# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035924
**Filing Date:** 2023-2
**Character Count:** 226522
**Document Hash:** 9f07fb3dc548d33dee0fa4b82b1d7df2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035924.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035924

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657626

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST Emerging Markets Equity Portfolio (Series ID: S000021744)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000062362 | AST Emerging Markets Equity Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST Emerging Markets Equity Portfolio

- **b. EDGAR series identifier (if any):** S000021744

- **c. LEI of Series:** N4QJ62UMJLEFUPW82466

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $256766941.80

**Total Liabilities:** $13130805.27

**Net Assets:** $243636136.53

**Cash Not Reported:** $5969472.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000062362 | -1.93%               | 15.75%               | -2.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7382742.52             | $3803986.42                                |
| Month 2  | $-2523365.93             | $35752441.13                               |
| Month 3  | $-3481545.95             | $-2825481.80                               |

**Designated Index Information**

- **Index Name:** MSCI EM

- **Index Identifier:** MXEF Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Housing Development Finance Co            | Housing Development Finance Corp Ltd                         | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     24484 | NS      | $778369.97    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SHUANGHUI                                 | Henan Shuanghui Investment & Development Co Ltd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4400 | NS      | $16465.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPEC CORP                              | China Petroleum & Chemical Corp                              | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |     48500 | NS      | $30522.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Co Ltd              | China Everbright Bank Co Ltd                                 | CUSIP: 000000000<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |   1464000 | NS      | $445749.45    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | ILS/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $101584.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                    | Grupo Mexico SAB de CV                                       | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     85005 | NS      | $299686.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Institutional Money Market Fund - D  | PGIM Institutional Money Market Fund - D                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   9268156 | NS      | $9264449.09   | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association | COP/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $614.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Shipbuilding & Offshore             | Korea Shipbuilding & Offshore Engineering Co Ltd             | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |      3701 | NS      | $208114.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp             | Novatek Microelectronics Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    137766 | NS      | $1408344.58   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/CLP FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-68646.69    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                        | Banco do Brasil SA                                           | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |    171300 | NS      | $1108212.55   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Adani Power Ltd                           | Adani Power Ltd                                              | CUSIP: 000000000<br>LEI: 33580074T4XKFXBDG813 | Long             | EC               | CORP              | IN        |     34654 | NS      | $124970.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chengxin Lithium Group Co Ltd             | Chengxin Lithium Group Co Ltd                                | CUSIP: 000000000<br>LEI: 300300LUBPEGH8SHWI63 | Long             | EC               | CORP              | CN        |       300 | NS      | $1617.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                 | Alibaba Group Holding Ltd                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       662 | NS      | $58315.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Oil Corp Ltd                       | Indian Oil Corp Ltd                                          | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |    290781 | NS      | $268587.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd            | Agricultural Bank of China Ltd                               | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |    102500 | NS      | $43081.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                   | Reliance Industries Ltd                                      | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     47772 | NS      | $1466629.72   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/IDR FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22756.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC                                      | Industrial & Commercial Bank of China Ltd                    | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |     50800 | NS      | $31838.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNBMPLC                                   | Beijing New Building Materials PLC                           | CUSIP: 000000000<br>LEI: 3003000VY5ALEC09Q824 | Long             | EC               | CORP              | CN        |      5700 | NS      | $21238.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YIWU CCC                                  | Zhejiang China Commodities City Group Co Ltd                 | CUSIP: 000000000<br>LEI: 300300UELW04DCUGGZ27 | Long             | EC               | CORP              | CN        |      3100 | NS      | $2344.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/ZAR FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18379.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Copper Co Ltd                     | Jiangxi Copper Co Ltd                                        | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |      2200 | NS      | $5520.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Wantai Biological Phar            | Beijing Wantai Biological Pharmacy Enterprise Co Ltd         | CUSIP: 000000000<br>LEI: 300300280PS0QGBZBS92 | Long             | EC               | CORP              | CN        |       100 | NS      | $1826.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyfrowy Polsat SA                         | Cyfrowy Polsat SA                                            | CUSIP: 000000000<br>LEI: 259400EM1ITR201TTX36 | Long             | EC               | CORP              | PL        |     29039 | NS      | $117106.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | MXN/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11126.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bid Corp Ltd                              | Bid Corp Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     58908 | NS      | $1142643.22   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                            | Ayala Land Inc                                               | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |     65605 | NS      | $36417.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunda Holding Co Ltd                      | Yunda Holding Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300HU5TWO2S5DH054 | Long             | EC               | CORP              | CN        |      4400 | NS      | $9119.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOSUN PHARMA                              | Shanghai Fosun Pharmaceutical Group Co Ltd                   | CUSIP: 000000000<br>LEI: 300300DMUYLW3FP1OT73 | Long             | EC               | CORP              | CN        |    195000 | NS      | $621561.45    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                             | OTP Bank Nyrt                                                | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |     22554 | NS      | $612817.23    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co Ltd               | Baoshan Iron & Steel Co Ltd                                  | CUSIP: 000000000<br>LEI: 300300PYAP4PEHORZT21 | Long             | EC               | CORP              | CN        |     10100 | NS      | $8145.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xingfa group                              | Hubei Xingfa Chemicals Group Co Ltd                          | CUSIP: 000000000<br>LEI: 300300VDBHR35WWCOK67 | Long             | EC               | CORP              | CN        |      8300 | NS      | $34675.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENZHOU INTL                             | Shenzhou International Group Holdings Ltd                    | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | CN        |     23700 | NS      | $264299.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PRE                                       | Poly Developments and Holdings Group Co Ltd                  | CUSIP: 000000000<br>LEI: 300300W9OF1ZRGUDVU96 | Long             | EC               | CORP              | CN        |     21300 | NS      | $46371.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                       | State Bank of India                                          | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |      3818 | NS      | $28234.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trina Solar Co Ltd                        | Trina Solar Co Ltd                                           | CUSIP: 000000000<br>LEI: 30030040IFQ4UMZDUU48 | Long             | EC               | CORP              | CN        |      1896 | NS      | $17403.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEIXING NBM                               | Zhejiang Weixing New Building Materials Co Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3300 | NS      | $10141.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVICEM                                    | AVIC Electromechanical Systems Co Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1400 | NS      | $2030.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                | Realtek Semiconductor Corp                                   | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     54192 | NS      | $492821.77    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Joyoung Co Ltd                            | Joyoung Co Ltd                                               | CUSIP: 000000000<br>LEI: 3003009IDE4C1JWM1R13 | Long             | EC               | CORP              | CN        |    259609 | NS      | $617281.08    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SRBG                                      | Sichuan Road and Bridge Group Co Ltd                         | CUSIP: 000000000<br>LEI: 3003007YDF25LKX9OI30 | Long             | EC               | CORP              | CN        |      8000 | NS      | $12833.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                 | Alibaba Group Holding Ltd                                    | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |    435648 | NS      | $4780327.78   | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                             | AIA Group Ltd                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    135200 | NS      | $1493066.54   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CLP/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-68650.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Electricity Co                      | Saudi Electricity Co                                         | CUSIP: 000000000<br>LEI: 549300FXO4ZXUIAXGP41 | Long             | EC               | CORP              | SA        |     37829 | NS      | $233846.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfeng Motor Group Co Ltd               | Dongfeng Motor Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 3003002JNYOYPX54GE50 | Long             | EC               | CORP              | CN        |    704000 | NS      | $402251.52    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrapar Participacoes SA                 | Ultrapar Participacoes SA                                    | CUSIP: 000000000<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |     11600 | NS      | $27541.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd                            | Coal India Ltd                                               | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |    277033 | NS      | $753654.42    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| THCJ                                      | Suzhou TA&A Ultra Clean Technology Co Ltd                    | CUSIP: 000000000<br>LEI: 8368000VRYF7HAR81G71 | Long             | EC               | CORP              | CN        |      1100 | NS      | $8860.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd                             | MTN Group Ltd                                                | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     66046 | NS      | $493281.01    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Ming Yang Smart Energy Group L            | Ming Yang Smart Energy Group Ltd                             | CUSIP: 000000000<br>LEI: 300300W76R6UJHEZL847 | Long             | EC               | CORP              | CN        |      1200 | NS      | $4371.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd                             | FirstRand Ltd                                                | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |    229189 | NS      | $832663.89    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen C & D Inc                          | Xiamen C & D Inc                                             | CUSIP: 000000000<br>LEI: 300300NQXZDZZ0OSCN43 | Long             | EC               | CORP              | CN        |     23200 | NS      | $45573.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd                                 | CITIC Ltd                                                    | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | CN        |    376187 | NS      | $395534.81    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinduoduo Inc                             | Pinduoduo Inc                                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | CN        |      7554 | NS      | $616028.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP GLOBAL MARKETS INC.             | PHP/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-57117.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd                            | GAIL India Ltd                                               | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |    328226 | NS      | $381151.02    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co                          | Saudi Telecom Co                                             | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |     58103 | NS      | $565412.31    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                    | Petroleo Brasileiro SA                                       | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    306800 | NS      | $1423453.51   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp of India Ltd              | Power Grid Corp of India Ltd                                 | CUSIP: 000000000<br>LEI: 3358009SHWZ3DZEQ4Z56 | Long             | EC               | CORP              | IN        |    118966 | NS      | $306718.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Tin Co Ltd                         | Yunnan Tin Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003005QWPI5MVQF6K65 | Long             | EC               | CORP              | CN        |     10300 | NS      | $20883.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                           | KE Holdings Inc                                              | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | CN        |     10174 | NS      | $142029.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Britannia Industries Ltd                  | Britannia Industries Ltd                                     | CUSIP: 000000000<br>LEI: 335800RRN5EVHNNAXN80 | Long             | EC               | CORP              | IN        |      3279 | NS      | $170566.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Globant SA                                | Globant SA                                                   | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | UY        |      3121 | NS      | $524827.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank, National Association | USD/CZK FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7668.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Vanke Co Ltd                        | China Vanke Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900E66UJ2DWY7KW55 | Long             | EC               | CORP              | CN        |     11400 | NS      | $29821.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUO Corp                                  | AUO Corp                                                     | CUSIP: 000000000<br>LEI: 391200L7PIS4QXYJUQ72 | Long             | EC               | CORP              | TW        |    216770 | NS      | $105305.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JCET Group Co Ltd                         | JCET Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 30030032VVBWZTNDSQ81 | Long             | EC               | CORP              | CN        |     17900 | NS      | $59504.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Commercial & Savings             | Shanghai Commercial & Savings Bank Ltd/The                   | CUSIP: 000000000<br>LEI: 549300TLB5ALPCGBHN23 | Long             | EC               | CORP              | TW        |     54000 | NS      | $77352.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jarir Marketing Co                        | Jarir Marketing Co                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2778 | NS      | $110867.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                    | KB Financial Group Inc                                       | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     37738 | NS      | $1445842.88   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                    | LG Energy Solution Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1101 | NS      | $379467.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| STSS                                      | Shanxi Taigang Stainless Steel Co Ltd                        | CUSIP: 000000000<br>LEI: 300300TSZ3ZVPD82J476 | Long             | EC               | CORP              | CN        |     85600 | NS      | $53381.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                   | Saudi National Bank/The                                      | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     52757 | NS      | $710084.81    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                  | Sunac China Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | CN        |    110318 | NS      | $34443.24     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd                      | Tencent Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |    180094 | NS      | $7636051.12   | 3.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical C            | Yanbu National Petrochemical Co                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2661 | NS      | $29601.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWERCHINA Ltd.                           | Power Construction Corp of China Ltd                         | CUSIP: 000000000<br>LEI: 300300MX911UESD4EH33 | Long             | EC               | CORP              | CN        |     15700 | NS      | $16009.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                              | MediaTek Inc                                                 | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     13078 | NS      | $264423.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd                         | Wan Hai Lines Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     29668 | NS      | $77109.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Bank PSQC/The                  | Commercial Bank PSQC/The                                     | CUSIP: 000000000<br>LEI: 2138004FUUD4I7X8H721 | Long             | EC               | CORP              | QA        |     37148 | NS      | $51042.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd                            | Old Mutual Ltd                                               | CUSIP: 000000000<br>LEI: 213800MON84ZWWPQCN47 | Long             | EC               | CORP              | ZA        |    659594 | NS      | $404649.74    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RES POWER                           | China Resources Power Holdings Co Ltd                        | CUSIP: 000000000<br>LEI: 529900K60FC0AI053735 | Long             | EC               | CORP              | HK        |     64000 | NS      | $130412.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongtai Securities Co Ltd                | Zhongtai Securities Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300E1012137000054 | Long             | EC               | CORP              | CN        |      5400 | NS      | $4992.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                            | ICICI Bank Ltd                                               | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    188051 | NS      | $2022634.62   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                  | Zhongji Innolight Co Ltd                                     | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |      1000 | NS      | $3898.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Natural Gas Co Ltd                    | ENN Natural Gas Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300KVDMGNQNP52Z98 | Long             | EC               | CORP              | CN        |      9800 | NS      | $22737.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Falabella SA                              | Falabella SA                                                 | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | EC               | CORP              | CL        |     56929 | NS      | $110906.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CNNP                                      | China National Nuclear Power Co Ltd                          | CUSIP: 000000000<br>LEI: 3003003YPVL5EMT5LZ97 | Long             | EC               | CORP              | CN        |     54200 | NS      | $46931.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co Ltd                                | HMM Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12753 | NS      | $198773.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JASON FURNITURE HANGZHOU CO LT            | Jason Furniture Hangzhou Co Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8800 | NS      | $54064.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                         | Banco Bradesco SA                                            | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    190629 | NS      | $549011.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Aeroportuario del Pacifi            | Grupo Aeroportuario del Pacifico SAB de CV                   | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |    103630 | NS      | $1485860.57   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BeiGene Ltd                               | BeiGene Ltd                                                  | CUSIP: 000000000<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | US        |     10100 | NS      | $171418.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Daqin Railway Co Ltd                      | Daqin Railway Co Ltd                                         | CUSIP: 000000000<br>LEI: 30030098LARO7YWJL882 | Long             | EC               | CORP              | CN        |     70700 | NS      | $68228.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank Co Ltd                    | Industrial Bank Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300C1030935001303 | Long             | EC               | CORP              | CN        |     38800 | NS      | $98426.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd             | Tata Consultancy Services Ltd                                | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |     22814 | NS      | $897208.89    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTE Corp                                  | ZTE Corp                                                     | CUSIP: 000000000<br>LEI: 3003004FBGVVG1CW5U45 | Long             | EC               | CORP              | CN        |      7200 | NS      | $26819.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCI                                       | New China Life Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |     79600 | NS      | $193800.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gemdale Corp                              | Gemdale Corp                                                 | CUSIP: 000000000<br>LEI: 300300VAI0OCY3OKWO66 | Long             | EC               | CORP              | CN        |     18600 | NS      | $27303.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                             | PhosAgro PJSC                                                | CUSIP: 000000000<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      1145 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HWHG                                      | Humanwell Healthcare Group Co Ltd                            | CUSIP: 000000000<br>LEI: 300300CT1GETYDVFFG34 | Long             | EC               | CORP              | CN        |      1700 | NS      | $5850.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                 | Baidu Inc                                                    | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |     29150 | NS      | $415700.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Chile                     | Banco Santander Chile                                        | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |     59209 | NS      | $937870.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| BRILLIANCE CHI                            | Brilliance China Automotive Holdings Ltd                     | CUSIP: 000000000<br>LEI: 5299005WPCSQN14NBM26 | Long             | EC               | CORP              | HK        |    376000 | NS      | $210509.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGi Green                               | LONGi Green Energy Technology Co Ltd                         | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |      7500 | NS      | $45618.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TINGYI                                    | Tingyi Cayman Islands Holding Corp                           | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | CN        |    764000 | NS      | $1347718.53   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa SAB de CV                            | Alfa SAB de CV                                               | CUSIP: 000000000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | EC               | CORP              | MX        |    221794 | NS      | $141477.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KELUN PHARMA                              | Sichuan Kelun Pharmaceutical Co Ltd                          | CUSIP: 000000000<br>LEI: 30030014Z0J8J835FO94 | Long             | EC               | CORP              | CN        |     11300 | NS      | $43387.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto Inc                               | Li Auto Inc                                                  | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | CN        |     17600 | NS      | $170169.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co                   | SABIC Agri-Nutrients Co                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      4647 | NS      | $181386.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Innolux Corp                              | Innolux Corp                                                 | CUSIP: 000000000<br>LEI: 3003007EXL0825P1MJ10 | Long             | EC               | CORP              | TW        |    279187 | NS      | $100350.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JZEG                                      | Jizhong Energy Resources Co Ltd                              | CUSIP: 000000000<br>LEI: 300300RB4ZPQVWNPOM87 | Long             | EC               | CORP              | CN        |     33500 | NS      | $30732.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/CLP FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $174293.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Foxconn Industrial Internet Co            | Foxconn Industrial Internet Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15000 | NS      | $19873.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TBEA Co Ltd                               | TBEA Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300NIEBMOQ4DNLE36 | Long             | EC               | CORP              | CN        |     20300 | NS      | $58710.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DSBJ                                      | Suzhou Dongshan Precision Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 300300PUYVPZAJYVAE50 | Long             | EC               | CORP              | CN        |      6300 | NS      | $22488.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                     | SM Prime Holdings Inc                                        | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |    436417 | NS      | $278438.24    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Microelectroni            | China Resources Microelectronics Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       577 | NS      | $4381.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Beijing Co Ltd                    | Bank of Beijing Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300C1080211000042 | Long             | EC               | CORP              | CN        |    109900 | NS      | $68407.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd                  | Xinyi Glass Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | HK        |    433000 | NS      | $800000.07    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical E            | Shenzhen Mindray Bio-Medical Electronics Co Ltd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       900 | NS      | $40995.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ningbo Ronbay New Energy Techn            | Ningbo Ronbay New Energy Technology Co Ltd                   | CUSIP: 000000000<br>LEI: 836800IZGSNBP6FLFG39 | Long             | EC               | CORP              | CN        |       505 | NS      | $4991.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBAM APPLIANCES                          | Hangzhou Robam Appliances Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6800 | NS      | $27221.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Semen Indonesia Persero Tbk PT            | Semen Indonesia Persero Tbk PT                               | CUSIP: 000000000<br>LEI: 2549006ADJYJS2SD8T24 | Long             | EC               | CORP              | ID        |    255600 | NS      | $107940.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAD INTELLIGENT                          | Wuxi Lead Intelligent Equipment Co Ltd                       | CUSIP: 000000000<br>LEI: 836800J7WO9E2EF72B65 | Long             | EC               | CORP              | CN        |     42480 | NS      | $246167.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CZK/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7667.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartalega Holdings Bhd                    | Hartalega Holdings Bhd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     68042 | NS      | $26277.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YAHUA GROUP                               | Sichuan Yahua Industrial Group Co Ltd                        | CUSIP: 000000000<br>LEI: 300300K1MUDTK55VMN82 | Long             | EC               | CORP              | CN        |      4500 | NS      | $15079.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yes Bank Ltd                              | Yes Bank Ltd                                                 | CUSIP: 000000000<br>LEI: 335800X6WKDDXJUSFZ86 | Long             | EC               | CORP              | IN        |    382842 | NS      | $95244.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| lu'an EED                                 | Shanxi Lu'an Environmental Energy Development Co Ltd         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3200 | NS      | $7769.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp                 | Unimicron Technology Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     60599 | NS      | $235256.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                             | Axis Bank Ltd                                                | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |     46401 | NS      | $522180.31    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd                               | Vedanta Ltd                                                  | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |    185437 | NS      | $690180.40    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/PHP FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-56966.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tatneft PJSC                              | Tatneft PJSC                                                 | CUSIP: 876629205<br>LEI: 253400PAT768SVJMV121 | Long             | EC               | CORP              | RU        |      2728 | NS      | $0.27         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHINA TAIPING                             | China Taiping Insurance Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | EC               | CORP              | HK        |    283200 | NS      | $351382.79    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman Inc                 | Wuxi Biologics Cayman Inc                                    | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | CN        |    143500 | NS      | $1086856.21   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BNI Tbk PT                                | Bank Negara Indonesia Persero Tbk PT                         | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | EC               | CORP              | ID        |    778500 | NS      | $461236.05    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd                | Longfor Group Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | EC               | CORP              | CN        |     58174 | NS      | $179011.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                              | WH Group Ltd                                                 | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    231394 | NS      | $134957.83    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China Galaxy Securities Co Ltd            | China Galaxy Securities Co Ltd                               | CUSIP: 000000000<br>LEI: 3003008KFQXO06OK8582 | Long             | EC               | CORP              | CN        |      4100 | NS      | $5488.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVI Ltd                                   | AVI Ltd                                                      | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |     69467 | NS      | $307722.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co Ltd             | Bank of Communications Co Ltd                                | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | EC               | CORP              | CN        |     82600 | NS      | $56536.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                | Sino Biopharmaceutical Ltd                                   | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |    152000 | NS      | $88512.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA            | BB Seguridade Participacoes SA                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     46424 | NS      | $295568.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co             | Hon Hai Precision Industry Co Ltd                            | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |    283115 | NS      | $917641.42    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/ILS FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $101586.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Gr            | Emirates Telecommunications Group Co PJSC                    | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | EC               | CORP              | AE        |     56727 | NS      | $352094.66    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen & Toubro Ltd                       | Larsen & Toubro Ltd                                          | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |     12600 | NS      | $316692.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumho Petrochemical Co Ltd                | Kumho Petrochemical Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1846 | NS      | $183957.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                   | Ping An Insurance Group Co of China Ltd                      | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    461000 | NS      | $3028652.61   | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Basic Industries Corp               | Saudi Basic Industries Corp                                  | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |     54641 | NS      | $1307084.87   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanxi Fen Wine                           | Shanxi Xinghuacun Fen Wine Factory Co Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       700 | NS      | $28732.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                      | Hyundai Mobis Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       168 | NS      | $26647.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC            | Moscow Exchange MICEX-RTS PJSC                               | CUSIP: 000000000<br>LEI: 253400M5M1222KPNWE87 | Long             | EC               | CORP              | RU        |    569693 | NS      | $0.77         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Qatar National Bank QPSC                  | Qatar National Bank QPSC                                     | CUSIP: 000000000<br>LEI: 549300FFSRVBS0SQXY75 | Long             | EC               | CORP              | QA        |     65968 | NS      | $326992.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Product Center PCL                   | Home Product Center PCL                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    304400 | NS      | $136090.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sime Darby Plantation Bhd                 | Sime Darby Plantation Bhd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    153293 | NS      | $161987.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                            | Tata Steel Ltd                                               | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |    396658 | NS      | $540251.46    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd             | CSPC Pharmaceutical Group Ltd                                | CUSIP: 000000000<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | CN        |    294480 | NS      | $306575.36    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Superconducting Techno            | Western Superconducting Technologies Co Ltd                  | CUSIP: 000000000<br>LEI: 300300IUC83XEOSKRG67 | Long             | EC               | CORP              | CN        |       519 | NS      | $7097.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKEX                                      | Hong Kong Exchanges & Clearing Ltd                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     29700 | NS      | $1276216.60   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPEC CORP                              | China Petroleum & Chemical Corp                              | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |   3074000 | NS      | $1481090.30   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Aluminium Co Ltd                   | Yunnan Aluminium Co Ltd                                      | CUSIP: 000000000<br>LEI: 3003008AXWSVMLG3MX37 | Long             | EC               | CORP              | CN        |      3900 | NS      | $6242.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Savola Group/The                          | Savola Group/The                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      8370 | NS      | $61394.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurobindo Pharma Ltd                      | Aurobindo Pharma Ltd                                         | CUSIP: 000000000<br>LEI: 335800G4T2A353RDGM23 | Long             | EC               | CORP              | IN        |     56432 | NS      | $298825.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnit PJSC                               | Magnit PJSC                                                  | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |       861 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Erdos                                     | Inner Mongolia ERDOS Resources Co Ltd                        | CUSIP: 000000000<br>LEI: 300300UPV0ZBASQKK574 | Long             | EC               | CORP              | CN        |     11500 | NS      | $25175.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                    | Yum China Holdings Inc                                       | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |      7478 | NS      | $408672.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/ZAR FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $97037.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                  | Itau Unibanco Holding SA                                     | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |    171928 | NS      | $814277.35    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Petrol Rafinerileri AS            | Turkiye Petrol Rafinerileri AS                               | CUSIP: 000000000<br>LEI: 789000RCNG97UV50EE03 | Long             | EC               | CORP              | TR        |     11130 | NS      | $315431.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard International Semicon            | Vanguard International Semiconductor Corp                    | CUSIP: 000000000<br>LEI: 2549001S5Q158BIJJO13 | Long             | EC               | CORP              | TW        |    470000 | NS      | $1180464.27   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN S            | Polski Koncern Naftowy ORLEN SA                              | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      3828 | NS      | $56238.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YILI                                      | Inner Mongolia Yili Industrial Group Co Ltd                  | CUSIP: 000000000<br>LEI: 3003002Q2A863JPQFH06 | Long             | EC               | CORP              | CN        |    558523 | NS      | $2494673.92   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OPENCUT COAL                              | Inner Mongolia Dian Tou Energy Corp Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6200 | NS      | $11030.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                  | Itau Unibanco Holding SA                                     | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     18022 | NS      | $84883.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Chang Hwa Commercial Bank Ltd             | Chang Hwa Commercial Bank Ltd                                | CUSIP: 000000000<br>LEI: 549300FHFNGCSKDTHT42 | Long             | EC               | CORP              | TW        |     49000 | NS      | $27301.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinasoft International Ltd               | Chinasoft International Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     84000 | NS      | $72719.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd            | COSCO SHIPPING Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     58200 | NS      | $86318.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eclat Textile Co Ltd                      | Eclat Textile Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     74000 | NS      | $1187929.32   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/THB FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11665.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever Indonesia Tbk PT                 | Unilever Indonesia Tbk PT                                    | CUSIP: 000000000<br>LEI: 549300MUHUFNRRI19O72 | Long             | EC               | CORP              | ID        |    573600 | NS      | $173269.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | CNH/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $67829.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co Ltd                       | DB Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |      2199 | NS      | $113985.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                | JD.com Inc                                                   | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     43283 | NS      | $1208315.99   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Foschini Group Ltd/The                    | Foschini Group Ltd/The                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     15270 | NS      | $89899.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                         | H World Group Ltd                                            | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | CN        |      3120 | NS      | $132350.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMSC                                      | China Merchants Securities Co Ltd                            | CUSIP: 000000000<br>LEI: 30030060IEIMX476KH87 | Long             | EC               | CORP              | CN        |      2100 | NS      | $4026.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | SGD/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29909.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corp                                | S-Oil Corp                                                   | CUSIP: 000000000<br>LEI: 988400QTUXYDN8W3MZ32 | Long             | EC               | CORP              | KR        |      7710 | NS      | $513140.48    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd                  | Guangdong Investment Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    530000 | NS      | $541156.65    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CCHN                                      | Changchun High & New Technology Industry Group Inc           | CUSIP: 000000000<br>LEI: 300300X04OTKZG18WD66 | Long             | EC               | CORP              | CN        |      1900 | NS      | $45610.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/BRL FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-921.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd             | ASE Technology Holding Co Ltd                                | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |    409543 | NS      | $1244347.06   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| EASPRING                                  | Beijing Easpring Material Technology Co Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1400 | NS      | $11385.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Solar Holdings Ltd                  | Xinyi Solar Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 529900QF7VIH03SB7Q08 | Long             | EC               | CORP              | CN        |    386000 | NS      | $424733.52    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SIPG                                      | Shanghai International Port Group Co Ltd                     | CUSIP: 000000000<br>LEI: 300300DAQ7G1LS22G609 | Long             | EC               | CORP              | CN        |     53300 | NS      | $41091.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                       | HKT Trust & HKT Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    304000 | NS      | $372133.67    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                    | Novolipetsk Steel PJSC                                       | CUSIP: 000000000<br>LEI: 213800913TPW32I84456 | Long             | EC               | CORP              | RU        |    140610 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Trip.com Group Ltd                        | Trip.com Group Ltd                                           | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |      9950 | NS      | $342280.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| YQMY                                      | Shan Xi Hua Yang Group New Energy Co Ltd                     | CUSIP: 000000000<br>LEI: 300300L5SFN6WQCTM144 | Long             | EC               | CORP              | CN        |      9000 | NS      | $18465.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspen Pharmacare Holdings Ltd             | Aspen Pharmacare Holdings Ltd                                | CUSIP: 000000000<br>LEI: 635400ZYSN1IRD5QWQ94 | Long             | EC               | CORP              | ZA        |     31779 | NS      | $254158.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JIUZHOU PHARMACEUTICAL                    | Zhejiang Jiuzhou Pharmaceutical Co Ltd                       | CUSIP: 000000000<br>LEI: 300300M9CIE6UX0BWZ27 | Long             | EC               | CORP              | CN        |      2900 | NS      | $17725.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB d            | Grupo Financiero Banorte SAB de CV                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    306166 | NS      | $2203408.51   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp                                  | Kia Corp                                                     | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     27963 | NS      | $1315673.41   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                        | Etihad Etisalat Co                                           | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |     15506 | NS      | $143333.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO Express Cayman Inc                    | ZTO Express Cayman Inc                                       | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | CN        |      6767 | NS      | $181829.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association | ILS/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7617.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Robinsons Retail Holdings Inc             | Robinsons Retail Holdings Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    328040 | NS      | $317487.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                           | Lojas Renner SA                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     18600 | NS      | $72090.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                         | Vodacom Group Ltd                                            | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |    151646 | NS      | $1092969.10   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | SAR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-290.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive India Ltd               | Colgate-Palmolive India Ltd                                  | CUSIP: 000000000<br>LEI: 335800YWKI47DGFKWB26 | Long             | EC               | CORP              | IN        |      2129 | NS      | $39483.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | PLN/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12541.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                     | Delta Electronics Inc                                        | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |    142000 | NS      | $1316338.57   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co L            | Hankook Tire & Technology Co Ltd                             | CUSIP: 000000000<br>LEI: 9884001BIEVM09M7AH02 | Long             | EC               | CORP              | KR        |      8932 | NS      | $220565.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INOVANCE                                  | Shenzhen Inovance Technology Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     50800 | NS      | $509145.50    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sime Darby Bhd                            | Sime Darby Bhd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    448778 | NS      | $234248.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | MXN/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4969.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                               | LUKOIL PJSC                                                  | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      9907 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FOCUS MEDIA                               | Focus Media Information Technology Co Ltd                    | CUSIP: 000000000<br>LEI: 300300V7WGZW0LZKTD06 | Long             | EC               | CORP              | CN        |     37700 | NS      | $36261.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CNH/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $67819.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/SAR FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-292.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp                          | GS Holdings Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1673 | NS      | $58057.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                               | Naspers Ltd                                                  | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |      1911 | NS      | $319338.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FUYAO GLASS                               | Fuyao Glass Industry Group Co Ltd                            | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     30900 | NS      | $156286.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsingtao Brewery Co Ltd                   | Tsingtao Brewery Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |      1300 | NS      | $20147.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                 | First Abu Dhabi Bank PJSC                                    | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     71961 | NS      | $334355.46    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CATL                                      | Contemporary Amperex Technology Co Ltd                       | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     17400 | NS      | $984844.43    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| DAHUA INC                                 | Zhejiang Dahua Technology Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4600 | NS      | $7497.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adaro Energy Indonesia Tbk PT             | Adaro Energy Indonesia Tbk PT                                | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |   2112000 | NS      | $523169.58    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | HUF/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $52976.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/TWD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9907.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp                    | Accton Technology Corp                                       | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |     38000 | NS      | $288564.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Gujing Distillery Co Ltd            | Anhui Gujing Distillery Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       500 | NS      | $19231.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                         | PetroChina Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |    398000 | NS      | $181803.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd               | Dr Reddy's Laboratories Ltd                                  | CUSIP: 000000000<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       621 | NS      | $31760.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                   | Ping An Insurance Group Co of China Ltd                      | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     15900 | NS      | $107508.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co L            | Korea Investment Holdings Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8284 | NS      | $351558.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                 | SCB X PCL                                                    | CUSIP: 000000000<br>LEI: 254900TG41KIWX7VDO42 | Long             | EC               | CORP              | TH        |    365700 | NS      | $1128113.95   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHIFEI-BIOL                               | Chongqing Zhifei Biological Products Co Ltd                  | CUSIP: 000000000<br>LEI: 300300DRZD9P8L2NA467 | Long             | EC               | CORP              | CN        |      1900 | NS      | $24095.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | ZAR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $97044.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co Ltd                       | Ping An Bank Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |    311900 | NS      | $591385.42    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS                            | China Overseas Land & Investment Ltd                         | CUSIP: 000000000<br>LEI: 529900I6W35GYKRIZ151 | Long             | EC               | CORP              | HK        |     65000 | NS      | $170096.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CNH/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-65869.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | HUF/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6766.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Kingsoft Office Softwa            | Beijing Kingsoft Office Software Inc                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       364 | NS      | $13865.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sipchem                                   | Sahara International Petrochemical Co                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     16661 | NS      | $152381.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgutneftegas PJSC                       | Surgutneftegas PJSC                                          | CUSIP: 000000000<br>LEI: 2138002GZLU65FRAC894 | Long             | EC               | CORP              | RU        |    324980 | NS      | $0.44         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kimberly-Clark de Mexico SAB d            | Kimberly-Clark de Mexico SAB de CV                           | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | EC               | CORP              | MX        |    435253 | NS      | $738655.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| YUAN XING ENERGY                          | Inner Mongolia Yuan Xing Energy Co Ltd                       | CUSIP: 000000000<br>LEI: 300300HF6XQ50FSVY467 | Long             | EC               | CORP              | CN        |      3100 | NS      | $3503.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepkor Holdings Ltd                       | Pepkor Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     78102 | NS      | $92006.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIP DEV                            | COSCO SHIPPING Development Co Ltd                            | CUSIP: 000000000<br>LEI: 529900CWRQN9ME25NV73 | Long             | EC               | CORP              | CN        |     18500 | NS      | $6461.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNRE                                      | China Northern Rare Earth Group High-Tech Co Ltd             | CUSIP: 000000000<br>LEI: 300300CY5TYMU38UDM49 | Long             | EC               | CORP              | CN        |      4900 | NS      | $17662.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard FTSE Emerging Markets ETF        | Vanguard FTSE Emerging Markets ETF                           | CUSIP: 922042858<br>LEI: N/A                  | Long             | EC               | RF                | US        |     94956 | NS      | $3701384.88   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co Ltd                   | Largan Precision Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4633 | NS      | $306238.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SF Holding Co Ltd                         | SF Holding Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3500 | NS      | $29136.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd                   | Kotak Mahindra Bank Ltd                                      | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |     45744 | NS      | $1006427.59   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd                   | Standard Bank Group Ltd                                      | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |    121483 | NS      | $1198631.61   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/TWD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23384.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                       | Banque Saudi Fransi                                          | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |     44983 | NS      | $485024.68    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CNBM                                      | China National Building Material Co Ltd                      | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |    422554 | NS      | $345256.79    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WEG SA                                    | WEG SA                                                       | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |    151600 | NS      | $1101265.99   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JA Solar Technology Co Ltd                | JA Solar Technology Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1500 | NS      | $12980.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management        | Dreyfus Government Cash Management                           | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   2633201 | NS      | $2633201.35   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| pingmei coal                              | Pingdingshan Tianan Coal Mining Co Ltd                       | CUSIP: 000000000<br>LEI: 3003003BTKNO2P0KDH38 | Long             | EC               | CORP              | CN        |     17400 | NS      | $27089.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                  | USD/HKD FORWARD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $311.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YTO Express Group Co Ltd                  | YTO Express Group Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15500 | NS      | $44922.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PZU                                       | Powszechny Zaklad Ubezpieczen SA                             | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |    143257 | NS      | $1163373.57   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Shanghai Co Ltd                   | Bank of Shanghai Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300C1091231000098 | Long             | EC               | CORP              | CN        |     13200 | NS      | $11265.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                             | PhosAgro PJSC                                                | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/INR FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1115.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natura & Co Holding SA                    | Natura & Co Holding SA                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    172200 | NS      | $374216.05    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                   | Haier Smart Home Co Ltd                                      | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |    593400 | NS      | $2014047.17   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Islamic Bank SAQ                    | Qatar Islamic Bank SAQ                                       | CUSIP: 000000000<br>LEI: 254900CFGPXJI71OHT95 | Long             | EC               | CORP              | QA        |     21777 | NS      | $111397.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bolsa Mexicana de Valores SAB             | Bolsa Mexicana de Valores SAB de CV                          | CUSIP: 000000000<br>LEI: 894500CS2D6RLGW61A19 | Long             | EC               | CORP              | MX        |    103478 | NS      | $200355.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGHE                                    | Jiangsu Yanghe Brewery Joint-Stock Co Ltd                    | CUSIP: 000000000<br>LEI: 655600IQ7FXTTBKI8H68 | Long             | EC               | CORP              | CN        |      1700 | NS      | $39267.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresas Copec SA                         | Empresas Copec SA                                            | CUSIP: 000000000<br>LEI: 549300Q3IDJYG6Z7PA50 | Long             | EC               | CORP              | CL        |     10290 | NS      | $76694.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GREE                                      | Gree Electric Appliances Inc of Zhuhai                       | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |     17995 | NS      | $83764.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OOIL                                      | Orient Overseas International Ltd                            | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | HK        |      6000 | NS      | $108140.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Shiyuan Electronic T            | Guangzhou Shiyuan Electronic Technology Co Ltd               | CUSIP: 000000000<br>LEI: 300300XCN9JKXKDKGF57 | Long             | EC               | CORP              | CN        |      2600 | NS      | $22144.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tianqi Lithium Corp                       | Tianqi Lithium Corp                                          | CUSIP: 000000000<br>LEI: 300300IZ1J0MQ8YVEG66 | Long             | EC               | CORP              | CN        |      1400 | NS      | $15948.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                   | ENN Energy Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | CN        |     50700 | NS      | $708180.19    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Jointown                                  | Jointown Pharmaceutical Group Co Ltd                         | CUSIP: 000000000<br>LEI: 300300875YINDA6F8T86 | Long             | EC               | CORP              | CN        |     38288 | NS      | $72044.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCSoft Corp                               | NCSoft Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1780 | NS      | $635858.41    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co Ltd                | China Yangtze Power Co Ltd                                   | CUSIP: 000000000<br>LEI: 3003008VX8JFJXA6QP74 | Long             | EC               | CORP              | CN        |     13500 | NS      | $40907.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jafron Biomedical Co Ltd                  | Jafron Biomedical Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1500 | NS      | $6707.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd               | China Merchants Bank Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |    562000 | NS      | $3110027.48   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Ltd                   | China Railway Group Ltd                                      | CUSIP: 000000000<br>LEI: 529900TFRLG8UDJ7QA89 | Long             | EC               | CORP              | CN        |     72500 | NS      | $58120.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                               | Cencosud SA                                                  | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | EC               | CORP              | CL        |    291306 | NS      | $479557.90    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | SGD/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16575.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | PEN/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $160.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd               | China Merchants Bank Co Ltd                                  | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |     22136 | NS      | $118559.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                          | Vibra Energia SA                                             | CUSIP: 000000000<br>LEI: 549300U7VLJ3SYVNY689 | Long             | EC               | CORP              | BR        |     85000 | NS      | $249220.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaibei Mining Holdings Co Ltd            | Huaibei Mining Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     28500 | NS      | $52620.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Literature Ltd                      | China Literature Ltd                                         | CUSIP: 000000000<br>LEI: 529900YXWIZUFHMK8W28 | Long             | EC               | CORP              | CN        |     35000 | NS      | $135012.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ Corp                                   | CJ Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       573 | NS      | $38276.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongwei Co Ltd                            | Tongwei Co Ltd                                               | CUSIP: 000000000<br>LEI: 3003009CW4QYMCG0BH89 | Long             | EC               | CORP              | CN        |     11200 | NS      | $62265.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HBC                                       | Sichuan Hebang Biotechnology Co Ltd                          | CUSIP: 000000000<br>LEI: 30030072W72E4N589G74 | Long             | EC               | CORP              | CN        |     56900 | NS      | $24969.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avary Holding Shenzhen Co Ltd             | Avary Holding Shenzhen Co Ltd                                | CUSIP: 000000000<br>LEI: 30030067AGXAJK5FRS12 | Long             | EC               | CORP              | CN        |      7600 | NS      | $30096.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/SGD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16577.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                   | Meituan                                                      | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | CN        |    135900 | NS      | $3010978.00   | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co Ltd                    | Bank of Jiangsu Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300C1086832000046 | Long             | EC               | CORP              | CN        |     46400 | NS      | $48815.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd                 | Anhui Conch Cement Co Ltd                                    | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |      3500 | NS      | $13808.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                             | Severstal PAO                                                | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |     51348 | NS      | $5.13         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHINA MER PORT                            | China Merchants Port Holdings Co Ltd                         | CUSIP: 000000000<br>LEI: 529900GA4UH90FUOR048 | Long             | EC               | CORP              | HK        |    133909 | NS      | $195505.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd/The                     | Bidvest Group Ltd/The                                        | CUSIP: 000000000<br>LEI: 5299002ARE4TRMIRGM72 | Long             | EC               | CORP              | ZA        |     60829 | NS      | $763519.37    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd                        | Mr Price Group Ltd                                           | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |     37171 | NS      | $344676.78    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Want Want China Holdings Ltd              | Want Want China Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 5299005HZCEKX4O1J230 | Long             | EC               | CORP              | CN        |     41000 | NS      | $27320.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services            | Bangkok Dusit Medical Services PCL                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    155500 | NS      | $130038.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk P            | Telkom Indonesia Persero Tbk PT                              | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |   8572600 | NS      | $2064386.85   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                   | Maruti Suzuki India Ltd                                      | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |      7212 | NS      | $729605.46    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC P&C                                  | PICC Property & Casualty Co Ltd                              | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    330000 | NS      | $312013.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SLHC                                      | Shanghai Lingang Holdings Corp Ltd                           | CUSIP: 000000000<br>LEI: 300300A3R98BIKL5XH91 | Long             | EC               | CORP              | CN        |      1300 | NS      | $2236.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JIANGNAN RED ARROW                        | North Industries Group Red Arrow Co Ltd                      | CUSIP: 000000000<br>LEI: 3003004CY5NZRROH2J42 | Long             | EC               | CORP              | CN        |      3000 | NS      | $8489.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co Ltd                        | WuXi AppTec Co Ltd                                           | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |      4000 | NS      | $46577.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp                                   | LG Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       430 | NS      | $26625.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haidilao International Holding            | Haidilao International Holding Ltd                           | CUSIP: 000000000<br>LEI: 3003009Q8GV4VNKZWI24 | Long             | EC               | CORP              | CN        |     19000 | NS      | $54189.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Steel Co                          | Hyundai Steel Co                                             | CUSIP: 000000000<br>LEI: 9884006EYA94IB2C3132 | Long             | EC               | CORP              | KR        |     13037 | NS      | $317761.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tianshan Aluminum Group Co Ltd            | Tianshan Aluminum Group Co Ltd                               | CUSIP: 000000000<br>LEI: 300300VE52AL1GWYFN04 | Long             | EC               | CORP              | CN        |      7800 | NS      | $8675.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/ILS FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7618.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd             | Zhongsheng Group Holdings Ltd                                | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | CN        |     42000 | NS      | $215128.21    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| East Money Information Co Ltd             | East Money Information Co Ltd                                | CUSIP: 000000000<br>LEI: 836800ZFB0ZEK3KKW487 | Long             | EC               | CORP              | CN        |     11784 | NS      | $32906.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| President Chain Store Corp                | President Chain Store Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    138000 | NS      | $1220149.29   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                         | Nedbank Group Ltd                                            | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |     29978 | NS      | $374990.78    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | THB/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4152.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/PEN FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1468.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                 | Suzano SA                                                    | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |     10800 | NS      | $99717.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                | Sanlam Ltd                                                   | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |    384358 | NS      | $1104326.11   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | SAR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $84.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi AS                     | Turkiye Is Bankasi AS                                        | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |     57165 | NS      | $39130.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxi Chemical Group Co Ltd                | Luxi Chemical Group Co Ltd                                   | CUSIP: 000000000<br>LEI: 300300UFIWMHUM74D963 | Long             | EC               | CORP              | CN        |      3100 | NS      | $5535.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/MXN FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4970.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chailease Holding Co Ltd                  | Chailease Holding Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900L76E6T0JCM3J27 | Long             | EC               | CORP              | TW        |     46897 | NS      | $330398.19    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | IDR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6531.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THUNDERSOFT                               | Thunder Software Technology Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       100 | NS      | $1445.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheng Shin Rubber Industry Co             | Cheng Shin Rubber Industry Co Ltd                            | CUSIP: 000000000<br>LEI: 3003006VZBNKJZLNJ718 | Long             | EC               | CORP              | TW        |    181424 | NS      | $199678.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education & Techn            | New Oriental Education & Technology Group Inc                | CUSIP: 000000000<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | CN        |     53000 | NS      | $186828.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Cor            | Yang Ming Marine Transport Corp                              | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |    115967 | NS      | $246341.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rosneft Oil Co PJSC                       | Rosneft Oil Co PJSC                                          | CUSIP: 67812M207<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     32677 | NS      | $3.27         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CMOC Group Ltd                            | CMOC Group Ltd                                               | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     36700 | NS      | $24032.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uni-President Enterprises Corp            | Uni-President Enterprises Corp                               | CUSIP: 000000000<br>LEI: 254900DAXBDMVEXU5959 | Long             | EC               | CORP              | TW        |     73000 | NS      | $158009.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                | NAVER Corp                                                   | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      3150 | NS      | $447996.33    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Co Ltd              | China Everbright Bank Co Ltd                                 | CUSIP: 000000000<br>LEI: 549300U6PKQ4H1P34E17 | Long             | EC               | CORP              | CN        |     91200 | NS      | $40419.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co Ltd                 | Montage Technology Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1243 | NS      | $11232.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | PHP/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5071.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                      | UltraTech Cement Ltd                                         | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |      6679 | NS      | $560450.57    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang Tbk                         | Aneka Tambang Tbk                                            | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    399000 | NS      | $50775.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                 | Advanced Info Service PCL                                    | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |     30400 | NS      | $170967.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd                    | Kweichow Moutai Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1100 | NS      | $273332.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Changsha Co Ltd                   | Bank of Changsha Co Ltd                                      | CUSIP: 000000000<br>LEI: 300300C1086243000041 | Long             | EC               | CORP              | CN        |      9100 | NS      | $8880.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuchan Zhongda Group Co Ltd               | Wuchan Zhongda Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 300300PA9D9DEGG5M059 | Long             | EC               | CORP              | CN        |     24300 | NS      | $16859.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                        | Midea Group Co Ltd                                           | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |    166348 | NS      | $1240047.20   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk PT                    | United Tractors Tbk PT                                       | CUSIP: 000000000<br>LEI: 529900N9ELYOWQV4FW14 | Long             | EC               | CORP              | ID        |    341789 | NS      | $572932.31    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Kouzi Distillery Co Ltd             | Anhui Kouzi Distillery Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       500 | NS      | $4158.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Top Glove Corp Bhd                        | Top Glove Corp Bhd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    986700 | NS      | $202821.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd                          | Indus Towers Ltd                                             | CUSIP: 000000000<br>LEI: 335800L6DI4VHODGDK41 | Long             | EC               | CORP              | IN        |     82384 | NS      | $189154.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                  | China Hongqiao Group Ltd                                     | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |    360000 | NS      | $339535.51    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzhou Laojiao Co Ltd                     | Luzhou Laojiao Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1535 | NS      | $49547.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Al-Jazira                            | Bank Al-Jazira                                               | CUSIP: 000000000<br>LEI: 558600FGNP3JML7WY215 | Long             | EC               | CORP              | SA        |     20154 | NS      | $101958.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                               | LG Chem Ltd                                                  | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      2114 | NS      | $1009496.94   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV              | Wal-Mart de Mexico SAB de CV                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    831608 | NS      | $2939530.39   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Thai Oil PCL                              | Thai Oil PCL                                                 | CUSIP: 000000000<br>LEI: 549300HG5527UPZLTT69 | Long             | EC               | CORP              | TH        |    110500 | NS      | $179114.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | KRW/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $75931.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CECEP Wind-Power Corp                     | CECEP Wind-Power Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     22990 | NS      | $12640.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                   | Sberbank of Russia PJSC                                      | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    275108 | NS      | $0.37         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/TWD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9904.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                  | Hana Financial Group Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     12355 | NS      | $411410.55    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JonJee Hi-tech                            | Jonjee Hi-Tech Industrial And Commercial Holding Co Ltd      | CUSIP: 000000000<br>LEI: 3003004VPK0KK2I9LF35 | Long             | EC               | CORP              | CN        |      3700 | NS      | $19671.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zangge Mining Co Ltd                      | Zangge Mining Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3700 | NS      | $13847.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | INR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1115.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                        | Samsung SDI Co Ltd                                           | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |      1493 | NS      | $701026.97    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CRRC TIMES ELEC                           | Zhuzhou CRRC Times Electric Co Ltd                           | CUSIP: 000000000<br>LEI: 529900PLNH7NQLN00B53 | Long             | EC               | CORP              | CN        |       683 | NS      | $5365.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna             | PGE Polska Grupa Energetyczna SA                             | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |    236478 | NS      | $373122.06    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                      | Taiwan Semiconductor Manufacturing Co Ltd                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     66179 | NS      | $4929673.71   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Paints Ltd                          | Asian Paints Ltd                                             | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |     18707 | NS      | $695454.68    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/CZK FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-193592.14   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Industries Qatar QSC                      | Industries Qatar QSC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | QA        |     28448 | NS      | $100414.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HASCO                                     | Huayu Automotive Systems Co Ltd                              | CUSIP: 000000000<br>LEI: 3003001J2BNVV78BOT83 | Long             | EC               | CORP              | CN        |    362319 | NS      | $904437.69    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Ocean Co Ltd                          | Pan Ocean Co Ltd                                             | CUSIP: 000000000<br>LEI: 988400HGOJIHDWPIAT45 | Long             | EC               | CORP              | KR        |     64831 | NS      | $295569.82    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co Ltd                      | Kunlun Energy Co Ltd                                         | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | HK        |    150000 | NS      | $106642.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIO Inc                                   | NIO Inc                                                      | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | CN        |     18547 | NS      | $180833.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Woori Financial Group Inc                 | Woori Financial Group Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    126482 | NS      | $1155454.95   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | BRL/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-927.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCC                                       | Metallurgical Corp of China Ltd                              | CUSIP: 000000000<br>LEI: 3003002HS6H57JTIFW38 | Long             | EC               | CORP              | CN        |    112700 | NS      | $51661.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Feihe Ltd                           | China Feihe Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    243000 | NS      | $205738.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co Ltd                         | LG Innotek Co Ltd                                            | CUSIP: 000000000<br>LEI: 988400KTHH2LMUX7EB48 | Long             | EC               | CORP              | KR        |       374 | NS      | $75427.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | PHP/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5067.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS                                       | China Medical System Holdings Ltd                            | CUSIP: 000000000<br>LEI: 529900Z57DVJXUBLHX66 | Long             | EC               | CORP              | CN        |    108959 | NS      | $170497.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aier Eye Hospital Group Co Ltd            | Aier Eye Hospital Group Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6000 | NS      | $26870.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantech Co Ltd                          | Advantech Co Ltd                                             | CUSIP: 000000000<br>LEI: 2549002OSTKE9HB9IY03 | Long             | EC               | CORP              | TW        |     80595 | NS      | $862966.43    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRC                                      | Shenghe Resources Holding Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2400 | NS      | $4836.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HENGAN INT'L                              | Hengan International Group Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      9000 | NS      | $47716.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao               | B3 SA - Brasil Bolsa Balcao                                  | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    930974 | NS      | $2326153.27   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                | Bank Polska Kasa Opieki SA                                   | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |     12729 | NS      | $253224.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai M&G Stationery Inc               | Shanghai M&G Stationery Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       300 | NS      | $2377.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd             | Geely Automobile Holdings Ltd                                | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |    173000 | NS      | $249903.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/COP FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $614.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen Tungsten Co Ltd                    | Xiamen Tungsten Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300SEC2FOC4PL5N49 | Long             | EC               | CORP              | CN        |      1400 | NS      | $3943.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keda Industrial Group Co Ltd              | Keda Industrial Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 300300J9W79188WE1R80 | Long             | EC               | CORP              | CN        |      6800 | NS      | $13923.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                    | ICE US MSCI EMERGING MARKETS EM INDEX                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       174 | NC      | $-83995.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| China Cinda Asset Management C            | China Cinda Asset Management Co Ltd                          | CUSIP: 000000000<br>LEI: 3003008W60YAHL9CQE51 | Long             | EC               | CORP              | CN        |   2321000 | NS      | $320290.83    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                              | Novatek PJSC                                                 | CUSIP: 000000000<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |     23180 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| POSCO Holdings Inc                        | POSCO Holdings Inc                                           | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      4283 | NS      | $937342.80    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Nien Made Enterprise Co Ltd               | Nien Made Enterprise Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15000 | NS      | $143332.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/SAR FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $83.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QHSLI                                     | Qinghai Salt Lake Industry Co Ltd                            | CUSIP: 000000000<br>LEI: 300300Q8WSV1OODU9092 | Long             | EC               | CORP              | CN        |      5600 | NS      | $18302.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper Corp                      | Southern Copper Corp                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | MX        |     23930 | NS      | $1445132.70   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Lenovo Group Ltd                          | Lenovo Group Ltd                                             | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | CN        |    616000 | NS      | $501730.66    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TLYS                                      | Tongling Nonferrous Metals Group Co Ltd                      | CUSIP: 000000000<br>LEI: 300300JWM4636VG5A986 | Long             | EC               | CORP              | CN        |     18800 | NS      | $8441.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                     | Hyundai Glovis Co Ltd                                        | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |      1741 | NS      | $226036.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co Ltd             | CTBC Financial Holding Co Ltd                                | CUSIP: 000000000<br>LEI: 549300IWDYIFW6JXM387 | Long             | EC               | CORP              | TW        |   1758098 | NS      | $1261583.51   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Mining Co Ltd                     | Western Mining Co Ltd                                        | CUSIP: 000000000<br>LEI: 300300QBV4A9N1NDK519 | Long             | EC               | CORP              | CN        |     15400 | NS      | $22568.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSCEC                                     | China State Construction Engineering Corp Ltd                | CUSIP: 000000000<br>LEI: 300300CWW8WOEV3BR645 | Long             | EC               | CORP              | CN        |    131100 | NS      | $102605.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                     | Aldar Properties PJSC                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |    199136 | NS      | $239277.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co Ltd                         | PetroChina Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |     81600 | NS      | $58612.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero             | Bank Rakyat Indonesia Persero Tbk PT                         | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |  11581306 | NS      | $3671856.11   | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Ltd                      | Exxaro Resources Ltd                                         | CUSIP: 000000000<br>LEI: 378900BC3D9BFF4E4A37 | Long             | EC               | CORP              | ZA        |     38115 | NS      | $488653.27    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NANSHAN ALUMINIUM                         | Shandong Nanshan Aluminum Co Ltd                             | CUSIP: 000000000<br>LEI: 836800YU5J3RT2VPUO65 | Long             | EC               | CORP              | CN        |     23200 | NS      | $10928.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp of China Ltd                | Aluminum Corp of China Ltd                                   | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |     17600 | NS      | $11337.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC                                      | Industrial & Commercial Bank of China Ltd                    | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    581000 | NS      | $297988.92    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | COP/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4971.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHENHUO CO.LTD                            | Henan Shenhuo Coal & Power Co Ltd                            | CUSIP: 000000000<br>LEI: 300300GF8XK44CSHXV64 | Long             | EC               | CORP              | CN        |     14100 | NS      | $30370.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan L            | Evergreen Marine Corp Taiwan Ltd                             | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |    125684 | NS      | $664267.18    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | BRL/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22498.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                  | Bank Central Asia Tbk PT                                     | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     67300 | NS      | $36903.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUALU-HENGSHENG                           | Shandong Hualu Hengsheng Chemical Co Ltd                     | CUSIP: 000000000<br>LEI: 655600R2WZ4EKICFE373 | Long             | EC               | CORP              | CN        |      2600 | NS      | $12433.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co                   | Saudi Arabian Mining Co                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      3343 | NS      | $57392.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Muyuan Foods Co Ltd                       | Muyuan Foods Co Ltd                                          | CUSIP: 000000000<br>LEI: 3003006NCTDQW4KZR676 | Long             | EC               | CORP              | CN        |       500 | NS      | $3513.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co             | NH Investment & Securities Co Ltd                            | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |     12549 | NS      | $87335.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CMES                                      | China Merchants Energy Shipping Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8200 | NS      | $6601.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                        | Arab National Bank                                           | CUSIP: 000000000<br>LEI: 213800CYWGYQVT1ZBQ57 | Long             | EC               | CORP              | SA        |     47775 | NS      | $405989.97    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | EUR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4703.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Supor Co Ltd                     | Zhejiang Supor Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    112000 | NS      | $798532.05    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | IDR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6504.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Innovation Co Ltd                      | SK Innovation Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400PXP70BWVSJVF07 | Long             | EC               | CORP              | KR        |      1829 | NS      | $223443.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                           | Antofagasta PLC                                              | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |     55147 | NS      | $1029462.54   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                  | Industrial Bank of Korea                                     | CUSIP: 000000000<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | CORP              | KR        |     47646 | NS      | $370305.19    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Hi International Holding            | Super Hi International Holding Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1100 | NS      | $1400.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                             | Credicorp Ltd                                                | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |      7080 | NS      | $960472.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbia Advance Corp SAB de CV              | Orbia Advance Corp SAB de CV                                 | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |    481319 | NS      | $853389.34    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC Ltd                                  | NTPC Ltd                                                     | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | EC               | CORP              | IN        |    273539 | NS      | $550109.63    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PINFRA                                    | Promotora y Operadora de Infraestructura SAB de CV           | CUSIP: 000000000<br>LEI: 52990035X6RK8DBUWA73 | Long             | EC               | CORP              | MX        |     39609 | NS      | $322274.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Siam Cement PCL/The                       | Siam Cement PCL/The                                          | CUSIP: 000000000<br>LEI: 529900SEH9QK8ZZDCQ89 | Long             | EC               | CORP              | TH        |     47400 | NS      | $467762.90    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                | Samsung Electronics Co Ltd                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    246928 | NS      | $10838470.81  | 4.45%             |  |  |  | No            |                  2 | On Loan: No      |
| XSCE                                      | Shanxi Coking Coal Energy Group Co Ltd                       | CUSIP: 000000000<br>LEI: 3003006IEAP7EBNLIL41 | Long             | EC               | CORP              | CN        |     16900 | NS      | $28396.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corp Ltd                 | China CITIC Bank Corp Ltd                                    | CUSIP: 000000000<br>LEI: 300300C1030211000384 | Long             | EC               | CORP              | CN        |   2005698 | NS      | $887566.43    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/IDR FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6531.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.              | USD/PLN FORWARD                                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-88.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                           | Gold Fields Ltd                                              | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     17839 | NS      | $184633.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT               | Bank Mandiri Persero Tbk PT                                  | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    356300 | NS      | $227210.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Daan Gene Co Ltd                          | Daan Gene Co Ltd                                             | CUSIP: 000000000<br>LEI: 30030092WPRQ87CXPM21 | Long             | EC               | CORP              | CN        |      6500 | NS      | $14596.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LG H&H Co Ltd                             | LG H&H Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       565 | NS      | $325196.89    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Winbond Electronics Corp                  | Winbond Electronics Corp                                     | CUSIP: 000000000<br>LEI: 254900STBMBTLA91J410 | Long             | EC               | CORP              | TW        |    353153 | NS      | $224264.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | KRW/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $75950.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                      | Taiwan Semiconductor Manufacturing Co Ltd                    | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    614477 | NS      | $8924334.15   | 3.66%             |  |  |  | No            |                  2 | On Loan: No      |
| CPIC                                      | China Pacific Insurance Group Co Ltd                         | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     16400 | NS      | $57996.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                 | Coca-Cola Femsa SAB de CV                                    | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |       413 | NS      | $28034.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imeik Technology Development C            | Imeik Technology Development Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       100 | NS      | $8162.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloomage Biotechnology Corp Lt            | Bloomage Biotechnology Corp Ltd                              | CUSIP: 000000000<br>LEI: 3003000JYMDZWD0IUE82 | Long             | EC               | CORP              | CN        |       353 | NS      | $6879.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Ltd                           | Minth Group Ltd                                              | CUSIP: 000000000<br>LEI: 254900B2AH0G13K9G204 | Long             | EC               | CORP              | CN        |    210000 | NS      | $566829.16    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                             | HDFC Bank Ltd                                                | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     66927 | NS      | $1312676.55   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/EUR FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4703.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | KRW/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-412923.40   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                 | BIM Birlesik Magazalar AS                                    | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |     13188 | NS      | $96375.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd                  | China Resources Land Ltd                                     | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | HK        |    396144 | NS      | $1802204.96   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Ltd                     | AngloGold Ashanti Ltd                                        | CUSIP: 035128206<br>LEI: 378900EF3BA9A5F42A59 | Long             | EC               | CORP              | ZA        |      2390 | NS      | $46413.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SUN PAPER                                 | Shandong Sun Paper Industry JSC Ltd                          | CUSIP: 000000000<br>LEI: 3003003IDX6WN6H5CH12 | Long             | EC               | CORP              | CN        |      2600 | NS      | $4320.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                          | EPAM Systems Inc                                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2492 | NS      | $816728.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corp                               | Wiwynn Corp                                                  | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |     24000 | NS      | $620770.15    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | TWD/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23373.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | EUR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-212.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                   | Sea Ltd                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      4601 | NS      | $239390.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Berli Jucker PCL                          | Berli Jucker PCL                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |     37100 | NS      | $37762.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Seazen Holdings Co Ltd                    | Seazen Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300TGAEBDZS3VS786 | Long             | EC               | CORP              | CN        |      5700 | NS      | $16775.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | MXN/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11116.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hunan Valin Steel Co Ltd                  | Hunan Valin Steel Co Ltd                                     | CUSIP: 000000000<br>LEI: 3003007J7HWD6GTNJ656 | Long             | EC               | CORP              | CN        |     74900 | NS      | $50765.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/INR FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7962.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                | JD.com Inc                                                   | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     17617 | NS      | $988842.21    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                | Oil & Natural Gas Corp Ltd                                   | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    535942 | NS      | $954017.53    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd            | Shinhan Financial Group Co Ltd                               | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |     41579 | NS      | $1157538.13   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaxia Bank Co Ltd                        | Huaxia Bank Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300AKNDEHIGVDZW37 | Long             | EC               | CORP              | CN        |     38800 | NS      | $29080.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                           | BDO Unibank Inc                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |      6626 | NS      | $12601.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co Ltd                   | Haier Smart Home Co Ltd                                      | CUSIP: 000000000<br>LEI: 3003002BYTNGNJTWSH07 | Long             | EC               | CORP              | CN        |      2400 | NS      | $8449.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CZK/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-193604.08   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| China Jushi Co Ltd                        | China Jushi Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300JZBQ0FKI1TDH04 | Long             | EC               | CORP              | CN        |      6500 | NS      | $12848.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Coal Energy Co Ltd                  | China Coal Energy Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900KRC89344UI3Z10 | Long             | EC               | CORP              | CN        |     77000 | NS      | $62519.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                               | NetEase Inc                                                  | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |    171100 | NS      | $2481636.96   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Yuntianhua Co Ltd                  | Yunnan Yuntianhua Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3000 | NS      | $9087.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                | BYD Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      1600 | NS      | $59066.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oilfield Services Ltd               | China Oilfield Services Ltd                                  | CUSIP: 000000000<br>LEI: 529900J4X53VL8QQW675 | Long             | EC               | CORP              | CN        |     24000 | NS      | $29170.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC            | Abu Dhabi Commercial Bank PJSC                               | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |     34165 | NS      | $83612.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | HUF/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $52980.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                    | Yum China Holdings Inc                                       | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |      6450 | NS      | $360167.31    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | CLP/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $174289.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/KRW FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-412938.98   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SANQI HUYU                                | 37 Interactive Entertainment Network Technology Group Co Ltd | CUSIP: 000000000<br>LEI: 300300BE4IFCPHCUMI94 | Long             | EC               | CORP              | CN        |      7800 | NS      | $20322.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Ltd                                 | Sasol Ltd                                                    | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |      8864 | NS      | $141457.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CCR SA                                    | CCR SA                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     62700 | NS      | $128665.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                | Akbank TAS                                                   | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |     53757 | NS      | $56169.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PLDT Inc                                  | PLDT Inc                                                     | CUSIP: 69344D408<br>LEI: 254900ADE8GQHM5P2648 | Long             | EC               | CORP              | PH        |      1227 | NS      | $27975.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shanghai Junshi Biosciences Co            | Shanghai Junshi Biosciences Co Ltd                           | CUSIP: 000000000<br>LEI: 300300L36FLCKN0WXW06 | Long             | EC               | CORP              | CN        |       574 | NS      | $5173.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDS Co Ltd                        | Samsung SDS Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2545 | NS      | $248033.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                      | Saudi Arabian Oil Co                                         | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | EC               | CORP              | SA        |      3327 | NS      | $28558.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                         | SK Telecom Co Ltd                                            | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     25310 | NS      | $949475.59    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                    | Emirates NBD Bank PJSC                                       | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |     33454 | NS      | $117829.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangnong Chemical                         | Jiangsu Yangnong Chemical Co Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       500 | NS      | $7495.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics Inc                        | LG Electronics Inc                                           | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |      1332 | NS      | $91574.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                        | Hang Seng Bank Ltd                                           | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     37100 | NS      | $615357.15    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaanxi Coal Industry Co Ltd              | Shaanxi Coal Industry Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19800 | NS      | $53087.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd            | COSCO SHIPPING Holdings Co Ltd                               | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |    213000 | NS      | $216523.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Formosa Plastics Corp                     | Formosa Plastics Corp                                        | CUSIP: 000000000<br>LEI: 254900KM6G17UTG1QN82 | Long             | EC               | CORP              | TW        |    195997 | NS      | $552715.44    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MultiChoice Group                         | MultiChoice Group                                            | CUSIP: 000000000<br>LEI: 254900BVQQ7DFBMSVJ81 | Long             | EC               | CORP              | ZA        |     43283 | NS      | $298488.23    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/THB FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4152.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chacha Food Co Ltd                        | Chacha Food Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300AJZ9YPIRBJZN87 | Long             | EC               | CORP              | CN        |       600 | NS      | $4325.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phosagro PJSC NPV GDR                     | Phosagro PJSC NPV GDR                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aluminum Corp of China Ltd                | Aluminum Corp of China Ltd                                   | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |    802000 | NS      | $339384.67    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | BRL/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22487.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LXJM                                      | Luxshare Precision Industry Co Ltd                           | CUSIP: 000000000<br>LEI: 300300QLLDUELXN16530 | Long             | EC               | CORP              | CN        |      3428 | NS      | $15688.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp              | China Construction Bank Corp                                 | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |   5198669 | NS      | $3251193.35   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin SA                                 | Klabin SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     43200 | NS      | $163196.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ ENM Co Ltd                             | CJ ENM Co Ltd                                                | CUSIP: 000000000<br>LEI: 9884005N1TS61ILH6840 | Long             | EC               | CORP              | KR        |      3049 | NS      | $253374.31    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free             | China Tourism Group Duty Free Corp Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1593 | NS      | $49530.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp Ltd              | Hindustan Petroleum Corp Ltd                                 | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |     17597 | NS      | $49885.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/COP FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4116.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Kingmed Diagnostics             | Guangzhou Kingmed Diagnostics Group Co Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3600 | NS      | $40610.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Odontoprev SA                             | Odontoprev SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    232270 | NS      | $397178.77    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                   | Vale SA                                                      | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    110402 | NS      | $1873521.94   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Chongqing Brewery Co Ltd                  | Chongqing Brewery Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       200 | NS      | $3675.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | PLN/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12538.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS SA                                    | JBS SA                                                       | CUSIP: 000000000<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |    186300 | NS      | $778409.37    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co Ltd                    | Sinopharm Group Co Ltd                                       | CUSIP: 000000000<br>LEI: 529900N54X78YH9JYK92 | Long             | EC               | CORP              | CN        |     35200 | NS      | $89095.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV                | Arca Continental SAB de CV                                   | CUSIP: 000000000<br>LEI: 254900U2BSJCQHJCXN24 | Long             | EC               | CORP              | MX        |     30944 | NS      | $250962.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TZE                                       | TCL Zhonghuan Renewable Energy Technology Co Ltd             | CUSIP: 000000000<br>LEI: 300300Y3UHPAM1FB1Y03 | Long             | EC               | CORP              | CN        |      3500 | NS      | $18975.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING ENT                               | Beijing Enterprises Holdings Ltd                             | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     80652 | NS      | $257505.59    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                      | Turk Hava Yollari AO                                         | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |     46860 | NS      | $352991.79    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Pharm Co Ltd                        | Hanmi Pharm Co Ltd                                           | CUSIP: 000000000<br>LEI: 988400PP10VZVUOFE672 | Long             | EC               | CORP              | KR        |       259 | NS      | $61341.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                           | Cemex SAB de CV                                              | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     23753 | NS      | $96199.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBio Inc                                 | 3SBio Inc                                                    | CUSIP: 000000000<br>LEI: 529900P0TQC1E9Y7FN31 | Long             | EC               | CORP              | CN        |    136103 | NS      | $144108.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Gas Group Ltd             | China Resources Gas Group Ltd                                | CUSIP: 000000000<br>LEI: 529900A0E1J5JSOKEK83 | Long             | EC               | CORP              | HK        |    231500 | NS      | $863622.76    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP - Energias do Brasil SA               | EDP - Energias do Brasil SA                                  | CUSIP: 000000000<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |    124963 | NS      | $493240.32    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| African Rainbow Minerals Ltd              | African Rainbow Minerals Ltd                                 | CUSIP: 000000000<br>LEI: 529900L3TPSCK8ZVZ589 | Long             | EC               | CORP              | ZA        |     13450 | NS      | $227270.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | ZAR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18385.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Transsion Holdings Co            | Shenzhen Transsion Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: 300300PDJRSNMVF0VJ83 | Long             | EC               | CORP              | CN        |       774 | NS      | $8880.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNCEC                                     | China National Chemical Engineering Co Ltd                   | CUSIP: 000000000<br>LEI: 300300PQKHJ03AUIIX32 | Long             | EC               | CORP              | CN        |     22300 | NS      | $25543.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd              | Impala Platinum Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |     13080 | NS      | $164374.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Copper Co Ltd                     | Jiangxi Copper Co Ltd                                        | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |     33000 | NS      | $48449.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                      | HCL Technologies Ltd                                         | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |     82556 | NS      | $1035325.82   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Global Chemical PCL                   | PTT Global Chemical PCL                                      | CUSIP: 000000000<br>LEI: 5493007X3230PPPZFF40 | Long             | EC               | CORP              | TH        |     68000 | NS      | $92588.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Co Ltd                              | Titan Co Ltd                                                 | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |     43201 | NS      | $1355487.50   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                               | Infosys Ltd                                                  | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |    100227 | NS      | $1805088.27   | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| Cosan SA                                  | Cosan SA                                                     | CUSIP: 000000000<br>LEI: 549300PGFCX2JMKKLC96 | Long             | EC               | CORP              | BR        |    284292 | NS      | $921311.45    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gas Holdings Ltd                    | China Gas Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 254900KTSZLZ21VV8T33 | Long             | EC               | CORP              | HK        |     58800 | NS      | $85216.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Joincare                                  | Joincare Pharmaceutical Group Industry Co Ltd                | CUSIP: 000000000<br>LEI: 3003006PUWUKPH72TS46 | Long             | EC               | CORP              | CN        |     16700 | NS      | $27213.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production P            | PTT Exploration & Production PCL                             | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     58400 | NS      | $297408.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BRF SA                                    | BRF SA                                                       | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | EC               | CORP              | BR        |     69300 | NS      | $107842.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/IDR FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16252.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/CNH FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-65853.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ambev SA                                  | Ambev SA                                                     | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     44688 | NS      | $121551.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuliangye Yibin Co Ltd                    | Wuliangye Yibin Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     80549 | NS      | $2094678.03   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandhan Bank Ltd                          | Bandhan Bank Ltd                                             | CUSIP: 000000000<br>LEI: 335800Q13QAC32IOCH33 | Long             | EC               | CORP              | IN        |     16593 | NS      | $46830.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SD Biosensor Inc                          | SD Biosensor Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     14189 | NS      | $339784.85    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/THB FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11667.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPIC                                      | China Pacific Insurance Group Co Ltd                         | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |    137000 | NS      | $302950.23    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dong-E-E-Jiao Co Ltd                      | Dong-E-E-Jiao Co Ltd                                         | CUSIP: 000000000<br>LEI: 655600E60FK5WI9EWB37 | Long             | EC               | CORP              | CN        |      3200 | NS      | $18798.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                    | Sibanye Stillwater Ltd                                       | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     32089 | NS      | $342068.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank of Kuwait SAKP              | National Bank of Kuwait SAKP                                 | CUSIP: 000000000<br>LEI: 549300NB7FE83IH6BW96 | Long             | EC               | CORP              | KW        |    104216 | NS      | $367472.74    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| YONGXING MATERIALS                        | YongXing Special Materials Technology Co Ltd                 | CUSIP: 000000000<br>LEI: 300300ULJO6T9VWWOQ73 | Long             | EC               | CORP              | CN        |      1600 | NS      | $21253.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/COP FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $860.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masraf Al Rayan QSC                       | Masraf Al Rayan QSC                                          | CUSIP: 000000000<br>LEI: 254900KFL51VLXABR231 | Long             | EC               | CORP              | QA        |     87183 | NS      | $76007.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wens Foodstuffs Group Co Ltd              | Wens Foodstuffs Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 3003005O7DXT61IXLJ96 | Long             | EC               | CORP              | CN        |      2800 | NS      | $7932.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuwait Finance House KSCP                 | Kuwait Finance House KSCP                                    | CUSIP: 000000000<br>LEI: 2549007KX0N057S9BC98 | Long             | EC               | CORP              | KW        |     92081 | NS      | $248814.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang NHU Co Ltd                       | Zhejiang NHU Co Ltd                                          | CUSIP: 000000000<br>LEI: 655600NJSJADB39G3P54 | Long             | EC               | CORP              | CN        |       800 | NS      | $2165.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem SA                                | Braskem SA                                                   | CUSIP: 000000000<br>LEI: 549300RPMQUFGBB7EY44 | Long             | EP               | CORP              | BR        |      3500 | NS      | $15883.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA STATE CON                           | China State Construction International Holdings Ltd          | CUSIP: 000000000<br>LEI: 529900QVUUH13RIZIR85 | Long             | EC               | CORP              | HK        |     28000 | NS      | $31350.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUYAO GLASS                               | Fuyao Glass Industry Group Co Ltd                            | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |    320800 | NS      | $1339493.85   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ASYMCHEM                                  | Asymchem Laboratories Tianjin Co Ltd                         | CUSIP: 000000000<br>LEI: 8368002CY8G4Q85YRQ60 | Long             | EC               | CORP              | CN        |      1200 | NS      | $25618.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                   | ITC Ltd                                                      | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |     59288 | NS      | $237315.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                         | Bank of China Ltd                                            | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |    663000 | NS      | $239959.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CG SERVICES                               | Country Garden Services Holdings Co Ltd                      | CUSIP: 000000000<br>LEI: 549300P2JRKENZSEBB42 | Long             | EC               | CORP              | CN        |     25000 | NS      | $61328.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Engineering & Construc            | Hyundai Engineering & Construction Co Ltd                    | CUSIP: 000000000<br>LEI: 988400CEQG9N710HN313 | Long             | EC               | CORP              | KR        |      7830 | NS      | $216472.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/HUF FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6765.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Shangji Automation Co Ltd            | Wuxi Shangji Automation Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1700 | NS      | $25903.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                | BYD Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      1500 | NS      | $36801.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Globalwafers Co Ltd                       | Globalwafers Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900V6RTNF3U5EGX67 | Long             | EC               | CORP              | TW        |     76000 | NS      | $1053105.81   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de C            | Sociedad Quimica y Minera de Chile SA                        | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |      5568 | NS      | $444549.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Pegatron Corp                             | Pegatron Corp                                                | CUSIP: 000000000<br>LEI: 529900M87JQS8TUO0L66 | Long             | EC               | CORP              | TW        |    127079 | NS      | $262202.93    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIYUNSHAN PH                             | Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd          | CUSIP: 000000000<br>LEI: 529900ROARJHMUIME057 | Long             | EC               | CORP              | CN        |      4700 | NS      | $20200.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronet LNG Ltd                          | Petronet LNG Ltd                                             | CUSIP: 000000000<br>LEI: 335800KIIKNA7GRD9351 | Long             | EC               | CORP              | IN        |    400063 | NS      | $1040557.93   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| United Spirits Ltd                        | United Spirits Ltd                                           | CUSIP: 000000000<br>LEI: 3358004YFWQVX2EZDE82 | Long             | EC               | CORP              | IN        |      2582 | NS      | $27353.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                 | Gerdau SA                                                    | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |     71400 | NS      | $392468.99    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/PLN FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $81613.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnit PJSC                               | Magnit PJSC                                                  | CUSIP: 55953Q202<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Indraprastha Gas Ltd                      | Indraprastha Gas Ltd                                         | CUSIP: 000000000<br>LEI: 33580033VPD8D168H736 | Long             | EC               | CORP              | IN        |     26292 | NS      | $131426.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceutical            | Jiangsu Hengrui Pharmaceuticals Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2700 | NS      | $14997.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guanghui Energy Co Ltd                    | Guanghui Energy Co Ltd                                       | CUSIP: 000000000<br>LEI: 300300763Q4WLOKZPD04 | Long             | EC               | CORP              | CN        |     18800 | NS      | $24503.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kings Luck                                | Jiangsu King's Luck Brewery JSC Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4800 | NS      | $35215.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co Ltd             | Mirae Asset Securities Co Ltd                                | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |     23789 | NS      | $114936.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                              | Gazprom PJSC                                                 | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    273000 | NS      | $0.37         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hapvida Participacoes e Invest            | Hapvida Participacoes e Investimentos S/A                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    115500 | NS      | $111299.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd               | China Shenhua Energy Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |     12500 | NS      | $36008.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB            | Fomento Economico Mexicano SAB de CV                         | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      7787 | NS      | $608320.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| China Shenhua Energy Co Ltd               | China Shenhua Energy Co Ltd                                  | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |     10900 | NS      | $43419.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                | Astra International Tbk PT                                   | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |   1554000 | NS      | $568686.01    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Topsports International Holdin            | Topsports International Holdings Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1083000 | NS      | $853273.07    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | PEN/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1468.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF    | iShares Core MSCI Emerging Markets ETF                       | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     75387 | NS      | $3520572.90   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HAITIAN INT'L                             | Haitian International Holdings Ltd                           | CUSIP: 000000000<br>LEI: 30030093DDRS825TVP62 | Long             | EC               | CORP              | CN        |    158000 | NS      | $421106.96    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| China Lesso Group Holdings Ltd            | China Lesso Group Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    110000 | NS      | $114097.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/PLN FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $81619.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | INR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-74202.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Toly Bread Co Ltd                         | Toly Bread Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16700 | NS      | $37095.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co Ltd                 | Samsung Securities Co Ltd                                    | CUSIP: 000000000<br>LEI: 988400RBTJTHNUOHE716 | Long             | EC               | CORP              | KR        |      4335 | NS      | $108193.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                             | Al Rajhi Bank                                                | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |     62912 | NS      | $1258129.75   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| FULING ZHACAI                             | Chongqing Fuling Zhacai Group Co Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5000 | NS      | $18589.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Korean Air Lines Co Ltd                   | Korean Air Lines Co Ltd                                      | CUSIP: 000000000<br>LEI: 988400C2UFBF4B660C58 | Long             | EC               | CORP              | KR        |     16904 | NS      | $308049.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Catcher Technology Co Ltd                 | Catcher Technology Co Ltd                                    | CUSIP: 000000000<br>LEI: 5299006PRSCU66N5JF55 | Long             | EC               | CORP              | TW        |    133797 | NS      | $734799.35    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LEPU MEDICAL                              | Lepu Medical Technology Beijing Co Ltd                       | CUSIP: 000000000<br>LEI: 3003007FXUYE3WNDDO39 | Long             | EC               | CORP              | CN        |      1600 | NS      | $5300.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingboard Holdings Ltd                    | Kingboard Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 529900G89MY26MMSDR76 | Long             | EC               | CORP              | HK        |     80000 | NS      | $253690.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | PEN/USD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $160.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat Inc                         | Doosan Bobcat Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     17764 | NS      | $486045.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Pou Chen Corp                             | Pou Chen Corp                                                | CUSIP: 000000000<br>LEI: 25490027LIXQ7W4PBH18 | Long             | EC               | CORP              | TW        |    164557 | NS      | $182904.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/EUR FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-212.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLUSH INFO                                | Hithink RoyalFlush Information Network Co Ltd                | CUSIP: 000000000<br>LEI: 300300TIQA4R0NPLQE78 | Long             | EC               | CORP              | CN        |       600 | NS      | $8529.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                 | Bharat Petroleum Corp Ltd                                    | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     17232 | NS      | $68692.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | USD/INR FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-74184.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.             | USD/SGD FORWARD                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29906.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association | INR/USD FORWARD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8000.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongyue Group Ltd                         | Dongyue Group Ltd                                            | CUSIP: 000000000<br>LEI: 529900EJNEZTJBHCHW95 | Long             | EC               | CORP              | CN        |    348000 | NS      | $381147.53    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc                              | SK Hynix Inc                                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     23603 | NS      | $1408250.60   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Guotai Junan Securities Co Ltd            | Guotai Junan Securities Co Ltd                               | CUSIP: 000000000<br>LEI: 300300E1005431000017 | Long             | EC               | CORP              | CN        |     12100 | NS      | $23719.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer