC COMMON STOCK                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |       788 | NS      | $2032252.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION BANK OF INDIA LIMITED                                      | UNION BANK OF INDIA COMMON STOCK                                    | CUSIP: Y90885115<br>LEI: 5493000P4HD6132SQ711 | Long             | EC               |  | IN        |     90948 | NS      | $91525.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-236.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                    | GARTNER INC COMMON STOCK                                            | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |        55 | NS      | $19270.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                           | SONY GROUP CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               |  | JP        |     10900 | NS      | $893575.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHEN DING TECHNOLOGY HOLDING LIMITED                             | ZHEN DING TECHNOLOGY HOLDING COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               |  | TW        |     64000 | NS      | $250653.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $182.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-18.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POSCO CHEMICAL CO., LTD.                                         | POSCO CHEMICAL CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       826 | NS      | $139518.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-71509.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MABUCHI MOTOR CO., LTD.                                          | MABUCHI MOTOR CO LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     11000 | NS      | $329698.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI GLOVIS Co., LTD.                                         | HYUNDAI GLOVIS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               |  | KR        |       312 | NS      | $42325.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corporation                                               | MAKITA CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               |  | JP        |     20900 | NS      | $476440.49    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $322.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                         | ALLSTATE CORP COMMON STOCK                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |      1600 | NS      | $214240.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                  | CSX CORP COMMON STOCK                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               |  | US        |     12914 | NS      | $422158.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics N.V.                                          | STMICROELECTRONICS NV COMMON STOCK                                  | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               |  | FR        |       474 | NS      | $18154.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM S.A.                                                         | TIM SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |     18400 | NS      | $45380.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-286.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Weavers Carpet Co. S.A.E.                               | ORIENTAL WEAVERS COMMON STOCK                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | EG        |     19694 | NS      | $6722.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                    | UNICREDIT SPA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               |  | IT        |     69449 | NS      | $938552.04    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $231.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                                   | WINTRUST FINANCIAL CORP COMMON STOCK                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |       844 | NS      | $77166.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-2.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIMANO INC.                                                     | SHIMANO INC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               |  | JP        |      1200 | NS      | $205129.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPRESS, INC.                                                    | EXPRESS INC COMMON STOCK                                            | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               |  | US        |     72880 | NS      | $103489.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirogin Holdings, Inc.                                           | HIROGIN HOLDINGS INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     36800 | NS      | $167825.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-94.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corporation                                         | OJI HOLDINGS CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               |  | JP        |     12300 | NS      | $46911.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                | INTEL CORP COMMON STOCK                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |       358 | NS      | $10765.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAM S.P.A.                                                      | SNAM SPA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               |  | IT        |      3202 | NS      | $16173.35     | 0.01%             |  |  |  | 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        |       292 | NS      | $224216.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | ELEMENT FLEET MANAGEMENT COR COMMON STOCK                           | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               |  | CA        |      6972 | NS      | $98020.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-92.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                       | UNUM GROUP COMMON STOCK                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |      3312 | NS      | $139700.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-15.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-158.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                          | DELEK US HOLDINGS INC COMMON STOCK                                  | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |     17490 | NS      | $541840.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                                               | OTSUKA CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               |  | JP        |      3800 | NS      | $126571.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                             | MCKESSON CORP COMMON STOCK                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      1400 | NS      | $534352.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $706.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                                             | VORNADO REALTY TRUST REIT                                           | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |       126 | NS      | $3186.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $248.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON PLC                                                     | FERGUSON PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               |  | GB        |       583 | NS      | $65308.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA BRASIL S.A.                                           | TELEFONICA BRASIL S.A. COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               |  | BR        |     10500 | NS      | $75832.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOW INC.                                                         | DOW INC COMMON STOCK                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               |  | US        |     24300 | NS      | $1238571.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1851.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $2790.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLSKI KONCERN NAFTOWY ORLEN SPOLKA AKCYJNA                      | POLSKI KONCERN NAFTOWY ORLEN COMMON STOCK                           | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               |  | PL        |     22000 | NS      | $320070.55    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $33.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                            | GILEAD SCIENCES INC COMMON STOCK                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |       564 | NS      | $49536.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| K'S HOLDINGS CORPORATION                                         | K'S HOLDINGS CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: 3538003LJ09YLR6NHG27       | Long             | EC               |  | JP        |     10900 | NS      | $89563.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROHTO PHARMACEUTICAL CO.,LTD.                                    | ROHTO PHARMACEUTICAL CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1739 | NS      | $56377.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-665.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FinVolution Group                                                | FINVOLUTION GROUP-ADR DEPOSITARY RECEIPT                            | CUSIP: 31810T101<br>LEI: 3003000RAVUT809U6P08 | Long             | EC               |  | US        |      2806 | NS      | $13104.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KERING SA                                                        | KERING COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               |  | FR        |        48 | NS      | $28536.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHALLENGER LIMITED                                               | CHALLENGER LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 529900ACCCAOHJ2V3169       | Long             | EC               |  | AU        |      9835 | NS      | $48544.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-53.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                  | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK                           | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               |  | NL        |     22405 | NS      | $646060.91    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $4963.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.                             | SUMITOMO MITSUI TRUST HOLDIN COMMON STOCK                           | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               |  | JP        |     22900 | NS      | $726787.15    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDSON CORPORATION                                              | NORDSON CORP COMMON STOCK                                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |       126 | NS      | $29797.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                               | PUBLICIS GROUPE COMMON STOCK                                        | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               |  | FR        |       325 | NS      | $21165.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD GROUP PUBLIC LIMITED COMPANY                             | ASHTEAD GROUP PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               |  | GB        |       234 | NS      | $14112.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $3706.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-106.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $612.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $31.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3064.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $3122.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLOGG COMPANY                                                  | KELLOGG CO COMMON STOCK                                             | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |      2700 | NS      | $196965.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2093.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS, INC.                                                | TYSON FOODS INC-CL A COMMON STOCK                                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |      3200 | NS      | $212096.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XINYI GLASS HOLDINGS LIMITED                                     | XINYI GLASS HOLDINGS LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               |  | HK        |     38000 | NS      | $73640.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2563.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-0.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-69.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shaanxi Coal Industry Company Limited                            | SHAANXI COAL INDUSTRY CO L-A COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |      9800 | NS      | $27835.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                  | DEERE & CO COMMON STOCK                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               |  | US        |        96 | NS      | $42336.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $440.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Company Limited                             | CHINA SHENHUA ENERGY CO-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               |  | HK        |     27692 | NS      | $85890.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                                      | HOST HOTELS & RESORTS INC REIT                                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      1877 | NS      | $35550.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-3.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS, INC                                          | EQUITABLE HOLDINGS INC COMMON STOCK                                 | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               |  | US        |     40700 | NS      | $1291818.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKON CORPORATION                                                | NIKON CORP COMMON STOCK                                             | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               |  | JP        |      4382 | NS      | $42400.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | MIZUHO FINANCIAL GROUP INC COMMON STOCK                             | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               |  | JP        |     18900 | NS      | $233436.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $21.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | DEUTSCHE TELEKOM AG-REG COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |      9635 | NS      | $193940.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co., Ltd.                                       | STANLEY ELECTRIC CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     16600 | NS      | $337776.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK                           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               |  | US        |       375 | NS      | $22706.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC                      | EXPEDITORS INTL WASH INC COMMON STOCK                               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |       646 | NS      | $74974.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldrees Petroleum and Transport Services Company SJSC            | ALDREES PETROLEUM AND TRANSP COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | SA        |       243 | NS      | $4752.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORPORATION                                            | ALBEMARLE CORP COMMON STOCK                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               |  | US        |       154 | NS      | $42810.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-623.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                    | PAYCHEX INC COMMON STOCK                                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |       176 | NS      | $21829.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-46.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW CORPORATION                                                  | CDW CORP/DE COMMON STOCK                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               |  | US        |       235 | NS      | $44330.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Praram 9 Hospital PCL                                            | PRARAM 9 HOSPITAL PCL-FOREIG COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     21500 | NS      | $10720.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEINO HOLDINGS CO., LTD.                                         | SEINO HOLDINGS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 3538001D12EPCPYTTF24       | Long             | EC               |  | JP        |     33100 | NS      | $288717.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                 | SMITHS GROUP PLC COMMON STOCK                                       | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               |  | GB        |       449 | NS      | $8538.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO ABC BRASIL S.A.                                            | Banco ABC Brasil SA PREFERRED STOCK                                 | CUSIP: N/A<br>LEI: 549300K1V1WOTCGNSI96       | Long             | EP               |  | BR        |      3700 | NS      | $13818.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corporation                                             | MARUBENI CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               |  | JP        |      2900 | NS      | $32465.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                               | AMERICAN INTERNATIONAL GROUP COMMON STOCK                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               |  | US        |     21700 | NS      | $1369487.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $0.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $23.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Sumber Alfaria Trijaya Tbk                                    | SUMBER ALFARIA TRIJAYA TBK P COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    292608 | NS      | $57692.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Banking & Investment Corporation SJSC                   | AL RAJHI BANK COMMON STOCK                                          | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               |  | SA        |       589 | NS      | $12682.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA                                                         | AGEAS COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               |  | BE        |      2200 | NS      | $88145.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-44.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSSTEMIMPLANT.CO.,Ltd                                            | OSSTEM IMPLANT CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 9884004U916KOXY14B53       | Long             | EC               |  | KR        |      2667 | NS      | $228037.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITBREAD PLC                                                    | WHITBREAD PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               |  | GB        |     18552 | NS      | $578885.17    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quinenco S.A.                                                    | QUINENCO S.A. COMMON STOCK                                          | CUSIP: N/A<br>LEI: 2549000T5LJBJNWU8390       | Long             | EC               |  | CL        |      5912 | NS      | $17777.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $113.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $7.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8606.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $1.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-0.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-24.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-364.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fondul Proprietatea SA                                           | SC FONDUL PROPRIETATEA SA MUTUAL FUND                               | CUSIP: N/A<br>LEI: 549300PVO1VWBFH3DO07       | Long             | EC               |  | RO        |    427979 | NS      | $171387.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $54.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LIMITED                                            | COMPUTERSHARE LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      4595 | NS      | $85944.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto Inc.                                                     | LI AUTO INC - ADR DEPOSITARY RECEIPT                                | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               |  | US        |       973 | NS      | $21406.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAISHIN SECURITIES CO.,LTD                                       | DAISHIN SECURITIES CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300A0MNIZNJBONO78       | Long             | EC               |  | KR        |       624 | NS      | $7013.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                              | DEUTSCHE TELEKOM AG-REG COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               |  | DE        |     15700 | NS      | $316021.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                            | CLEVELAND-CLIFFS INC COMMON STOCK                                   | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               |  | US        |     33540 | NS      | $519199.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| XEBIO HOLDINGS CO., LTD                                          | XEBIO HOLDINGS CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      9100 | NS      | $61927.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-27.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                   | RHEINMETALL AG COMMON STOCK                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               |  | DE        |       485 | NS      | $98079.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-30.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                   | QUEST DIAGNOSTICS INC COMMON STOCK                                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |      2000 | NS      | $303660.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORP-CLASS A COMMON STOCK                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               |  | US        |      5200 | NS      | $190528.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                                       | APPLE INC COMMON STOCK                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |      2253 | NS      | $333511.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-702.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KYE-RYONG CONSTRUCTION INDUSTRIAL CO.,LTD                        | KYERYONG CONST INDUST CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      2534 | NS      | $38226.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                             | MCKESSON CORP COMMON STOCK                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      1526 | NS      | $582443.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PACK CORPORATION                                             | PACK CORP/THE COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      1000 | NS      | $18250.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yangtze Optical Fibre and Cable Joint Stock Limited Company      | YANGTZE OPTICAL FIBRE AND-H COMMON STOCK                            | CUSIP: N/A<br>LEI: 836800VT7MZILX431W47       | Long             | EC               |  | HK        |     62000 | NS      | $114241.52    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                   | MARATHON PETROLEUM CORP COMMON STOCK                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |      1908 | NS      | $232413.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS, INC.                                          | HAWAIIAN HOLDINGS INC COMMON STOCK                                  | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               |  | US        |     30690 | NS      | $426591.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                        | NATIONAL FUEL GAS CO COMMON STOCK                                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     18600 | NS      | $1231878.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                               | LENNAR CORP-A COMMON STOCK                                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |      4629 | NS      | $406565.07    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-15.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-9.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-9.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPORTSMAN'S WAREHOUSE HOLDINGS, INC.                             | SPORTSMAN'S WAREHOUSE HOLDIN COMMON STOCK                           | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               |  | US        |     36950 | NS      | $362849.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                      | UNITED PARCEL SERVICE-CL B COMMON STOCK                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |       298 | NS      | $56539.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                                        | CBOE GLOBAL MARKETS INC COMMON STOCK                                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |       111 | NS      | $14079.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-20.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS S.A.                                                         | JBS SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               |  | BR        |     36400 | NS      | $152554.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3581.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS, INC.                                                | TYSON FOODS INC-CL A COMMON STOCK                                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |       238 | NS      | $15774.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-1021.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1593.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORP COMMON STOCK                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |      4043 | NS      | $879069.49    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $27.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                              | CHINA CONSTRUCTION BANK-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               |  | HK        |     14000 | NS      | $8478.72      | 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        |     42870 | NS      | $306544.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS, LIMITED                                            | WYNN RESORTS LTD COMMON STOCK                                       | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               |  | US        |       290 | NS      | $24261.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetDragon Websoft Holdings Ltd                                   | NETDRAGON WEBSOFT HOLDINGS L COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300OAYL2PBUPUBR89       | Long             | EC               |  | HK        |      3000 | NS      | $5980.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                               | AFLAC INC COMMON STOCK                                              | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |      7199 | NS      | $517824.07    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                  | UNITEDHEALTH GROUP INC COMMON STOCK                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |       113 | NS      | $61896.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                                         | DARDEN RESTAURANTS INC COMMON STOCK                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               |  | US        |       123 | NS      | $18079.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $749.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupa Kety SA                                                    | GRUPA KETY SA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 2594007JKYYF3WGI0129       | Long             | EC               |  | PL        |      2269 | NS      | $298137.95    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA TSUSHO CORPORATION                                        | TOYOTA TSUSHO CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               |  | JP        |       400 | NS      | $15280.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nickel Asia Corp                                                 | NICKEL ASIA CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: 2549008F5QI7Y2FDN526       | Long             | EC               |  | PH        |    365498 | NS      | $36057.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20304.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-149.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK TELECOM CO.,LTD                                               | SK TELECOM COMMON STOCK                                             | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               |  | KR        |      2700 | NS      | $102939.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $380.69       | 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        |      7076 | NS      | $339994.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                | CIGNA CORP COMMON STOCK                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |       180 | NS      | $59200.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                            | ELEVANCE HEALTH INC COMMON STOCK                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               |  | US        |       161 | NS      | $85800.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $65.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-34.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KT CORPORATION                                                   | KT CORP COMMON STOCK                                                | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               |  | KR        |      5100 | NS      | $145588.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NONGFU SPRING CO., LTD.                                          | NONGFU SPRING CO LTD-H COMMON STOCK                                 | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               |  | HK        |      9600 | NS      | $56069.42     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $1759.56      | 0.00%             |  |  |  | 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        |    489000 | NS      | $165140.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIVIOR PLC                                                     | INDIVIOR PLC COMMON STOCK                                           | CUSIP: G4766E116<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               |  | GB        |      2003 | NS      | $41047.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & CO COMMON STOCK                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |     28400 | NS      | $1361780.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                            | HONDA MOTOR CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               |  | JP        |     34300 | NS      | $827259.43    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-34.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRD - GROUPE SOCIETE GENERALE SA                                 | BRD-GROUPE SOCIETE GENERALE COMMON STOCK                            | CUSIP: N/A<br>LEI: 5493008QRHH0XCLJ4238       | Long             | EC               |  | RO        |     77937 | NS      | $217902.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2000.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               |  | FR        |     32603 | NS      | $911945.33    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                    | Samsung Electronics Co Ltd PREFERRED STOCK                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               |  | KR        |       263 | NS      | $11309.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Company Limited                             | CHINA SHENHUA ENERGY CO-H COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               |  | HK        |     99500 | NS      | $308611.01    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER, S.A.                                                  | BANKINTER SA COMMON STOCK                                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               |  | ES        |      4156 | NS      | $27046.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1012.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                          | GSK PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               |  | GB        |     14480 | NS      | $243287.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-149.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA STATE CONSTRUCTION INTERNATIONAL HOLDINGS LIMITED          | CHINA STATE CONSTRUCTION INT COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900QVUUH13RIZIR85       | Long             | EC               |  | HK        |     36850 | NS      | $44528.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                               | JAPAN TOBACCO INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               |  | JP        |      9300 | NS      | $188295.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERMEDIATE CAPITAL GROUP PLC                                   | INTERMEDIATE CAPITAL GROUP COMMON STOCK                             | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               |  | GB        |      3165 | NS      | $45640.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | ALTRIA GROUP INC COMMON STOCK                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |      2100 | NS      | $97818.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                          | ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK                             | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               |  | BE        |     10358 | NS      | $604441.31    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS, INC.                                            | ARISTA NETWORKS INC COMMON STOCK                                    | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               |  | US        |      1933 | NS      | $269266.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                           | SONY GROUP CORP COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               |  | JP        |       200 | NS      | $16395.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                         | INTERPUBLIC GROUP OF COS INC COMMON STOCK                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               |  | US        |      6730 | NS      | $231242.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $117.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Unichip Corp                                              | GLOBAL UNICHIP CORP COMMON STOCK                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     11000 | NS      | $266177.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/NZD SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-6593.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INCITEC PIVOT LIMITED                                            | INCITEC PIVOT LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               |  | AU        |      6958 | NS      | $18799.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                | CIE FINANCIERE RICHEMO-A REG COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               |  | CH        |      4835 | NS      | $636593.40    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                                        | ACTIVISION BLIZZARD INC COMMON STOCK                                | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               |  | US        |      4596 | NS      | $339874.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRIS PLC                                                     | SPECTRIS PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800Z4CO2CZO3M3T10       | Long             | EC               |  | GB        |     12102 | NS      | $462968.10    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                        | AVIVA PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               |  | GB        |      2658 | NS      | $14180.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HWASHIN CO.,LTD                                                  | HWA SHIN CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       867 | NS      | $6132.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $67.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                     | Porsche Automobil Holding SE PREFERRED STOCK                        | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               |  | DE        |      2582 | NS      | $157042.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Mitra Adiperkasa Tbk                                          | MITRA ADIPERKASA TBK PT COMMON STOCK                                | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               |  | ID        |    726408 | NS      | $67158.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $-4.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OMXS30 IND FUTURE DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |        14 | NC      | $275928.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                      | PFIZER INC COMMON STOCK                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |       636 | NS      | $31882.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                        | AMCOR PLC COMMON STOCK                                              | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               |  | US        |      2719 | NS      | $33579.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $123.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP INC.                                                          | HP INC COMMON STOCK                                                 | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |     22129 | NS      | $664755.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHONGLIANG HOLDINGS GROUP COMPANY LIMITED                        | ZHONGLIANG HOLDINGS GROUP CO COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300SKDRW33OJQFH41       | Long             | EC               |  | HK        |    170500 | NS      | $13820.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $47.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                     | JERONIMO MARTINS COMMON STOCK                                       | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               |  | PT        |      5134 | NS      | $113342.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $434.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-7.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $29.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                               | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |      2224 | NS      | $167333.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARAT ELECTRONICS LIMITED                                       | BHARAT ELECTRONICS LTD COMMON STOCK                                 | CUSIP: Y0881Q141<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               |  | IN        |     64855 | NS      | $84228.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCOSA, INC.                                                     | ARCOSA INC COMMON STOCK                                             | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               |  | US        |       710 | NS      | $43381.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHEN SALUBRIS PHARMACEUTICALS CO., LTD.                      | SHENZHEN SALUBRIS PHARM-A COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     53100 | NS      | $260368.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                            | GILEAD SCIENCES INC COMMON STOCK                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |      3900 | NS      | $342537.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-439.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $989.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                 | TOTALENERGIES SE COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | FR        |      3500 | NS      | $216449.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC.                                             | SILGAN HOLDINGS INC COMMON STOCK                                    | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |      3000 | NS      | $158700.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                | INTEL CORP COMMON STOCK                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |     18743 | NS      | $563602.01    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS, INC.                                             | UNITED RENTALS INC COMMON STOCK                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               |  | US        |       294 | NS      | $103790.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'REILLY AUTOMOTIVE INC COMMON STOCK                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               |  | US        |       103 | NS      | $89047.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                       | HALEON PLC COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               |  | GB        |     18100 | NS      | $62156.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                              | GENERAL MILLS INC COMMON STOCK                                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |       125 | NS      | $10662.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SE                                                     | CAPGEMINI SE COMMON STOCK                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               |  | FR        |        52 | NS      | $9302.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                       | NIKE INC -CL B COMMON STOCK                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |       254 | NS      | $27861.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-38.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                    | Volkswagen AG PREFERRED STOCK                                       | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               |  | DE        |      1722 | NS      | $251682.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                    | ALIBABA GROUP HOLDING LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               |  | HK        |     21192 | NS      | $230797.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                            | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               |  | JP        |       300 | NS      | $8729.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                   | MARATHON PETROLEUM CORP COMMON STOCK                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |       838 | NS      | $102076.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                       | QUALYS INC COMMON STOCK                                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |       486 | NS      | $59933.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORPORATION                                             | OBAYASHI CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               |  | JP        |     22100 | NS      | $163504.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                              | ENTERGY CORP COMMON STOCK                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |       170 | NS      | $19765.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-30.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FASTENAL COMPANY                                                 | FASTENAL CO COMMON STOCK                                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               |  | US        |       732 | NS      | $37705.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                      | INTL BUSINESS MACHINES CORP COMMON STOCK                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      2500 | NS      | $372250.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                                    | RELIANCE STEEL & ALUMINUM COMMON STOCK                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |       800 | NS      | $169032.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-2242.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc.                                           | TFI INTERNATIONAL INC COMMON STOCK                                  | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               |  | CA        |      1443 | NS      | $155401.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV Petrom SA                                                    | OMV PETROM SA COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300UKYDM6L8HEPU79       | Long             | EC               |  | RO        |   3512838 | NS      | $341336.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentium Co Ltd                                                   | DENTIUM CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |      1837 | NS      | $124574.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CIECH SPOLKA AKCYJNA                                             | CIECH SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 259400GYHYZPQ0HTMT82       | Long             | EC               |  | PL        |     12491 | NS      | $113363.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PPC LIMITED                                                      | PPC LTD COMMON STOCK                                                | CUSIP: N/A<br>LEI: 5299002A9K9AKAFFIS09       | Long             | EC               |  | ZA        |    157631 | NS      | $24432.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSG Corporation                                                  | OSG CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 353800IWJAOVAFO6X450       | Long             | EC               |  | JP        |     16600 | NS      | $233867.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                         | ADVANCE AUTO PARTS INC COMMON STOCK                                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |      1000 | NS      | $150990.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-131.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-12.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                   | ING GROEP NV COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               |  | NL        |     61169 | NS      | $733983.03    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES, INC.                                     | SOLAREDGE TECHNOLOGIES INC COMMON STOCK                             | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               |  | US        |        40 | NS      | $11954.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                   | SYNOPSYS INC COMMON STOCK                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |        42 | NS      | $14260.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                   | SCANDINAVIAN TOBACCO GROUP A COMMON STOCK                           | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               |  | DK        |      8800 | NS      | $154661.80    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Signify N.V.                                                     | SIGNIFY NV COMMON STOCK                                             | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               |  | NL        |     15775 | NS      | $533121.95    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-10.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                 | PACKAGING CORP OF AMERICA COMMON STOCK                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |      5475 | NS      | $743997.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NK ROSNEFT' PAO                                                  | ROSNEFT OIL CO PJSC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 253400JT3MQWNDKMJE44       | Long             | EC               |  | RU        |      4736 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tower Corporation Limited                                  | CHINA TOWER CORP LTD-H COMMON STOCK                                 | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               |  | HK        |   1904000 | NS      | $206066.44    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TARGET CORPORATION                                               | TARGET CORP COMMON STOCK                                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               |  | US        |      1000 | NS      | $167070.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $74.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEXIUM INTERCONNECT INC                                         | FLEXIUM INTERCONNECT INC COMMON STOCK                               | CUSIP: N/A<br>LEI: 213800WXE6VMVZICKA40       | Long             | EC               |  | TW        |     32000 | NS      | $111781.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-585.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRASIM INDUSTRIES LTD                                            | GRASIM INDUSTRIES LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 335800WLY7FOIT3ERV21       | Long             | EC               |  | IN        |       669 | NS      | $14482.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-31.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WATERS CORPORATION                                               | WATERS CORP COMMON STOCK                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |       109 | NS      | $37779.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-218.14      | -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        |     37000 | NS      | $679151.58    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Best World International Ltd                                     | BEST WORLD INTERNATIONAL LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 254900W8OBR7S8O6R946       | Long             | EC               |  | SG        |     24994 | NS      | $32466.85     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CHEVRON CORPORATION                                              | CHEVRON CORP COMMON STOCK                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      1300 | NS      | $238303.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $209.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MURPHY USA INC.                                                  | MURPHY USA INC COMMON STOCK                                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      1100 | NS      | $325391.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RYOHIN KEIKAKU CO., LTD.                                         | RYOHIN KEIKAKU CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               |  | JP        |     14700 | NS      | $155113.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUSCO NAKAYAMA CORPORATION                                      | TRUSCO NAKAYAMA CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12700 | NS      | $192493.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-29.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-9.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-11.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                     | FULTON FINANCIAL CORP COMMON STOCK                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |      2943 | NS      | $54710.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Saudi National Bank SJSC                                     | THE SAUDI NATIONAL BANK COMMON STOCK                                | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               |  | SA        |      1276 | NS      | $17569.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $76.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasmedia Co Ltd                                                  | NASMEDIA CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       231 | NS      | $5189.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $65.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $11.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVRAZ PLC                                                        | EVRAZ PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               |  | GB        |     21791 | NS      | $21020.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                                   | TERADYNE INC COMMON STOCK                                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               |  | US        |      2085 | NS      | $194843.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-49.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $1.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE GAP, INC.                                                    | GAP INC/THE COMMON STOCK                                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               |  | US        |     48590 | NS      | $706498.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                             | META PLATFORMS INC COMMON STOCK                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |       415 | NS      | $49011.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORPORATION                                         | KIMCO REALTY CORP REIT                                              | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |       842 | NS      | $19298.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $0.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                      | VERIZON COMMUNICATIONS INC COMMON STOCK                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |      8700 | NS      | $339126.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $35.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-940.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LIMITED                                                     | NTPC LTD COMMON STOCK                                               | CUSIP: Y6206E101<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               |  | IN        |     39796 | NS      | $84321.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTINET, INC.                                                   | FORTINET INC COMMON STOCK                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |      1170 | NS      | $62197.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LIMITED                                         | WOOLWORTHS GROUP LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               |  | AU        |       490 | NS      | $11372.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOC HOLDING ANONIM SIRKETI                                       | KOC HOLDING AS COMMON STOCK                                         | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               |  | TR        |     11594 | NS      | $44255.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| METAUX RUSSEL INC.                                               | RUSSEL METALS INC COMMON STOCK                                      | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               |  | CA        |      1056 | NS      | $22550.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORPORATION                                                  | KIA CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               |  | KR        |      1861 | NS      | $98007.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                    | FACTSET RESEARCH SYSTEMS INC COMMON STOCK                           | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |        48 | NS      | $22141.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $80.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                               | HUNTINGTON BANCSHARES INC COMMON STOCK                              | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               |  | US        |       606 | NS      | $9380.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL COMMON STOCK                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |       295 | NS      | $11086.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $4.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAP-ON INCORPORATED                                             | SNAP-ON INC COMMON STOCK                                            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |       181 | NS      | $43548.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $91.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                      | PROSUS NV COMMON STOCK                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               |  | NL        |      3161 | NS      | $204676.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                              | MOODY'S CORP COMMON STOCK                                           | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |      7031 | NS      | $2097136.37   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                     | CADENCE DESIGN SYS INC COMMON STOCK                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |      1096 | NS      | $188555.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CRODA INTERNATIONAL PUBLIC LIMITED COMPANY                       | CRODA INTERNATIONAL PLC COMMON STOCK                                | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               |  | GB        |       123 | NS      | $10050.42     | 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        |      5900 | NS      | $130675.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                   | OTP BANK PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               |  | HU        |     23637 | NS      | $643715.28    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBUND AG                                                       | VERBUND AG COMMON STOCK                                             | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               |  | AT        |        72 | NS      | $6449.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                           | MERCK KGAA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               |  | DE        |        55 | NS      | $9970.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-232025.73   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $38.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                        | AT&T INC COMMON STOCK                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     67000 | NS      | $1291760.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $134.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Egypt Company S.A.E.                                     | TELECOM EGYPT COMMON STOCK                                          | CUSIP: N/A<br>LEI: 2138002G9HYJY4EDCG86       | Long             | EC               |  | EG        |     15386 | NS      | $14433.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $-0.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS INC.                                       | COGECO COMMUNICATIONS INC COMMON STOCK                              | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               |  | CA        |      1500 | NS      | $83270.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                     | COSTCO WHOLESALE CORP COMMON STOCK                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |        25 | NS      | $13481.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                        | AT&T INC COMMON STOCK                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     25300 | NS      | $487784.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                         | CENTERPOINT ENERGY INC COMMON STOCK                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |       911 | NS      | $28341.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LES COMPAGNIES LOBLAW LIMITEE                                    | LOBLAW COMPANIES LTD COMMON STOCK                                   | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               |  | CA        |      3000 | NS      | $268643.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Draegerwerk AG & Co. KGaA                                        | Draegerwerk AG & Co KGaA PREFERRED STOCK                            | CUSIP: N/A<br>LEI: 5493005UFVHY0PPNKD75       | Long             | EP               |  | DE        |      2900 | NS      | $130059.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20623.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                          | SSE PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               |  | GB        |       469 | NS      | $9611.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY               | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK                            | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               |  | US        |      2700 | NS      | $143019.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                                  | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK                             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |      1600 | NS      | $137328.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MIDDLEBY CORPORATION                                         | MIDDLEBY CORP COMMON STOCK                                          | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               |  | US        |      6543 | NS      | $943435.17    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Internet Initiative Japan Inc.                                   | INTERNET INITIATIVE JAPAN COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900EOCJNAPUHDFR78       | Long             | EC               |  | JP        |      1768 | NS      | $31679.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-484840.70   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6545.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-147.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS, INC.                                            | ARISTA NETWORKS INC COMMON STOCK                                    | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               |  | US        |       137 | NS      | $19084.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $11.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                            | HONDA MOTOR CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               |  | JP        |      8800 | NS      | $212241.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $14.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                       | GEBERIT AG-REG COMMON STOCK                                         | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               |  | CH        |       101 | NS      | $48084.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MAHINDRA AND MAHINDRA LIMITED                                    | MAHINDRA & MAHINDRA LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               |  | IN        |      4880 | NS      | $78504.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-40.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA, S.A.B. DE C.V.                                  | COCA-COLA FEMSA SAB DE CV UNIT                                      | CUSIP: N/A<br>LEI: 5493008KEVFYPMGTXO33       | Long             | EC               |  | MX        |      9277 | NS      | $63141.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                    | REGIONS FINANCIAL CORP COMMON STOCK                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |      1555 | NS      | $36091.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE SAINT-GOBAIN SA                                     | COMPAGNIE DE SAINT GOBAIN COMMON STOCK                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               |  | FR        |     12828 | NS      | $585296.90    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                            | SWISS LIFE HOLDING AG-REG COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               |  | CH        |       200 | NS      | $106187.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $202.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                              | EOG RESOURCES INC COMMON STOCK                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               |  | US        |       134 | NS      | $19018.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                   | CITIGROUP INC COMMON STOCK                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |     18200 | NS      | $881062.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                 | DEUTSCHE POST AG-REG COMMON STOCK                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               |  | DE        |      1746 | NS      | $69015.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN RAINBOW MINERALS LIMITED                                 | AFRICAN RAINBOW MINERALS LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900L3TPSCK8ZVZ589       | Long             | EC               |  | ZA        |     10089 | NS      | $177595.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enefit Green AS                                                  | ENEFIT GREEN AS COMMON STOCK                                        | CUSIP: N/A<br>LEI: 485100EAUB2D0VTK1R43       | Long             | EC               |  | EE        |     17776 | NS      | $81125.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-249.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                              | ERSTE GROUP BANK AG COMMON STOCK                                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               |  | AT        |      9871 | NS      | $305823.67    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                    | FUJIKURA LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               |  | JP        |      4264 | NS      | $34637.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON REIT Investment Corporation.                                | AEON REIT INVESTMENT CORP REIT                                      | CUSIP: N/A<br>LEI: 353800P59F8MJB4FE788       | Long             | EC               |  | JP        |       100 | NS      | $114868.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank Aktiengesellschaft                                   | COMMERZBANK AG COMMON STOCK                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               |  | DE        |     17723 | NS      | $146888.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO., LTD.                                              | OSAKA GAS CO LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               |  | JP        |       500 | NS      | $7647.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                     | ON SEMICONDUCTOR COMMON STOCK                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               |  | US        |       509 | NS      | $38276.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-71.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-2115.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENDAS DISTRIBUIDORA S/A                                         | SENDAS DISTRIBUIDORA SA COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |      4300 | NS      | $16100.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-198.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                  | KAO CORP COMMON STOCK                                               | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               |  | JP        |     18300 | NS      | $724800.95    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI MOTORS CORPORATION                                    | MITSUBISHI MOTORS CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               |  | JP        |     11475 | NS      | $52979.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION                       | NIPPON TELEGRAPH & TELEPHONE COMMON STOCK                           | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               |  | JP        |      8300 | NS      | $227759.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLOGG COMPANY                                                  | KELLOGG CO COMMON STOCK                                             | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |       396 | NS      | $28888.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-80.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1409.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMADA HOLDINGS CO.,LTD.                                         | YAMADA HOLDINGS CO LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 353800MDZ4K1DQKLO464       | Long             | EC               |  | JP        |     82900 | NS      | $284335.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                  | FX Forward Contract: NOK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $18.82        | 0.00%             |  |  |  | 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        |    317692 | NS      | $81956.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company Kaspi.kz                                     | JSC KASPI.KZ GDR-REG S DEPOSITARY RECEIPT                           | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               |  | GB        |      5452 | NS      | $419858.97    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-691.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-84.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $305.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                                  | STELLANTIS NV COMMON STOCK                                          | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               |  | US        |     30490 | NS      | $476253.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TURK HAVA YOLLARI ANONIM ORTAKLIGI                               | TURK HAVA YOLLARI AO COMMON STOCK                                   | CUSIP: N/A<br>LEI: 789000EV8M3BL7ZPFB03       | Long             | EC               |  | TR        |      6957 | NS      | $45105.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $87.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-43.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                      | RELIANCE INDUSTRIES LTD COMMON STOCK                                | CUSIP: Y72596102<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               |  | IN        |       435 | NS      | $14632.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-33852.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $37.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd.                                             | TE CONNECTIVITY LTD COMMON STOCK                                    | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               |  | US        |       151 | NS      | $19044.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $510.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO COMMON STOCK                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               |  | IT        |    308846 | NS      | $678506.23    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORP COMMON STOCK                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |      1500 | NS      | $79845.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                    | ALIMENTATION COUCHE-TARD INC COMMON STOCK                           | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               |  | CA        |      1800 | NS      | $81363.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-87.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                        | BANK LEUMI LE-ISRAEL COMMON STOCK                                   | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               |  | IL        |     11149 | NS      | $101062.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-251.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                | HANNOVER RUECK SE COMMON STOCK                                      | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               |  | DE        |       151 | NS      | $28362.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-430.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-366.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                                     | GLENCORE PLC COMMON STOCK                                           | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               |  | GB        |      4179 | NS      | $28178.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $7.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                                     | UNILEVER PLC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               |  | GB        |      3300 | NS      | $163039.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-229.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                     | TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               |  | TW        |     74999 | NS      | $1204472.96   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC.                                                        | MSCI INC COMMON STOCK                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               |  | US        |      2479 | NS      | $1258910.57   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-641.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                        | ARTHUR J GALLAGHER & CO COMMON STOCK                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               |  | US        |       258 | NS      | $51370.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO., LTD.                                     | ONO PHARMACEUTICAL CO LTD COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               |  | JP        |       600 | NS      | $15217.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN MALAYSIA BERHAD                                         | HEINEKEN MALAYSIA BHD COMMON STOCK                                  | CUSIP: Y29432104<br>LEI: N/A                  | Long             | EC               |  | MY        |      1900 | NS      | $10715.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $3.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                                   | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |       393 | NS      | $38317.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                         | HORMEL FOODS CORP COMMON STOCK                                      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |       204 | NS      | $9588.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-29664.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                       | OTIS WORLDWIDE CORP COMMON STOCK                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |       236 | NS      | $18429.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                             | AMPHENOL CORP-CL A COMMON STOCK                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               |  | US        |      4930 | NS      | $396519.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $189.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                         | LUMEN TECHNOLOGIES INC COMMON STOCK                                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |      1268 | NS      | $6935.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORP COMMON STOCK                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |      5500 | NS      | $456665.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $126.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IOCHPE-MAXION S.A.                                               | IOCHPE-MAXION S.A. COMMON STOCK                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |     52900 | NS      | $133084.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                   | KROGER CO COMMON STOCK                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |      6878 | NS      | $338328.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                       | ALLIANT ENERGY CORP COMMON STOCK                                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               |  | US        |       173 | NS      | $9739.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-1.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NARAYANA HRUDAYALAYA LIMITED                                     | NARAYANA HRUDAYALAYA LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: 3358005539O9QRRIAM19       | Long             | EC               |  | IN        |      4949 | NS      | $45274.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $8.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LX INTERNATIONAL CORP.                                           | LX INTERNATIONAL CORP COMMON STOCK                                  | CUSIP: N/A<br>LEI: 988400KZJVVPCZ6BC265       | Long             | EC               |  | KR        |      3921 | NS      | $123553.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW CORPORATION                                                  | CDW CORP/DE COMMON STOCK                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               |  | US        |        58 | NS      | $10941.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Limited                                           | TOKYO ELECTRON LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               |  | JP        |       200 | NS      | $67169.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-80.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                   | QUEST DIAGNOSTICS INC COMMON STOCK                                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |       244 | NS      | $37046.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                     | NUTRIEN LTD COMMON STOCK                                            | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               |  | CA        |       392 | NS      | $31259.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                        | ORANGE COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               |  | FR        |     12800 | NS      | $128694.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $166.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU ENEX CO., LTD.                                            | ITOCHU ENEX CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300WO21DGCU3JY132       | Long             | EC               |  | JP        |     22300 | NS      | $163820.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-2728.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERA S.P.A.                                                      | HERA SPA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               |  | IT        |     46400 | NS      | $127531.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                | FEDEX CORP COMMON STOCK                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |       186 | NS      | $33892.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Bank Co., Ltd.                                   | CHINA MERCHANTS BANK-H COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               |  | HK        |     71500 | NS      | $363405.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-125.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI ANONIM SIRKETI                      | TURKCELL ILETISIM HIZMET AS COMMON STOCK                            | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | EC               |  | TR        |     18483 | NS      | $33832.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $160.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL S.A.                                           | BANCO BTG PACTUAL SA-UNIT UNIT                                      | CUSIP: N/A<br>LEI: ZXLTQRYIK6IJH3R0IK66       | Long             | EC               |  | BR        |     34000 | NS      | $162280.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTERNATIONAL S.C.A.                                      | HERMES INTERNATIONAL COMMON STOCK                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               |  | FR        |       412 | NS      | $662571.20    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFAX INC.                                                     | EQUIFAX INC COMMON STOCK                                            | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               |  | US        |        49 | NS      | $9671.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.            | RICHTER GEDEON NYRT COMMON STOCK                                    | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               |  | HU        |     34087 | NS      | $724292.87    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2543.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER RAO YEES PAO                                               | INTER RAO UES PJSC COMMON STOCK                                     | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               |  | RU        |   2649312 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPPERS STOP LIMITED                                            | SHOPPERS STOP LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 335800M4GP4ZWJAJGM86       | Long             | EC               |  | IN        |       875 | NS      | $7398.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-88.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-3.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $2208.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOVER CORPORATION                                                | DOVER CORP COMMON STOCK                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               |  | US        |       192 | NS      | $27254.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                               | CANADIAN TIRE CORP-CLASS A COMMON STOCK                             | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |        80 | NS      | $8989.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni banka, a.s.                                             | KOMERCNI BANKA AS COMMON STOCK                                      | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               |  | CZ        |      7167 | NS      | $210549.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-986.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-202.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                            | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               |  | JP        |     22100 | NS      | $643059.04    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                               | JAPAN TOBACCO INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               |  | JP        |       366 | NS      | $7410.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5972.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $44.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-83.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                             | CONAGRA BRANDS INC COMMON STOCK                                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |      4300 | NS      | $163314.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $597.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC LIMITED                                                     | NMDC LTD COMMON STOCK                                               | CUSIP: Y62393114<br>LEI: 335800IXHXOHQ7B2HP66 | Long             | EC               |  | IN        |     26099 | NS      | $38073.39     | 0.02%             |  |  |  | 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        |      4200 | NS      | $83138.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KUBOTA CORPORATION                                               | KUBOTA CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               |  | JP        |       600 | NS      | $8828.50      | 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        |     15527 | NS      | $127396.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES, INC.                                          | BOSTON PROPERTIES INC REIT                                          | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       216 | NS      | $15569.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $0.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                              | ELF BEAUTY INC COMMON STOCK                                         | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |       781 | NS      | $42923.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                               | BANK OF MONTREAL COMMON STOCK                                       | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               |  | CA        |       421 | NS      | $40798.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOTOR COMPANY                                            | HYUNDAI MOTOR CO COMMON STOCK                                       | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               |  | KR        |      1516 | NS      | $197505.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-297.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/MXN SETTLE 2022-12-01                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES COMPANY                                             | BAKER HUGHES CO COMMON STOCK                                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |      1846 | NS      | $53570.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                                       | AMERIPRISE FINANCIAL INC COMMON STOCK                               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |        26 | NS      | $8630.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alupar Investimento S.A.                                         | ALUPAR INVESTIMENTO SA-UNIT UNIT                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | BR        |      3500 | NS      | $18076.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                | INTEL CORP COMMON STOCK                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |     11300 | NS      | $339791.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                       | CARRIER GLOBAL CORP COMMON STOCK                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               |  | US        |     20617 | NS      | $913745.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-114783.27   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI SING IX ETS  DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        28 | NC      | $606772.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                             | META PLATFORMS INC COMMON STOCK                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |      6479 | NS      | $765169.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DETSKIY MIR PAO                                                  | DETSKY MIR PJSC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 25340094SFG83VJ0YP24       | Long             | EC               |  | RU        |    101061 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES, INC.                                        | AKAMAI TECHNOLOGIES INC COMMON STOCK                                | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               |  | US        |       172 | NS      | $16315.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               |  | GB        |      2805 | NS      | $27449.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ta Ann Holdings Bhd                                              | TA ANN HOLDINGS BERHAD COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     19588 | NS      | $17369.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group, S.A.                                       | NATURGY ENERGY GROUP SA COMMON STOCK                                | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               |  | ES        |       606 | NS      | $16859.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                           | DXC TECHNOLOGY CO COMMON STOCK                                      | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |     23000 | NS      | $682410.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $2.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAYANG ENTERPRISE HOLDINGS BHD.                                  | DAYANG ENTERPRISE HLDGS BHD COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MY        |     34800 | NS      | $11015.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                    | HOLOGIC INC COMMON STOCK                                            | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               |  | US        |       234 | NS      | $17821.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP.                                           | PROPETRO HOLDING CORP COMMON STOCK                                  | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               |  | US        |     52590 | NS      | $577438.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-396.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $95.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services Public Company Limited            | BANGKOK DUSIT MED SERVICE COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |    146922 | NS      | $126568.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CUMMINS INC.                                                     | CUMMINS INC COMMON STOCK                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               |  | US        |      1000 | NS      | $251160.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-290.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $0.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-82.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otter Tail Corporation                                           | OTTER TAIL CORP COMMON STOCK                                        | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |      2100 | NS      | $125223.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                               | CANADIAN NATURAL RESOURCES COMMON STOCK                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               |  | CA        |      2060 | NS      | $122031.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                   | ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK                           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               |  | US        |        77 | NS      | $20811.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $36.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                       | IRON MOUNTAIN INC REIT                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      1121 | NS      | $60903.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                           | LOWE'S COS INC COMMON STOCK                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |       236 | NS      | $50161.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                    | NIPPON YUSEN KK COMMON STOCK                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               |  | JP        |       900 | NS      | $19825.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $79.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEST BUY CO., INC.                                               | BEST BUY CO INC COMMON STOCK                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               |  | US        |       818 | NS      | $69775.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $3113.56      | 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        |        28 | NC      | $5123316.35   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $894.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                                     | CF INDUSTRIES HOLDINGS INC COMMON STOCK                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |       343 | NS      | $37109.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Alliance International PCL                                 | ASIAN ALLIANCE INTER-FOREIGN COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |     83684 | NS      | $19102.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $1.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH AND TELEPHONE CORPORATION                       | NIPPON TELEGRAPH & TELEPHONE COMMON STOCK                           | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               |  | JP        |       300 | NS      | $8232.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ, a.s.                                                        | CEZ AS COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               |  | CZ        |      2719 | NS      | $92444.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $5164.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOLIV, INC.                                                    | AUTOLIV INC-SWED DEP RECEIPT DEPOSITARY RECEIPT                     | CUSIP: N/A<br>LEI: A23RUXWKASG834LTMK28       | Long             | EC               |  | SE        |      8736 | NS      | $758042.89    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Astra International Tbk                                       | ASTRA INTERNATIONAL TBK PT COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               |  | ID        |    351435 | NS      | $135969.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                              | NEWMONT CORP COMMON STOCK                                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |       973 | NS      | $46188.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-971.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                 | DEUTSCHE POST AG-REG COMMON STOCK                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               |  | DE        |      3200 | NS      | $126489.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY HALYK SAVINGS BANK OF KAZAKHSTAN             | HALYK SAVINGS BANK-GDR REG S DEPOSITARY RECEIPT                     | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               |  | GB        |     29070 | NS      | $316585.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-602.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL VISION BIOTECHNOLOGY CO., LTD.                         | UNIVERSAL VISION BIOTECHNOLO COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     15300 | NS      | $132921.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13754.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORP COMMON STOCK                                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |       598 | NS      | $24739.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE AURIFERE BARRICK                                         | BARRICK GOLD CORP COMMON STOCK                                      | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               |  | US        |     42555 | NS      | $694497.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORP COMMON STOCK                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |       500 | NS      | $242595.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-39.27       | -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        |      -103 | NC      | $-14688978.13 | -5.90%            |  |  |  | No            |                  1 | On Loan: No      |
| CRH PUBLIC LIMITED COMPANY                                       | CRH PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               |  | IE        |     21688 | NS      | $862719.05    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPA AZOTY SPOLKA AKCYJNA                                       | GRUPA AZOTY SA COMMON STOCK                                         | CUSIP: N/A<br>LEI: 259400Z9C99U5B36R274       | Long             | EC               |  | PL        |       743 | NS      | $5970.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $54.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                              | GENERAL MILLS INC COMMON STOCK                                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |      1600 | NS      | $136480.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                       | CURTISS-WRIGHT CORP COMMON STOCK                                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               |  | US        |      4700 | NS      | $830255.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $76.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-16.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-9.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POOL CORPORATION                                                 | POOL CORP COMMON STOCK                                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |        71 | NS      | $23388.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Real Estate Investment & Trust Co., Ltd                    | KOREA REAL ESTATE INVEST COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |     39304 | NS      | $41964.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1001.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED ARROWS LTD.                                               | UNITED ARROWS LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      7000 | NS      | $95733.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                                  | SAINSBURY (J) PLC COMMON STOCK                                      | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               |  | GB        |      4986 | NS      | $13288.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COAL INDIA LTD                                                   | COAL INDIA LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               |  | IN        |      7714 | NS      | $21737.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                 | TOTALENERGIES SE COMMON STOCK                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               |  | FR        |     19070 | NS      | $1179339.60   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vista Energy, S.A.B. de C.V.                                     | VISTA OIL & GAS SAB DE CV DEPOSITARY RECEIPT                        | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               |  | US        |      6511 | NS      | $93823.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-32.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEEZAN BANK LIMITED                                              | MEEZAN BANK LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 254900Y8S03SVOEXXP61       | Long             | EC               |  | PK        |     19751 | NS      | $9654.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORPORATION                                         | NIPPON STEEL CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               |  | JP        |     39500 | NS      | $626265.39    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-2.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                                     | SEGRO PLC REIT                                                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               |  | GB        |       921 | NS      | $8806.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $136.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                     | HASBRO INC COMMON STOCK                                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               |  | US        |       434 | NS      | $27263.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-410.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBUJA CEMENTS LIMITED                                           | AMBUJA CEMENTS LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 335800NT6LQHR1428E20       | Long             | EC               |  | IN        |      1721 | NS      | $12128.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $1.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-36.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                             | MCKESSON CORP COMMON STOCK                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |        39 | NS      | $14885.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                                           | ALASKA AIR GROUP INC COMMON STOCK                                   | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               |  | US        |     10770 | NS      | $510928.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $314.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                 | PING AN INSURANCE GROUP CO-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               |  | HK        |      1500 | NS      | $9267.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANMINA CORPORATION                                              | SANMINA CORP COMMON STOCK                                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |      1011 | NS      | $66816.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                        | NOKIA OYJ COMMON STOCK                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               |  | FI        |      2589 | NS      | $12621.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-42.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $0.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9772.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A.P. MOELLER - MAERSK A/S                                        | AP MOLLER-MAERSK A/S-A COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               |  | DK        |         4 | NS      | $8402.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIL AND NATURAL GAS CORPORATION LIMITED                          | OIL & NATURAL GAS CORP LTD COMMON STOCK                             | CUSIP: Y64606133<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               |  | IN        |     54269 | NS      | $95088.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCORP GROUP LIMITED                                            | SUNCORP GROUP LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               |  | AU        |      1135 | NS      | $9113.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA CONSULTANCY SERVICES LIMITED                                | TATA CONSULTANCY SVCS LTD COMMON STOCK                              | CUSIP: Y85279100<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               |  | IN        |      1739 | NS      | $73030.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BHCo.,Ltd.                                                       | BH CO LTD COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       894 | NS      | $18067.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $41.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-1968.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $65.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga Milk Industry Co., Ltd.                                 | MORINAGA MILK INDUSTRY CO COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900FB91P7MVO08949       | Long             | EC               |  | JP        |     11200 | NS      | $359017.88    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1750.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                               | PUBLICIS GROUPE COMMON STOCK                                        | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               |  | FR        |     14539 | NS      | $946839.42    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                       | NATIONAL BANK OF CANADA COMMON STOCK                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               |  | CA        |      2012 | NS      | $142370.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Far EasTone Telecommunications Co., Ltd.                         | FAR EASTONE TELECOMM CO LTD COMMON STOCK                            | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               |  | TW        |     26989 | NS      | $59593.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               |  | FR        |      1212 | NS      | $12129.62     | 0.00%             |  |  |  | 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        |         6 | NS      | $12869.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                         | EASTMAN CHEMICAL CO COMMON STOCK                                    | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |       300 | NS      | $25986.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                              | ALLY FINANCIAL INC COMMON STOCK                                     | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |     27000 | NS      | $729270.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TravelSky Technology Limited                                     | TRAVELSKY TECHNOLOGY LTD-H COMMON STOCK                             | CUSIP: N/A<br>LEI: 5299007TAWP4DZ6QFG73       | Long             | EC               |  | HK        |     26323 | NS      | $53519.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                  | CARLISLE COS INC COMMON STOCK                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |       925 | NS      | $243376.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                    | FACTSET RESEARCH SYSTEMS INC COMMON STOCK                           | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      1827 | NS      | $842776.83    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $0.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUENTEX DEVELOPMENT CO.,LTD.                                     | RUENTEX DEVELOPMENT CO LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     10500 | NS      | $15850.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Matahari Department Store Tbk                                 | MATAHARI DEPARTMENT STORE TB COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | ID        |    173524 | NS      | $57125.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                             | CONAGRA BRANDS INC COMMON STOCK                                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |      4150 | NS      | $157617.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI & CO., LTD.                                               | MITSUI & CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               |  | JP        |      3368 | NS      | $96736.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABOITIZ POWER CORP.                                              | ABOITIZ POWER CORP COMMON STOCK                                     | CUSIP: N/A<br>LEI: 254900UHTKF4VBSFTL94       | Long             | EC               |  | PH        |     34400 | NS      | $20967.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $4.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                                            | CARDINAL HEALTH INC COMMON STOCK                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               |  | US        |       311 | NS      | $24932.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO COMMON STOCK                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               |  | IT        |      5387 | NS      | $11834.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $72.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                               | IQVIA HOLDINGS INC COMMON STOCK                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               |  | US        |      1598 | NS      | $348395.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                                      | QORVO INC COMMON STOCK                                              | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               |  | US        |       169 | NS      | $16773.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                                | MERCK & CO. INC. COMMON STOCK                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     11700 | NS      | $1288404.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SPI 200 FUTURES   DEC22 PHYSICAL INDEX FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        26 | NC      | $3181635.56   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                                | H&R BLOCK INC COMMON STOCK                                          | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |      2757 | NS      | $120508.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1040.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAINCORP LIMITED                                                | GRAINCORP LTD-A COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900XVBL825SSW9081       | Long             | EC               |  | AU        |      3124 | NS      | $17042.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                                    | PAYLOCITY HOLDING CORP COMMON STOCK                                 | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               |  | US        |       428 | NS      | $93231.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                                      | COVESTRO AG COMMON STOCK                                            | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               |  | DE        |     16608 | NS      | $660425.23    | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| POSITIVO TECNOLOGIA S.A.                                         | POSITIVO TECNOLOGIA SA COMMON STOCK                                 | CUSIP: N/A<br>LEI: 5493000DDMHMEG5KI823       | Long             | EC               |  | BR        |     26600 | NS      | $43247.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOZYMES A/S                                                    | NOVOZYMES A/S-B SHARES COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               |  | DK        |       157 | NS      | $9032.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1104.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGE INDUSTRIES LIMITED                                          | PAGE INDUSTRIES LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 335800D6UFCCKUP3KD53       | Long             | EC               |  | IN        |       196 | NS      | $114535.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                                    | ADIENT PLC COMMON STOCK                                             | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               |  | US        |     12050 | NS      | $469227.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                                | SCHLUMBERGER LTD COMMON STOCK                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               |  | US        |       655 | NS      | $33765.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $15.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-56461.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                    | BECTON DICKINSON AND CO COMMON STOCK                                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |      4098 | NS      | $1021795.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-23.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-73.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $17.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-174.49      | -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        |        -3 | NC      | $-271489.83   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                              | HERSHEY CO/THE COMMON STOCK                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      2432 | NS      | $571933.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-22.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                           | RWE AG COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               |  | DE        |       309 | NS      | $13459.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DMCI HOLDINGS INC.                                               | DMCI HOLDINGS INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |    301494 | NS      | $51331.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                | INTEL CORP COMMON STOCK                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |     14400 | NS      | $433008.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                         | INTERPUBLIC GROUP OF COS INC COMMON STOCK                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               |  | US        |       731 | NS      | $25117.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-2.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                                | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |       669 | NS      | $983135.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Indorama Ventures Public Company Limited                         | INDORAMA VENTURES PCL COMMON STOCK                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TH        |      8200 | NS      | $9941.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corporation SJSC                          | SAUDI BASIC INDUSTRIES CORP COMMON STOCK                            | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               |  | SA        |       744 | NS      | $16568.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORP COMMON STOCK                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |      2451 | NS      | $92770.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $0.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                           | TRACTOR SUPPLY COMPANY COMMON STOCK                                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               |  | US        |      1676 | NS      | $379295.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-545.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-154.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM N.V.                                             | KONINKLIJKE DSM NV COMMON STOCK                                     | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | EC               |  | NL        |       326 | NS      | $41838.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S.A. (Petrobras)                             | PETROBRAS - PETROLEO BRAS COMMON STOCK                              | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               |  | BR        |      1500 | NS      | $8628.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-15.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Lifeline Co., Ltd.                                         | JAPAN LIFELINE CO LTD COMMON STOCK                                  | CUSIP: N/A<br>LEI: 353800QUW6LROZVA6765       | Long             | EC               |  | JP        |     22300 | NS      | $153602.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                          | MICRON TECHNOLOGY INC COMMON STOCK                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               |  | US        |     11387 | NS      | $656460.55    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND COMPANY                                   | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               |  | US        |       253 | NS      | $24667.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBIO INC.                                                       | 3SBIO INC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               |  | HK        |     52000 | NS      | $55200.77     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $33.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-218.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA SA                                            | BANCA TRANSILVANIA SA COMMON STOCK                                  | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               |  | RO        |     31992 | NS      | $134879.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chunghwa Telecom Co., Ltd.                                       | CHUNGHWA TELECOM CO LTD COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |     26600 | NS      | $97912.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC.                                                       | APPLE INC COMMON STOCK                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |      9501 | NS      | $1406433.03   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2746.96     | -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        |     13000 | NS      | $331208.34    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                                   | ROBERT HALF INTL INC COMMON STOCK                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               |  | US        |       491 | NS      | $38680.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                       | BOLIDEN AB COMMON STOCK                                             | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               |  | SE        |       398 | NS      | $14805.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PURE STORAGE, INC.                                               | PURE STORAGE INC - CLASS A COMMON STOCK                             | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               |  | US        |      4149 | NS      | $121109.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TORAY INDUSTRIES, INC.                                           | TORAY INDUSTRIES INC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               |  | JP        |    152600 | NS      | $813049.03    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1570.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SEK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                               | AFLAC INC COMMON STOCK                                              | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               |  | US        |      3000 | NS      | $215790.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOLAMANDALAM INVESTMENT AND FINANCE COMPANY LIMITED             | CHOLAMANDALAM INVESTMENT AND COMMON STOCK                           | CUSIP: N/A<br>LEI: 3358008DNPV45O4EII52       | Long             | EC               |  | IN        |     23761 | NS      | $209710.42    | 0.08%             |  |  |  | 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        |        11 | NC      | $1311812.18   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                               | CLOROX COMPANY COMMON STOCK                                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |       295 | NS      | $43851.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co., Ltd.                                           | YAMAHA MOTOR CO LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               |  | JP        |       900 | NS      | $22310.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                          | KRAFT HEINZ CO/THE COMMON STOCK                                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |      5300 | NS      | $208555.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                   | KROGER CO COMMON STOCK                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |       896 | NS      | $44074.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                                        | EXLSERVICE HOLDINGS INC COMMON STOCK                                | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |       498 | NS      | $93225.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REC LIMITED                                                      | REC LTD COMMON STOCK                                                | CUSIP: Y73650106<br>LEI: 335800B4YRYWAMIJZ374 | Long             | EC               |  | IN        |    129563 | NS      | $176462.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JINDAL STEEL AND POWER LIMITED                                   | JINDAL STEEL & POWER LTD COMMON STOCK                               | CUSIP: Y4447P100<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               |  | IN        |     38840 | NS      | $258168.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                      | AVNET INC COMMON STOCK                                              | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               |  | US        |     12180 | NS      | $550170.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                         | CHORD ENERGY CORP COMMON STOCK                                      | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |       188 | NS      | $28675.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L&F CO., LTD                                                     | L&F CO LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       138 | NS      | $23796.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG INNOTEK CO.,LTD                                               | LG INNOTEK CO LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               |  | KR        |      1176 | NS      | $283530.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                         | ILLINOIS TOOL WORKS COMMON STOCK                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               |  | US        |        52 | NS      | $11828.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $43.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                         | TENCENT HOLDINGS LTD COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               |  | HK        |     10090 | NS      | $381833.05    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hokuetsu Corporation                                             | HOKUETSU CORP COMMON STOCK                                          | CUSIP: N/A<br>LEI: 549300CBTMD053ZJ7C79       | Long             | EC               |  | JP        |      7400 | NS      | $41587.62     | 0.02%             |  |  |  | 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        |    227000 | NS      | $113851.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                                   | MONOLITHIC POWER SYSTEMS INC COMMON STOCK                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |        69 | NS      | $26355.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD.                                                     | INVESCO LTD COMMON STOCK                                            | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               |  | US        |       981 | NS      | $18746.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORPORATION                                          | SEIKO EPSON CORP COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               |  | JP        |     22000 | NS      | $342602.07    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14207.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $26.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors N.V.                                          | NXP SEMICONDUCTORS NV COMMON STOCK                                  | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               |  | US        |        62 | NS      | $10902.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                                      | PEARSON PLC COMMON STOCK                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               |  | GB        |     85325 | NS      | $1017409.02   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE METALS GROUP LTD                                       | FORTESCUE METALS GROUP LTD COMMON STOCK                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               |  | AU        |      1230 | NS      | $16152.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $7.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL AUTHORITY OF INDIA LIMITED                                 | STEEL AUTHORITY OF INDIA COMMON STOCK                               | CUSIP: Y8166R114<br>LEI: 335800ZJXMF183ZCQI90 | Long             | EC               |  | IN        |    261221 | NS      | $274555.07    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC.                                                      | DAVITA INC COMMON STOCK                                             | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |       274 | NS      | $20202.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $5584.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $57.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                              | GENERAL MILLS INC COMMON STOCK                                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |       287 | NS      | $24481.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                          | ARROW ELECTRONICS INC COMMON STOCK                                  | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               |  | US        |      4200 | NS      | $456708.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                    | ALPHABET INC-CL A COMMON STOCK                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |      2014 | NS      | $203393.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $32.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ FINANCE LIMITED                                            | BAJAJ FINANCE LTD COMMON STOCK                                      | CUSIP: Y05473122<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               |  | IN        |       369 | NS      | $30673.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGEAS SA                                                         | AGEAS COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               |  | BE        |       282 | NS      | $11298.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $-3.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-9.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                 | PACKAGING CORP OF AMERICA COMMON STOCK                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |      1000 | NS      | $135890.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-176.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA                     | POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK                           | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               |  | PL        |     58977 | NS      | $417307.18    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| K'S HOLDINGS CORPORATION                                         | K'S HOLDINGS CORP COMMON STOCK                                      | CUSIP: N/A<br>LEI: 3538003LJ09YLR6NHG27       | Long             | EC               |  | JP        |     14300 | NS      | $117500.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $23.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-28.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/JPY SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-88.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY                         | EATON CORP PLC COMMON STOCK                                         | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               |  | US        |       122 | NS      | $19940.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAN YA PLASTICS CORPORATION                                      | NAN YA PLASTICS CORP COMMON STOCK                                   | CUSIP: N/A<br>LEI: 254900L66RP14M9UOM28       | Long             | EC               |  | TW        |      3000 | NS      | $7503.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG DOLLAR                                                 | FX Forward Contract: HKD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HK        |         1 | NC      | $0.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                                | CONSTELLATION ENERGY COMMON STOCK                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               |  | US        |       328 | NS      | $31527.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN TIRE CORPORATION, LIMITED                               | CANADIAN TIRE CORP-CLASS A COMMON STOCK                             | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               |  | CA        |      1200 | NS      | $134843.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBEV S.A.                                                       | AMBEV SA COMMON STOCK                                               | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               |  | BR        |     69173 | NS      | $209013.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                                        | MARKETAXESS HOLDINGS INC COMMON STOCK                               | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               |  | US        |        70 | NS      | $18754.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $26.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIZO Corporation                                                 | EIZO CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      3700 | NS      | $96280.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $0.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES, INC.                               | WEST PHARMACEUTICAL SERVICES COMMON STOCK                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               |  | US        |       137 | NS      | $32148.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2593.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $72.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                                   | DOLLARAMA INC COMMON STOCK                                          | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               |  | CA        |      1234 | NS      | $74939.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                                     | TEXTRON INC COMMON STOCK                                            | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |       334 | NS      | $23840.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                        | KESKO OYJ-B SHS COMMON STOCK                                        | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               |  | FI        |       605 | NS      | $12868.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxshare Precision Industry Co., Ltd.                            | LUXSHARE PRECISION INDUSTR-A COMMON STOCK                           | CUSIP: N/A<br>LEI: 300300QLLDUELXN16530       | Long             | EC               |  | CN        |      7800 | NS      | $34472.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                     | ADVANCED MICRO DEVICES COMMON STOCK                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               |  | US        |       300 | NS      | $23289.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                                 | TAYLOR MORRISON HOME CORP COMMON STOCK                              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               |  | US        |     13250 | NS      | $402667.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-106.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                | MERCK & CO. INC. COMMON STOCK                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |      4600 | NS      | $506552.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                                   | MONOLITHIC POWER SYSTEMS INC COMMON STOCK                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |       498 | NS      | $190216.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                    | NIPPON YUSEN KK COMMON STOCK                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               |  | JP        |       978 | NS      | $21543.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA, INC.                                             | DOMINO'S PIZZA INC COMMON STOCK                                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |        21 | NS      | $8163.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PUBLIC LIMITED COMPANY                   | JAMES HARDIE INDUSTRIES-CDI DEPOSITARY RECEIPT                      | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               |  | AU        |       831 | NS      | $16459.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ, a.s.                                                        | CEZ AS COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               |  | CZ        |      2041 | NS      | $69393.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAMP S.A.                                                        | ZAMP SA COMMON STOCK                                                | CUSIP: N/A<br>LEI: 213800C6KT7YTDPUAB54       | Long             | EC               |  | BR        |     53055 | NS      | $59423.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                                      | BRENNTAG SE COMMON STOCK                                            | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               |  | DE        |       169 | NS      | $10632.16     | 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        |      1400 | NS      | $82040.00     | 0.03%             |  |  |  | No            |                  1 | 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        |      3523 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingnet Network Co Ltd                                           | KINGNET NETWORK CO LTD-A COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |    141700 | NS      | $141173.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-345.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                         | MASTERCARD INC - A COMMON STOCK                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      4765 | NS      | $1698246.00   | 0.68%             |  |  |  | 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        |     15187 | NS      | $615284.18    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-35755.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                                 | NOVO NORDISK A/S-B COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               |  | DK        |      2054 | NS      | $254919.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-21.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DMCI HOLDINGS INC.                                               | DMCI HOLDINGS INC COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |   1089100 | NS      | $185425.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| W. R. BERKLEY CORPORATION                                        | WR BERKLEY CORP COMMON STOCK                                        | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               |  | US        |      1170 | NS      | $89247.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-153.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                  | FOX CORP - CLASS A COMMON STOCK                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |      6000 | NS      | $194700.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY               | SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK                            | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               |  | US        |      1318 | NS      | $69814.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1885.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                       | COGNIZANT TECH SOLUTIONS-A COMMON STOCK                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               |  | US        |       459 | NS      | $28554.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                            | QUALCOMM INC COMMON STOCK                                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |       179 | NS      | $22641.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co., Ltd.                        | CONTEMPORARY AMPEREX TECHN-A COMMON STOCK                           | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               |  | CN        |      1200 | NS      | $65739.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $309.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $114.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & CO COMMON STOCK                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |       940 | NS      | $45073.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $45.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA ELECTRONICS, INC.                                          | DELTA ELECTRONICS INC COMMON STOCK                                  | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               |  | TW        |     31000 | NS      | $306550.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                        | VALERO ENERGY CORP COMMON STOCK                                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |       436 | NS      | $58258.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                              | DANAHER CORP COMMON STOCK                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |       238 | NS      | $65071.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LIMITED                                            | COMPUTERSHARE LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      1817 | NS      | $33984.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PAO                                                      | GAZPROM PJSC COMMON STOCK                                           | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               |  | RU        |     71045 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERKINELMER, INC.                                                | PERKINELMER INC COMMON STOCK                                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               |  | US        |       448 | NS      | $62599.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                            | GENUINE PARTS CO COMMON STOCK                                       | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |      2297 | NS      | $421109.01    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6686.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-33.96       | -0.00%            |  |  |  | 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        |      8800 | NS      | $258481.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| W.W. GRAINGER, INC.                                              | WW GRAINGER INC COMMON STOCK                                        | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |        46 | NS      | $27740.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viscofan, S.A.                                                   | VISCOFAN SA COMMON STOCK                                            | CUSIP: N/A<br>LEI: 95980020140005684765       | Long             | EC               |  | ES        |       573 | NS      | $35271.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORP COMMON STOCK                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |      1055 | NS      | $87596.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOAGOSEI CO., LTD.                                               | TOAGOSEI CO LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     12800 | NS      | $109248.55    | 0.04%             |  |  |  | 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        |     74576 | NS      | $92285.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                           | PERRIGO CO PLC COMMON STOCK                                         | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |     23400 | NS      | $754182.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORPORATION                                                 | KDDI CORP COMMON STOCK                                              | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               |  | JP        |       300 | NS      | $8830.65      | 0.00%             |  |  |  | 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        |     21800 | NS      | $117038.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| APERAM SA                                                        | APERAM COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 5493001136GE6L4R7M63       | Long             | EC               |  | NL        |     10497 | NS      | $329719.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKEN CO.,LTD.                                                 | SUZUKEN CO LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |      5900 | NS      | $157316.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $252.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                | CIE FINANCIERE RICHEMO-A REG COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               |  | CH        |       188 | NS      | $24752.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-39.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM, INC.                                                     | JD.COM INC - CL A COMMON STOCK                                      | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               |  | HK        |       300 | NS      | $8570.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                  | UNITEDHEALTH GROUP INC COMMON STOCK                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |      4041 | NS      | $2213498.16   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                   | STORA ENSO OYJ-R SHS COMMON STOCK                                   | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               |  | FI        |     40527 | NS      | $589927.74    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FOURLIS S.A.                                                     | FOURLIS SA COMMON STOCK                                             | CUSIP: N/A<br>LEI: 213800V54ASIMZREDX49       | Long             | EC               |  | GR        |     19206 | NS      | $59142.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.                          | MID-AMERICA APARTMENT COMM REIT                                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       107 | NS      | $17642.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WIZZ AIR HOLDINGS PLC                                            | WIZZ AIR HOLDINGS PLC COMMON STOCK                                  | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               |  | GB        |      5100 | NS      | $137566.79    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-452.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-4.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                              | HUNT (JB) TRANSPRT SVCS INC COMMON STOCK                            | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               |  | US        |       126 | NS      | $23170.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-39.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $9.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Petroleum & Chemical Corporation                           | CHINA PETROLEUM & CHEMICAL-H COMMON STOCK                           | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               |  | HK        |    600000 | NS      | $283454.36    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-13.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                  | FUJITSU LIMITED COMMON STOCK                                        | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               |  | JP        |       200 | NS      | $26856.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS S.A.                                                         | JBS SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               |  | BR        |     12534 | NS      | $52530.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                       | OTIS WORLDWIDE CORP COMMON STOCK                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |     11923 | NS      | $931067.07    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER, S.A.                                            | BANCO SANTANDER SA COMMON STOCK                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               |  | ES        |    314269 | NS      | $927863.36    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| HP INC.                                                          | HP INC COMMON STOCK                                                 | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               |  | US        |      1599 | NS      | $48033.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LKQ CORPORATION                                                  | LKQ CORP COMMON STOCK                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               |  | US        |       202 | NS      | $10974.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                    | NN GROUP NV COMMON STOCK                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               |  | NL        |      2300 | NS      | $97259.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                      | FX Forward Contract: CHF/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-281.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXEO Group, Inc.                                                 | EXEO GROUP INC COMMON STOCK                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | JP        |     18400 | NS      | $282639.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-34.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $226.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYP Entertainment Corporation                                    | JYP ENTERTAINMENT CORP COMMON STOCK                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | KR        |       835 | NS      | $39026.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $58.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS                       | LABORATORY CRP OF AMER HLDGS COMMON STOCK                           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               |  | US        |       100 | NS      | $24070.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $1.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                               | ITOCHU CORP COMMON STOCK                                            | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               |  | JP        |      1000 | NS      | $31080.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $44.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTA BEAUTY, INC.                                                | ULTA BEAUTY INC COMMON STOCK                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               |  | US        |       346 | NS      | $160834.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                                            | LEIDOS HOLDINGS INC COMMON STOCK                                    | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               |  | US        |       135 | NS      | $14759.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-183.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LIMITED                                                  | INFOSYS LTD COMMON STOCK                                            | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               |  | IN        |      1263 | NS      | $25671.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                           | DELL TECHNOLOGIES -C COMMON STOCK                                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               |  | US        |      3300 | NS      | $147807.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                             | CELANESE CORP COMMON STOCK                                          | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |       152 | NS      | $16309.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                          | ABB LTD-REG COMMON STOCK                                            | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               |  | CH        |      1410 | NS      | $44011.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK ROSSII PAO                                              | SBERBANK OF RUSSIA PJSC COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               |  | RU        |    105050 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVEREST RE GROUP, LTD.                                           | EVEREST RE GROUP LTD COMMON STOCK                                   | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |       800 | NS      | $270352.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                        | SANOFI COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               |  | FR        |      9081 | NS      | $811652.02    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $267.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad N.V.                                                    | RANDSTAD NV COMMON STOCK                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               |  | NL        |       180 | NS      | $10316.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X5 RETAIL GROUP NV                                               | X 5 RETAIL GROUP NV-REGS GDR DEPOSITARY RECEIPT                     | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               |  | RU        |      1183 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-7.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                        | COLGATE-PALMOLIVE CO COMMON STOCK                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |      6948 | NS      | $538331.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                                    | AMERISOURCEBERGEN CORP COMMON STOCK                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |      8600 | NS      | $1467934.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                                      | HUMANA INC COMMON STOCK                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |        85 | NS      | $46741.50     | 0.02%             |  |  |  | No            |                  1 | 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      | $0.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION                                               | CINTAS CORP COMMON STOCK                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |       507 | NS      | $234122.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                  | UNITED THERAPEUTICS CORP COMMON STOCK                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |       500 | NS      | $139945.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SPOLKA AKCYJNA                                               | LPP SA COMMON STOCK                                                 | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               |  | PL        |       125 | NS      | $267822.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $3.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                                 | NOVO NORDISK A/S-B COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               |  | DK        |       781 | NS      | $96929.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-4.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd.                                                    | NH FOODS LTD COMMON STOCK                                           | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               |  | JP        |      7400 | NS      | $197167.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DANISH KRONE                                                     | FX Forward Contract: DKK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DK        |         1 | NC      | $46.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-39.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                | FX Forward Contract: AUD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-279.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOURMALINE OIL CORP.                                             | TOURMALINE OIL CORP COMMON STOCK                                    | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               |  | CA        |      4336 | NS      | $261848.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODMAN GROUP                                                    | GOODMAN GROUP REIT                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |      1257 | NS      | $16408.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                        | JM SMUCKER CO/THE COMMON STOCK                                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |      2500 | NS      | $385025.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                                   | AUTOZONE INC COMMON STOCK                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |       238 | NS      | $613802.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                            | MICROSOFT CORP COMMON STOCK                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     12001 | NS      | $3061935.14   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-150.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                      | DISCOVER FINANCIAL SERVICES COMMON STOCK                            | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               |  | US        |       123 | NS      | $13328.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/SGD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $6.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                 | FX Forward Contract: SGD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $-0.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                       | AMGEN INC COMMON STOCK                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |      1200 | NS      | $343680.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-85.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                     | FX Forward Contract: JPY/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $128.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Cement Corp.                                              | TAIWAN CEMENT COMMON STOCK                                          | CUSIP: N/A<br>LEI: 529900C56C3PB9X9ZO58       | Long             | EC               |  | TW        |      7699 | NS      | $8486.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                    | FX Forward Contract: SEK/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-3.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                   | BAWAG GROUP AG COMMON STOCK                                         | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               |  | AT        |       591 | NS      | $30638.43     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VARUN BEVERAGES LIMITED                                          | VARUN BEVERAGES LTD COMMON STOCK                                    | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               |  | IN        |     14840 | NS      | $228236.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EXCELSIOR MEDICAL CO., LTD                                       | EXCELSIOR MEDICAL CO LTD COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | TW        |      4200 | NS      | $8870.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-56.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE FEDERAL BANK LTD                                             | FEDERAL BANK LTD COMMON STOCK                                       | CUSIP: N/A<br>LEI: 335800J8VWGE2HGWF417       | Long             | EC               |  | IN        |     15880 | NS      | $25807.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | FX Forward Contract: EUR/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-1811.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-35.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/DKK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $88.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                        | WESTERN UNION CO COMMON STOCK                                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     11300 | NS      | $165658.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NOK SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-32.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                               | FX Forward Contract: NZD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $0.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                               | SUNCOR ENERGY INC COMMON STOCK                                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               |  | CA        |       218 | NS      | $7112.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/HKD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CHF SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-493.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEIJIN LIMITED                                                   | TEIJIN LTD COMMON STOCK                                             | CUSIP: N/A<br>LEI: 3538000RF6UCIMPKCO54       | Long             | EC               |  | JP        |     12400 | NS      | $119067.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/NZD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/GBP SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                  | FX Forward Contract: CAD/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-261.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $99.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/EUR SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-526.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HABIB BANK LIMITED                                               | HABIB BANK LTD COMMON STOCK                                         | CUSIP: N/A<br>LEI: 549300N63RJKPUYAY631       | Long             | EC               |  | PK        |     63667 | NS      | $18922.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Limited                                           | TOKYO ELECTRON LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               |  | JP        |      1273 | NS      | $427530.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GRACO INC                                                        | GRACO INC COMMON STOCK                                              | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               |  | US        |     13312 | NS      | $931440.64    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                           | FX Forward Contract: GBP/USD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $1565.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFSHORE OIL ENGINEERING CO.,LTD.                                | OFFSHORE OIL ENGINEERING-A COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CN        |     30600 | NS      | $24630.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North Pacific Bank,Ltd.                                          | NORTH PACIFIC BANK LTD COMMON STOCK                                 | CUSIP: N/A<br>LEI: 549300A1ZLTL4KX3DZ92       | Long             | EC               |  | JP        |     52300 | NS      | $92747.90     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shockwave Medical Inc                                            | SHOCKWAVE MEDICAL INC COMMON STOCK                                  | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               |  | US        |       474 | NS      | $120206.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPS ALPINE CO., LTD.                                            | ALPS ALPINE CO LTD COMMON STOCK                                     | CUSIP: N/A<br>LEI: 529900PWNU4ASLY9VI90       | Long             | EC               |  | JP        |     20200 | NS      | $191755.45    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                         | GRUPO FINANCIERO BANORTE-O COMMON STOCK                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | MX        |     37700 | NS      | $301331.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                     | ON SEMICONDUCTOR COMMON STOCK                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               |  | US        |       261 | NS      | $19627.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/CAD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $594.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, INC.                                       | SIMON PROPERTY GROUP INC REIT                                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       127 | NS      | $15168.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE GLOBAL GROUP, INC.                                      | ALLIANCE GLOBAL GROUP INC COMMON STOCK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | PH        |     28400 | NS      | $4918.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                     | FX Forward Contract: USD/AUD SETTLE 2022-12-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8.09         | 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