# EDGAR Filing Document

**Accession Number:** 0001022804
**File Stem:** 0002071691-26-007579
**Filing Date:** 2026-3
**Character Count:** 93864
**Document Hash:** d1046ebf1749770c22802689ccee2680
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007579.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007579

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN FUND ALLOCATOR SERIES
- **CENTRAL INDEX KEY:** 0001022804

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07851
- **FILM NUMBER:** 26805990

**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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $225659840.87

**Total Liabilities:** $694520.06

**Net Assets:** $224965320.81

**Cash Not Reported:** $4388924.16

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213628 | -1.36%               | 2.00%                | 8.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1912.68                | $-3106204.42                               |
| Month 2  | $1701946.44              | $1958239.57                                |
| Month 3  | $6405492.36              | $11941774.28                               |

### 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        |     18114 | NS      | $204991.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Logistics, Inc.                                             | JD Logistics, Inc.                                                      | CUSIP: N/A<br>LEI: 655600LWTFVMV3E2A890       | Long             | EC               | CORP              | KY        |    268700 | NS      | $384011.44    | 0.17%             |  |  |  | No            |                  2 | 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        |    124400 | NS      | $193476.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haisco Pharmaceutical Group Co. Ltd.                           | Haisco Pharmaceutical Group Co. Ltd., Class A                           | CUSIP: N/A<br>LEI: 300300GRLH34A8GPJ639       | Long             | EC               | CORP              | CN        |     26400 | NS      | $192506.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co. Ltd.                                 | HDFC Asset Management Co. Ltd.                                          | CUSIP: N/A<br>LEI: 3358002FLK8AK8WSEP31       | Long             | EC               | CORP              | IN        |     15659 | NS      | $428749.07    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| New Turkish Lira                                               | New Turkish Lira                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TR        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING Holdings Co. Ltd.                               | COSCO SHIPPING Holdings Co. Ltd., Class H                               | CUSIP: N/A<br>LEI: 3003009XI0QGYYA29S17       | Long             | EC               | CORP              | CN        |    274500 | NS      | $482286.17    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                     | Industrial & Commercial Bank of China Ltd., Class H                     | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |    220000 | NS      | $182489.35    | 0.08%             |  |  |  | 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        |     31313 | NS      | $174468.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd.                                    | Sino Biopharmaceutical Ltd.                                             | CUSIP: N/A<br>LEI: 529900LPR4ADFEJAR786       | Long             | EC               | CORP              | KY        |   1653000 | NS      | $1402581.12   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosch Ltd.                                                     | Bosch Ltd.                                                              | CUSIP: N/A<br>LEI: 3358008TVK7S8BSVVW82       | Long             | EC               | CORP              | IN        |       518 | NS      | $205911.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS SA                                                       | TOTVS SA                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     63700 | NS      | $539472.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                                        | Vale SA                                                                 | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     98200 | NS      | $1573364.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lupin Ltd.                                                     | Lupin Ltd.                                                              | CUSIP: N/A<br>LEI: 335800HHXTESDEE2FC65       | Long             | EC               | CORP              | IN        |     33635 | NS      | $788204.70    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                | International Container Terminal Services, Inc.                         | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |    197170 | NS      | $2159592.58   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                            | Etihad Etisalat Co.                                                     | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |     55720 | NS      | $1048545.26   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp. Ltd.                                          | SAIC Motor Corp. Ltd., Class A                                          | CUSIP: N/A<br>LEI: 30030001QBC7EXJJGT71       | Long             | EC               | CORP              | CN        |     87600 | NS      | $178108.62    | 0.08%             |  |  |  | No            |                  2 | 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      |
| Kasikornbank PCL                                               | Kasikornbank PCL                                                        | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |     97500 | NS      | $582319.90    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                       | Qatar National Bank QPSC                                                | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |     86651 | NS      | $472109.16    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                                 | LG Uplus Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     33407 | NS      | $371343.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                 | Grupo Aeroportuario del Centro Norte SAB de CV, Class B                 | CUSIP: N/A<br>LEI: 529900HUSBARAFSXJ605       | Long             | EC               | CORP              | MX        |     14500 | NS      | $211036.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novatek Microelectronics Corp.                                 | Novatek Microelectronics Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     17000 | NS      | $201715.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                     | Alibaba Group Holding Ltd.                                              | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    297500 | NS      | $6328892.06   | 2.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp.                                              | Eva Airways Corp.                                                       | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |    818000 | NS      | $968215.58    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Leapmotor Technology Co. Ltd.                         | Zhejiang Leapmotor Technology Co. Ltd., Class H                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     46900 | NS      | $254670.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co. Ltd.                                       | Wuliangye Yibin Co. Ltd., Class A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17100 | NS      | $258141.84    | 0.11%             |  |  |  | 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        |    141000 | NS      | $974651.41    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Yankuang Energy Group Co. Ltd.                                 | Yankuang Energy Group Co. Ltd., Class A                                 | CUSIP: N/A<br>LEI: 3003005N7A6HYZ4Z0K39       | Long             | EC               | CORP              | CN        |    100100 | NS      | $210491.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd.                                     | Capitec Bank Holdings Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |       769 | NS      | $206471.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co. Ltd.                                            | HD Hyundai Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      8319 | NS      | $1350072.71   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                            | Kuaishou Technology                                                     | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |    162400 | NS      | $1659259.08   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corp. Ltd.                                    | China CITIC Bank Corp. Ltd., Class H                                    | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |   1166000 | NS      | $1086003.34   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                               | Raia Drogasil SA                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     42900 | NS      | $199714.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani Power Ltd.                                               | Adani Power Ltd.                                                        | CUSIP: N/A<br>LEI: 33580074T4XKFXBDG813       | Long             | EC               | CORP              | IN        |    421154 | NS      | $619947.55    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Britannia Industries Ltd.                                      | Britannia Industries Ltd.                                               | CUSIP: N/A<br>LEI: 335800RRN5EVHNNAXN80       | Long             | EC               | CORP              | IN        |     21707 | NS      | $1382947.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC Ltd.                                                      | NMDC Ltd.                                                               | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |    493905 | NS      | $435077.49    | 0.19%             |  |  |  | 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        |   3111000 | NS      | $323711.32    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co. Ltd.                                             | TVS Motor Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 335800URVL13UQEWM152       | Long             | EC               | CORP              | IN        |      4761 | NS      | $190579.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotruk Hong Kong Ltd.                                        | Sinotruk Hong Kong Ltd.                                                 | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |    134000 | NS      | $615351.98    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Rupiah                                                         | Rupiah                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |        -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kunlun Energy Co. Ltd.                                         | Kunlun Energy Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |    318000 | NS      | $325817.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Co.                                            | Jarir Marketing Co.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     82091 | NS      | $312300.86    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                                       | XP, Inc., Class A                                                       | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     10973 | NS      | $214083.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka A/S                                             | Komercni Banka A/S                                                      | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |      7078 | NS      | $428906.20    | 0.19%             |  |  |  | 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        |    497000 | NS      | $27482080.73  | 12.22%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd.                                      | GE Vernova T&D India Ltd.                                               | CUSIP: N/A<br>LEI: 549300NMRD6VZDFLN355       | Long             | EC               | CORP              | IN        |     73284 | NS      | $2573494.28   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Health International, Inc.                                  | JD Health International, Inc.                                           | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |     49700 | NS      | $399868.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                      | Yapi ve Kredi Bankasi A/S                                               | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | EC               | CORP              | TR        |    231210 | NS      | $218375.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosideng International Holdings Ltd.                           | Bosideng International Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 254900G7F1RDM4B3S169       | Long             | EC               | CORP              | KY        |    756000 | NS      | $461384.13    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                      | Kia Corp.                                                               | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      2530 | NS      | $269200.14    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd.                              | Pop Mart International Group Ltd.                                       | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |     53200 | NS      | $1520804.80   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd.                                       | InterGlobe Aviation Ltd.                                                | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |     17901 | NS      | $894615.21    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ A/S                                                        | CEZ A/S                                                                 | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |      3074 | NS      | $176754.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk. PT                                 | Indofood Sukses Makmur Tbk. PT                                          | CUSIP: N/A<br>LEI: 529900E61EV2GTYWZ485       | Long             | EC               | CORP              | ID        |    642600 | NS      | $260954.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                          | DB Insurance Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |      5562 | NS      | $549133.30    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp. Ltd.                       | China Tourism Group Duty Free Corp. Ltd., Class A                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14600 | NS      | $187642.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Page Industries Ltd.                                           | Page Industries Ltd.                                                    | CUSIP: N/A<br>LEI: 335800D6UFCCKUP3KD53       | Long             | EC               | CORP              | IN        |       467 | NS      | $167620.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Holdings & Investment Ltd.                               | Bajaj Holdings & Investment Ltd.                                        | CUSIP: N/A<br>LEI: 335800NL7NWD9IPOHL48       | Long             | EC               | CORP              | IN        |      1912 | NS      | $224613.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Peso                                                   | Mexican Peso                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                                      | Advanced Info Service PCL                                               | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |     29500 | NS      | $327166.87    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Yuntianhua Co. Ltd.                                     | Yunnan Yuntianhua Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    148300 | NS      | $815107.20    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen & Toubro Ltd.                                           | Larsen & Toubro Ltd.                                                    | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |     13200 | NS      | $564792.83    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovent Biologics, Inc.                                       | Innovent Biologics, Inc.                                                | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |     20000 | NS      | $207601.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Want Want China Holdings Ltd.                                  | Want Want China Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 5299005HZCEKX4O1J230       | Long             | EC               | CORP              | KY        |    913000 | NS      | $550634.72    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Insurance Co. Group of China Ltd. (The)               | People's Insurance Co. Group of China Ltd. (The), Class H               | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |    417000 | NS      | $362594.44    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                       | Contemporary Amperex Technology Co. Ltd., Class H                       | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      3200 | NS      | $199672.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                          | Emaar Properties PJSC                                                   | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    550072 | NS      | $2250176.35   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive India Ltd.                                   | Colgate-Palmolive India Ltd.                                            | CUSIP: N/A<br>LEI: 335800YWKI47DGFKWB26       | Long             | EC               | CORP              | IN        |     22446 | NS      | $516117.57    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                       | ORLEN SA                                                                | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     85084 | NS      | $2585923.68   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd.                                               | NU Holdings Ltd., Class A                                               | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |     11845 | NS      | $210248.75    | 0.09%             |  |  |  | No            |                  1 | 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      |
| Vipshop Holdings Ltd.                                          | Vipshop Holdings Ltd.                                                   | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     59833 | NS      | $1023742.63   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                               | Powszechny Zaklad Ubezpieczen SA                                        | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     10414 | NS      | $204909.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Co.                               | Yanbu National Petrochemical Co.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     28785 | NS      | $207331.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatari Rial                                                    | Qatari Rial                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | QA        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Ltd.                                      | China Hongqiao Group Ltd.                                               | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |     44000 | NS      | $201241.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                                                    | Cencosud SA                                                             | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |     60511 | NS      | $202550.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                                 | HDFC Bank Ltd.                                                          | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    136422 | NS      | $1379400.42   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                    | Realtek Semiconductor Corp.                                             | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     62000 | NS      | $948587.25    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co. Ltd.                         | China Pacific Insurance Group Co. Ltd., Class A                         | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |     31700 | NS      | $207669.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Changchun High-Tech Industry Group Co. Ltd.                    | Changchun High-Tech Industry Group Co. Ltd., Class A                    | CUSIP: N/A<br>LEI: 300300X04OTKZG18WD66       | Long             | EC               | CORP              | CN        |     14300 | NS      | $197346.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB Holdings Bhd.                                             | AMMB Holdings Bhd.                                                      | CUSIP: N/A<br>LEI: 254900R0GQB7U67SCH62       | Long             | EC               | CORP              | MY        |    476600 | NS      | $779484.26    | 0.35%             |  |  |  | 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        |     42112 | NS      | $2461182.63   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd.                                                | CMOC Group Ltd., Class A                                                | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |     60700 | NS      | $209326.24    | 0.09%             |  |  |  | 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        |    146100 | NS      | $463647.63    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial International Bank - Egypt (CIB)                    | Commercial International Bank - Egypt (CIB)                             | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |     57334 | NS      | $163432.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                | Gruma SAB de CV, Class B                                                | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | EC               | CORP              | MX        |     27380 | NS      | $493031.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTE Corp.                                                      | ZTE Corp., Class A                                                      | CUSIP: N/A<br>LEI: 3003004FBGVVG1CW5U45       | Long             | EC               | CORP              | CN        |     33200 | NS      | $183509.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co.                                       | SABIC Agri-Nutrients Co.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     21035 | NS      | $700824.52    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corp. Ltd.                       | China Communications Services Corp. Ltd., Class H                       | CUSIP: N/A<br>LEI: 529900JCDRVQE6YZKT86       | Long             | EC               | CORP              | CN        |    480000 | NS      | $291511.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 Security Technology, Inc.                                  | 360 Security Technology, Inc., Class A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    114000 | NS      | $199027.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                               | PGE Polska Grupa Energetyczna SA                                        | CUSIP: N/A<br>LEI: 259400MP9VXR0E69MJ89       | Long             | EC               | CORP              | PL        |    142529 | NS      | $401983.38    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                       | Itau Unibanco Holding SA                                                | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |    363554 | NS      | $3143167.93   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| 37 Interactive Entertainment Network Technology Group Co. Ltd. | 37 Interactive Entertainment Network Technology Group Co. Ltd., Class A | CUSIP: N/A<br>LEI: 300300BE4IFCPHCUMI94       | Long             | EC               | CORP              | CN        |     66600 | NS      | $253928.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                                     | Riyad Bank                                                              | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |    207473 | NS      | $1557014.77   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixa Seguridade Participacoes SA                              | Caixa Seguridade Participacoes SA                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    116900 | NS      | $384502.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                     | Hindustan Aeronautics Ltd.                                              | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |     16086 | NS      | $808193.10    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co. Ltd.                                         | Nongfu Spring Co. Ltd., Class H                                         | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |    121400 | NS      | $744469.10    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Baroda                                                 | Bank of Baroda                                                          | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |     61028 | NS      | $198879.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                             | Korea Investment Holdings Co. Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      6147 | NS      | $919558.52    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                           | Muthoot Finance Ltd.                                                    | CUSIP: N/A<br>LEI: 335800HAMJMBFL4RRF02       | Long             | EC               | CORP              | IN        |     23492 | NS      | $978933.32    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                          | Tencent Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    133500 | NS      | $10261051.37  | 4.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co. Ltd.                                      | Great Wall Motor Co. Ltd., Class H                                      | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |     86500 | NS      | $146711.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| King Slide Works Co. Ltd.                                      | King Slide Works Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $295335.14    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Kuwait SAKP                                   | National Bank of Kuwait SAKP                                            | CUSIP: N/A<br>LEI: 549300NB7FE83IH6BW96       | Long             | EC               | CORP              | KW        |     61669 | NS      | $191074.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                             | Kimberly-Clark de Mexico SAB de CV, Class A                             | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |     87300 | NS      | $193372.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedbank Group Ltd.                                             | Nedbank Group Ltd.                                                      | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |     52162 | NS      | $856808.18    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite-On Technology Corp.                                       | Lite-On Technology Corp.                                                | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |    213000 | NS      | $1094858.90   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                  | Al Rajhi Bank                                                           | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |     24136 | NS      | $689235.13    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                  | NetEase, Inc.                                                           | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |    100100 | NS      | $2595601.46   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                           | Midea Group Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     17700 | NS      | $197684.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co. Ltd.                                        | Elite Material Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $216970.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co. Ltd.                                  | Sungrow Power Supply Co. Ltd., Class A                                  | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |     10400 | NS      | $225933.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                 | MediaTek, Inc.                                                          | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     71000 | NS      | $3938408.04   | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd.                                                   | Vedanta Ltd.                                                            | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    258839 | NS      | $1914320.75   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co. Ltd.                              | PICC Property & Casualty Co. Ltd., Class H                              | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   1102000 | NS      | $2281358.02   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian Peso                                                 | Colombian Peso                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        | 134933663 | OU      | $36499.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                               | Hong Kong Dollar                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |      3431 | OU      | $439.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wens Foodstuff Group Co. Ltd.                                  | Wens Foodstuff Group Co. Ltd., Class A                                  | CUSIP: N/A<br>LEI: 3003005O7DXT61IXLJ96       | Long             | EC               | CORP              | CN        |     88700 | NS      | $199139.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD Holdings, Inc.                                             | PDD Holdings, Inc.                                                      | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      5400 | NS      | $545670.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Canara Bank                                                    | Canara Bank                                                             | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |    117417 | NS      | $188453.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Financial Co. Ltd.                                         | CSC Financial Co. Ltd., Class A                                         | CUSIP: N/A<br>LEI: 3003006CDEBNKXHOI130       | Long             | EC               | CORP              | CN        |     55900 | NS      | $193338.47    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                                               | Vibra Energia SA                                                        | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |     41500 | NS      | $226790.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank                                                       | OTP Bank Nyrt.                                                          | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |     15795 | NS      | $1987517.18   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd.                               | Apollo Hospitals Enterprise Ltd.                                        | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |      3219 | NS      | $243772.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                   | BYD Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     23500 | NS      | $307356.71    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hithink RoyalFlush Information Network Co. Ltd.                | Hithink RoyalFlush Information Network Co. Ltd., Class A                | CUSIP: N/A<br>LEI: 300300TIQA4R0NPLQE78       | Long             | EC               | CORP              | CN        |     27000 | NS      | $1355920.96   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| 3SBio, Inc.                                                    | 3SBio, Inc.                                                             | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |    184500 | NS      | $550144.23    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                         | Emaar Development PJSC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    189945 | NS      | $889599.46    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co. Ltd.                                            | PetroChina Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   1726300 | NS      | $2741515.53   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BSE Ltd.                                                       | BSE Ltd.                                                                | CUSIP: N/A<br>LEI: 335800UOTLCPTZQVDA19       | Long             | EC               | CORP              | IN        |      6947 | NS      | $211298.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Unichip Corp.                                           | Global Unichip Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $246141.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA                                                         | TIM SA                                                                  | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    178600 | NS      | $832126.17    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTA Sports Products Ltd.                                      | ANTA Sports Products Ltd.                                               | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |     48000 | NS      | $479517.03    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp. Ltd.                              | China Minsheng Banking Corp. Ltd., Class A                              | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |    400900 | NS      | $216359.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                            | Won                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |    226796 | OU      | $157.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| President Chain Store Corp.                                    | President Chain Store Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     30000 | NS      | $203705.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Huayu Automotive Systems Co. Ltd.                              | Huayu Automotive Systems Co. Ltd., Class A                              | CUSIP: N/A<br>LEI: 3003001J2BNVV78BOT83       | Long             | EC               | CORP              | CN        |    256500 | NS      | $709887.29    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                       | Reliance Industries Ltd.                                                | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     11051 | NS      | $167919.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd.                                             | Bidvest Group Ltd.                                                      | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               | CORP              | ZA        |     13270 | NS      | $192012.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo QPSC                                                   | Ooredoo QPSC                                                            | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |    131827 | NS      | $514128.92    | 0.23%             |  |  |  | No            |                  1 | 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        |     22300 | NS      | $214053.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Itausa SA                                                      | Itausa SA                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |    541343 | NS      | $1405110.52   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                                       | Yum China Holdings, Inc.                                                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     14700 | NS      | $730922.53    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gold International Resources Corp. Ltd.                  | China Gold International Resources Corp. Ltd.                           | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |     17900 | NS      | $453245.45    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.                       | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A                       | CUSIP: N/A<br>LEI: 2549003BT1XS3SE3E448       | Long             | EC               | CORP              | CN        |     25000 | NS      | $209101.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                         | Hyundai Mobis Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      2978 | NS      | $930496.73    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Rupee                                                   | Indian Rupee                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        | 215873154 | OU      | $2346766.18   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd.                                 | Tata Consultancy Services Ltd.                                          | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     76419 | NS      | $2598864.66   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co. Ltd.                                   | HD Hyundai Electric Co. Ltd.                                            | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |      2613 | NS      | $1600840.79   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                                    | Woori Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     10416 | NS      | $217890.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                 | Asia Vital Components Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     23000 | NS      | $1044947.71   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi ve Ticaret A/S                       | Aselsan Elektronik Sanayi ve Ticaret A/S                                | CUSIP: N/A<br>LEI: 7890008XT4M710MU8714       | Long             | EC               | CORP              | TR        |     36588 | NS      | $256020.95    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Ltd. /new                                          | Tata Motors Ltd.                                                        | CUSIP: N/A<br>LEI: 335800ZFUZ3FBKQASV25       | Long             | EC               | CORP              | IN        |    267707 | NS      | $1334351.51   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.          | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                   | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |      4168 | NS      | $1193856.49   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Falabella SA                                                   | Falabella SA                                                            | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |     29651 | NS      | $230196.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group, Inc.                                       | KB Financial Group, Inc.                                                | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     15084 | NS      | $1411850.65   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                 | Brazilian Real                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |         9 | OU      | $1.70         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hero MotoCorp Ltd.                                             | Hero MotoCorp Ltd.                                                      | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |      6043 | NS      | $363983.64    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Chilean Peso                                                   | Chilean Peso                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CL        | 103930477 | OU      | $118936.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                                         | Forint                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yutong Bus Co. Ltd.                                            | Yutong Bus Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 300300OMPRVW0Q75F037       | Long             | EC               | CORP              | CN        |     40500 | NS      | $180103.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp.                                  | China Construction Bank Corp., Class H                                  | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   2528000 | NS      | $2552598.37   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk. PT                                        | United Tractors Tbk. PT                                                 | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |    289100 | NS      | $450376.70    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                | Cemex SAB de CV                                                         | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             |  | RF                | MX        |    197100 | NS      | $244514.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                                 | Hindustan Petroleum Corp. Ltd.                                          | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |     33967 | NS      | $157660.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Trent Ltd.                                                     | Trent Ltd.                                                              | CUSIP: N/A<br>LEI: 335800IYA8EHI7MW7G59       | Long             | EC               | CORP              | IN        |      4805 | NS      | $197892.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Charoen Pokphand Foods PCL                                     | Charoen Pokphand Foods PCL                                              | CUSIP: N/A<br>LEI: 529900FJ3AI2GKGIWK15       | Long             | EC               | CORP              | TH        |    624500 | NS      | $409078.17    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                              | Banco Bradesco SA                                                       | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |    624900 | NS      | $2530353.71   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics, Inc.                                        | Delta Electronics, Inc.                                                 | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     93000 | NS      | $3549098.38   | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockchip Electronics Co. Ltd.                                  | Rockchip Electronics Co. Ltd., Class A                                  | CUSIP: N/A<br>LEI: 8368002HC3QUMAKOPK03       | Long             | EC               | CORP              | CN        |      7400 | NS      | $203247.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                 | SK Hynix, Inc.                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      9390 | NS      | $5862904.48   | 2.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Chile                                                 | Banco de Chile                                                          | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |   4719421 | NS      | $1040202.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd.                                               | Gold Fields Ltd.                                                        | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |      3785 | NS      | $187185.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Malaysia Bhd.                                           | Nestle Malaysia Bhd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      7000 | NS      | $198883.82    | 0.09%             |  |  |  | No            |                  1 | 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      |
| Emirates NBD Bank PJSC                                         | Emirates NBD Bank PJSC                                                  | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |     73371 | NS      | $621331.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bid Corp. Ltd.                                                 | Bid Corp. Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     20306 | NS      | $508223.53    | 0.23%             |  |  |  | No            |                  1 | 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        |      9000 | NS      | $244966.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti plc                                          | Anglogold Ashanti plc                                                   | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |      3840 | NS      | $346166.84    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                           | WuXi AppTec Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     17700 | NS      | $242585.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                              | New Taiwan Dollar                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |        -2 | OU      | $-0.05        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Bank SA                                                | Piraeus Bank SA                                                         | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | EC               | CORP              | GR        |     36679 | NS      | $369993.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aluminum Corp. of China Ltd.                                   | Aluminum Corp. of China Ltd., Class H                                   | CUSIP: N/A<br>LEI: 529900TKZUWQLIQN6T48       | Long             | EC               | CORP              | CN        |    730000 | NS      | $1274631.97   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Havells India Ltd.                                             | Havells India Ltd.                                                      | CUSIP: N/A<br>LEI: 549300U1LOGHTTNT7D47       | Long             | EC               | CORP              | IN        |     37782 | NS      | $527787.69    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd.                                 | CSPC Pharmaceutical Group Ltd.                                          | CUSIP: N/A<br>LEI: 529900M3XQCW234H8O91       | Long             | EC               | CORP              | HK        |    729600 | NS      | $895026.86    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                | ICICI Bank Ltd.                                                         | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |     33375 | NS      | $492035.22    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lingyi iTech Guangdong Co.                                     | Lingyi iTech Guangdong Co., Class A                                     | CUSIP: N/A<br>LEI: 300300NKC44D46I52N38       | Long             | EC               | CORP              | CN        |     90800 | NS      | $191221.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                       | GMK Norilskiy Nickel PAO                                                | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |    316400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ford Otomotiv Sanayi A/S                                       | Ford Otomotiv Sanayi A/S                                                | CUSIP: N/A<br>LEI: 7890006XJG6ZE2H34671       | Long             | EC               | CORP              | TR        |     84493 | NS      | $220850.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd.                             | Sun Pharmaceutical Industries Ltd.                                      | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |     19846 | NS      | $344398.10    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd.                                                 | Credicorp Ltd.                                                          | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |       615 | NS      | $219450.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                                        | OPAP SA                                                                 | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     32325 | NS      | $651379.46    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Petronas Dagangan Bhd.                                         | Petronas Dagangan Bhd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     83600 | NS      | $449399.65    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                 | Geely Automobile Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |    873000 | NS      | $1797065.17   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Rail Vikas Nigam Ltd.                                          | Rail Vikas Nigam Ltd.                                                   | CUSIP: N/A<br>LEI: 8945004J7EIKTCOWI620       | Long             | EC               | CORP              | IN        |     57550 | NS      | $215159.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pidilite Industries Ltd.                                       | Pidilite Industries Ltd.                                                | CUSIP: N/A<br>LEI: 335800APXGEBZ349GN74       | Long             | EC               | CORP              | IN        |     12845 | NS      | $199905.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund       | Franklin Institutional U.S. Government Money Market Fund                | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   2387008 | NS      | $2387007.64   | 1.06%             |  |  |  | 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        |    116600 | NS      | $214298.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                             | Bharti Airtel Ltd.                                                      | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |     13361 | NS      | $286552.97    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritz Financial Group, Inc.                                   | Meritz Financial Group, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3658 | NS      | $295768.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                   | Harmony Gold Mining Co. Ltd.                                            | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |     62664 | NS      | $1331520.41   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                           | EURO                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | XX        |        -0 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Electric Power Corp.                                     | Korea Electric Power Corp.                                              | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     33491 | NS      | $1350796.04   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand                                                           | Rand                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ZA        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd.                                       | Hindalco Industries Ltd.                                                | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |     69056 | NS      | $718825.40    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                                     | Hana Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     32949 | NS      | $2289365.21   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd.                                              | Indus Towers Ltd.                                                       | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |    144018 | NS      | $698608.73    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd.                                              | Asian Paints Ltd.                                                       | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |     30205 | NS      | $797603.12    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                             | Grupo Financiero Banorte SAB de CV, Class O                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     19200 | NS      | $217060.20    | 0.10%             |  |  |  | No            |                  1 | 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        |      5846 | NS      | $203168.47    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bumrungrad Hospital PCL                                        | Bumrungrad Hospital PCL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     98900 | NS      | $526189.34    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL Energia SA                                                | CPFL Energia SA                                                         | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |     42600 | NS      | $416549.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL Technologies Ltd.                                          | HCL Technologies Ltd.                                                   | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |     12898 | NS      | $238001.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Passenger Vehicles Ltd.                            | Tata Motors Passenger Vehicles Ltd.                                     | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |    270538 | NS      | $1030988.51   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                   | Infosys Ltd.                                                            | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |     38151 | NS      | $682379.61    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Ltd.                                                       | UPL Ltd.                                                                | CUSIP: N/A<br>LEI: 335800RJSM1SLHO4UA95       | Long             | EC               | CORP              | IN        |     87614 | NS      | $671299.23    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                | Grupo Cibest SA                                                         | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EP               | CORP              | CO        |     22311 | NS      | $455647.99    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coal India Ltd.                                                | Coal India Ltd.                                                         | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    258589 | NS      | $1240421.35   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd.                                                 | MTN Group Ltd.                                                          | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |     83673 | NS      | $929153.13    | 0.41%             |  |  |  | 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        |     82500 | NS      | $272349.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SooChow Securities Co. Ltd.                                    | SooChow Securities Co. Ltd., Class A                                    | CUSIP: N/A<br>LEI: 300300E1008532000098       | Long             | EC               | CORP              | CN        |    150700 | NS      | $207614.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                                        | Dubai Islamic Bank PJSC                                                 | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    467160 | NS      | $1228994.11   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co. Ltd.                                  | China Life Insurance Co. Ltd., Class H                                  | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |    254000 | NS      | $1130360.82   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education & Technology Group, Inc.                | New Oriental Education & Technology Group, Inc.                         | CUSIP: N/A<br>LEI: 529900NHZVBZQZ8EKN29       | Long             | EC               | CORP              | KY        |     36900 | NS      | $224984.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                            | International Games System Co. Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      5000 | NS      | $113547.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar Industries India Ltd.                                    | Solar Industries India Ltd.                                             | CUSIP: N/A<br>LEI: 3358002ANWRT2YJ79L60       | Long             | EC               | CORP              | IN        |      4665 | NS      | $684464.82    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                      | NTPC Ltd.                                                               | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |    121391 | NS      | $470336.65    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTsurance Group Ltd.                                          | OUTsurance Group Ltd.                                                   | CUSIP: N/A<br>LEI: 984500AC307E8L2D9X52       | Long             | EC               | CORP              | ZA        |    163822 | NS      | $724198.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Riyal                                                    | Saudi Riyal                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SA        |        13 | OU      | $3.47         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                   | Samsung Electronics Co. Ltd.                                            | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    113320 | NS      | $12519001.99  | 5.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Co. for Cooperative Insurance (The)                            | Co. for Cooperative Insurance (The)                                     | CUSIP: N/A<br>LEI: 549300J2GTNKWJRJ8581       | Long             | EC               | CORP              | SA        |     14430 | NS      | $527077.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegatron Corp.                                                 | Pegatron Corp.                                                          | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |     77000 | NS      | $169800.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer