# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0001752724-23-014740
**Filing Date:** 2023-1
**Character Count:** 103830
**Document Hash:** b7ab114e77a6778b02b24a998063469e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014740.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014740

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**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:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 23556600

**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           |

## 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:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $8874897341.49

**Total Liabilities:** $58061771.46

**Net Assets:** $8816835570.03

**Cash Not Reported:** $15691383.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204787 | -10.77%              | -2.97%               | 16.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-51411989.74            | $-808311105.60                             |
| Month 2  | $-73302842.44            | $-139236260.16                             |
| Month 3  | $-62519631.33            | $1224459202.63                             |

**Designated Index Information**

- **Index Name:** MSCI Emerging Markets Net MA Index

- **Index Identifier:** 60111034

### 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        |   6492143 | NS      | $25815134.81   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD FIELDS LTD NEW                                   | GOLD FIELDS LTD                                                                          | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |    277387 | NS      | $3080085.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                          | CHINA CONSTRUCTION BANK CORP H                                                           | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |  35623717 | NS      | $21559474.99   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JERONIMO MARTINS SGPS SA                              | JERONIMO MARTINS and FILHO SGPS                                                          | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |    279511 | NS      | $6236319.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 12/15/2022                                                                  | CUSIP: 912796X79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $1907671.39    | 0.02%             | 2022-12-15      | 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      | $1843494.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DINO POLSKA SA                                        | DINO POLSKA SA                                                                           | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |     35649 | NS      | $2929937.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 02/09/2023                                                                  | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4820000 | PA      | $4781614.87    | 0.05%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                      | TOTALENERGIES SE                                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    564324 | NS      | $35270304.05   | 0.40%             |  |  |  | No            |                  2 | On Loan: —       |
| DUBAI ELECTRICITY and WTR AUTH                        | DUBAI ELECTRICITY AND WATER AUTHORITY                                                    | CUSIP: N/A<br>LEI: 213800K4OJF8DKATLT41       | Long             | EC               | CORP              | AE        |    137540 | NS      | $87247.34      | 0.00%             |  |  |  | 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        |   1040600 | NS      | $2257915.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLTAS LTD                                            | VOLTAS LTD (DEMAT)                                                                       | CUSIP: N/A<br>LEI: 335800VVTQSSZ7NV7F51       | Long             | EC               | CORP              | IN        |    167003 | NS      | $1690026.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 01/26/2023                                                                  | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3780000 | PA      | $3756156.59    | 0.04%             | 2023-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                            | SAMSUNG ELECTRONICS CO LTD                                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |   4341661 | NS      | $210934563.27  | 2.39%             |  |  |  | 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        |   3693262 | NS      | $42773188.59   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDUSTAN UNILEVER LTD                                | HINDUSTAN UNILEVER LTD                                                                   | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               | CORP              | IN        |    186059 | NS      | $6151543.23    | 0.07%             |  |  |  | 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        |    146539 | NS      | $3625347.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHTER GEDEON PLC                                    | RICHTER GEDEON VEGYESZETI NY                                                             | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |   1772825 | NS      | $38095242.48   | 0.43%             |  |  |  | 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        |   1237000 | NS      | $2740839.25    | 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      | $11129463.30   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BRILLIANCE CHINA AUTOMOTIVE HOLDINGS LTD              | BRILLIANCE CH AUTO HLDG LTD                                                              | CUSIP: N/A<br>LEI: 5299005WPCSQN14NBM26       | Long             | EC               | CORP              | BM        |   5700000 | NS      | $3279837.92    | 0.04%             |  |  |  | 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        |   1106294 | NS      | $24788717.66   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ABSA GROUP LTD                                        | ABSA GROUP LTD                                                                           | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |   2789968 | NS      | $33135199.83   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI COMMERCIAL BANK                             | ABU DHABI COMMERCIAL BANK                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |   2770600 | NS      | $7384545.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HANSOL CHEMICAL CO LTD                                | HANSOL CHEMICAL CO LTD                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     33521 | NS      | $5518218.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                            | SAMSUNG ELEC VTG GDR REGS                                                                | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     21300 | NS      | $25301302.75   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| PARADE TECHNOLOGIES LTD                               | PARADE TECHNOLOGIES LTD                                                                  | CUSIP: N/A<br>LEI: 529900D9FDQHQKAQLY02       | Long             | EC               | CORP              | KY        |    109252 | NS      | $2877140.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LTD                                              | NTPC LTD                                                                                 | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |   3943888 | NS      | $8362847.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 01/19/2023                                                                  | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2380000 | PA      | $2367341.87    | 0.03%             | 2023-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                         | PETROBRAS BRASILEIRO SA                                                                  | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |   2432889 | NS      | $14247544.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS BANK LTD                                         | AXIS BK LTD                                                                              | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |   2439892 | NS      | $27143100.03   | 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      | $27413818.33   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| AYALA LAND INC                                        | AYALA LAND INC                                                                           | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |   6928832 | NS      | $3924065.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAI LAB LTD                                           | ZAI LAB LTD                                                                              | CUSIP: N/A<br>LEI: 549300P2UYQ9U5LY1T58       | Long             | EC               | CORP              | KY        |    899850 | NS      | $3259383.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                | OMV AG (AUSH100)                                                                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    263823 | NS      | $14001535.27   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                  | ENN ENERGY HOLDINGS LTD                                                                  | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |    368400 | NS      | $5220618.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ECLAT TEXTILE CO LTD                                  | ECLAT TEXTILE CO LTD                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1082000 | NS      | $16313641.13   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOSEAL HOLDING CO LTD                               | SINOSEAL HOLDING CO LTD                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    315095 | NS      | $1848454.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                           | NETEASE INC ADR                                                                          | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |    212067 | NS      | $15082205.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CREDICORP LTD                                         | CREDICORP LTD                                                                            | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |    222384 | NS      | $34147063.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDIATEK INC                                          | MEDIA TEK INC                                                                            | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |   2526286 | NS      | $61255780.83   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| KUNLUN ENERGY COMPANY LTD                             | KUNLUN ENERGY COMPANY LTD                                                                | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |  14459561 | NS      | $11218384.58   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SAUDI NATIONAL BANK                               | THE SAUDI NATIONAL BANK                                                                  | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |    495574 | NS      | $6775953.61    | 0.08%             |  |  |  | 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        |  34677428 | NS      | $53158883.07   | 0.60%             |  |  |  | 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      | $23252.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 02/02/2023                                                                  | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10250000 | PA      | $10177846.36   | 0.12%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HOUSING DEVELOPMENT FINANCE CORP LTD                  | HOUSING DEV FN CORP LTD(DEMAT)                                                           | CUSIP: N/A<br>LEI: 335800OX2H9AP7NHLT64       | Long             | EC               | CORP              | IN        |   1828256 | NS      | $60817716.85   | 0.69%             |  |  |  | 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      | $4112868.67    | 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        |    939748 | NS      | $2889521.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIES OF QATAR                                   | INDUSTRIES OF QATAR                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    792635 | NS      | $3240841.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS INC                                 | DELTA ELECTRONICS IND CO LTD                                                             | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |    316000 | NS      | $3135639.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHOU INTL GROUP HLDGS LTD                         | SHENZHOU INTL GROUP                                                                      | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |    517718 | NS      | $4674015.63    | 0.05%             |  |  |  | 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        |   1692097 | NS      | $8594244.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                              | ITAU UNIBANCO HOLDING SA                                                                 | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |   5254551 | NS      | $26326674.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIA AVIAN PT                                         | AVIA AVIAN PT                                                                            | CUSIP: N/A<br>LEI: 2549006YBXNWWWTP2773       | Long             | EC               | CORP              | ID        |  43860632 | NS      | $2148381.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                  | ENDEAVOUR MINING PLC                                                                     | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     40758 | NS      | $865064.04     | 0.01%             |  |  |  | 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      |
| LOCALIZA RENT A CAR SA                                | LOCALIZA RENT A CAR SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      8658 | NS      | $95316.67      | 0.00%             |  |  |  | No            |                  1 | 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      | $1681235243.70 | 19.07%            |  |  |  | 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        |   1033192 | NS      | $4597704.40    | 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        |  13365901 | NS      | $3448067.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                           | LG CHEMICAL LTD                                                                          | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |     60966 | NS      | $35188738.16   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                            | FIRST QUANTUM MINERALS INC                                                               | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |   1223796 | NS      | $29094893.57   | 0.33%             |  |  |  | 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        |   2432318 | NS      | $8095135.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PEIJIA MEDICAL LIMITED                                | PEIJIA MEDICAL LIMITED                                                                   | CUSIP: N/A<br>LEI: 300300VE46IBS1WO9M65       | Long             | EC               | CORP              | KY        |   1320000 | NS      | $1326829.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA STEEL LTD                                        | TATA STEEL LTD (DEMAT)                                                                   | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |  11499004 | NS      | $15403776.33   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| INDOFOOD SUKSES MAKMUR TBK                            | INDOFOOD SUKSES MAKMR (DEMAT)                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   5712400 | NS      | $2345680.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI LTD                                 | ANGLOGOLD ASHANTI LTD                                                                    | CUSIP: N/A<br>LEI: 378900EF3BA9A5F42A59       | Long             | EC               | CORP              | ZA        |    182171 | NS      | $3325120.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KWEICHOW MOUTAI CO LTD                                | KWEICHOW MOUTAI CO LTD A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    220121 | NS      | $49959266.82   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC                                          | GAZPROM OAO                                                                              | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |   5946277 | NS      | $948737.18     | 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        |  13891870 | NS      | $6505900.18    | 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        |    364553 | NS      | $14636719.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MENGNIU DAIRY CO                                | CHINA MENGNIU DAIRY CO LTD                                                               | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               | CORP              | KY        |   9285000 | NS      | $41760925.38   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                             | ALIBABA GROUP HOLDING LTD SPON ADR                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    348586 | NS      | $30522190.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 02/23/2023                                                                  | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $257497.12     | 0.00%             | 2023-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WUXI APPTEC CO LTD                                    | WUXI APPTEC CO LTD H                                                                     | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |    224416 | NS      | $2262873.02    | 0.03%             |  |  |  | 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      | $13267545.44   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTES CO LTD                                          | LOTES CO LTD                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     90000 | NS      | $2557744.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIJIN MINING GROUP CO LIMITED                         | ZIJIN MINING GROUP CO LTD H                                                              | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |  11081394 | NS      | $14707944.02   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA CORP                                              | KIA CORP                                                                                 | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     59220 | NS      | $3153475.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| XIANHE CO LTD                                         | XIANHE CO LTD A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    412088 | NS      | $1685735.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLD FIELDS LTD NEW                                   | GOLD FIELDS LTD SPON ADR                                                                 | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |    457900 | NS      | $5105585.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHEJIANG SANHUA CO LTD                                | ZHEJIANG SANHUA CO LTD A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   4795317 | NS      | $15162286.69   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM CHINA HOLDINGS INC                                | YUM CHINA HOLDINGS INC                                                                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     25526 | NS      | $1406993.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK GOLD CORP                                     | BARRICK GOLD CORP                                                                        | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |   1831700 | NS      | $29893344.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BILIBILI INC                                          | BILIBILI INC ADR                                                                         | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |    174817 | NS      | $3034823.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HDFC BANK LTD                                         | HDFC BANK LTD SPON ADR                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    861855 | NS      | $60821107.35   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LI AUTO INC                                           | LI AUTO INC ADR                                                                          | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |    823253 | NS      | $18111566.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCTON TECHNOLOGY CORP                                | ACCTON TECHNOLOGY CORP                                                                   | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |    602000 | NS      | $5375279.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                    | MAKEMYTRIP LIMITED                                                                       | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |    231353 | NS      | $6868870.57    | 0.08%             |  |  |  | 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        |   2952205 | NS      | $12038949.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                                    | TRIP.COM GROUP LTD ADR                                                                   | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |   1425762 | NS      | $45553095.90   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LI NING CO LTD                                        | LI NING CO LTD                                                                           | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |   6092757 | NS      | $48964427.16   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| PINDUODUO INC                                         | PINDUODUO INC ADR                                                                        | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |    553496 | NS      | $45408811.84   | 0.52%             |  |  |  | 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      | $631098751.96  | 7.16%             |  |  |  | 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        |  20379754 | NS      | $6483062.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM CHINA HOLDINGS INC                                | YUM CHINA HOLDINGS INC                                                                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     52350 | NS      | $2935591.72    | 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        |   7333373 | NS      | $79810291.05   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                               | SBERBANK OF RUSSIA                                                                       | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    617111 | NS      | $5785.31       | 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      | $18947548.71   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLAR INDUSTRIES INDIA LTD                            | SOLAR INDUSTRIES INDIA LTD                                                               | CUSIP: N/A<br>LEI: 3358002ANWRT2YJ79L60       | Long             | EC               | CORP              | IN        |    511524 | NS      | $24546961.16   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PVR LTD                                               | PVR LTD                                                                                  | CUSIP: N/A<br>LEI: 335800NR78RUVFDE4L48       | Long             | EC               | CORP              | IN        |    178000 | NS      | $4073582.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                              | BANK CENTRAL ASIA                                                                        | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |  56986620 | NS      | $33854538.65   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                               | RELIANCE INDUSTRIES LTD(DEMAT)DEMATERIALIZED SHS                                         | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |    722419 | NS      | $24318975.77   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGI GREEN ENERGY TECHNOLOGY                         | LONGI GREEN ENERGY TECHNOLOGY                                                            | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |    663958 | NS      | $4337758.17    | 0.05%             |  |  |  | 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        |    367100 | NS      | $1433522.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                             | SCB X PCL (FOR)                                                                          | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |    784374 | NS      | $2363782.07    | 0.03%             |  |  |  | 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        |    685206 | NS      | $11057621.03   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM SA                                            | BRASKEM SA PFD CL A                                                                      | CUSIP: N/A<br>LEI: 549300RPMQUFGBB7EY44       | Long             | EC               | CORP              | BR        |    348700 | NS      | $1890876.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 12/29/2022                                                                  | CUSIP: 912796R27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3460000 | PA      | $3449776.81    | 0.04%             | 2022-12-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| YAGEO CORP                                            | YAGEO CORP                                                                               | CUSIP: N/A<br>LEI: 5493001P0TOZH7GGNQ21       | Long             | EC               | CORP              | TW        |    916109 | NS      | $13976159.89   | 0.16%             |  |  |  | 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      | $3077895.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYPERA SA                                             | HYPERA SA                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1232700 | NS      | $10556464.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMEMORY TECHNOLOGY INC                                | EMEMORY TECHNOLOGY INC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    326126 | NS      | $15971291.33   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NASPERS LTD                                           | NASPERS LTD N SHS                                                                        | CUSIP: N/A<br>LEI: 21380044BQ8812EEKT59       | Long             | EC               | CORP              | ZA        |    345832 | NS      | $53003638.53   | 0.60%             |  |  |  | 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      | $8646425.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER CORP                                            | NAVER CORP                                                                               | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |     94934 | NS      | $13953570.41   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                    | TRIP.COM GROUP LTD                                                                       | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |     84600 | NS      | $2677430.99    | 0.03%             |  |  |  | No            |                  2 | 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        |    631892 | NS      | $2810059.35    | 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      | $3043787.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRATECH CEMENT LTD                                  | ULTRATECH CEMENT LTD                                                                     | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |    129070 | NS      | $11257306.15   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UTD TRACTORS TBK PT                                   | UNITED TRACTORS PT                                                                       | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |  13743880 | NS      | $27033429.04   | 0.31%             |  |  |  | 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        |   4571628 | NS      | $31678018.31   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                           | BANK MANDIRI (PERSERO) PT                                                                | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |  42938295 | NS      | $28964539.81   | 0.33%             |  |  |  | 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      | $35384577.76   | 0.40%             |  |  |  | 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      |
| PHOSAGRO PJSC                                         | PHOSAGRO PJSC                                                                            | CUSIP: N/A<br>LEI: 25340053KRUNNYUWF472       | Long             | EC               | CORP              | RU        |     88909 | NS      | $8341.43       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ICICI BANK LTD                                        | ICICI BANK LTD SPONS ADR                                                                 | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |   1198553 | NS      | $28429677.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI LEAD INTELLIGENT EQUIPMENT CO LTD                | WUXI LEAD INTELLIGENT EQUIPMENT CO LTD A                                                 | CUSIP: N/A<br>LEI: 836800J7WO9E2EF72B65       | Long             | EC               | CORP              | CN        |    234999 | NS      | $1472810.80    | 0.02%             |  |  |  | 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        |    117150 | NS      | $2732352.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPRITE HLDGS LTD                                    | SHOPRITE HLDGS LTD                                                                       | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |    781630 | NS      | $11406245.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                               | ITC LTD (DEMAT)                                                                          | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |   1365669 | NS      | $5725338.92    | 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        |   2909793 | NS      | $17965085.70   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG (UNGTD)                           | ERSTE GROUP BANK AG                                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |    125222 | NS      | $3920875.71    | 0.04%             |  |  |  | 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        |  40633433 | NS      | $29382401.19   | 0.33%             |  |  |  | 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        | 581185897 | NS      | $581185896.51  | 6.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KASIKORNBANK PCL                                      | KASIKORNBANK PCL (FOR)                                                                   | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |   4254900 | NS      | $17597631.34   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BRADESCO SA                                     | BRADESCO SA PREF (BANCO BRAESCO)                                                         | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |    360240 | NS      | $1081549.56    | 0.01%             |  |  |  | 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        |    168262 | NS      | $4275454.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                    | POSCO HOLDINGS INC                                                                       | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |    230372 | NS      | $53319210.82   | 0.60%             |  |  |  | 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        |   1294600 | NS      | $2282845.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                         | PHOSAGRO PJSC GDR REG S                                                                  | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.02          | 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        |    117659 | NS      | $4944928.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                             | WOORI FINANCIAL GROUP INC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    333130 | NS      | $3364996.56    | 0.04%             |  |  |  | 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      | $2240057.68    | 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      | $5502440.36    | 0.06%             |  |  |  | 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      | $3078440.55    | 0.03%             |  |  |  | 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        |    881922 | NS      | $14922120.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HLDGS LTD                                     | TENCENT HOLDINGS LTD                                                                     | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |   5225765 | NS      | $197619179.28  | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHEN INOVANCE TECHNOLOGY CO LTD                   | SHENZHEN INOVANCE TECHNOLOGY CO LTD A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   1230100 | NS      | $12318818.88   | 0.14%             |  |  |  | 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        |    508972 | NS      | $2502199.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOTRUK HONG KONG LTD                                | SINOTRUK HONG KONG LTD                                                                   | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |   2858959 | NS      | $3752560.31    | 0.04%             |  |  |  | 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      | $25246092.89   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 01/05/2023                                                                  | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5260000 | PA      | $5240546.78    | 0.06%             | 2023-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHAILEASE HOLDING COMPANY LIMITED                     | CHAILEASE HOLDING CO LTD                                                                 | CUSIP: N/A<br>LEI: 529900L76E6T0JCM3J27       | Long             | EC               | CORP              | KY        |   5408966 | NS      | $35824720.91   | 0.41%             |  |  |  | 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        |  19973339 | NS      | $321878089.47  | 3.65%             |  |  |  | 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        |   1704720 | NS      | $3436873.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN GROUP LTD                                         | MTN GROUP LTD                                                                            | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |   4012307 | NS      | $32703382.65   | 0.37%             |  |  |  | No            |                  1 | 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        |   1547200 | NS      | $979026.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DB INSURANCE CO LTD                                   | DB INSURANCE CO LTD                                                                      | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |    186358 | NS      | $8956519.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SILERGY CORP                                          | SILERGY CORP                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    922690 | NS      | $13890940.82   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                         | AIA GROUP LTD                                                                            | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   5030400 | NS      | $51081746.78   | 0.58%             |  |  |  | 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        |     85759 | NS      | $6849571.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI LTD                                 | ANGLOGOLD ASHANTI LTD SPON ADR                                                           | CUSIP: 035128206<br>LEI: 378900EF3BA9A5F42A59 | Long             | EC               | CORP              | ZA        |    344017 | NS      | $6305831.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                                                               | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  72572362 | NS      | $72586876.38   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| LARSEN and TOUBRO LTD                                 | LARSEN and TOUBRO LTD                                                                    | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |   2053061 | NS      | $52511810.89   | 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        |   2576447 | NS      | $16885353.18   | 0.19%             |  |  |  | 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        |    355808 | NS      | $29524947.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBEV SA                                              | AMBEV SA-SPN ADR                                                                         | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |   3243900 | NS      | $9893895.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL PCL                                            | CP ALL PCL (FOR)                                                                         | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |   9173475 | NS      | $17046974.86   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                            | JD.COM INC CL A                                                                          | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |   2015485 | NS      | $57537602.82   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCE LAND LTD                               | CHINA RESOURCES LAND LTD                                                                 | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | KY        |   1886000 | NS      | $8760315.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                         | HDFC BANK LTD (DEMAT)                                                                    | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |   1533611 | NS      | $30439409.76   | 0.35%             |  |  |  | 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        |    726726 | NS      | $33598999.08   | 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      | $541051.26     | 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      | $31075.92      | 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        |    981500 | NS      | $3132944.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                         | ZHONGSHENG GROUP HLDGS LTD                                                               | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | KY        |   2197000 | NS      | $11333920.28   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI TELECOM CO                                      | SAUDI TELECOM CO                                                                         | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |    645136 | NS      | $6598518.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 02/16/2023                                                                  | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $872233.64     | 0.01%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INNOCARE PHARMA LTD                                   | INNOCARE PHARMA LTD                                                                      | CUSIP: N/A<br>LEI: 3003001NYJPPWIEOJT79       | Long             | EC               | CORP              | KY        |   1028000 | NS      | $1418900.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIBANYE STILLWATER LTD                                | SIBANYE STILLWATER LTD                                                                   | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |    848759 | NS      | $2361603.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                     | BHARTI AIRTEL LIMITED                                                                    | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |   2177066 | NS      | $22768362.40   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DAQO NEW ENERGY CORP                                  | DAQO NEW ENERGY CORP ADR                                                                 | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | KY        |    202878 | NS      | $11545786.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                        | MSCI EMGMKT FUT DEC22 MESZ2                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     11623 | NC      | $9197007.33    | 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        |   2724203 | NS      | $33057386.39   | 0.37%             |  |  |  | No            |                  1 | 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      |
| VAMOS LOCACAO DE CAMINHOES MAQUINAS E EQUIPAMENTOS SA | VAMOS LOCACAO DE CAMINHOES MAQUINAS E EQUIPAMENTOS SA                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   4560333 | NS      | $11652714.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOTOR CO                                      | HYUNDAI MOTOR CO                                                                         | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |    197742 | NS      | $26048776.91   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP BANK PLC                                          | OTP BANK (REG)                                                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |    195499 | NS      | $5344427.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WIWYNN CORP                                           | WIWYNN CORP                                                                              | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |    116000 | NS      | $3359095.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AL RAJHI BANK                                         | AL RAJHI BANKING and INVEST CORP                                                         | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |   1081028 | NS      | $23148966.95   | 0.26%             |  |  |  | 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        |    477996 | NS      | $2810290.26    | 0.03%             |  |  |  | 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        |  59795982 | NS      | $29969685.32   | 0.34%             |  |  |  | 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        |    673186 | NS      | $3163026.42    | 0.04%             |  |  |  | No            |                  2 | 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      |
| GRUMA SAB DE CV                                       | GRUMA SAB CL B                                                                           | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | EC               | CORP              | MX        |    357819 | NS      | $4466339.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL BANK CO LTD                                | INDUSTRIAL BANK CO LTD A                                                                 | CUSIP: N/A<br>LEI: 300300C1030935001303       | Long             | EC               | CORP              | CN        |    298788 | NS      | $750140.63     | 0.01%             |  |  |  | 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        |    171653 | NS      | $5031638.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                            | JD.COM INC SPON ADR                                                                      | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |    494142 | NS      | $28255039.56   | 0.32%             |  |  |  | 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      | $35803.63      | 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        |  11446000 | NS      | $21728961.43   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Securities Lending Cash Central Fund                                            | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  49066500 | NS      | $49071406.69   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS BANK LTD                                         | AXIS BANK LTD SPON GDR REGS                                                              | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |    205037 | NS      | $11574625.54   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                              | HANA FINANCIAL GROUP INC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    288138 | NS      | $9964616.71    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EICHER MOTORS LTD                                     | EICHER MOTORS LTD                                                                        | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |     94162 | NS      | $4041631.95    | 0.05%             |  |  |  | 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        |   1948490 | NS      | $23196513.68   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE PETROL RAFINERILE AS                          | TUPRAS TURKIY PETROL RAFINE AS                                                           | CUSIP: N/A<br>LEI: 789000RCNG97UV50EE03       | Long             | EC               | CORP              | TR        |    546000 | NS      | $14099678.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITUAN                                               | MEITUAN CL B                                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |   3932922 | NS      | $84782257.24   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAMES SYSTEM CO LTD                     | INTERNATIONAL GAMES SYS CO LTD                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    297015 | NS      | $3785305.91    | 0.04%             |  |  |  | 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        |   9329808 | NS      | $9076422.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                           | INFOSYS LTD SPON ADR                                                                     | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |   1624011 | NS      | $33048623.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAUSA SA                                             | ITAUSA (INVEST ITAU) PFD                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    208310 | NS      | $356459.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIWIN TECHNOLOGIES CORP                               | HIWIN TECHNOLOGIES CORP                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2242112 | NS      | $13731551.06   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARAT HEAVY ELECTRICALS LTD                          | BHARAT HEAVY ELECT LTD (DEMAT)                                                           | CUSIP: N/A<br>LEI: 3358007X5FQ2R445Z747       | Long             | EC               | CORP              | IN        |  11533600 | NS      | $11972403.94   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                          | SK HYNIX INC                                                                             | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |    724755 | NS      | $48366345.42   | 0.55%             |  |  |  | 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        |   1351347 | NS      | $9839328.80    | 0.11%             |  |  |  | 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        |   5753837 | NS      | $46015188.61   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                       | ASML HOLDING NV                                                                          | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     17907 | NS      | $10932584.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                              | SOUTHERN COPPER CORP                                                                     | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |    202430 | NS      | $12352278.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| PETROLEO BRASILEIRO-PETROBRAS                         | PETROLEO BRASILEIRO SPONS ADR                                                            | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |   1613788 | NS      | $18865181.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 01/12/2023                                                                  | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $706769.50     | 0.01%             | 2023-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALINMA BANK                                           | ALINMA BANK                                                                              | CUSIP: N/A<br>LEI: 558600HPAUTN6XSVBK93       | Long             | EC               | CORP              | SA        |   1713410 | NS      | $15724584.69   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC AVIATION LTD                                      | BOC AVIATION LTD                                                                         | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | EC               | CORP              | SG        |    638400 | NS      | $5055122.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                             | SAUDI ARAMCO                                                                             | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |    319490 | NS      | $2847087.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIMICRON TECHNOLOGY CORP                             | UNIMICRON TECHNOLOGY CORP                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1816991 | NS      | $9386114.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                     | INDOFOOD CBP SUKSES MAK TBK PT                                                           | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | EC               | CORP              | ID        |   4691000 | NS      | $3011673.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO LTD                     | HON HAI PRECISION IND CO LTD                                                             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |   2771213 | NS      | $9105120.43    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                               | VALE S.A.                                                                                | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    502245 | NS      | $8295339.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                               | RELIANCE INDS GDR                                                                        | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |    109657 | NS      | $7297399.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                        | SITIOS LATINOAMERICA SAB DE CV                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    452776 | NS      | $203695.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DR SULAIMAN AL HABIB MEDICAL SERVICES GROUP CO        | DR SULAIMAN AL HABIB MEDICAL SERVICES GROUP CO                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    167549 | NS      | $10340192.33   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA AEROSPACE INDUSTRIES LTD                        | KOREA AEROSPACE INDUSTRIES LTD                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    568260 | NS      | $21338612.07   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                           | NETEASE INC                                                                              | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |    225400 | NS      | $3258976.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO SA                                             | SUZANO SA                                                                                | CUSIP: N/A<br>LEI: 391200AW174YQSDMGG41       | Long             | EC               | CORP              | BR        |    892276 | NS      | $9138807.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                           | Fidelity SAI Emerging Markets Index Fund                                                 | CUSIP: 31635V836<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |  64616899 | NS      | $830327146.96  | 9.42%             |  |  |  | No            |                  1 | On Loan: No      |
| STARPOWER SEMICONDUCTOR LTD                           | STARPOWER SEMICONDUCTOR LTD A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     13900 | NS      | $670369.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Investment Trust                             | FIDELITY EMERGING MARKETS FUND/UNITED STATESZ                                            | CUSIP: 31618Q507<br>LEI: MXNTE4GH7BW81YELH558 | Long             | EC               | RF                | US        |  28004799 | NS      | $920517733.47  | 10.44%            |  |  |  | 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        |     66740 | NS      | $1602188.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOAH HLDGS LTD                                        | NOAH HOLDINGS LTD ADR                                                                    | CUSIP: 65487X102<br>LEI: 3003008QW3IHPD3NTU41 | Long             | EC               | CORP              | KY        |     80375 | NS      | $1179101.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANGKOK BANK PUBLIC CO LTD                            | BANGKOK BANK PUBLIC CO LTD(FOR)                                                          | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |   1506503 | NS      | $6212715.50    | 0.07%             |  |  |  | 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      | $4463876.71    | 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        |    450500 | NS      | $5491667.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LTD                                           | INFOSYS LTD                                                                              | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |   1250234 | NS      | $25431586.23   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                               | VALE SA ADR                                                                              | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    417119 | NS      | $6882463.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                          | INDUSTRIAS PENOLES SAB DE CV                                                             | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | EC               | CORP              | MX        |      2404 | NS      | $32318.31      | 0.00%             |  |  |  | No            |                  1 | 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        |    337155 | NS      | $13000696.80   | 0.15%             |  |  |  | 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        |   4668000 | NS      | $3518720.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                             | UST BILLS 0% 03/02/2023                                                                  | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $326444.26     | 0.00%             | 2023-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                           | LUKOIL PJSC                                                                              | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |    345667 | NS      | $163136.66     | 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        |     32568 | NS      | $3815927.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                        | ICICI BANK LTD (DEMAT)                                                                   | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |   3768580 | NS      | $44188795.32   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer