# EDGAR Filing Document

**Accession Number:** 0001022804
**File Stem:** 0001752724-23-067921
**Filing Date:** 2023-3
**Character Count:** 87042
**Document Hash:** 908d0dc58f4c4e5dd925e1235b8339c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067921.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067921

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN FUND ALLOCATOR SERIES
- **CENTRAL INDEX KEY:** 0001022804
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07851
- **FILM NUMBER:** 23764116

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-4018

**MAIL ADDRESS:**
- **STREET 1:** FRANKLIN FUND ALLOCATOR SERIES
- **STREET 2:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON FUND ALLOCATOR SERIES
- **DATE OF NAME CHANGE:** 19960912

## Series and Classes Contracts Data

### Franklin Emerging Market Core Equity (IU) Fund (Series ID: S000066091)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000213628 | Advisor      | FCEEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Fund Allocator Series

- **b. Investment Company Act file number:** 811-07851

- **c. CIK number of Registrant:** 0001022804

- **d. LEI of Registrant:** 5493009BPYLDNZHEMO31

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin Emerging Market Core Equity (IU) Fund

- **b. EDGAR series identifier (if any):** S000066091

- **c. LEI of Series:** 549300RHSEWP5HCKT350

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $115038653.19

**Total Liabilities:** $287525.55

**Net Assets:** $114751127.64

**Delayed Delivery Securities:** $200104.33

**Cash Not Reported:** $1656.77

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213628 | 14.87%               | -3.22%               | 8.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1279479.50             | $15116851.93                               |
| Month 2  | $-1044077.27             | $-3011720.57                               |
| Month 3  | $266786.19               | $7961534.54                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Remgro Ltd.                                            | Remgro Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     14109 | NS      | $113559.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPB Group Bhd.                                         | PPB Group Bhd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    127200 | NS      | $524812.75    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibra Uno Administracion SA de CV                      | Fibra Uno Administracion SA de CV                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     87100 | NS      | $117954.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Spirits Ltd.                                    | United Spirits Ltd.                                             | CUSIP: N/A<br>LEI: 3358004YFWQVX2EZDE82       | Long             | EC               | CORP              | IN        |     42794 | NS      | $403923.25    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                   | Turk Hava Yollari AO                                            | CUSIP: N/A<br>LEI: 789000EV8M3BL7ZPFB03       | Long             | EC               | CORP              | TR        |     36518 | NS      | $267643.47    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                            | Abu Dhabi Islamic Bank PJSC                                     | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    160294 | NS      | $412010.78    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Beijing Co. Ltd.                               | Bank of Beijing Co. Ltd., Class A                               | CUSIP: N/A<br>LEI: 300300C1080211000042       | Long             | EC               | CORP              | CN        |    268895 | NS      | $169411.09    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co. Ltd.                         | Ganfeng Lithium Group Co. Ltd., Class A                         | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |     20780 | NS      | $244456.48    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co. Ltd.                              | Largan Precision Co. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     13000 | NS      | $926925.85    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Guotai Junan Securities Co. Ltd.                       | Guotai Junan Securities Co. Ltd., Class A                       | CUSIP: N/A<br>LEI: 300300E1005431000017       | Long             | EC               | CORP              | CN        |     94700 | NS      | $200694.98    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Krafton, Inc.                                          | Krafton, Inc.                                                   | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |       836 | NS      | $122635.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances, Inc. of Zhuhai               | Gree Electric Appliances, Inc. of Zhuhai, Class A               | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |     21900 | NS      | $112589.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co. Ltd.                                       | Tongwei Co. Ltd., Class A                                       | CUSIP: N/A<br>LEI: 3003009CW4QYMCG0BH89       | Long             | EC               | CORP              | CN        |     57600 | NS      | $361419.81    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Divi's Laboratories Ltd.                               | Divi's Laboratories Ltd.                                        | CUSIP: N/A<br>LEI: 335800C1DHFG1C9T1M03       | Long             | EC               | CORP              | IN        |      3442 | NS      | $140153.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                            | Astra International Tbk. PT                                     | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |    769700 | NS      | $309228.63    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                | Vale SA                                                         | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     33900 | NS      | $631239.77    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PhosAgro PJSC                                          | PhosAgro PJSC                                                   | CUSIP: 71922G407<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |       206 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novatek Microelectronics Corp.                         | Novatek Microelectronics Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     97000 | NS      | $1154102.38   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co. Ltd.                     | Hankook Tire & Technology Co. Ltd.                              | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |      6950 | NS      | $183188.34    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                             | Alibaba Group Holding Ltd.                                      | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    183400 | NS      | $2521698.86   | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                | Meituan Dianping, Class B                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |     47710 | NS      | $1066680.60   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd.                         | Zhongsheng Group Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | KY        |     60500 | NS      | $342346.50    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Indraprastha Gas Ltd.                                  | Indraprastha Gas Ltd.                                           | CUSIP: N/A<br>LEI: 33580033VPD8D168H736       | Long             | EC               | CORP              | IN        |     21871 | NS      | $114105.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tower Corp. Ltd.                                 | China Tower Corp. Ltd., Class H                                 | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |   9386000 | NS      | $1066528.07   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                    | Hon Hai Precision Industry Co. Ltd.                             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |    206000 | NS      | $686383.77    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingboard Holdings Ltd.                                | Kingboard Holdings Ltd.                                         | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |    133000 | NS      | $543325.08    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV              | Grupo Aeroportuario del Sureste SAB de CV, Class B              | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |     18200 | NS      | $494344.85    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Ltd.                                         | FirstRand Ltd.                                                  | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |    152151 | NS      | $565527.03    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Chile SA                                          | Enel Chile SA                                                   | CUSIP: N/A<br>LEI: 549300YM5CWCAUVOPB53       | Long             | EC               | CORP              | CL        |   3088382 | NS      | $145480.42    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                    | Kuaishou Technology                                             | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |     90600 | NS      | $797233.68    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                               | JUMBO SA                                                        | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     13582 | NS      | $243912.66    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Synnex Technology International Corp.                  | Synnex Technology International Corp.                           | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |     60000 | NS      | $121158.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Fire & Marine Insurance Co. Ltd.                | Meritz Fire & Marine Insurance Co. Ltd.                         | CUSIP: N/A<br>LEI: 9884007PON6UA8YN6V50       | Long             | EC               | CORP              | KR        |      7545 | NS      | $316313.12    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Chongqing Brewery Co. Ltd.                             | Chongqing Brewery Co. Ltd., Class A                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5800 | NS      | $103633.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumber Alfaria Trijaya Tbk. PT                         | Sumber Alfaria Trijaya Tbk. PT                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   1712100 | NS      | $323642.26    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Sulaiman Al Habib Medical Services Group Co.        | Dr. Sulaiman Al Habib Medical Services Group Co.                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     11928 | NS      | $745535.14    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Indorama Ventures PCL                                  | Indorama Ventures PCL                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    361700 | NS      | $447982.09    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Daqo New Energy Corp.                                  | Daqo New Energy Corp.                                           | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | KY        |      7000 | NS      | $318570.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Elxsi Ltd.                                        | Tata Elxsi Ltd.                                                 | CUSIP: N/A<br>LEI: 335800OWLDKWXSI48N33       | Long             | EC               | CORP              | IN        |      1611 | NS      | $131657.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Komercni Banka A/S                                     | Komercni Banka A/S                                              | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |      4083 | NS      | $137838.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Far EasTone Telecommunications Co. Ltd.                | Far EasTone Telecommunications Co. Ltd.                         | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |    342000 | NS      | $760154.11    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.            | Taiwan Semiconductor Manufacturing Co. Ltd.                     | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    450000 | NS      | $7934452.20   | 6.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Sendas Distribuidora SA                                | Sendas Distribuidora SA                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     30200 | NS      | $116919.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Marine Corp. Taiwan Ltd.                     | Evergreen Marine Corp. Taiwan Ltd.                              | CUSIP: N/A<br>LEI: 254900EIJA0A39C5SO15       | Long             | EC               | CORP              | TW        |     82000 | NS      | $418568.12    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosideng International Holdings Ltd.                   | Bosideng International Holdings Ltd.                            | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | KY        |    676000 | NS      | $376748.09    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Catcher Technology Co. Ltd.                            | Catcher Technology Co. Ltd.                                     | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |    137000 | NS      | $814011.82    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| African Rainbow Minerals Ltd.                          | African Rainbow Minerals Ltd.                                   | CUSIP: N/A<br>LEI: 529900L3TPSCK8ZVZ589       | Long             | EC               | CORP              | ZA        |     24263 | NS      | $395804.66    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Jiangsu King's Luck Brewery JSC Ltd.                   | Jiangsu King's Luck Brewery JSC Ltd., Class A                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     15000 | NS      | $128783.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| momo.com, Inc.                                         | momo.com, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     13000 | NS      | $345662.59    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                         | Bank of the Philippine Islands                                  | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | EC               | CORP              | PH        |     65290 | NS      | $125457.88    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                  | DB Insurance Co. Ltd.                                           | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |      9708 | NS      | $516729.24    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Dali Foods Group Co. Ltd.                              | Dali Foods Group Co. Ltd.                                       | CUSIP: N/A<br>LEI: 52990093PPQC644N7T38       | Long             | EC               | CORP              | KY        |    422000 | NS      | $188196.57    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Page Industries Ltd.                                   | Page Industries Ltd.                                            | CUSIP: N/A<br>LEI: 335800D6UFCCKUP3KD53       | Long             | EC               | CORP              | IN        |      1308 | NS      | $642432.51    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                              | Advanced Info Service PCL                                       | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |    207100 | NS      | $1232962.65   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                     | Arab National Bank                                              | CUSIP: N/A<br>LEI: 213800CYWGYQVT1ZBQ57       | Long             | EC               | CORP              | SA        |    133392 | NS      | $986167.05    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen & Toubro Ltd.                                   | Larsen & Toubro Ltd.                                            | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |     21642 | NS      | $564590.61    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                  | Emaar Properties PJSC                                           | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    685781 | NS      | $1042055.63   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive India Ltd.                           | Colgate-Palmolive India Ltd.                                    | CUSIP: N/A<br>LEI: 335800YWKI47DGFKWB26       | Long             | EC               | CORP              | IN        |     26054 | NS      | $463917.31    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                            | Baidu, Inc., Class A                                            | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |     30200 | NS      | $507702.08    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                        | Polski Koncern Naftowy ORLEN SA                                 | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     46157 | NS      | $693485.07    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                          | Severstal PAO                                                   | CUSIP: N/A<br>LEI: 213800OKDPTV6K4ONO53       | Long             | EC               | CORP              | RU        |     48409 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                   | WuXi AppTec Co. Ltd., Class H                                   | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     29440 | NS      | $382573.70    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd.                              | Yadea Group Holdings Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    246000 | NS      | $560887.75    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co. Ltd.                              | Haier Smart Home Co. Ltd., Class A                              | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |     76200 | NS      | $291309.08    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd.                                  | Vipshop Holdings Ltd.                                           | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     82660 | NS      | $1278750.20   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                       | Powszechny Zaklad Ubezpieczen SA                                | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     34166 | NS      | $290504.33    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Fudan Microelectronics Group Co. Ltd.         | Shanghai Fudan Microelectronics Group Co. Ltd., Class H         | CUSIP: N/A<br>LEI: 300300MN0B6IF027O317       | Long             | EC               | CORP              | CN        |     59000 | NS      | $245951.14    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| C&D International Investment Group Ltd.                | C&D International Investment Group Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     55000 | NS      | $174891.22    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambuja Cements Ltd.                                    | Ambuja Cements Ltd.                                             | CUSIP: N/A<br>LEI: 335800NT6LQHR1428E20       | Long             | EC               | CORP              | IN        |    128949 | NS      | $635749.75    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk. PT                              | Bank Central Asia Tbk. PT                                       | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   1366200 | NS      | $775330.97    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                                            | Cencosud SA                                                     | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |     87001 | NS      | $156265.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                    | Fuyao Glass Industry Group Co. Ltd., Class H                    | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |     78800 | NS      | $387848.48    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                            | Realtek Semiconductor Corp.                                     | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     33000 | NS      | $354088.50    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin SA                                              | Klabin SA                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | BR        |     27800 | NS      | $105929.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd.                                               | ITC Ltd.                                                        | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    117207 | NS      | $506895.88    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                       | Shinhan Financial Group Co. Ltd.                                | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |     55823 | NS      | $1885348.40   | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                           | Wal-Mart de Mexico SAB de CV                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     49400 | NS      | $193509.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinopharm Group Co. Ltd.                               | Sinopharm Group Co. Ltd., Class H                               | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |     84800 | NS      | $207860.04    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial International Bank Egypt SAE                | Commercial International Bank Egypt SAE                         | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |     74896 | NS      | $123191.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle India Ltd.                                      | Nestle India Ltd.                                               | CUSIP: N/A<br>LEI: 3358008SYYY9CPWH5D94       | Long             | EC               | CORP              | IN        |      1242 | NS      | $289564.39    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTE Corp.                                              | ZTE Corp., Class A                                              | CUSIP: N/A<br>LEI: 3003004FBGVVG1CW5U45       | Long             | EC               | CORP              | CN        |     49800 | NS      | $197058.79    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NARI Technology Co. Ltd.                               | NARI Technology Co. Ltd., Class A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     33700 | NS      | $132104.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB India Ltd.                                         | ABB India Ltd.                                                  | CUSIP: N/A<br>LEI: 5493001BUNB8WEF9JI21       | Long             | EC               | CORP              | IN        |      3319 | NS      | $115750.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                               | Itau Unibanco Holding SA                                        | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |    128400 | NS      | $640792.03    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Power Ltd.                                       | Adani Power Ltd.                                                | CUSIP: N/A<br>LEI: 33580074T4XKFXBDG813       | Long             | EC               | CORP              | IN        |    168460 | NS      | $463531.97    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman, Inc.                            | Wuxi Biologics Cayman, Inc.                                     | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |     51000 | NS      | $425903.40    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Bank Bhd.                                   | Hong Leong Bank Bhd.                                            | CUSIP: N/A<br>LEI: 549300BUPYUQGB5BFX94       | Long             | EC               | CORP              | MY        |    139600 | NS      | $672507.96    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Nahdi Medical Co.                                      | Nahdi Medical Co.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      2403 | NS      | $121905.47    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                  | Tencent Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     94100 | NS      | $4585742.22   | 4.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                      | Tencent Music Entertainment Group                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |     29800 | NS      | $250022.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental SAB de CV                             | Arca Continental SAB de CV                                      | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |     91600 | NS      | $809184.61    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Group Ltd.                                        | Absa Group Ltd.                                                 | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |     53369 | NS      | $613544.81    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Krungthai Card PCL                                     | Krungthai Card PCL                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    194700 | NS      | $336554.51    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Malaysia Bhd.                                  | Telekom Malaysia Bhd.                                           | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |    245300 | NS      | $300916.67    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp. Ltd.                 | Housing Development Finance Corp. Ltd.                          | CUSIP: N/A<br>LEI: 335800OX2H9AP7NHLT64       | Long             | EC               | CORP              | IN        |     23961 | NS      | $773002.32    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                 | Petroleo Brasileiro SA                                          | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    197200 | NS      | $1144607.38   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Platinum Ltd.                           | Anglo American Platinum Ltd.                                    | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |      2346 | NS      | $174534.83    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Info Edge India Ltd.                                   | Info Edge India Ltd.                                            | CUSIP: N/A<br>LEI: 335800MXUVHTBF9DEC78       | Long             | EC               | CORP              | IN        |     11196 | NS      | $506337.28    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                               | Yum China Holdings, Inc.                                        | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     13757 | NS      | $847568.77    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Ltd.                                      | Lenovo Group Ltd.                                               | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |   1574000 | NS      | $1262553.26   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile TeleSystems PJSC                                | Mobile TeleSystems PJSC                                         | CUSIP: 607409109<br>LEI: 2534008FX8EXH1FMJA74 | Long             | EC               | CORP              | RU        |     31600 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Shoprite Holdings Ltd.                                 | Shoprite Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |     34054 | NS      | $471577.68    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                     | Orient Overseas International Ltd.                              | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |      7000 | NS      | $116368.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                               | Ambev SA                                                        | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |    124300 | NS      | $334532.81    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase, Inc.                                          | NetEase, Inc.                                                   | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     61500 | NS      | $1091223.77   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| SRF Ltd.                                               | SRF Ltd.                                                        | CUSIP: N/A<br>LEI: 335800436F28GT8ZW506       | Long             | EC               | CORP              | IN        |      7959 | NS      | $213534.66    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. | Beijing Wantai Biological Pharmacy Enterprise Co. Ltd., Class A | CUSIP: N/A<br>LEI: 300300280PS0QGBZBS92       | Long             | EC               | CORP              | CN        |      7300 | NS      | $145301.86    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                   | Shriram Finance Ltd.                                            | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |     28435 | NS      | $449534.17    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Inbursa SAB de CV                     | Grupo Financiero Inbursa SAB de CV, Class O                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    323600 | NS      | $696015.61    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ACC Ltd.                                               | ACC Ltd.                                                        | CUSIP: N/A<br>LEI: 335800569A6H12LH4677       | Long             | EC               | CORP              | IN        |     16087 | NS      | $388773.44    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                         | MediaTek, Inc.                                                  | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     19000 | NS      | $458676.54    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinduoduo, Inc.                                        | Pinduoduo, Inc.                                                 | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |     12900 | NS      | $1263942.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatar Fuel QSC                                         | Qatar Fuel QSC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    127244 | NS      | $621672.45    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co. Ltd.                         | Ganfeng Lithium Group Co. Ltd.                                  | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |     38800 | NS      | $354394.60    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongyue Group Ltd.                                     | Dongyue Group Ltd.                                              | CUSIP: N/A<br>LEI: 529900EJNEZTJBHCHW95       | Long             | EC               | CORP              | KY        |    276000 | NS      | $330444.73    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco del Bajio SA                                     | Banco del Bajio SA                                              | CUSIP: N/A<br>LEI: 4469000001BD95FFLY16       | Long             | EC               | CORP              | MX        |    163731 | NS      | $659367.32    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express Cayman, Inc.                               | ZTO Express Cayman, Inc.                                        | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |     15300 | NS      | $436203.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co. Ltd.                                           | BYD Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     22700 | NS      | $969956.68    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Hundsun Technologies, Inc.                             | Hundsun Technologies, Inc., Class A                             | CUSIP: N/A<br>LEI: 3003003LS77D1DRDDE25       | Long             | EC               | CORP              | CN        |     24100 | NS      | $169044.44    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Adaro Energy Indonesia Tbk. PT                         | Adaro Energy Indonesia Tbk. PT                                  | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |   3511300 | NS      | $695747.53    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Total Gas Ltd.                                   | Adani Total Gas Ltd.                                            | CUSIP: N/A<br>LEI: 335800XLXJ32DBM6H567       | Long             | EC               | CORP              | IN        |     17827 | NS      | $461521.74    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Tube Investments of India Ltd.                         | Tube Investments of India Ltd.                                  | CUSIP: N/A<br>LEI: 335800Z8CKZ11SGVKE64       | Long             | EC               | CORP              | IN        |      3255 | NS      | $104459.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| 3SBio, Inc.                                            | 3SBio, Inc.                                                     | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |    302500 | NS      | $329515.43    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co. Ltd.                               | Bank of Jiangsu Co. Ltd., Class A                               | CUSIP: N/A<br>LEI: 300300C1086832000046       | Long             | EC               | CORP              | CN        |    182500 | NS      | $201012.72    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Foxconn Industrial Internet Co. Ltd.                   | Foxconn Industrial Internet Co. Ltd., Class A                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    124200 | NS      | $175311.98    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                    | Fuyao Glass Industry Group Co. Ltd., Class A                    | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |     21100 | NS      | $122319.11    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Clicks Group Ltd.                                      | Clicks Group Ltd.                                               | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               | CORP              | ZA        |      7278 | NS      | $111040.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Indonesia Tbk. PT                             | Unilever Indonesia Tbk. PT                                      | CUSIP: N/A<br>LEI: 549300MUHUFNRRI19O72       | Long             | EC               | CORP              | ID        |    369100 | NS      | $114894.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Business Bank                                   | Taiwan Business Bank                                            | CUSIP: N/A<br>LEI: 254900930YMK9AXL9O17       | Long             | EC               | CORP              | TW        |   1292000 | NS      | $575874.64    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd.                                | Sibanye Stillwater Ltd.                                         | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |     87339 | NS      | $230938.59    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                               | Reliance Industries Ltd.                                        | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     38213 | NS      | $1104688.86   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                    | Trip.com Group Ltd.                                             | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |      7736 | NS      | $284375.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Haitian International Holdings Ltd.                    | Haitian International Holdings Ltd.                             | CUSIP: N/A<br>LEI: 30030093DDRS825TVP62       | Long             | EC               | CORP              | KY        |     84000 | NS      | $257811.91    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.              | Ping An Insurance Group Co. of China Ltd., Class A              | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |    133100 | NS      | $1009336.73   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Itausa SA                                              | Itausa SA                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |    524330 | NS      | $881192.17    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Voltronic Power Technology Corp.                       | Voltronic Power Technology Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      6000 | NS      | $303373.09    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                 | Petroleo Brasileiro SA                                          | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |    119900 | NS      | $615853.06    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd.                         | Tata Consultancy Services Ltd.                                  | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     53386 | NS      | $2208119.23   | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                            | Woori Financial Group, Inc.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    107874 | NS      | $1123858.98   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                  | Aldar Properties PJSC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    238801 | NS      | $284397.32    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| China Zhenhua Group Science & Technology Co. Ltd.      | China Zhenhua Group Science & Technology Co. Ltd., Class A      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6800 | NS      | $114514.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Pattana PCL                                    | Central Pattana PCL                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    178500 | NS      | $388985.77    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Petro Rio SA                                           | Petro Rio SA                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     23800 | NS      | $197413.09    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Retail Corp. PCL                               | Central Retail Corp. PCL                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    131100 | NS      | $170590.23    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Autohome, Inc.                                         | Autohome, Inc.                                                  | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |     14900 | NS      | $519414.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group, Inc.                               | KB Financial Group, Inc.                                        | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     15495 | NS      | $705294.21    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd.                                | Bharat Electronics Ltd.                                         | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    150135 | NS      | $175059.49    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp.                                      | GS Holdings Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      9892 | NS      | $355019.60    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd.                                | Hindustan Unilever Ltd.                                         | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               | CORP              | IN        |     17735 | NS      | $560735.01    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                         | Cia Energetica de Minas Gerais                                  | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EP               | CORP              | BR        |    284300 | NS      | $641916.25    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TBEA Co. Ltd.                                          | TBEA Co. Ltd., Class A                                          | CUSIP: N/A<br>LEI: 300300NIEBMOQ4DNLE36       | Long             | EC               | CORP              | CN        |     49000 | NS      | $155094.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                  | Sociedad Quimica y Minera de Chile SA, Class B                  | CUSIP: N/A<br>LEI: TJ88LXZZW5PWIN93ZC81       | Long             | EP               | CORP              | CL        |      6801 | NS      | $662418.18    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaxia Bank Co. Ltd.                                   | Huaxia Bank Co. Ltd., Class A                                   | CUSIP: N/A<br>LEI: 300300AKNDEHIGVDZW37       | Long             | EC               | CORP              | CN        |    161600 | NS      | $124865.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TCL Zhonghuan Renewable Energy Technology Co. Ltd.     | TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A     | CUSIP: N/A<br>LEI: 300300Y3UHPAM1FB1Y03       | Long             | EC               | CORP              | CN        |     40100 | NS      | $252999.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk. PT                                | United Tractors Tbk. PT                                         | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |    129100 | NS      | $211950.82    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp.                    | Tingyi Cayman Islands Holding Corp.                             | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | KY        |    426000 | NS      | $708753.65    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Greentown China Holdings Ltd.                          | Greentown China Holdings Ltd.                                   | CUSIP: N/A<br>LEI: 529900BLBC6YDNWS8530       | Long             | EC               | CORP              | KY        |     68500 | NS      | $101002.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Haci Omer Sabanci Holding AS                           | Haci Omer Sabanci Holding AS                                    | CUSIP: N/A<br>LEI: 78900090FFOWNLGP0F20       | Long             | EC               | CORP              | TR        |    235310 | NS      | $489255.67    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas plc                            | MOL Hungarian Oil & Gas plc                                     | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |     35420 | NS      | $264833.99    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Berger Paints India Ltd.                               | Berger Paints India Ltd.                                        | CUSIP: N/A<br>LEI: 335800TNTIBFAWWUZD51       | Long             | EC               | CORP              | IN        |     21073 | NS      | $142045.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Ning Co. Ltd.                                       | Li Ning Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |     18000 | NS      | $177955.57    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                | Delta Electronics, Inc.                                         | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     36000 | NS      | $348818.39    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| East Money Information Co. Ltd.                        | East Money Information Co. Ltd., Class A                        | CUSIP: N/A<br>LEI: 836800ZFB0ZEK3KKW487       | Long             | EC               | CORP              | CN        |     63700 | NS      | $213525.67    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Property Holdings Ltd.                  | China Overseas Property Holdings Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    185000 | NS      | $242003.91    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bupa Arabia for Cooperative Insurance Co.              | Bupa Arabia for Cooperative Insurance Co.                       | CUSIP: N/A<br>LEI: 558600B2WJHD5P31XS68       | Long             | EC               | CORP              | SA        |     16004 | NS      | $667687.05    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumho Petrochemical Co. Ltd.                           | Kumho Petrochemical Co. Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3723 | NS      | $447245.10    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Malaysia Bhd.                                   | Nestle Malaysia Bhd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     14900 | NS      | $472245.21    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Life Insurance Co. Ltd.                        | Samsung Life Insurance Co. Ltd.                                 | CUSIP: N/A<br>LEI: 988400VYE6E0WYSM4S92       | Long             | EC               | CORP              | KR        |      5341 | NS      | $307122.83    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter RAO UES PJSC                                     | Inter RAO UES PJSC                                              | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        |   8656700 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIC Securities Co. Ltd.                              | CITIC Securities Co. Ltd., Class A                              | CUSIP: N/A<br>LEI: 300300E1006744000068       | Long             | EC               | CORP              | CN        |    120782 | NS      | $384573.18    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| KOC Holding A/S                                        | KOC Holding A/S                                                 | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               | CORP              | TR        |    177260 | NS      | $722450.70    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Bid Corp. Ltd.                                         | Bid Corp. Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      5566 | NS      | $114718.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hangzhou Tigermed Consulting Co. Ltd.                  | Hangzhou Tigermed Consulting Co. Ltd., Class H                  | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |     23400 | NS      | $306977.26    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                          | Metropolitan Bank & Trust Co.                                   | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |    378130 | NS      | $396463.32    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NEPI Rockcastle NV                                     | NEPI Rockcastle NV                                              | CUSIP: N/A<br>LEI: 549300FMWM53K9ULYT15       | Long             | EC               | CORP              | NL        |     28238 | NS      | $175511.78    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd.      | Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2300 | NS      | $113751.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp.                          | United Microelectronics Corp.                                   | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |    228000 | NS      | $372799.12    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TCS Group Holding plc                                  | TCS Group Holding plc                                           | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |      2334 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banco BTG Pactual SA                                   | Banco BTG Pactual SA                                            | CUSIP: N/A<br>LEI: ZXLTQRYIK6IJH3R0IK66       | Long             |  | RF                | BR        |     28400 | NS      | $120973.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas SA                                       | Enel Americas SA                                                | CUSIP: N/A<br>LEI: 549300LKH11TFCJLZK20       | Long             | EC               | CORP              | CL        |   2021572 | NS      | $267628.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank Co. Ltd.                               | Industrial Bank Co. Ltd., Class A                               | CUSIP: N/A<br>LEI: 300300C1030935001303       | Long             | EC               | CORP              | CN        |    260106 | NS      | $680933.95    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Havells India Ltd.                                     | Havells India Ltd.                                              | CUSIP: N/A<br>LEI: 549300U1LOGHTTNT7D47       | Long             | EC               | CORP              | IN        |     44348 | NS      | $643543.87    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                           | BYD Co. Ltd., Class H                                           | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     49500 | NS      | $1567663.77   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd.                      | Zhen Ding Technology Holding Ltd.                               | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |    147000 | NS      | $542365.69    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd.                         | CSPC Pharmaceutical Group Ltd.                                  | CUSIP: N/A<br>LEI: 529900M3XQCW234H8O91       | Long             | EC               | CORP              | HK        |   1559600 | NS      | $1778396.61   | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                        | ICICI Bank Ltd.                                                 | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |     95587 | NS      | $980045.52    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar International Islamic Bank QSC                   | Qatar International Islamic Bank QSC                            | CUSIP: N/A<br>LEI: 2549007SZGKT5N5ND952       | Long             | EC               | CORP              | QA        |    186748 | NS      | $527408.98    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Port Holdings Co. Ltd.                 | China Merchants Port Holdings Co. Ltd.                          | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               | CORP              | HK        |    120000 | NS      | $168231.77    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Topsports International Holdings Ltd.                  | Topsports International Holdings Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    348000 | NS      | $327932.67    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd.                          | Impala Platinum Holdings Ltd.                                   | CUSIP: N/A<br>LEI: 254900BZFIFB4PD2Z778       | Long             | EC               | CORP              | ZA        |     11657 | NS      | $135219.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                | MMC Norilsk Nickel PJSC                                         | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |      3164 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Guangzhou Tinci Materials Technology Co. Ltd.          | Guangzhou Tinci Materials Technology Co. Ltd., Class A          | CUSIP: N/A<br>LEI: 836800Y28XV3QK34CB65       | Long             | EC               | CORP              | CN        |     24400 | NS      | $178441.89    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd.                                        | Tata Steel Ltd.                                                 | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |    388950 | NS      | $574040.11    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat, Inc.                                    | Doosan Bobcat, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     10578 | NS      | $299823.32    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Xtep International Holdings Ltd.                       | Xtep International Holdings Ltd.                                | CUSIP: N/A<br>LEI: 529900ZZZZBTOKZQI549       | Long             | EC               | CORP              | KY        |     97500 | NS      | $130012.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                | OPAP SA                                                         | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     13435 | NS      | $201744.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank, Inc.                                      | BDO Unibank, Inc.                                               | CUSIP: N/A<br>LEI: 3FGIIBS1PEI1FYQBGN97       | Long             | EC               | CORP              | PH        |    145042 | NS      | $326460.69    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Pidilite Industries Ltd.                               | Pidilite Industries Ltd.                                        | CUSIP: N/A<br>LEI: 335800APXGEBZ349GN74       | Long             | EC               | CORP              | IN        |      5307 | NS      | $148370.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio | Institutional Fiduciary Trust - Money Market Portfolio          | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |    289598 | NS      | $289597.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Novolipetsk Steel PJSC                                 | Novolipetsk Steel PJSC                                          | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |    347890 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd.                     | Chow Tai Fook Jewellery Group Ltd.                              | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |     64600 | NS      | $138297.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie Brasil Energia SA                                | Engie Brasil Energia SA                                         | CUSIP: N/A<br>LEI: 52990057Q0EK2Q9YBC07       | Long             | EC               | CORP              | BR        |     42800 | NS      | $331822.17    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co. Ltd.                            | Zijin Mining Group Co. Ltd., Class H                            | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |    344000 | NS      | $569037.45    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd.                               | Hindalco Industries Ltd.                                        | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |     42805 | NS      | $247605.51    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd.                                    | Kumba Iron Ore Ltd.                                             | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |      4942 | NS      | $151376.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                              | Gerdau SA                                                       | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |    185300 | NS      | $1195283.66   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group, Inc.                             | Hana Financial Group, Inc.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     48701 | NS      | $1932426.53   | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd.                                      | Indus Towers Ltd.                                               | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |     48387 | NS      | $91022.51     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Celltrion, Inc.                                        | Celltrion, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2386 | NS      | $314591.41    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd.                                      | Asian Paints Ltd.                                               | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |      3845 | NS      | $128674.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sahara International Petrochemical Co.                 | Sahara International Petrochemical Co.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     79647 | NS      | $792432.05    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                          | PhosAgro PJSC                                                   | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |     32104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PI Industries Ltd.                                     | PI Industries Ltd.                                              | CUSIP: N/A<br>LEI: 335800PEGP94E4CC1D11       | Long             | EC               | CORP              | IN        |      2824 | NS      | $103925.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumrungrad Hospital PCL                                | Bumrungrad Hospital PCL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     20900 | NS      | $138496.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                   | LG Electronics, Inc.                                            | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               | CORP              | KR        |      1539 | NS      | $125953.19    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd.                                  | HCL Technologies Ltd.                                           | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |     14669 | NS      | $202709.61    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                           | Infosys Ltd.                                                    | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |     33849 | NS      | $638911.19    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                  | Far East Horizon Ltd.                                           | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | EC               | CORP              | HK        |    288000 | NS      | $260163.38    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen International Holdings Ltd.                   | Shenzhen International Holdings Ltd.                            | CUSIP: N/A<br>LEI: 5493002NKD14ZZMEJF98       | Long             | EC               | CORP              | BM        |    301000 | NS      | $293691.83    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co. Ltd.                             | Huatai Securities Co. Ltd., Class A                             | CUSIP: N/A<br>LEI: 3003009ABT0UCWO79Q77       | Long             | EC               | CORP              | CN        |     92500 | NS      | $178269.81    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Indah Kiat Pulp & Paper Tbk. PT                        | Indah Kiat Pulp & Paper Tbk. PT                                 | CUSIP: N/A<br>LEI: 529900F19DXXA9HNCB51       | Long             | EC               | CORP              | ID        |    319600 | NS      | $178103.51    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar A/S                             | BIM Birlesik Magazalar A/S                                      | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |     17515 | NS      | $116100.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinma Bank                                            | Alinma Bank                                                     | CUSIP: N/A<br>LEI: 558600HPAUTN6XSVBK93       | Long             | EC               | CORP              | SA        |     39498 | NS      | $347978.93    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                           | Samsung Electronics Co. Ltd.                                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     68611 | NS      | $3413416.26   | 2.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Co. Ltd.         | Shandong Weigao Group Medical Polymer Co. Ltd., Class H         | CUSIP: N/A<br>LEI: 5299005WQUU15JQU8S60       | Long             | EC               | CORP              | CN        |    132800 | NS      | $220781.10    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd.                               | Mahindra & Mahindra Ltd.                                        | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |     18085 | NS      | $306350.72    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| S-1 Corp.                                              | S-1 Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2419 | NS      | $113045.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Franklin Fund Allocator Series

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer