# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0001752724-23-075003
**Filing Date:** 2023-3
**Character Count:** 133462
**Document Hash:** 978867512101b61e2360bebcc8309b20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075003.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075003

**CONFORMED SUBMISSION TYPE**: NT NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220831

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NT NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 23784054

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Strategic Advisers Fidelity Emerging Markets Fund (Series ID: S000063170)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000204787 | Strategic Advisers Fidelity Emerging Markets Fund | FGOMX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Strategic Advisers**<sup>®</sup> **Fidelity**<sup>®</sup> **Emerging Markets Fund**

*Offered exclusively to certain managed account clients of Strategic Advisers LLC or its affiliates - not available for sale to the general public*

**August 31, 2022**

STE-NPRT1-1022

1.9890710.103 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 44.6%** | &nbsp;&nbsp;**Common Stocks - 44.6%** | &nbsp;&nbsp;**Common Stocks - 44.6%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 3.8%  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| PT Telkom Indonesia Persero Tbk  | 27371075 | 8381865 |
| Entertainment - 0.6% |  |  |
| Bilibili, Inc.: |  |  |
|  ADR (a)(b) | 482503  | 12043275  |
|  Class Z (a) | 118660  | 2951259  |
| NetEase, Inc.  | 402700 | 7191175 |
| NetEase, Inc. ADR  | 206199 | 18250673 |
| PVR Ltd. (a) | 452400 | 10272397 |
|  |  | 50708779 |
| Interactive Media & Services - 2.5% |  |  |
| NAVER Corp.  | 54552 | 9641828 |
| Tencent Holdings Ltd.  | 4926937 | 203634145 |
| Yandex NV Series A (a)(c) | 963690 | 3305303 |
|  |  | 216581276 |
| Wireless Telecommunication Services - 0.6% |  |  |
| America Movil S.A.B. de CV Series L  | 9055504 | 7717619 |
| Bharti Airtel Ltd.  | 2118713 | 19182996 |
| Far EasTone Telecommunications Co. Ltd.  | 876000 | 2150100 |
| MTN Group Ltd.  | 2287921 | 16560080 |
|  |  | 45610795 |
| TOTAL COMMUNICATION SERVICES |  | 321282715 |
| CONSUMER DISCRETIONARY - 7.4%  |  |  |
| Automobiles - 1.0% |  |  |
| Eicher Motors Ltd.  | 245574 | 10244152 |
| Guangzhou Automobile Group Co. Ltd. (H Shares)  | 38225448 | 32866627 |
| Hyundai Motor Co.  | 172912 | 25021816 |
| Kia Corp.  | 121010 | 7224425 |
| Li Auto, Inc. ADR (a) | 164138 | 4722250 |
| XPeng, Inc. ADR (a) | 213882 | 3961095 |
|  |  | 84040365 |
| Hotels, Restaurants & Leisure - 0.6% |  |  |
| MakeMyTrip Ltd. (a)(b) | 231353 | 7715623 |
| Shangri-La Asia Ltd. (a) | 13890000 | 11080018 |
| Trip.com Group Ltd. ADR (a) | 1117621 | 28745212 |
| Yum China Holdings, Inc.  | 25526 | 1279108 |
| Yum China Holdings, Inc. (Hong Kong)  | 52350 | 2568044 |
|  |  | 51388005 |
| Household Durables - 0.5% |  |  |
| Haier Smart Home Co. Ltd.  | 2228400 | 7280186 |
| Haier Smart Home Co. Ltd. (A Shares)  | 10123795 | 37819490 |
|  |  | 45099676 |
| Internet & Direct Marketing Retail - 4.3% |  |  |
| Alibaba Group Holding Ltd. (a) | 3314200 | 39540220 |
| Alibaba Group Holding Ltd. sponsored ADR (a) | 819602 | 78198227 |
| JD.com, Inc.: |  |  |
|  Class A  | 1994835  | 63146803  |
|  sponsored ADR  | 480495  | 30506628  |
| Meituan Class B (a)(d) | 3817066 | 91675321 |
| Naspers Ltd. Class N  | 306687 | 43244867 |
| Pinduoduo, Inc. ADR (a) | 296088 | 21111074 |
|  |  | 367423140 |
| Specialty Retail - 0.2% |  |  |
| China Tourism Group Duty Free Corp. Ltd. (H Shares) (a)(d) | 330000 | 7613962 |
| Chow Tai Fook Jewellery Group Ltd.  | 1058200 | 2129848 |
| Zhongsheng Group Holdings Ltd. Class H  | 2704000 | 12785513 |
|  |  | 22529323 |
| Textiles, Apparel & Luxury Goods - 0.8% |  |  |
| ECLAT Textile Co. Ltd.  | 767000 | 11117381 |
| Li Ning Co. Ltd.  | 6084757 | 55421873 |
|  |  | 66539254 |
| TOTAL CONSUMER DISCRETIONARY |  | 637019763 |
| CONSUMER STAPLES - 3.1%  |  |  |
| Beverages - 1.5% |  |  |
| China Resources Beer Holdings Co. Ltd.  | 5506000 | 38382452 |
| Fomento Economico Mexicano S.A.B. de CV sponsored ADR  | 83461 | 5233839 |
| Kweichow Moutai Co. Ltd. (A Shares)  | 227021 | 63264811 |
| Thai Beverage PCL  | 13510285 | 6225520 |
| Wuliangye Yibin Co. Ltd. (A Shares)  | 757694 | 18304411 |
|  |  | 131411033 |
| Food & Staples Retailing - 0.7% |  |  |
| Bid Corp. Ltd.  | 324954 | 6154996 |
| CP ALL PCL (For. Reg.)  | 8927593 | 15003723 |
| Dino Polska SA (a)(d) | 22656 | 1656780 |
| Jeronimo Martins SGPS SA  | 205728 | 4569094 |
| Laobaixing Pharmacy Chain JSC (A Shares)  | 337900 | 1627085 |
| Shoprite Holdings Ltd.  | 409619 | 5554444 |
| Wal-Mart de Mexico SA de CV Series V  | 7435113 | 24298406 |
|  |  | 58864528 |
| Food Products - 0.7% |  |  |
| China Mengniu Dairy Co. Ltd.  | 11817000 | 53510652 |
| Muyuan Foodstuff Co. Ltd. (A Shares)  | 165399 | 1400849 |
|  |  | 54911501 |
| Personal Products - 0.1% |  |  |
| Hindustan Unilever Ltd.  | 79500 | 2630656 |
| Natura & Co. Holding SA (a) | 2297503 | 6368213 |
| Proya Cosmetics Co. Ltd. (A Shares)  | 94740 | 2196575 |
|  |  | 11195444 |
| Tobacco - 0.1% |  |  |
| ITC Ltd.  | 1309000 | 5228608 |
| TOTAL CONSUMER STAPLES |  | 261611114 |
| ENERGY - 2.0%  |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Yantai Jereh Oilfield Services (A Shares)  | 572292 | 3148866 |
| Oil, Gas & Consumable Fuels - 1.9% |  |  |
| China Merchants Energy Shipping Co. Ltd. (A Shares)  | 3311755 | 3594021 |
| Gazprom OAO (c) | 5946277 | 949126 |
| LUKOIL PJSC (c) | 345667 | 163204 |
| LUKOIL PJSC sponsored ADR (c) | 499400 | 141275 |
| Oil & Natural Gas Corp. Ltd.  | 4028684 | 6970750 |
| OMV AG  | 97562 | 3949250 |
| Petroleo Brasileiro SA - Petrobras (ON)  | 3716989 | 26557066 |
| PT United Tractors Tbk  | 16615480 | 37834561 |
| Reliance Industries Ltd.  | 816646 | 26740472 |
| Reliance Industries Ltd. sponsored GDR (a)(d) | 127357 | 8392826 |
| Saudi Arabian Oil Co. (d) | 1631390 | 16274840 |
| TotalEnergies SE  | 353691 | 17907272 |
| Turkiye Petrol Rafinerileri A/S (a) | 815000 | 16096830 |
|  |  | 165571493 |
| TOTAL ENERGY |  | 168720359 |
| FINANCIALS - 10.1%  |  |  |
| Banks - 7.1% |  |  |
| Absa Group Ltd.  | 2386024 | 24712443 |
| Abu Dhabi Commercial Bank PJSC  | 1387000 | 3424924 |
| Al Rajhi Bank  | 1056728 | 25356974 |
| Alinma Bank  | 1656872 | 16749438 |
| Axis Bank Ltd.  | 2872792 | 26760047 |
| Banco do Brasil SA  | 422900 | 3388955 |
| Bangkok Bank PCL (For. Reg.)  | 840322 | 3141249 |
| BOC Hong Kong (Holdings) Ltd.  | 1248500 | 4297089 |
| Capitec Bank Holdings Ltd.  | 57268 | 6809472 |
| China Construction Bank Corp. (H Shares)  | 34668874 | 21431723 |
| China Merchants Bank Co. Ltd. (H Shares)  | 6924597 | 35413171 |
| Credicorp Ltd. (United States)  | 220428 | 28410965 |
| CTBC Financial Holding Co. Ltd.  | 6749000 | 5173432 |
| E.SUN Financial Holdings Co. Ltd.  | 13728168 | 12659038 |
| First Abu Dhabi Bank PJSC  | 635235 | 3303201 |
| Grupo Financiero Banorte S.A.B. de CV Series O  | 4836959 | 28565824 |
| Hana Financial Group, Inc.  | 280514 | 8143749 |
| HDFC Bank Ltd.  | 1492505 | 27347237 |
| HDFC Bank Ltd. sponsored ADR  | 1020697 | 62313552 |
| ICICI Bank Ltd.  | 3579200 | 39228261 |
| ICICI Bank Ltd. sponsored ADR  | 751584 | 16414595 |
| Industrial & Commercial Bank of China Ltd. (H Shares)  | 72113440 | 36636740 |
| Industrial Bank Co. Ltd. (A Shares)  | 836588 | 2068746 |
| Kasikornbank PCL (For. Reg.)  | 4254900 | 17819738 |
| KB Financial Group, Inc.  | 367653 | 13442846 |
| National Bank of Greece SA (a) | 6136600 | 19882331 |
| Nu Holdings Ltd. (b) | 873433 | 4279822 |
| Postal Savings Bank of China Co. Ltd.  | 3174800 | 2071429 |
| PT Bank Central Asia Tbk  | 67595050 | 37327549 |
| PT Bank Mandiri (Persero) Tbk  | 55313195 | 32916061 |
| PT Bank Rakyat Indonesia (Persero) Tbk  | 19065422 | 5567658 |
| Sberbank of Russia (a)(c) | 617111 | 5788 |
| Sberbank of Russia (a)(c) | 3314825 | 31089 |
| Sberbank of Russia sponsored ADR (a)(c) | 1653549 | 29433 |
| SCB X PCL (For. Reg.)  | 2706774 | 8158143 |
| Shinhan Financial Group Co. Ltd.  | 162775 | 4392717 |
| TCS Group Holding PLC GDR (a)(c) | 267069 | 335051 |
| The Saudi National Bank  | 580100 | 10787175 |
| Woori Financial Group, Inc.  | 612700 | 5520544 |
|  |  | 604318199 |
| Capital Markets - 0.4% |  |  |
| B3 SA - Brasil Bolsa Balcao  | 3713600 | 8458819 |
| East Money Information Co. Ltd. (A Shares)  | 845478 | 2704810 |
| Hong Kong Exchanges and Clearing Ltd.  | 138400 | 5576763 |
| Noah Holdings Ltd. sponsored ADR (a) | 80375 | 1423441 |
| XP, Inc. Class A (a)(b) | 552242 | 10625136 |
|  |  | 28788969 |
| Consumer Finance - 0.3% |  |  |
| Bajaj Finance Ltd.  | 68316 | 6162634 |
| Kaspi.KZ JSC GDR (Reg. S)  | 355977 | 21465413 |
|  |  | 27628047 |
| Diversified Financial Services - 0.8% |  |  |
| Chailease Holding Co. Ltd.  | 3753228 | 24117009 |
| Housing Development Finance Corp. Ltd.  | 1469322 | 44462893 |
|  |  | 68579902 |
| Insurance - 1.5% |  |  |
| AIA Group Ltd.  | 6139600 | 59070544 |
| China Life Insurance Co. Ltd. (H Shares)  | 23682000 | 33953427 |
| Db Insurance Co. Ltd.  | 179290 | 7952920 |
| HDFC Standard Life Insurance Co. Ltd. (d) | 876547 | 6278491 |
| Hyundai Fire & Marine Insurance Co. Ltd.  | 186760 | 4363702 |
| ICICI Lombard General Insurance Co. Ltd. (d) | 349433 | 5610416 |
| Ping An Insurance Group Co. of China Ltd. (H Shares)  | 2398855 | 14109214 |
|  |  | 131338714 |
| TOTAL FINANCIALS |  | 860653831 |
| HEALTH CARE - 1.7%  |  |  |
| Biotechnology - 0.2% |  |  |
| InnoCare Pharma Ltd. (a)(d) | 1028000 | 1417864 |
| Innovent Biologics, Inc. (a)(d) | 456500 | 1924389 |
| Zai Lab Ltd. (a) | 899850 | 3989416 |
| Zai Lab Ltd. ADR (a) | 209555 | 9683537 |
|  |  | 17015206 |
| Health Care Equipment & Supplies - 0.4% |  |  |
| Peijia Medical Ltd. (a)(d) | 1320000 | 1050959 |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares)  | 752326 | 32460998 |
|  |  | 33511957 |
| Health Care Providers & Services - 0.1% |  |  |
| Apollo Hospitals Enterprise Ltd.  | 76444 | 4105234 |
| Hapvida Participacoes e Investimentos SA (d) | 1703100 | 2383240 |
|  |  | 6488474 |
| Health Care Technology - 0.0% |  |  |
| Medlive Technology Co. Ltd. (d) | 429500 | 682754 |
| Life Sciences Tools & Services - 0.4% |  |  |
| Pharmaron Beijing Co. Ltd. (H Shares) (d) | 459700 | 3040773 |
| WuXi AppTec Co. Ltd. (H Shares) (d) | 540249 | 6098875 |
| Wuxi Biologics (Cayman), Inc. (a)(d) | 3391195 | 29917470 |
|  |  | 39057118 |
| Pharmaceuticals - 0.6% |  |  |
| Hansoh Pharmaceutical Group Co. Ltd. (d) | 1100000 | 2194650 |
| Hypera SA  | 1500400 | 12421618 |
| Richter Gedeon PLC  | 1772825 | 35787700 |
|  |  | 50403968 |
| TOTAL HEALTH CARE |  | 147159477 |
| INDUSTRIALS - 2.8%  |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Korea Aerospace Industries Ltd.  | 462400 | 20898881 |
| Airlines - 0.0% |  |  |
| Wizz Air Holdings PLC (a)(d) | 103969 | 2582293 |
| Building Products - 0.1% |  |  |
| Zhejiang Weixing New Building Materials Co. Ltd. (A Shares)  | 2117114 | 6395419 |
| Construction & Engineering - 0.8% |  |  |
| Larsen & Toubro Ltd.  | 2134640 | 50923422 |
| Voltas Ltd.  | 1461900 | 18194232 |
|  |  | 69117654 |
| Electrical Equipment - 0.1% |  |  |
| Hongfa Technology Co. Ltd. (A Shares)  | 452173 | 2462339 |
| Titan Wind Energy Suzhou Co. Ltd. (A Shares)  | 1559620 | 3113476 |
|  |  | 5575815 |
| Industrial Conglomerates - 0.0% |  |  |
| Industries Qatar QSC (a) | 569581 | 2838716 |
| Machinery - 0.8% |  |  |
| HIWIN Technologies Corp.  | 2242112 | 15144953 |
| Hyundai Mipo Dockyard Co. Ltd. (a) | 197040 | 15580386 |
| Techtronic Industries Co. Ltd.  | 967500 | 11410931 |
| Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares)  | 445699 | 3546529 |
| Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares)  | 7108317 | 26336310 |
|  |  | 72019109 |
| Road & Rail - 0.5% |  |  |
| Grab Holdings Ltd. (a)(b) | 3496700 | 9965595 |
| Localiza Rent A Car SA  | 2661437 | 31114216 |
|  |  | 41079811 |
| Trading Companies & Distributors - 0.1% |  |  |
| BOC Aviation Ltd. Class A (d) | 638400 | 5110062 |
| Transportation Infrastructure - 0.1% |  |  |
| Grupo Aeroportuario del Pacifico S.A.B. de CV Series B  | 360900 | 5138389 |
| Grupo Aeroportuario del Sureste S.A.B. de CV Series B  | 217126 | 4598806 |
|  |  | 9737195 |
| TOTAL INDUSTRIALS |  | 235354955 |
| INFORMATION TECHNOLOGY - 9.3%  |  |  |
| Communications Equipment - 0.0% |  |  |
| Accton Technology Corp.  | 497000 | 4580214 |
| Electronic Equipment & Components - 0.7% |  |  |
| Hon Hai Precision Industry Co. Ltd. (Foxconn)  | 3158739 | 11256267 |
| Lotes Co. Ltd.  | 91000 | 2159105 |
| SINBON Electronics Co. Ltd.  | 464000 | 4291101 |
| Sunny Optical Technology Group Co. Ltd.  | 923000 | 12601213 |
| Unimicron Technology Corp.  | 3163830 | 15513877 |
| Yageo Corp.  | 965000 | 10328857 |
|  |  | 56150420 |
| IT Services - 0.8% |  |  |
| Endava PLC ADR (a) | 66937 | 6760637 |
| Globant SA (a) | 28014 | 5904511 |
| Infosys Ltd.  | 1213460 | 22354613 |
| Infosys Ltd. sponsored ADR  | 1804735 | 33026651 |
| Tata Consultancy Services Ltd.  | 102317 | 4078597 |
|  |  | 72125009 |
| Semiconductors & Semiconductor Equipment - 5.5% |  |  |
| ASMedia Technology, Inc.  | 44000 | 1329125 |
| ASML Holding NV (Netherlands)  | 24813 | 12111604 |
| Daqo New Energy Corp. ADR (a) | 130963 | 8731303 |
| eMemory Technology, Inc.  | 318330 | 14248084 |
| LONGi Green Energy Technology Co. Ltd.  | 744858 | 5494273 |
| MediaTek, Inc.  | 2068993 | 44800847 |
| Parade Technologies Ltd.  | 69252 | 1940114 |
| Silergy Corp.  | 848204 | 14552423 |
| SK Hynix, Inc.  | 736421 | 51571717 |
| Taiwan Semiconductor Manufacturing Co. Ltd.  | 18023648 | 295271417 |
| Taiwan Semiconductor Manufacturing Co. Ltd. sponsored ADR  | 228120 | 19013802 |
| Will Semiconductor Ltd.  | 65551 | 886721 |
|  |  | 469951430 |
| Technology Hardware, Storage & Peripherals - 2.3% |  |  |
| Samsung Electronics Co. Ltd.  | 3747669 | 165368752 |
| Samsung Electronics Co. Ltd. GDR (Reg. S)  | 24405 | 26735678 |
| Wiwynn Corp.  | 72000 | 1803805 |
|  |  | 193908235 |
| TOTAL INFORMATION TECHNOLOGY |  | 796715308 |
| MATERIALS - 3.7%  |  |  |
| Chemicals - 0.9% |  |  |
| Hansol Chemical Co. Ltd.  | 29960 | 4819568 |
| Icl Group Ltd.  | 1240800 | 11918951 |
| LG Chemical Ltd.  | 65358 | 30472996 |
| PhosAgro PJSC: |  |  |
|  GDR (c) | 1718  | 35  |
|  GDR (Reg. S) (c) | 266728  | 5471  |
| PT Avia Avian Tbk  | 56136132 | 2929404 |
| Shandong Sinocera Functional Material Co. Ltd. (A Shares)  | 522200 | 2392803 |
| Solar Industries India Ltd.  | 521560 | 21681482 |
|  |  | 74220710 |
| Construction Materials - 0.3% |  |  |
| Beijing Oriental Yuhong Waterproof Technology Co. Ltd. (A Shares)  | 350886 | 1538657 |
| CEMEX S.A.B. de CV sponsored ADR (a) | 673500 | 2518890 |
| JK Cement Ltd.  | 499800 | 16864202 |
| Ultratech Cement Ltd.  | 96200 | 7993718 |
|  |  | 28915467 |
| Metals & Mining - 2.5% |  |  |
| Anglo American PLC (South Africa)  | 58761 | 1883566 |
| AngloGold Ashanti Ltd. (b) | 103003 | 1375572 |
| Barrick Gold Corp.  | 2207100 | 32775435 |
| China Hongqiao Group Ltd.  | 1678500 | 1627579 |
| First Quantum Minerals Ltd.  | 1477310 | 26141306 |
| Grupo Mexico SA de CV Series B  | 7983480 | 30227576 |
| Impala Platinum Holdings Ltd.  | 2304036 | 24142503 |
| Korea Zinc Co. Ltd.  | 28970 | 14434326 |
| Novolipetsk Steel OJSC GDR (Reg. S) (c) | 169976 | 21118 |
| POSCO  | 227080 | 42785931 |
| Press Metal Bhd  | 2705700 | 2867764 |
| Sibanye-Stillwater Ltd.  | 1290780 | 2883632 |
| Tata Steel Ltd.  | 13178550 | 17685026 |
| Vale SA  | 502245 | 6226896 |
| Vale SA sponsored ADR (b) | 550800 | 6840936 |
|  |  | 211919166 |
| Paper & Forest Products - 0.0% |  |  |
| Suzano Papel e Celulose SA  | 640633 | 5450257 |
| TOTAL MATERIALS |  | 320505600 |
| REAL ESTATE - 0.5%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| Link (REIT)  | 258200 | 1998216 |
| Real Estate Management & Development - 0.5% |  |  |
| Ayala Land, Inc.  | 13487337 | 6839300 |
| China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares)  | 1169000 | 2472837 |
| China Overseas Land and Investment Ltd.  | 3602000 | 9680272 |
| China Resources Land Ltd.  | 2064000 | 8450529 |
| KE Holdings, Inc. ADR (a) | 719568 | 12981007 |
| Longfor Properties Co. Ltd. (d) | 843000 | 2736179 |
|  |  | 43160124 |
| TOTAL REAL ESTATE |  | 45158340 |
| UTILITIES - 0.2%  |  |  |
| Gas Utilities - 0.2% |  |  |
| ENN Energy Holdings Ltd.  | 322700 | 4687998 |
| Kunlun Energy Co. Ltd.  | 16075405 | 13997289 |
|  |  | 18685287 |
| Multi-Utilities - 0.0% |  |  |
| Dubai Electricity & Water Authority PJSC  | 2391577 | 1666831 |
| TOTAL UTILITIES |  | 20352118 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $4,124,808,329) |  | <br> **3814533580** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 1.2%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 1.2%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 1.2%** |
|  | Shares | Value ($)<br>|
| CONSUMER STAPLES - 0.2%  |  |  |
| Beverages - 0.2% |  |  |
| Ambev SA sponsored ADR  | 4825800 | 13994820 |
| ENERGY - 0.3%  |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Petroleo Brasileiro SA - Petrobras sponsored ADR  | 1999326 | 28570369 |
| FINANCIALS - 0.7%  |  |  |
| Banks - 0.7% |  |  |
| Banco Bradesco SA (PN)  | 7566739 | 27576767 |
| Itau Unibanco Holding SA  | 6021861 | 29875487 |
| Sberbank of Russia (a)(c) | 2462434 | 23262 |
| Sberbank of Russia (Russia) (a)(c) | 3791522 | 35818 |
|  |  | 57511334 |
| MATERIALS - 0.0%  |  |  |
| Metals & Mining - 0.0% |  |  |
| Gerdau SA  | 642307 | 2879171 |
| <br> **TOTAL NONCONVERTIBLE PREFERRED STOCKS**<br> (Cost $109,659,295) |  | <br> **102955694** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Equity Funds - 45.0%** | &nbsp;&nbsp;**Equity Funds - 45.0%** | &nbsp;&nbsp;**Equity Funds - 45.0%** |
|  | Shares | Value ($)<br>|
| Diversified Emerging Markets Funds - 45.0%  |  |  |
| Fidelity Advisor Emerging Markets Fund Class Z (e) | 28004799 | 923598261 |
| Fidelity SAI Emerging Markets Index Fund (e) | 50333390 | 646280727 |
| Fidelity SAI Emerging Markets Low Volatility Index Fund (e) | 61993983 | 634198451 |
| Fidelity SAI Emerging Markets Value Index Fund (e) | 143572608 | 1643906366 |
| <br> **TOTAL EQUITY FUNDS**<br> (Cost $4,284,597,230) |  | <br> **3847983805** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.4%** |
|  | Principal<br> Amount (f)<br>| Value ($)<br>|
| U.S. Treasury Bills, yield at date of purchase 1.11% to 2.75% 9/1/22 to 11/25/22 (g) <br>(Cost $28,593,623) <br>| 28670000 | **28584909** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 9.0%** | &nbsp;&nbsp;**Money Market Funds - 9.0%** | &nbsp;&nbsp;**Money Market Funds - 9.0%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 2.33% (h) | 133650958 | 133677688 |
| Fidelity Securities Lending Cash Central Fund 2.34% (h)(i) | 41096872 | 41100982 |
| Invesco Government & Agency Portfolio Institutional Class 2.22% (j) | 595320984 | 595320984 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $770,079,511) |  | **770099654** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.2%**<br> (Cost $9,317,737,988)<br>| <br>**8564157642** |
| **NET OTHER ASSETS (LIABILITIES) - (0.2)%**  | **(15270427)** |
| **NET ASSETS - 100.0%** | **8548887215** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 13078 | Sep 2022 | 642064410 | (10488979) | (10488979) |
| The notional amount of futures purchased as a percentage of Net Assets is 7.5% | The notional amount of futures purchased as a percentage of Net Assets is 7.5% | The notional amount of futures purchased as a percentage of Net Assets is 7.5% | The notional amount of futures purchased as a percentage of Net Assets is 7.5% | The notional amount of futures purchased as a percentage of Net Assets is 7.5% | The notional amount of futures purchased as a percentage of Net Assets is 7.5% |

---

**Legend**

(a) Non-income producing

(b) Security or a portion of the security is on loan at period end.

(c) Level 3 security

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $196,642,144 or 2.3% of net assets.

(e) Affiliated Fund

(f) Amount is stated in United States dollars unless otherwise noted.

(g) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $28,017,675.

(h) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(i) Investment made with cash collateral received from securities on loan.

(j) The rate quoted is the annualized seven-day yield of the fund at period end.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | %ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 2.33% | 120253538 | 224658021 | 211233871 | 609000 | - | - | 133677688 | 0.3% |
| Fidelity Securities Lending Cash Central Fund 2.34% | 38531257 | 109244775 | 106675050 | 46710 | - | - | 41100982 | 0.1% |
| Total | 158784795 | 333902796 | 317908921 | 655710 | - | - | 174778670 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated Underlying Funds is presented below. Exchanges between classes of the same affiliated Underlying Funds may occur. If an Underlying Funds changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) |
| Fidelity Advisor Emerging Markets Fund Class Z | 976247283 | - | - | - | - | (52649022) | 923598261 |
| Fidelity SAI Emerging Markets Index Fund | 748130649 | - | 49999999 | - | (8988735) | (42861188) | 646280727 |
| Fidelity SAI Emerging Markets Low Volatility Index Fund | 670774901 | - | - | - | - | (36576450) | 634198451 |
| Fidelity SAI Emerging Markets Value Index Fund | 1803271961 | - | - | - | - | (159365595) | 1643906366 |
|  | 4198424794 | - | 49999999 | - | (8988735) | (291452255) | 3847983805 |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Strategic Advisers Fidelity Emerging Markets Fund

- **b. EDGAR series identifier (if any):** S000063170

- **c. LEI of Series:** 549300YXMLS0UT4SHL91

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-08-31

**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:** $8595821103.34

**Total Liabilities:** $50554851.65

**Net Assets:** $8545266251.69

**Cash Not Reported:** $4369754.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204787 | -6.01%               | -0.56%               | -0.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-78050464.21            | $-460515075.32                             |
| Month 2  | $-52516154.23            | $1242787.08                                |
| Month 3  | $-36607507.38            | $-9272920.71                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WAL MART DE MEXICO SAB DE CV                         | WAL MART DE MEXICO SAB DE CV V                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   7435113 | NS      | $24298406.17   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                         | CHINA CONSTRUCTION BANK CORP H                                                           | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |  34668874 | NS      | $21431723.06   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| JERONIMO MARTINS SGPS SA                             | JERONIMO MARTINS and FILHO SGPS                                                          | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |    205728 | NS      | $4569094.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 09/22/2022                                                                  | CUSIP: 912796U56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9988.01       | 0.00%             | 2022-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INNOVENT BIOLGICS INC                                | INNOVENT BIOLOGICS INC                                                                   | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |    456500 | NS      | $1924388.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DINO POLSKA SA                                       | DINO POLSKA SA                                                                           | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |     22656 | NS      | $1656780.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                     | TOTALENERGIES SE                                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    353691 | NS      | $17907271.83   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DUBAI ELECTRICITY and WTR AUTH                       | DUBAI ELECTRICITY AND WATER AUTHORITY                                                    | CUSIP: N/A<br>LEI: 213800K4OJF8DKATLT41       | Long             | EC               | CORP              | AE        |   2391577 | NS      | $1666831.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MERCHANTS SHEKOU INDUSTRIAL ZONE CO LTD        | CHINA MERCHANTS SHEKOU INDUSTRIAL ZONE CO LTD A                                          | CUSIP: N/A<br>LEI: 300300T3ACALX7NIPW13       | Long             | EC               | CORP              | CN        |   1169000 | NS      | $2472837.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLTAS LTD                                           | VOLTAS LTD (DEMAT)                                                                       | CUSIP: N/A<br>LEI: 335800VVTQSSZ7NV7F51       | Long             | EC               | CORP              | IN        |   1461900 | NS      | $18194231.75   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                           | SAMSUNG ELECTRONICS CO LTD                                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |   3693939 | NS      | $162997874.70  | 1.91%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR SA                               | LOCALIZA RENT A CAR SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   2661437 | NS      | $31114216.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN UNILEVER LTD                               | HINDUSTAN UNILEVER LTD                                                                   | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               | CORP              | IN        |     79500 | NS      | $2630656.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL SUREST E SAB DE CV           | GRUPO AEROPORT DEL SURST SAB B                                                           | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |    217126 | NS      | $4598805.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHTER GEDEON PLC                                   | RICHTER GEDEON VEGYESZETI NY                                                             | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |   1772825 | NS      | $35787699.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FAR EASTONE TELECOMMUNICATIONS CO LTD                | FAR EASTONE TELECOM CO LTD                                                               | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |    876000 | NS      | $2150100.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E.SUN FINANCIAL HOLDING CO LTD                       | E SUN FINANCIAL HOLDING CO LTD                                                           | CUSIP: N/A<br>LEI: 549300X6CNQE512OPC90       | Long             | EC               | CORP              | TW        |  13728168 | NS      | $12659038.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 11/25/2022                                                                  | CUSIP: 912796W70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $993379.74     | 0.01%             | 2022-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WULIANGYE YIBIN CO LTD                               | WULIANGYE YIBIN CO LTD A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    757694 | NS      | $18304411.33   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ABSA GROUP LTD                                       | ABSA GROUP LTD                                                                           | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |   2386024 | NS      | $24712442.75   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BANK                            | ABU DHABI COMMERCIAL BANK                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |   1387000 | NS      | $3424924.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HANSOL CHEMICAL CO LTD                               | HANSOL CHEMICAL CO LTD                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     29960 | NS      | $4819568.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBANT SA                                           | GLOBANT SA                                                                               | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |     28014 | NS      | $5904510.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                           | SAMSUNG ELEC VTG GDR REGS                                                                | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     24405 | NS      | $26735677.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PARADE TECHNOLOGIES LTD                              | PARADE TECHNOLOGIES LTD                                                                  | CUSIP: N/A<br>LEI: 529900D9FDQHQKAQLY02       | Long             | EC               | CORP              | KY        |     69252 | NS      | $1940114.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                        | PETROBRAS BRASILEIRO SA                                                                  | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |   3716989 | NS      | $26557066.19   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS BANK LTD                                        | AXIS BK LTD                                                                              | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |   2872792 | NS      | $26760047.20   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| KASPI/KZ JSC                                         | KASPI/KZ JSC GDR REGS                                                                    | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |    355977 | NS      | $21465413.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AYALA LAND INC                                       | AYALA LAND INC                                                                           | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |  13487337 | NS      | $6839300.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAI LAB LTD                                          | ZAI LAB LTD                                                                              | CUSIP: N/A<br>LEI: 549300P2UYQ9U5LY1T58       | Long             | EC               | CORP              | KY        |    899850 | NS      | $3989415.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                               | OMV AG (AUSH100)                                                                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     97562 | NS      | $3949249.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 09/29/2022                                                                  | CUSIP: 912796U64<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10290000 | PA      | $10272944.94   | 0.12%             | 2022-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                 | ENN ENERGY HOLDINGS LTD                                                                  | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |    322700 | NS      | $4687998.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ECLAT TEXTILE CO LTD                                 | ECLAT TEXTILE CO LTD                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    767000 | NS      | $11117381.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                          | NETEASE INC ADR                                                                          | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |    206199 | NS      | $18250673.49   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDICORP LTD                                        | CREDICORP LTD                                                                            | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |    220428 | NS      | $28410964.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIATEK INC                                         | MEDIA TEK INC                                                                            | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |   2068993 | NS      | $44800847.22   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| KUNLUN ENERGY COMPANY LTD                            | KUNLUN ENERGY COMPANY LTD                                                                | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |  16075405 | NS      | $13997289.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SAUDI NATIONAL BANK                              | THE SAUDI NATIONAL BANK                                                                  | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |    580100 | NS      | $10787174.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LIFE INSURANCE CO LTD                          | CHINA LIFE INS CO LTD H                                                                  | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |  23682000 | NS      | $33953427.30   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                              | SBERBANK OF RUSSIA PFD CLS par=3                                                         | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EP               | CORP              | RU        |   2462434 | NS      | $23262.49      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HOUSING DEVELOPMENT FINANCE CORP LTD                 | HOUSING DEV FN CORP LTD(DEMAT)                                                           | CUSIP: N/A<br>LEI: 335800OX2H9AP7NHLT64       | Long             | EC               | CORP              | IN        |   1469322 | NS      | $44462893.07   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SINBON ELECTRONICS CO LTD                            | SINBON ELECTRONICS CO                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    464000 | NS      | $4291100.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHEJIANG WEIXING NEW BUILDING MATERIALS CO LTD       | ZHEJIANG WEIXING NEW BUILDING MATERIALS CO LTD A                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   2117114 | NS      | $6395419.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL GROUP LTD                                        | ICL GROUP LTD                                                                            | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |   1240800 | NS      | $11918950.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIES OF QATAR                                  | INDUSTRIES OF QATAR                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    569581 | NS      | $2838716.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA BRASIL BOLSA BALCAO                            | B3 SA BRASIL BOLSA BALCAO                                                                | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |   3713600 | NS      | $8458819.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA ZINC CO LTD                                    | KOREA ZINC CO LTD                                                                        | CUSIP: N/A<br>LEI: 988400D0HSQUB1I1VO41       | Long             | EC               | CORP              | KR        |     28970 | NS      | $14434326.46   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS BANK CO LTD                          | CHINA MERCHANTS BANK CO LTD H                                                            | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |   6924597 | NS      | $35413171.38   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                             | ITAU UNIBANCO HOLDING SA                                                                 | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |   6021861 | NS      | $29875486.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIA AVIAN PT                                        | AVIA AVIAN PT                                                                            | CUSIP: N/A<br>LEI: 2549006YBXNWWWTP2773       | Long             | EC               | CORP              | ID        |  58886632 | NS      | $3072935.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GERDAU SA                                            | GERDAU SA PN                                                                             | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |    642307 | NS      | $2879171.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                          | LUKOIL PJSC SPONS ADR                                                                    | CUSIP: 69343P105<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |    499400 | NS      | $141275.27     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fidelity Salem Street Trust                          | FIDELITY SAI EMERGING MARKETS VALUE INDEX FUND                                           | CUSIP: 31635T724<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        | 143572608 | NS      | $1643906365.53 | 19.24%            |  |  |  | No            |                  1 | On Loan: No      |
| NU HOLDINGS LTD/CAYMAN ISLANDS                       | NU HOLDINGS LTD/CAYMAN ISLANDS                                                           | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |    873433 | NS      | $4279821.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TELKOM INDONESIA PERSERO TBK PT (DEMAT)              | TELKOM INDONESIA PERSERO TBK PT (DEMAT) DEMATERIALIZED SHRS                              | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |  27371075 | NS      | $8381865.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 11/10/2022                                                                  | CUSIP: 912796W54<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1233721.06    | 0.01%             | 2022-11-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                          | LG CHEMICAL LTD                                                                          | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |     65358 | NS      | $30472995.92   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                           | FIRST QUANTUM MINERALS INC                                                               | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |   1531576 | NS      | $27101554.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIER SMART HOME CO LTD                              | HAIER SMART HOME CO LTD                                                                  | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |   1530400 | NS      | $4999819.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PEIJIA MEDICAL LIMITED                               | PEIJIA MEDICAL LIMITED                                                                   | CUSIP: N/A<br>LEI: 300300VE46IBS1WO9M65       | Long             | EC               | CORP              | KY        |   1320000 | NS      | $1050958.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA STEEL LTD                                       | TATA STEEL LTD (DEMAT)                                                                   | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |  13178550 | NS      | $17685025.52   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI LTD                                | ANGLOGOLD ASHANTI LTD                                                                    | CUSIP: N/A<br>LEI: 378900EF3BA9A5F42A59       | Long             | EC               | CORP              | ZA        |    103003 | NS      | $1375571.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| KWEICHOW MOUTAI CO LTD                               | KWEICHOW MOUTAI CO LTD A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    227021 | NS      | $63264810.50   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC                                         | GAZPROM OAO                                                                              | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |   5946277 | NS      | $949126.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| THAI BEVERAGE PUBLIC CO LTD                          | THAI BEVERAGE PUBLIC CO LTD                                                              | CUSIP: N/A<br>LEI: 529900VZFHQZ684D8L07       | Long             | EC               | CORP              | TH        |  13510285 | NS      | $6225519.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                               | KB FINANCIAL GROUP INC                                                                   | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |    367653 | NS      | $13442845.59   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS LTD                                    | GRAB HOLDINGS LTD                                                                        | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |   3496700 | NS      | $9965595.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CHINA MENGNIU DAIRY CO                               | CHINA MENGNIU DAIRY CO LTD                                                               | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               | CORP              | KY        |  11817000 | NS      | $53510651.66   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                            | ALIBABA GROUP HOLDING LTD SPON ADR                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    819602 | NS      | $78198226.82   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI APPTEC CO LTD                                   | WUXI APPTEC CO LTD H                                                                     | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |    540249 | NS      | $6098874.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MIPO DOCKYARD CO LTD                         | HYUNDAI MIPO DOCKYARD                                                                    | CUSIP: N/A<br>LEI: 988400L1JDH871AJTA03       | Long             | EC               | CORP              | KR        |    197040 | NS      | $15580386.21   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTES CO LTD                                         | LOTES CO LTD                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     91000 | NS      | $2159105.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASMEDIA TECHNOLOGY INC                               | ASMEDIA TECHNOLOGY INC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     44000 | NS      | $1329125.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA CORP                                             | KIA CORP                                                                                 | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |    121010 | NS      | $7224425.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHEJIANG SANHUA CO LTD                               | ZHEJIANG SANHUA CO LTD A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   7108317 | NS      | $26336309.86   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM CHINA HOLDINGS INC                               | YUM CHINA HOLDINGS INC                                                                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     25526 | NS      | $1279107.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK GOLD CORP                                    | BARRICK GOLD CORP                                                                        | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |   2207100 | NS      | $32775435.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BAJAJ FINANCE LTD                                    | BAJAJ FINANCE LTD                                                                        | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |     68316 | NS      | $6162634.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BILIBILI INC                                         | BILIBILI INC ADR                                                                         | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |    500692 | NS      | $12497272.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| HDFC BANK LTD                                        | HDFC BANK LTD SPON ADR                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |   1020697 | NS      | $62313551.85   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| LI AUTO INC                                          | LI AUTO INC ADR                                                                          | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |    164138 | NS      | $4722250.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCTON TECHNOLOGY CORP                               | ACCTON TECHNOLOGY CORP                                                                   | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |    497000 | NS      | $4580214.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                   | MAKEMYTRIP LIMITED                                                                       | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |    231353 | NS      | $7715622.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| GRUPO MEXICO SAB DE CV                               | GRUPO MEXICO SAB DE CV SER B                                                             | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |   7983480 | NS      | $30227575.73   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                                   | TRIP.COM GROUP LTD ADR                                                                   | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |   1117621 | NS      | $28745212.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LI NING CO LTD                                       | LI NING CO LTD                                                                           | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |   6084757 | NS      | $55421872.96   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| HAPVIDA PARTICIPACOES E INVESTIMENTOS SA             | HAPVIDA PARTICIPACOES E INVESTIMENTOS SA                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1703100 | NS      | $2383240.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PINDUODUO INC                                        | PINDUODUO INC ADR                                                                        | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |    296088 | NS      | $21111074.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                          | Fidelity SAI Emerging Markets Low Volatility Index Fund                                  | CUSIP: 31635V117<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |  61993983 | NS      | $634198451.13  | 7.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK RAKYAT INDONESIA TBK PT                         | BANK RAKYAT INDONESIA TBK PT                                                             | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |  19065422 | NS      | $5567658.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURA and CO HOLDING SA                             | NATURA and CO HOLDING SA                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   2297503 | NS      | $6368213.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM CHINA HOLDINGS INC                               | YUM CHINA HOLDINGS INC                                                                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     52350 | NS      | $2568043.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                            | ALIBABA GROUP HOLDING LTD                                                                | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |   3314200 | NS      | $39540220.05   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                              | SBERBANK OF RUSSIA                                                                       | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    617111 | NS      | $5787.68       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JK CEMENT LTD                                        | JK CEMENT LTD                                                                            | CUSIP: N/A<br>LEI: 335800IECEF3EIDGF809       | Long             | EC               | CORP              | IN        |    499800 | NS      | $16864202.12   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAR INDUSTRIES INDIA LTD                           | SOLAR INDUSTRIES INDIA LTD                                                               | CUSIP: N/A<br>LEI: 3358002ANWRT2YJ79L60       | Long             | EC               | CORP              | IN        |    521560 | NS      | $21681482.29   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MUYUAN FOODSTUFF CO LTD                              | MUYUAN FOODSTUFF CO LTD A                                                                | CUSIP: N/A<br>LEI: 3003006NCTDQW4KZR676       | Long             | EC               | CORP              | CN        |    165399 | NS      | $1400849.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PVR LTD                                              | PVR LTD                                                                                  | CUSIP: N/A<br>LEI: 335800NR78RUVFDE4L48       | Long             | EC               | CORP              | IN        |    452400 | NS      | $10272396.75   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 09/15/2022                                                                  | CUSIP: 912796U49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $899249.25     | 0.01%             | 2022-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                             | BANK CENTRAL ASIA                                                                        | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |  67595050 | NS      | $37327548.69   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                              | RELIANCE INDUSTRIES LTD(DEMAT)DEMATERIALIZED SHS                                         | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |    816646 | NS      | $26740472.45   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGI GREEN ENERGY TECHNOLOGY                        | LONGI GREEN ENERGY TECHNOLOGY                                                            | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |    744858 | NS      | $5494272.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANDONG SINOCERA FUNCTIONAL MATERIAL CO LTD         | SHANDONG SINOCERA FUNCTION-A                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    522200 | NS      | $2392803.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                            | SCB X PCL (FOR)                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |   2706774 | NS      | $8158142.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO PAC SAB CV                       | GRUPO AEROPORTUARIO SAB CV CLB                                                           | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               | CORP              | MX        |    360900 | NS      | $5138389.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL and NATURAL GAS CORP LTD                         | OIL and NATURAL GAS CORP LTD                                                             | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |   4028684 | NS      | $6970750.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| YAGEO CORP                                           | YAGEO CORP                                                                               | CUSIP: N/A<br>LEI: 5493001P0TOZH7GGNQ21       | Long             | EC               | CORP              | TW        |    965000 | NS      | $10328857.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                      | CEMEX SAB DE CV SPON ADR                                                                 | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    673500 | NS      | $2518890.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYPERA SA                                            | HYPERA SA                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1500400 | NS      | $12421618.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMEMORY TECHNOLOGY INC                               | EMEMORY TECHNOLOGY INC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    318330 | NS      | $14248083.91   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NASPERS LTD                                          | NASPERS LTD N SHS                                                                        | CUSIP: N/A<br>LEI: 21380044BQ8812EEKT59       | Long             | EC               | CORP              | ZA        |    306687 | NS      | $43244866.89   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANGRI LA ASIA LTD                                  | SHANGRI-LA ASIA LTD                                                                      | CUSIP: N/A<br>LEI: 529900FVJ8C1OTM8OL03       | Long             | EC               | CORP              | BM        |  13890000 | NS      | $11080018.40   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER CORP                                           | NAVER CORP                                                                               | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |     54552 | NS      | $9641827.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDAVA PLC                                           | ENDAVA PLC SPON ADR                                                                      | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |     66937 | NS      | $6760637.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YANTAI JEREH OILFIELD SERVICES GROUP CO LTD          | YANTAI JEREH OILFIELD SERVICES GROUP CO LTD A                                            | CUSIP: N/A<br>LEI: 300300QPHWK638H2EU20       | Long             | EC               | CORP              | CN        |    572292 | NS      | $3148865.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                           | LONGFOR GROUP HOLDINGS LTD                                                               | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | KY        |    843000 | NS      | $2736178.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK                                 | FIRST ABU DHABI BANK PJSC                                                                | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | EC               | CORP              | AE        |    635235 | NS      | $3303201.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRATECH CEMENT LTD                                 | ULTRATECH CEMENT LTD                                                                     | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |     96200 | NS      | $7993718.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UTD TRACTORS TBK PT                                  | UNITED TRACTORS PT                                                                       | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |  16615480 | NS      | $37834560.85   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES BEER (HOLDINGS) CO LTD               | CHINA RESOURCES BEER (HOLDINGS) CO LTD                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   5506000 | NS      | $38382452.05   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                          | BANK MANDIRI (PERSERO) PT                                                                | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |  55313195 | NS      | $32916060.95   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HAIER SMART HOME CO LTD                              | HAIER SMART HOME CO LTD                                                                  | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |  10123795 | NS      | $37819489.98   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                              | SBERBANK SPONSORED ADR                                                                   | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |   1653549 | NS      | $29433.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ICICI BANK LTD                                       | ICICI BANK LTD SPONS ADR                                                                 | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    751584 | NS      | $16414594.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI LEAD INTELLIGENT EQUIPMENT CO LTD               | WUXI LEAD INTELLIGENT EQUIPMENT CO LTD A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    445699 | NS      | $3546529.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MARINE and FIRE INSURANCE CO LTD             | HYUNDAI FIRE and MARINE INS CO                                                           | CUSIP: N/A<br>LEI: 988400SYR92543UITC37       | Long             | EC               | CORP              | KR        |    186760 | NS      | $4363702.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPRITE HLDGS LTD                                   | SHOPRITE HLDGS LTD                                                                       | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |    389730 | NS      | $5284748.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC LTD                                              | ITC LTD (DEMAT)                                                                          | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |   1309000 | NS      | $5228608.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN INSURANCE (GROUP) COMPANY OF CHINA LIMITED   | PING AN INSURANCE CO LTD H                                                               | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |   2398855 | NS      | $14109214.33   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GUANGZHOU AUTOMOBILE GROUP COMPANY LTD               | GUANGZHOU AUTOMOB GRP CO LTD H                                                           | CUSIP: N/A<br>LEI: 5299005KY9BJO3ZE6A37       | Long             | EC               | CORP              | CN        |  38225448 | NS      | $32866626.79   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SHORT TERM INVTS TR                                  | Invesco Short-Term Investments Trust Government and Agency Portfolio Institutional Class | CUSIP: 825252885<br>LEI: 549300DC1W0JSX3QRC47 | Long             | EC               | RF                | US        | 596486091 | NS      | $596486091.49  | 6.98%             |  |  |  | No            |                  1 | On Loan: No      |
| KASIKORNBANK PCL                                     | KASIKORNBANK PCL (FOR)                                                                   | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |   4254900 | NS      | $17819737.56   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BRADESCO SA                                    | BRADESCO SA PREF (BANCO BRAESCO)                                                         | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |   7566739 | NS      | $27576766.77   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TOURISM GROUP DUTY FREE CORP LTD               | CHINA TOURISM GROUP DUTY FREE CORP LTD H                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    330000 | NS      | $7613961.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI LOMBARD GENERAL INSURANCE CO LTD               | ICICI LOMBARD GEN INSURANCE CO LTD                                                       | CUSIP: N/A<br>LEI: 335800ZZITZ7ZZZ2ZX87       | Long             | EC               | CORP              | IN        |    349433 | NS      | $5610416.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                   | POSCO HOLDINGS INC                                                                       | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |    227080 | NS      | $42785930.96   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY CO LTD                       | CHOW TAI FOOK JEWELLERY CO LTD                                                           | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |   1058200 | NS      | $2129848.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                        | PHOSAGRO PJSC GDR REG S                                                                  | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |    266728 | NS      | $5470.59       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TATA CONSULTANCY SERVICES LTD                        | TATA CONSULTANCY SERVICES LTD                                                            | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |    102317 | NS      | $4078596.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                            | WOORI FINANCIAL GROUP INC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    612700 | NS      | $5520544.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 10/13/2022                                                                  | CUSIP: 912796V55<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $987329.06     | 0.01%             | 2022-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EAST MONEY INFORMATION CO LTD                        | EAST MONEY INFORMATION CO LTD A                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    845478 | NS      | $2704809.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES and CLEARING LTD                 | HONG KONG EXCHS and CLEARING LTD                                                         | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |    138400 | NS      | $5576762.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS ENERGY SHIPPING CO LTD               | CHINA MERCHANTS ENRG SHP LTD A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   3311755 | NS      | $3594021.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVOLIPETSK STEEL PJSC                               | NOVOLIPETSK STEEL PJSC REGS                                                              | CUSIP: 67011E204<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |    169976 | NS      | $21117.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KE HOLDINGS INC                                      | KE HOLDINGS INC SPON ADR                                                                 | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |    719568 | NS      | $12981006.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HLDGS LTD                                    | TENCENT HOLDINGS LTD                                                                     | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |   4926937 | NS      | $203634144.69  | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HONGFA TECHNOLOGY CO LTD                             | HONGFA TECHNOLOGY CO LTD A                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    452173 | NS      | $2462339.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LINK REIT                                            | LINK REAL ESTATE INVESTMENT TR                                                           | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    258200 | NS      | $1998216.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                   | ANGLO AMERICAN PLC                                                                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     58761 | NS      | $1883566.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                           | NATIONAL BANK OF GREECE SA                                                               | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |   6136600 | NS      | $19882331.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAILEASE HOLDING COMPANY LIMITED                    | CHAILEASE HOLDING CO LTD                                                                 | CUSIP: N/A<br>LEI: 529900L76E6T0JCM3J27       | Long             | EC               | CORP              | KY        |   3753228 | NS      | $24117008.97   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                      | TAIWAN SEMICONDUCTOR MFG CO LTD                                                          | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |  18023648 | NS      | $295271417.48  | 3.46%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN WIND ENERGY SUZHOU CO LTD                      | TITAN WIND ENERGY SUZHOU CO LTD A                                                        | CUSIP: N/A<br>LEI: 3003007ZSZNFX2N7JL66       | Long             | EC               | CORP              | CN        |   1559620 | NS      | $3113475.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN GROUP LTD                                        | MTN GROUP LTD                                                                            | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |   2422687 | NS      | $17535522.74   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED     | POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED                                         | CUSIP: N/A<br>LEI: 300300C1040311005298       | Long             | EC               | CORP              | CN        |   3174800 | NS      | $2071428.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DB INSURANCE CO LTD                                  | DB INSURANCE CO LTD                                                                      | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |    179290 | NS      | $7952920.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SILERGY CORP                                         | SILERGY CORP                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    848204 | NS      | $14552422.67   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                        | AIA GROUP LTD                                                                            | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   6139600 | NS      | $59070543.60   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEXICANO SAB DE CV                 | FOMENTO ECONO MEX(FEMSA)SP ADR                                                           | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     83461 | NS      | $5233839.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BILIBILI INC                                         | BILIBILI INC CL Z                                                                        | CUSIP: N/A<br>LEI: 5493008V60M52L3PIS45       | Long             | EC               | CORP              | KY        |    118660 | NS      | $2951259.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                         | Fidelity Cash Central Fund                                                               | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 133650958 | NS      | $133677688.11  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LARSEN and TOUBRO LTD                                | LARSEN and TOUBRO LTD                                                                    | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |   2134640 | NS      | $50923421.54   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI BIOLOGICS (CAYMAN) INC                          | WUXI BIOLOGICS (CAYMAN) INC                                                              | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |   3391195 | NS      | $29917470.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS LAND and INVESTMENT LTD               | CHINA OVERSEAS LAND and INV LTD                                                          | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |   3602000 | NS      | $9680271.74    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                             | CHINA HONGQIAO GROUP LTD                                                                 | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |   1678500 | NS      | $1627578.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                      | TAIWAN SEMIC MFG CO LTD SP ADR                                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    228120 | NS      | $19013802.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBEV SA                                             | AMBEV SA-SPN ADR                                                                         | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |   4825800 | NS      | $13994820.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL PCL                                           | CP ALL PCL (FOR)                                                                         | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |   8927593 | NS      | $15003722.61   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                           | JD.COM INC CL A                                                                          | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |   1994835 | NS      | $63146802.99   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCE LAND LTD                              | CHINA RESOURCES LAND LTD                                                                 | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | KY        |   2064000 | NS      | $8450529.08    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                        | HDFC BANK LTD (DEMAT)                                                                    | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |   1492505 | NS      | $27347237.37   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD      | SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    752326 | NS      | $32460997.86   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLIVE TECHNOLOGY CO LTD                            | MEDLIVE TECHNOLOGY CO LTD                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    429500 | NS      | $682753.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                              | SBERBANK OF RUSSIA                                                                       | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |   3314825 | NS      | $31088.65      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                           | BANK OF CHINA HONG KONG LTD                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   1248500 | NS      | $4297088.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                        | ZHONGSHENG GROUP HLDGS LTD                                                               | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | KY        |   2761500 | NS      | $13057394.73   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BID CORP LTD                                         | BID CORP LTD                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    324954 | NS      | $6154995.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOCARE PHARMA LTD                                  | INNOCARE PHARMA LTD                                                                      | CUSIP: N/A<br>LEI: 3003001NYJPPWIEOJT79       | Long             | EC               | CORP              | KY        |   1028000 | NS      | $1417864.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIBANYE STILLWATER LTD                               | SIBANYE STILLWATER LTD                                                                   | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |   1290780 | NS      | $2883632.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                    | BHARTI AIRTEL LIMITED                                                                    | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |   2118713 | NS      | $19182996.04   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DAQO NEW ENERGY CORP                                 | DAQO NEW ENERGY CORP ADR                                                                 | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | KY        |    130963 | NS      | $8731303.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPALA PLATINUM HOLDINGS LTD                         | IMPALA PLATINUM HOLDINGS LTD                                                             | CUSIP: N/A<br>LEI: 254900BZFIFB4PD2Z778       | Long             | EC               | CORP              | ZA        |   2304036 | NS      | $24142503.25   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| TCS GROUP HLDG PLC                                   | TCS GROUP HOLDING PLC GDR                                                                | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |    267069 | NS      | $335051.41     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HYUNDAI MOTOR CO                                     | HYUNDAI MOTOR CO                                                                         | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |    154782 | NS      | $22398253.12   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| WIWYNN CORP                                          | WIWYNN CORP                                                                              | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |     72000 | NS      | $1803805.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESS METAL BHD                                      | PRESS METAL ALUMINIUM HOLDINGS BERHAD (PMA)                                              | CUSIP: N/A<br>LEI: 2549002O36MHA0JZFH87       | Long             | EC               | CORP              | MY        |   2705700 | NS      | $2867763.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AL RAJHI BANK                                        | AL RAJHI BANKING and INVEST CORP                                                         | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |   1056728 | NS      | $25356974.09   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LAOBAIXING PHARMACY CHAIN JSC                        | LAOBAIXING PHARMACY CHAIN JSC A                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    337900 | NS      | $1627084.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL and COMMERCIAL BANK OF CHINA              | INDUSTRIAL and COM BK OF CHINA H                                                         | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |  72113440 | NS      | $36636740.40   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 10/20/2022                                                                  | CUSIP: 912796V63<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1923544.29    | 0.02%             | 2022-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BEIJING ORIENTAL YUHONG WATERFROOF TECHNOLOGY CO LTD | BEIJING ORIENTAL YUHONG WATERPROOF TECHNOLOGY CO LTD A                                   | CUSIP: N/A<br>LEI: 300300XMIXB7STDZWT60       | Long             | EC               | CORP              | CN        |    350886 | NS      | $1538656.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XPENG INC                                            | XPENG INC ADR                                                                            | CUSIP: 98422D105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    213882 | NS      | $3961094.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOSAGRO PJSC                                        | PHOSAGRO PJSC SPONSORED GDR REG S CANCELLATION RESTRICTED                                | CUSIP: 71922G407<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      1718 | NS      | $35.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INDUSTRIAL BANK CO LTD                               | INDUSTRIAL BANK CO LTD A                                                                 | CUSIP: N/A<br>LEI: 300300C1030935001303       | Long             | EC               | CORP              | CN        |    836588 | NS      | $2068745.97    | 0.02%             |  |  |  | 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        |    162775 | NS      | $4392717.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                           | JD.COM INC SPON ADR                                                                      | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |    480495 | NS      | $30506627.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                              | SBERBANK OF RUSSIA PFD CLS par=3                                                         | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EP               | CORP              | RU        |   3791522 | NS      | $35818.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HANSOH PHARMACEUTICAL GROUP CO LTD                   | HANSOH PHARMACETICAL GROUP                                                               | CUSIP: N/A<br>LEI: 254900Q6MR00EBXTPF42       | Long             | EC               | CORP              | KY        |   1100000 | NS      | $2194650.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                         | Fidelity Securities Lending Cash Central Fund                                            | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  46432138 | NS      | $46436781.69   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HANA FINANCIAL GROUP INC                             | HANA FINANCIAL GROUP INC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    280514 | NS      | $8143749.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EICHER MOTORS LTD                                    | EICHER MOTORS LTD                                                                        | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |    245574 | NS      | $10244152.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNNY OPTICAL TECHNOLOGY (GROUP) COMPANY LIMITED     | SUNNY OPTICAL TEC(GROUP)CO LTD                                                           | CUSIP: N/A<br>LEI: 3003004QIVP0DFVVWM94       | Long             | EC               | CORP              | KY        |    923000 | NS      | $12601213.31   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE PETROL RAFINERILE AS                         | TUPRAS TURKIY PETROL RAFINE AS                                                           | CUSIP: N/A<br>LEI: 789000RCNG97UV50EE03       | Long             | EC               | CORP              | TR        |    815000 | NS      | $16096829.61   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITUAN                                              | MEITUAN CL B                                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |   3817066 | NS      | $91675321.20   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                              | AMERICA MOVIL SAB DE CV SER L                                                            | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | MX        |   9055504 | NS      | $7717618.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                          | INFOSYS LTD SPON ADR                                                                     | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |   1804735 | NS      | $33026650.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HIWIN TECHNOLOGIES CORP                              | HIWIN TECHNOLOGIES CORP                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2242112 | NS      | $15144953.32   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                         | SK HYNIX INC                                                                             | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |    736421 | NS      | $51571716.59   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC LIFE INSURANCE CO LTD                           | HDFC LIFE INSURANCE CO LTD                                                               | CUSIP: N/A<br>LEI: 335800RQI8GAFHIRGZ37       | Long             | EC               | CORP              | IN        |    876547 | NS      | $6278491.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PHARMARON BEIJING CO LTD                             | PHARMARON BEIJING CO LTD H                                                               | CUSIP: N/A<br>LEI: 300300JYXHGVS5SNGG54       | Long             | EC               | CORP              | CN        |    459700 | NS      | $3040772.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO FINANCIERO BANORTE SAB DE CV                   | GRUPO FINANCIERO BANORTE SAB                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   4836959 | NS      | $28565824.43   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                      | ASML HOLDING NV                                                                          | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     24813 | NS      | $12111604.10   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                        | PETROLEO BRASILEIRO SPONS ADR                                                            | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |   1999326 | NS      | $28570368.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALINMA BANK                                          | ALINMA BANK                                                                              | CUSIP: N/A<br>LEI: 558600HPAUTN6XSVBK93       | Long             | EC               | CORP              | SA        |   1656872 | NS      | $16749437.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                       | MSCI EMGMKT FUT SEP22 MESU2                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     13009 | NC      | $-10488274.87  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 10/27/2022                                                                  | CUSIP: 912796V71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1235090.98    | 0.01%             | 2022-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA                                   | BANCO DO BRASIL SA                                                                       | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |    422900 | NS      | $3388955.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC AVIATION LTD                                     | BOC AVIATION LTD                                                                         | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | EC               | CORP              | SG        |    631900 | NS      | $5058033.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                            | SAUDI ARAMCO                                                                             | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |   1631390 | NS      | $16274840.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIMICRON TECHNOLOGY CORP                            | UNIMICRON TECHNOLOGY CORP                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   3163830 | NS      | $15513877.25   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| XP INC                                               | XP INC CL A                                                                              | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |    552242 | NS      | $10625136.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| HON HAI PRECISION INDUSTRY CO LTD                    | HON HAI PRECISION IND CO LTD                                                             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |   3158739 | NS      | $11256267.43   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                              | VALE S.A.                                                                                | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    502245 | NS      | $6226895.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                              | RELIANCE INDS GDR                                                                        | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |    127357 | NS      | $8392826.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WILL SEMICONDUCTOR LTD                               | WILL SEMICONDUCTOR LTD A                                                                 | CUSIP: N/A<br>LEI: 8368000MFHXX01GPND38       | Long             | EC               | CORP              | CN        |     65551 | NS      | $886720.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA AEROSPACE INDUSTRIES LTD                       | KOREA AEROSPACE INDUSTRIES LTD                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    462400 | NS      | $20898880.67   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                          | NETEASE INC                                                                              | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |    402700 | NS      | $7191174.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 11/03/2022                                                                  | CUSIP: 912796N96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6950000 | PA      | $6918010.61    | 0.08%             | 2022-11-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUZANO SA                                            | SUZANO SA                                                                                | CUSIP: N/A<br>LEI: 391200AW174YQSDMGG41       | Long             | EC               | CORP              | BR        |    640633 | NS      | $5450256.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WIZZ AIR HOLDINGS PLC                                | WIZZ AIR HOLDINGS PLC                                                                    | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |    103969 | NS      | $2582293.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                          | Fidelity SAI Emerging Markets Index Fund                                                 | CUSIP: 31635V836<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |  50333390 | NS      | $646280726.83  | 7.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Investment Trust                            | FIDELITY EMERGING MARKETS FUND/UNITED STATESZ                                            | CUSIP: 31618Q507<br>LEI: MXNTE4GH7BW81YELH558 | Long             | EC               | RF                | US        |  28004799 | NS      | $923598261.32  | 10.81%            |  |  |  | No            |                  1 | On Loan: No      |
| PROYA COSMETICS CO LTD                               | PROYA COSMETICS CO LTD A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     94740 | NS      | $2196575.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOAH HLDGS LTD                                       | NOAH HOLDINGS LTD ADR                                                                    | CUSIP: 65487X102<br>LEI: 3003008QW3IHPD3NTU41 | Long             | EC               | CORP              | KY        |     80375 | NS      | $1423441.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 10/06/2022                                                                  | CUSIP: 912796M89<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3841746.56    | 0.04%             | 2022-10-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PUBLIC CO LTD                           | BANGKOK BANK PUBLIC CO LTD(FOR)                                                          | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |    840322 | NS      | $3141248.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO HOSPITALS ENTERPRISE LTD                      | APOLLO HOSP ENTERPRISE LTD                                                               | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |     76444 | NS      | $4105233.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                         | TECHTRONIC INDUSTRIES CO LTD                                                             | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |    967500 | NS      | $11410931.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LTD                                          | INFOSYS LTD                                                                              | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |   1213460 | NS      | $22354613.02   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                              | VALE SA ADR                                                                              | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    550800 | NS      | $6840936.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| UST BILLS                                            | UST BILLS 0% 09/01/2022                                                                  | CUSIP: 912796T66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $30000.00      | 0.00%             | 2022-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| YANDEX NV                                            | YANDEX NV CL A                                                                           | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |    963690 | NS      | $3305302.51    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| ZAI LAB LTD                                          | ZAI LAB LTD UNSPNRD ADR                                                                  | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |    209555 | NS      | $9683536.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CTBC FINANCIAL HOLDING CO LTD                        | CTBC FINL HLDG CO LTD                                                                    | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |   6749000 | NS      | $5173431.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                          | LUKOIL PJSC                                                                              | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |    345667 | NS      | $163203.51     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                            | CAPITEC BANK HOLDINGS LIMITED                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     57268 | NS      | $6809471.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI BANK LTD                                       | ICICI BANK LTD (DEMAT)                                                                   | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |   3579200 | NS      | $39228260.69   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                            | UST BILLS 0% 09/08/2022                                                                  | CUSIP: 912796M71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $239904.80     | 0.00%             | 2022-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-09-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer